MathLabs

Problem 3

Consider infinite sequences {xn}\{x_n\} of positive reals such that x0=1x_0=1 and x0≥x1≥x2≥⋯x_0\ge x_1\ge x_2\ge\cdots. (a) Prove that for every such sequence there is an n≥1n\ge1 such that Sn=x02x1+x12x2+⋯+xn−12xn≥3.999S_n=\frac{x_0^2}{x_1}+\frac{x_1^2}{x_2}+\cdots+\frac{x_{n-1}^2}{x_n}\ge3.999. (b) Find such a sequence for which Sn<4S_n<4 for all nn.
Step 2 of 4: Use monotonicity
In plain words

Monotonicity controls the denominator by the middle terms.

T=∑i=1n−1xi,xn≤Tn−1,Sn≥(1+T)2T+T/(n−1)=n−1n(1+T)2TT=\sum_{i=1}^{n-1}x_i,\quad x_n\le\frac{T}{n-1},\quad S_n\ge\frac{(1+T)^2}{T+T/(n-1)}=\frac{n-1}{n}\frac{(1+T)^2}{T}
Detailed analysis

Because x1≥⋯≥xnx_1\ge\cdots\ge x_n, the last term is at most the average of x1,…,xn−1x_1,\ldots,x_{n-1}. Also x0=1x_0=1, giving the bound.