Proof: Let {tr} be a periodic sequence with period n. When 1⩽k⩽n, tk=bk. Let Ak=tk+m−bk (1⩽k⩽n,m=0,1,2,⋯,n−1). By (I), the sequence {Ak} satisfies Sn=0,Sk⩾0 (1⩽k⩽n−1). Therefore, by Theorem (1), we have
Tn=i=1∑naiAi=i=1∑nai(ti+m−bi)⩽0,
which implies ∑i=1naibi⩾∑i=1naiti+m, for m=0,1,2,⋯,n−1. Summing both sides over m=0,1,2,⋯,n−1, we get
ni=1∑naibi⩾(i=1∑nai)⋅(i=1∑nbi).
This proves the right-hand side of the inequality.
Now let Ai′=bn−i+1−ti+m(1⩽i⩽n,m=0,1,2,⋯,n−1), by (II), the sequence {Ai′} satisfies Sn=0,Sk⩾0(1⩽k⩽n−1). Therefore, by Theorem (1), we have
Tn′=i=1∑naiAi′=i=1∑nai(bn−i+1−ti+m)⩽0,
which implies ∑i=1naibn−i+1⩽∑i=1naiti+m,m=0,1,2,⋯,n−1.
Summing both sides over m yields the left-hand side of the original inequality.