Fix an integer and let be real numbers in the closed interval . Prove that
Solution
Let . The form a partition of the index set .
Note that, for every in the range 1 through 11, if is non-empty, then
As the form a partition of the index set and at least one is non-empty,
\begin{aligned}
\sum_{i=1}^{n} \frac{1}{a_i} (a_1 + a_2 + \dots + a_i) &= \sum_{j=1}^{11} \sum_{i \in A_j} \frac{1}{a_i} (a_1 + a_2 + \dots + a_i) \\
&> \frac{1}{4} \sum_{j=1}^{11} |A_j|(|A_j| + 3) = \frac{1}{4} \left( \sum_{j=1}^{11} |A_j|^2 + 3n \right) \\
&\ge \frac{1}{4} \left( \frac{n^2}{11} + 3n \right) = \frac{1}{44} n(n + 33), \text{ by Cauchy-Schwarz.}
\end{aligned}
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