a) We notice that (bn)n≥1 is non-decreasing. Also, the sequence (an)n≥1 is non-increasing, since 0≤amn≤an−an+1. Moreover,
k=1∑namk≤a1−an+1≤a1.
Using the monotonicity of (an) and (bn), we have:
bn≤bmn=k=1∑mnak=i=1∑m−1ai+k=1∑namk+k=1∑n−1j=1∑m−1amk+j.
By monotonicity,
k=1∑n−1j=1∑m−1amk+j≤(m−1)k=1∑n−1amk≤(m−1)a1,
hence,
bn≤i=1∑m−1ai+k=1∑namk+(m−1)a1≤i=1∑m−1ai+ma1,
b) We first prove that the sequence dn=∑k=1nkak is bounded above. Clearly, (dn)n≥1 is non-decreasing. Moreover,
k=1∑nkamk≤k=1∑nk(ak−ak+1)=a1+k=2∑n(k−(k−1))ak−nan+1≤bn,
so the sequence (∑k=1nkamk)n≥1 is bounded above.
On the other hand,
dn≤dmn=mk=1∑nkamk+k=1∑m−1kak+j=1∑m−1k=1∑n−1(mk+j)amk+j≤mbn+dm−1+(m−1)k=1∑n−1m(k+1)amk≤mbn+dm−1+m(m−1)(bn−1+a1),
hence (dn)n≥1 is bounded above.
Again, (cn)n≥1 is non-decreasing. Similarly,
k=1∑nk2amk≤k=1∑nk2(ak−ak+1)=a1+k=2∑n(k2−(k−1)2)ak−n2an+1≤a1+k=2∑n2kak≤2dn,
so the sequence (∑k=1nk2amk)n≥1 is bounded above.
Finally,
cn≤cmn=m2k=1∑nk2amk+cm−1+j=1∑m−1k=1∑n−1(mk+j)2amk+j≤2m2dn+cm−1+m2(m−1)(k=1∑n−1k2amk+2k=1∑n−1kamk+k=1∑n−1amk),
which is a finite sum of bounded above sequences, hence (cn)n≥1 is bounded above.