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Algebra Difficulty 5.0 AIME, harder Prove it China

Let a1,a2,,ana_1, a_2, \dots, a_n be nn non-negative real numbers.

11+a1+a1(1+a1)(1+a2)++a1a2an1(1+a1)(1+a2)(1+an)1. \frac{1}{1+a_1} + \frac{a_1}{(1+a_1)(1+a_2)} + \dots + \frac{a_1a_2\dots a_{n-1}}{(1+a_1)(1+a_2)\dots(1+a_n)} \le 1.

Solution

Let a0=1a_0 = 1. We prove the following identity:
k=1nj=1kaj11+aj=1j=1naj1+aj1 \sum_{k=1}^{n} \prod_{j=1}^{k} \frac{a_{j-1}}{1+a_j} = 1 - \prod_{j=1}^{n} \frac{a_j}{1+a_j} \qquad \textcircled{1}
by induction on nn.

It is evident that 1\textcircled{1} is true for n=1n = 1. Suppose that 1\textcircled{1} is true for n1n-1, n2n \ge 2, then for nn,
k=1nj=1kaj11+aj=k=1n1j=1kaj11+aj+j=1naj11+aj=1j=1n1aj1+aj+j=1naj11+aj=1j=1naj1+aj. \begin{aligned} \sum_{k=1}^{n} \prod_{j=1}^{k} \frac{a_{j-1}}{1+a_j} &= \sum_{k=1}^{n-1} \prod_{j=1}^{k} \frac{a_{j-1}}{1+a_j} + \prod_{j=1}^{n} \frac{a_{j-1}}{1+a_j} \\ &= 1 - \prod_{j=1}^{n-1} \frac{a_j}{1+a_j} + \prod_{j=1}^{n} \frac{a_{j-1}}{1+a_j} \\ &= 1 - \prod_{j=1}^{n} \frac{a_j}{1+a_j}. \end{aligned} \quad \square

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