Let (an) be the sequence of reals defined by a1=41 and the recurrence an=41(1+an−1)2 for n≥2. We aim to find the minimum real λ such that for any non-negative reals x1,x2,…,x2002, it holds that
k=1∑2002Ak≤λa2002,
where Ak=(xk+⋯+x2002+2k(k−1)+1)2xk−k for k≥1.
First, we simplify the problem by setting t=2002. For k=1,2,…,t, define
yk=xk+xk+1+⋯+xt+2k(k−1)+1,
and let L=yt+1=2(t+1)t+1. Notice that yk−yk+1=xk−k for 1≤k≤t. Thus, we need to maximize the sum
S=k=1∑2002Ak=k=1∑2002yk2yk−yk+1.
We use the following lemma to proceed:
Lemma 1. The inequality x2ax−b≤4a2⋅b1 holds for all x∈R∖{0} with equality when x=a2b, where a,b>0.
Proof. Multiplying by 4bx2>0, we need 4abx−4b2≤a2x2, which simplifies to (ax−2b)2≥0. ■
Lemma 2. Define the sequence b1=0 and bn=41(1+bn−1)2 for n≥2. Then
ykbk+yk2yk−yk+1≤yk+1bk+1
for all 1≤k≤n.
Proof. Using Lemma 1, we find
ykbk+yk2yk−yk+1=yk2(bk+1)yk−yk+1≤4(bk+1)2⋅yk+11=yk+1bk+1.■
Summing these inequalities for k=1,2,…,t gives
0≥k=1∑t(ykbk+yk2yk−yk+1−yk+1bk+1)=S−yt+1bt+1,
so S≤Lbt+1.
To achieve the maximum with non-negative xk, equality holds if and only if yk=bk+12yk+1 for k=1,2,…,t. This ensures all yk are positive. Induction shows 0≤bn≤1 for all n≥1, implying yk=bk+12yk+1≥yk+1, ensuring xk≥0.
Since b2=41 and bn+1=an, the maximum S=Lbt+1=L1at. Thus, the constant λ is
λ=22003⋅2002+11=20050041.
The answer is: \boxed{\frac{1}{2005004}}.