Problem 1
Real numbers are given. For each () define and let . (a) Prove that, for any real numbers , . (b) Show that there exist real numbers such that equality holds in the inequality above.
Step 4 of 5: Construct a non-decreasing candidate sequence for part (b)
In plain words
Tracking the running maximum and shifting it down by gives a non-decreasing sequence whose distance to is controlled by .
Detailed analysis
Define and . Since , the sequence is non-decreasing. Moreover (as is one of the terms in the maximum) and , so for every .