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Algebra Difficulty 7.8 National olympiad, round 2 Prove it Estonia

Let x1,,xnx_1, \dots, x_n be non-negative real numbers, not all of which are zeros.
(i) Prove that
1(x1+x22+x33++xnn)(x1+2x2+3x3++nxn)(x1+x2+x3++xn)2(n+1)24n. 1 \le \frac{\left(x_1 + \frac{x_2}{2} + \frac{x_3}{3} + \dots + \frac{x_n}{n}\right) \cdot \left(x_1 + 2x_2 + 3x_3 + \dots + nx_n\right)}{\left(x_1 + x_2 + x_3 + \dots + x_n\right)^2} \le \frac{(n+1)^2}{4n}.
(ii) Show that, for each n1n \ge 1, both inequalities can hold as equalities.

Solution

Applying AM-GM gives
(k=1nxkk)(k=1nkxk)=1n(k=1nnxkk)(k=1nkxk)1n14(k=1nnxkk+k=1nkxk)2==14n(k=1nxk(nk+k))2(n+1)24n(k=1nxk)2. \begin{aligned} \left(\sum_{k=1}^{n} \frac{x_k}{k}\right) \left(\sum_{k=1}^{n} kx_k\right) &= \frac{1}{n} \cdot \left(\sum_{k=1}^{n} \frac{nx_k}{k}\right) \left(\sum_{k=1}^{n} kx_k\right) \le \\ &\le \frac{1}{n} \cdot \frac{1}{4} \left(\sum_{k=1}^{n} \frac{nx_k}{k} + \sum_{k=1}^{n} kx_k\right)^2 = \\ &= \frac{1}{4n} \left(\sum_{k=1}^{n} x_k \left(\frac{n}{k} + k\right)\right)^2 \le \frac{(n+1)^2}{4n} \left(\sum_{k=1}^{n} x_k\right)^2. \end{aligned}
(The last inequality is proved by nk+kn+1\frac{n}{k} + k \le n + 1, as it is equivalent to (nk)(k1)0(n-k)(k-1) \ge 0.)
This gives us the necessary upper bound; this bound is achieved for instance if x1=xn=1x_1 = x_n = 1 and x2==xn1=0x_2 = \dots = x_{n-1} = 0.

For the lower bound, estimate the numerator by Cauchy-Schwarz inequality:
(k=1nxkk)(k=1nkxk)(k=1nxkkkxk)2=(k=1nxk)2; \left(\sum_{k=1}^{n} \frac{x_k}{k}\right) \left(\sum_{k=1}^{n} kx_k\right) \ge \left(\sum_{k=1}^{n} \sqrt{\frac{x_k}{k}} \cdot \sqrt{kx_k}\right)^2 = \left(\sum_{k=1}^{n} x_k\right)^2;
the equality holds here if exactly one of xix_is is non-zero.

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