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Romanian Mathematical Olympiad

Combinatorics Difficulty 5.9 AIME, harder Prove it Romania

Consider a function f:R→[0,∞)f : \mathbb{R} \to [0, \infty). Prove that ff satisfies the inequality f(x+y)≥(1+y)f(x)f(x+y) \ge (1+y)f(x) for any x∈Rx \in \mathbb{R} and any y≥0y \ge 0, if and only if the function g:R→[0,∞)g : \mathbb{R} \to [0, \infty) defined by g(x)=e−xf(x)g(x) = e^{-x}f(x), for x∈Rx \in \mathbb{R}, is non-decreasing.

Solution

The inequality ey≥1+ye^y \ge 1+y, holds for all y∈Ry \in \mathbb{R}. Assume the function gg is monotonously increasing on R\mathbb{R}. Then, based on the inequality above, we get
f(x+y)=ex+yg(x+y)≥ex(1+y)g(x)=(1+y)f(x), f(x + y) = e^{x+y}g(x + y) \ge e^x(1 + y)g(x) = (1 + y)f(x),
for all x∈Rx \in \mathbb{R} and all y≥0y \ge 0.

Conversely, assume f(x+y)≥(1+y)f(x)f(x + y) \ge (1 + y)f(x), for all x∈Rx \in \mathbb{R} and all y≥0y \ge 0. One can check by induction
f(x+nt)≥(1+t)nf(x), f(x + nt) \ge (1 + t)^n f(x),
for all x∈Rx \in \mathbb{R}, t≥0t \ge 0 and n∈Nn \in \mathbb{N}. Let x,z∈Rx, z \in \mathbb{R}, with x<zx < z.
Denote y=z−xy = z - x. For n∈N∗n \in \mathbb{N}^* we have
g(z)=e−zf(z)=e−x−yf(x+nyn)≥e−x−y(1+yn)nf(x)=(1+yn)neyg(x). g(z) = e^{-z}f(z) = e^{-x-y}f\left(x + n\frac{y}{n}\right) \ge e^{-x-y}\left(1 + \frac{y}{n}\right)^n f(x) = \frac{\left(1 + \frac{y}{n}\right)^n}{e^y}g(x).
It follows
g(z)≥lim⁡n→∞(1+yn)neyg(x)=g(x), g(z) \ge \lim_{n \to \infty} \frac{\left(1 + \frac{y}{n}\right)^n}{e^y} g(x) = g(x),
therefore gg is monotonously increasing on R\mathbb{R}.

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