Proof According to the problem, the original problem is transformed into a chain of problems.
At this point, let δ(k)=21k(k−1), and consider a series of lemmas:
Lemma 1 For any real numbers a⩾0,c>0,b>0, the function f(x)=x+ba+(x+b)2x−c. When x=1+a(1−a)b+2c, it reaches the maximum value 41⋅b+c(1+a)2.
In fact, let y=x+b1, then
f(x)=−(b+c)y2+(1+a)y=−(b+c)(y−21⋅b+c1+a)2+41⋅b+c(1+a)2.
Thus, when y=21⋅b+c1+a, then x=1+a(1−a)b+2c,
f(x)min=41⋅b+c(1+a)2.
Lemma 2 Let a1=41,an=41(1+an−1)2,n⩾2. Then an satisfies 0<an<1.
Lemma 3 For any n⩾1,∑k=1nAk⩽δ(n+1)+11an, and equality can be achieved.
In fact, by Lemma 1, we have
(x1+⋯+xn+1)2x1−1⩽41⋅x2+⋯+xn+21=x2+⋯+xn+2a1,
and when x1=x2+⋯+xn+3, it reaches the maximum value
⩽x2+⋯+xn+2a1⋅x2+⋯+xn+2a1+(x2+⋯+xn+2)2x2−241⋅x3+⋯+xn+4(1+a1)2=x3+⋯+xn+4a2,
and when x2=1+a1(1−a1)(x3+⋯+xn+4)+4, it reaches the maximum value x3+⋯+xn+4a2.
...
⩽xn−1+xn+δ(n−1)+1an−2+(xn−1+xn+δ(n−1)+1)2xn−1−(n−1)41⋅xn+δ(n)+1(1+an−2)2=xn+δ(n)+1an−1,
and when xn−1=1+an−2[(1−an−2)(xn+δ(n−1)+1)+2(n−1)]
it reaches the maximum value xn+δ(n)+1an−1.
⩽xn+δ(n)+1an−1+(xn+δ(n)+1)2xn−n41⋅δ(n+1)+1(1+an−1)2=δ(n+1)+1an,
and when xn=1+an−1(1−an−1)(δ(n)+1)+2n, it reaches the maximum value δ(n+1)+1an.
By (1), (2), ..., adding them up, we get
k=1∑nAk⩽δ(n+1)+11an,
and when xn=1+an−1(1−an−1)(δ(n)+1)+2n,
xn−1=1+an−2(1−an−2)(xn+δ(n−1)+1)+2(n−1),⋯x2=1+a1(1−a1)(x3+⋯+xn+4)+4,x1=x2+⋯+xn+3
equality holds.
By Lemma 3, we get
λ=δ(2003)+11=2003×1001+11.