Fix integers n≥2 and 1≤m≤n−1. Let a0, a1, …, an be non-negative real numbers satisfying a0+a1+⋯+an=1. Prove that, if ∑k=0nakxk<xm for some 0<x<1, then ∑k=0m−1(m−k)ak<∑k=m+1n(k−m)ak.
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Solution
As a0+a1+⋯+an=1, the required inequality is equivalent to ∑k=0nkak>m. To prove this inequality, note that the exponential t↦xt, t∈R, is convex and apply Jensen's inequality to write x∑k=0nkak≤∑k=0nakxk<xm. As 0<x<1, the desired inequality follows by comparing the exponents of x at both ends.
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