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Algebra Difficulty 8.5 Shortlist Prove it IMO

Let a1,,ara_{1}, \ldots, a_{r} be positive real numbers. For n>rn>r, we inductively define
an=max1kn1(ak+ank)(1) a_{n}=\max _{1 \leq k \leq n-1}\left(a_{k}+a_{n-k}\right) \tag{1}
Prove that there exist positive integers r\ell \leq r and NN such that an=an+aa_{n}=a_{n-\ell}+a_{\ell} for all nNn \geq N.

Solutions — 2

Solution 1

First, from the problem conditions we have that each an(n>r)a_{n}(n>r) can be expressed as an=aj1+aj2a_{n}=a_{j_{1}}+a_{j_{2}} with j1,j2<n,j1+j2=nj_{1}, j_{2}<n, j_{1}+j_{2}=n. If, say, j1>rj_{1}>r then we can proceed in the same way with aj1a_{j_{1}}, and so on. Finally, we represent ana_{n} in a form
a_{n}=a_{i_{1}}+\cdots+a_{i_{k}} \tag{2}\\ 1 \leq i_{j} \leq r, \quad i_{1}+\cdots+i_{k}=n \tag{3}
Moreover, if ai1a_{i_{1}} and ai2a_{i_{2}} are the numbers in (2) obtained on the last step, then i1+i2>ri_{1}+i_{2}>r. Hence we can adjust (3) as
1ijr,i1++ik=n,i1+i2>r.(4) 1 \leq i_{j} \leq r, \quad i_{1}+\cdots+i_{k}=n, \quad i_{1}+i_{2}>r . \tag{4}
On the other hand, suppose that the indices i1,,iki_{1}, \ldots, i_{k} satisfy the conditions (4). Then, denoting sj=i1++ijs_{j}=i_{1}+\cdots+i_{j}, from (1) we have
an=askask1+aikask2+aik1+aikai1++aik a_{n}=a_{s_{k}} \geq a_{s_{k-1}}+a_{i_{k}} \geq a_{s_{k-2}}+a_{i_{k-1}}+a_{i_{k}} \geq \cdots \geq a_{i_{1}}+\cdots+a_{i_{k}}
Summarizing these observations we get the following
Claim. For every n>rn>r, we have
an=max{ai1++aik: the collection (i1,,ik) satisfies (4)}. a_{n}=\max \left\{a_{i_{1}}+\cdots+a_{i_{k}}: \text{ the collection }\left(i_{1}, \ldots, i_{k}\right) \text{ satisfies }(4)\right\} .
Now we denote
s=max1iraii s=\max _{1 \leq i \leq r} \frac{a_{i}}{i}
and fix some index r\ell \leq r such that s=as=\frac{a_{\ell}}{\ell}.
Consider some nr2+2rn \geq r^{2} \ell+2 r and choose an expansion of ana_{n} in the form (2), (4). Then we have n=i1++ikrkn=i_{1}+\cdots+i_{k} \leq r k, so kn/rr+2k \geq n / r \geq r \ell+2. Suppose that none of the numbers i3,,iki_{3}, \ldots, i_{k} equals \ell. Then by the pigeonhole principle there is an index 1jr1 \leq j \leq r which appears among i3,,iki_{3}, \ldots, i_{k} at least \ell times, and surely jj \neq \ell. Let us delete these \ell occurrences of jj from (i1,,ik)\left(i_{1}, \ldots, i_{k}\right), and add jj occurrences of \ell instead, obtaining a sequence (i1,i2,i3,,ik)\left(i_{1}, i_{2}, i_{3}', \ldots, i_{k'}'\right) also satisfying (4). By Claim, we have
ai1++aik=anai1+ai2+ai3++aik a_{i_{1}}+\cdots+a_{i_{k}}=a_{n} \geq a_{i_{1}}+a_{i_{2}}+a_{i_{3}'}+\cdots+a_{i_{k'}'}
or, after removing the coinciding terms, ajja\ell a_{j} \geq j a_{\ell}, so aajj\frac{a_{\ell}}{\ell} \leq \frac{a_{j}}{j}. By the definition of \ell, this means that aj=ja\ell a_{j}=j a_{\ell}, hence
an=ai1+ai2+ai3++aik. a_{n}=a_{i_{1}}+a_{i_{2}}+a_{i_{3}'}+\cdots+a_{i_{k'}'} .
Thus, for every nr2+2rn \geq r^{2} \ell+2 r we have found a representation of the form (2), (4) with ij=i_{j}=\ell for some j3j \geq 3. Rearranging the indices we may assume that ik=i_{k}=\ell.
Finally, observe that in this representation, the indices (i1,,ik1)\left(i_{1}, \ldots, i_{k-1}\right) satisfy the conditions (4) with nn replaced by nn-\ell. Thus, from the Claim we get
an+a(ai1++aik1)+a=an a_{n-\ell}+a_{\ell} \geq\left(a_{i_{1}}+\cdots+a_{i_{k-1}}\right)+a_{\ell}=a_{n}
which by (1) implies
an=an+a for each nr2+2r a_{n}=a_{n-\ell}+a_{\ell} \quad \text{ for each } n \geq r^{2} \ell+2 r
as desired.

