MathLabs

Problem 3

Let x1,x2,…,xnx_1, x_2, \ldots, x_n be real numbers satisfying x12+x22+⋯+xn2=1x_1^2 + x_2^2 + \cdots + x_n^2 = 1. Prove that for every integer k≥2k \ge 2 there are integers a1,a2,…,ana_1, a_2, \ldots, a_n, not all 00, such that ∣ai∣≤k−1|a_i| \le k - 1 for all ii and ∣a1x1+a2x2+⋯+anxn∣≤(k−1)nkn−1|a_1 x_1 + a_2 x_2 + \cdots + a_n x_n| \le \dfrac{(k-1)\sqrt{n}}{k^n - 1}.
Step 6 of 6: Restore the signs to finish
In plain words

Reattaching the sign of xix_i to did_i was designed from the start to make aixia_ix_i equal diyid_iy_i exactly, so the bound proved for the yiy_i's in Step 5 transfers over unchanged.

ai={di,xi≥0−di,xi<0  ⟹  ∣∑iaixi∣=∣∑idiyi∣≤(k−1)nkn−1a_i = \begin{cases} d_i, & x_i \ge 0 \\ -d_i, & x_i < 0 \end{cases} \implies \left|\sum_i a_ix_i\right| = \left|\sum_i d_iy_i\right| \le \frac{(k-1)\sqrt n}{k^n-1}
Detailed analysis

Set ai=dia_i=d_i when xi≥0x_i\ge0 and ai=−dia_i=-d_i when xi<0x_i<0; then aixi=di∣xi∣=diyia_ix_i=d_i|x_i|=d_iy_i in every case, so ∑aixi=∑diyi\sum a_ix_i=\sum d_iy_i, and ∣ai∣=∣di∣≤k−1|a_i|=|d_i|\le k-1 for every ii; not all aia_i are zero because not all did_i are zero. Combining this with Step 5 gives exactly ∣∑aixi∣≤(k−1)nkn−1\left|\sum a_ix_i\right|\le\frac{(k-1)\sqrt n}{k^n-1}, completing the proof.