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Algebra Difficulty 8.1 Shortlist Prove it Romania

Let (an)n0(a_n)_{n \ge 0} and (bn)n0(b_n)_{n \ge 0} be sequences of real numbers such that a0>1/2a_0 > 1/2, an+1ana_{n+1} \ge a_n, and bn+1=an(bn+bn+2)b_{n+1} = a_n(b_n + b_{n+2}), for all non-negative integers nn. Show that the sequence (bn)n0(b_n)_{n \ge 0} is bounded.

Solution

Use the relation in the statement and the fact that no aka_k is 1/21/2, to write
bk+22bk2=(bk+1bk)2(bk+2bk+1)22ak1,kN, b_{k+2}^2 - b_k^2 = \frac{(b_{k+1} - b_k)^2 - (b_{k+2} - b_{k+1})^2}{2a_k - 1}, \quad k \in \mathbb{N},
fix an integer n>2n > 2, and sum over 0,1,,n20, 1, \ldots, n-2, to obtain
bn2+bn12b12b02=(b1b0)22a01k=0n3(12ak112ak+11)(bk+2bk+1)2(bnbn1)22an21(b1b0)22a01, b_n^2 + b_{n-1}^2 - b_1^2 - b_0^2 = \frac{(b_1 - b_0)^2}{2a_0 - 1} - \sum_{k=0}^{n-3} \left( \frac{1}{2a_k - 1} - \frac{1}{2a_{k+1} - 1} \right) (b_{k+2} - b_{k+1})^2 - \frac{(b_n - b_{n-1})^2}{2a_{n-2} - 1} \le \frac{(b_1 - b_0)^2}{2a_0 - 1},
since the aka_k form an increasing sequence of real numbers greater than 1/21/2. Consequently, bn2bn2+bn12b02+b12+(b1b0)2/(2a01)b_n^2 \le b_n^2 + b_{n-1}^2 \le b_0^2 + b_1^2 + (b_1 - b_0)^2/(2a_0 - 1), and the conclusion follows.

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