Let x1,…,xn be non-negative real numbers, not all of which are zeros. (i) Prove that 1≤(x1+x2+x3+⋯+xn)2(x1+2x2+3x3+⋯+nxn)⋅(x1+2x2+3x3+⋯+nxn)≤4n(n+1)2. (ii) Show that, for each n≥1, both inequalities can hold as equalities.
Solution
Applying AM-GM gives (k=1∑nkxk)(k=1∑nkxk)=n1⋅(k=1∑nknxk)(k=1∑nkxk)≤≤n1⋅41(k=1∑nknxk+k=1∑nkxk)2==4n1(k=1∑nxk(kn+k))2≤4n(n+1)2(k=1∑nxk)2. (The last inequality is proved by kn+k≤n+1, as it is equivalent to (n−k)(k−1)≥0.) This gives us the necessary upper bound; this bound is achieved for instance if x1=xn=1 and x2=⋯=xn−1=0.
For the lower bound, estimate the numerator by Cauchy-Schwarz inequality: (k=1∑nkxk)(k=1∑nkxk)≥(k=1∑nkxk⋅kxk)2=(k=1∑nxk)2; the equality holds here if exactly one of xis is non-zero.
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