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Algebra Difficulty 7.3 National olympiad, round 2 Prove it

Example 3 Use the superiority relationship of Taylor series to prove the arithmetic mean-geometric mean inequality.

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Solution

Proof First, it is clear that for N=1,2,N=1,2, \cdots, and x,y0x, y \geqslant 0, we have the relation

Thus we get
exy>xNyNN!eyixi>(x1x2xn)NynN(N!)n\begin{array}{c} \mathrm{e}^{x y}>\frac{x^{N} y^{N}}{N!} \\ \mathrm{e}^{y \sum_{i} x_{i}}>\frac{\left(x_{1} x_{2} \cdots x_{n}\right)^{N} y^{n N}}{(N!)^{n}} \end{array}

Therefore, by comparing the coefficients of ynNy^{n N}, we obtain
(ixi)nN(nN)!(x1x2xn)N(N!)n\frac{\left(\sum_{i} x_{i}\right)^{n N}}{(n N)!} \geqslant \frac{\left(x_{1} x_{2} \cdots x_{n}\right)^{N}}{(N!)^{n}}

Or
(ixi)nx1x2xn((nN)!(N!)n)1N\frac{\left(\sum_{i} x_{i}\right)^{n}}{x_{1} x_{2} \cdots x_{n}} \geqslant\left(\frac{(n N)!}{(N!)^{n}}\right)^{\frac{1}{N}}

which holds for all positive integers NN.
Letting N+N \rightarrow+\infty, by Stirling's formula, we get
limN+((nN)!(N!)n)1N=nn\lim _{N \rightarrow+\infty}\left(\frac{(n N)!}{(N!)^{n}}\right)^{\frac{1}{N}}=n^{n}

Thus, equation (1) is established. This proof does not provide the condition for equality to hold.

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Source: NuminaMath-1.5, licensed Apache-2.0. Statement and solution reproduced as published; topic and difficulty added by this site.