Solution 2

As in the previous solution, we involve the expansion (2), (3), and we fix some index 1r1 \leq \ell \leq r such that
a=s=max1iraii \frac{a_{\ell}}{\ell}=s=\max _{1 \leq i \leq r} \frac{a_{i}}{i}
Now, we introduce the sequence (bn)\left(b_{n}\right) as bn=ansnb_{n}=a_{n}-s n; then b=0b_{\ell}=0.
We prove by induction on nn that bn0b_{n} \leq 0, and (bn)\left(b_{n}\right) satisfies the same recurrence relation as (an)\left(a_{n}\right). The base cases nrn \leq r follow from the definition of ss. Now, for n>rn>r from the induction hypothesis we have
bn=max1kn1(ak+ank)ns=max1kn1(bk+bnk+ns)ns=max1kn1(bk+bnk)0, b_{n}=\max _{1 \leq k \leq n-1}\left(a_{k}+a_{n-k}\right)-n s=\max _{1 \leq k \leq n-1}\left(b_{k}+b_{n-k}+n s\right)-n s=\max _{1 \leq k \leq n-1}\left(b_{k}+b_{n-k}\right) \leq 0,
as required.
Now, if bk=0b_{k}=0 for all 1kr1 \leq k \leq r, then bn=0b_{n}=0 for all nn, hence an=sna_{n}=s n, and the statement is trivial. Otherwise, define
M=max1irbi,ε=min{bi:1ir,bi<0}. M=\max _{1 \leq i \leq r}\left|b_{i}\right|, \quad \varepsilon=\min \left\{\left|b_{i}\right|: 1 \leq i \leq r, b_{i}<0\right\} .
Then for n>rn>r we obtain
bn=max1kn1(bk+bnk)b+bn=bn, b_{n}=\max _{1 \leq k \leq n-1}\left(b_{k}+b_{n-k}\right) \geq b_{\ell}+b_{n-\ell}=b_{n-\ell},
so
0bnbnbn2M 0 \geq b_{n} \geq b_{n-\ell} \geq b_{n-2 \ell} \geq \cdots \geq-M
Thus, in view of the expansion (2), (3) applied to the sequence (bn)\left(b_{n}\right), we get that each bnb_{n} is contained in a set
T={bi1+bi2++bik:i1,,ikr}[M,0] T=\left\{b_{i_{1}}+b_{i_{2}}+\cdots+b_{i_{k}}: i_{1}, \ldots, i_{k} \leq r\right\} \cap[-M, 0]
We claim that this set is finite. Actually, for any xTx \in T, let x=bi1++bik(i1,,ikr)x=b_{i_{1}}+\cdots+b_{i_{k}}\left(i_{1}, \ldots, i_{k} \leq r\right). Then among bijb_{i_{j}} 's there are at most Mε\frac{M}{\varepsilon} nonzero terms (otherwise x<Mε(ε)<Mx<\frac{M}{\varepsilon} \cdot(-\varepsilon)<-M ). Thus xx can be expressed in the same way with kMεk \leq \frac{M}{\varepsilon}, and there is only a finite number of such sums.
Finally, for every t=1,2,,t=1,2, \ldots, \ell we get that the sequence
br+t,br+t+,br+t+2, b_{r+t}, b_{r+t+\ell}, b_{r+t+2 \ell}, \ldots
is non-decreasing and attains the finite number of values; therefore it is constant from some index. Thus, the sequence (bn)\left(b_{n}\right) is periodic with period \ell from some index NN, which means that
bn=bn=bn+b for all n>N+ b_{n}=b_{n-\ell}=b_{n-\ell}+b_{\ell} \quad \text{ for all } n>N+\ell
and hence
an=bn+ns=(bn+(n)s)+(b+s)=an+a for all n>N+ a_{n}=b_{n}+n s=\left(b_{n-\ell}+(n-\ell) s\right)+\left(b_{\ell}+\ell s\right)=a_{n-\ell}+a_{\ell} \quad \text{ for all } n>N+\ell
as desired.

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