Let a1, a2, …, an be positive real numbers whose product is 1. Show that the sum 1+a1a1+(1+a1)(1+a2)a2+(1+a1)(1+a2)(1+a3)a3+⋯+(1+a1)(1+a2)…(1+an)an is greater than or equal to 2n2n−1.
Solution
Note that for every positive integer m, (1+a1)(1+a2)⋯(1+am)am=(1+a1)(1+a2)⋯(1+am)1+am−(1+a1)(1+a2)⋯(1+am)1=(1+a1)⋯(1+am−1)1−(1+a1)⋯(1+am)1. Therefore, if we let bj=(1+a1)(1+a2)⋯(1+aj), with b0=1, then by telescoping sums, j=1∑n(1+a1)⋯(1+aj)aj=j=1∑n(bj−11−bj1)=1−bn1. Note that bn=(1+a1)(1+a2)⋯(1+an)≥(2a1)(2a2)⋯(2an)=2n, with equality if and only if all ai's equal 1. Therefore, 1−bn1≥1−2n1=2n2n−1. To check that this minimum can be obtained, substitute all ai=1 to yield 21+221+231+⋯+2n1=2n2n−1+2n−2+⋯+1=2n2n−1, as desired.
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