Let n be an integer number greater than 2, let x1,x2,…,xn be n positive real numbers such that i=1∑nxi+11=1, and let α be a real number greater than 1. Show that i=1∑nxiα+11≥(n−1)α+1n
Solution
Let yi=1/(xi+1), i=1,2,…,n, so the yi are positive real numbers that add up to 1. Upon substitution, the left-hand member of the required inequality becomes i=1∑n(1−yi)α+yiαyiα=i=1∑n(∑j=iyj)α+yiαyiα, the latter on account of y1+y2+⋯+yn=1. Apply Jensen's inequality to the convex function t↦tα, t>0, to get j=i∑yjα≤(n−1)α−1j=i∑yjα,i=1,2,…,n, so i=1∑n(∑j=iyj)α+yiαyiα≥i=1∑n(n−1)α−1∑j=iyjα+yiαyiα. Now write zi=yiα, i=1,2,…,n, z=z1+z2+⋯+zn and a=(n−1)α−1 to transform the right-hand member of the above inequality to i=1∑n(1−a)zi+azzi. Finally, notice that the function t↦(1−a)t+azt, t<az/(a−1), is convex, to conclude by Jensen's inequality: i=1∑n(1−a)zi+azzi≥n⋅(1−a)n∑i=1nzi+azn1∑i=1nzi=(n−1)a+1n.
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