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Prove that if n real numbers have product 1, then they have sum greater than n

Given a_1, \ldots, a_n \in \mathbb{R}_{>0}. Then if

    \[ \prod_{k=1}^n a_k = 1, \]

prove that

    \[ \sum_{k=1}^n a_k \geq n \]

with equality if and only if a_1 = \cdots = a_n = 1.


Proof. We consider two cases: the first one is the case that a_1 = \cdots = a_n = 1, and the second is the case that a_k \neq 1 for at least one k in 1, \ldots, n.
Case #1: If a_1 = \cdots = a_n = 1, then

    \[ \prod_{k=1}^n a_n = \prod_{k=1}^n 1 = 1 \qquad \text{and} \qquad \sum_{k=1}^n a_k = \sum_{k=1}^n 1 = n. \]

Thus, the inequality holds (in fact, equality holds).
Case #2: Now for the case that at least one of the a_k \neq 1. The proof is by induction on the number of terms n. For the case n=2, we have a_1 \cdot a_2 = 1, and by assumption at least one of these is not equal to 1. But, if one of them is not 1, then neither is the other (since the product must equal 1). So,

    \begin{align*}  a_1 \cdot a_2 = 1 &&\implies \ a_2 &= \frac{1}{a_1} \\ &&\implies \ a_1 + a_2 &= a_1 + \frac{1}{a_1} \\ &&\implies &= \frac{a_1^2 + 1}{a_1} \\ &&\implies &= \frac{a_1^2 - 2a_1 + 1 + 2a_1}{a_1} \\ &&\implies &= \frac{(a_1 - 1)^2}{a_1} + 2 \\ &&\implies &> 2. \end{align*}

Where the final inequality follows since \frac{(a_1 - 1)^2}{a_1} > 0 since a_1 > 0 by assumption. Therefore, the inequality indeed holds for the case n=2.
Assume then that the inequality holds for some n = k \in \mathbb{Z}_{>0}. Then, let a_1, \ldots, a_{k+1} \in \mathbb{R}_{>0} with a_i \neq 1 for at least one i = 1, \ldots, k+1. If a_i < 1, then there must be some j \neq i such that a_j > 1 (otherwise, if a_j \leq 1 for all j  \neq i, then a_1 \cdot \cdots \cdot a_{k+1} < 1). Similarly, if a_i > 1, then there is some j \neq i such that a_j < 1. Hence, we have a pair, a_i, a_j with one member of the pair greater than 1, and the other less than 1. Without loss of generality (since multiplication and addition are commutative), let this pair be a_1 and a_{k+1}. Then, define b = a_1 \cdot a_{k+1}. So,

    \[ \underbrace{b \cdot a_2 \cdot \cdots \cdot a_k}_{k\text{-elements}} = 1 \quad \implies \quad b_1 + a_2 + \cdots + a_k \geq k. \qquad \qquad (\text{Ind. hyp.}) \]

Further, since (1-a_1)(1-a_{k+1}) < 0 (since one of a_1, a_{k+1} is greater than 1 and the other is less than 1, so one of (1-a_1), (1-a_{k+1}) is positive and the other is negative), we have

    \[ 1 - a_1 - a_{k+1} + a_1 a_{k+1} < 0 \quad \implies \quad b < a_1 + a_{k+1} - 1. \]

Thus,

    \[ b + a_2 + \cdots + a_k \geq k \quad \implies \quad a_1 + a_2 + \cdots + a_k + a_{k+1} \geq k+1. \]

Hence, the inequality holds for k+1; and therefore, for all n \in \mathbb{Z}_{>0}. \qquad \blacksquare

Prove an inequality on the ratio of n! to the nth power of n

Prove

    \[ \frac{n!}{n^n} \leq \left( \frac{1}{2} \right)^k \]

where n \geq 2 and k is the greatest integer less than or equal to n/2.


Proof. The proof is by induction. For the case n=2 we have on the left,

    \[ \frac{n!}{n^n} = \frac{2!}{2^2} = \frac{1}{2}. \]

On the right, we have

    \[ \left( \frac{1}{2} \right)^k = \frac{1}{2} \]

since n/2 = 2/2 = 1 implies k = 1 (since 1 is the greatest integer less than or equal to n/2).
Assume then that the inequality is true for some n = m \in \mathbb{Z}_{\geq 2}. Then,

    \begin{align*}  &&\frac{m!}{m^m} &\leq \left( \frac{1}{2} \right)^k \\ \implies && \left( \frac{m!}{m^m} \right) \left( \frac{(m+1)m^m}{(m+1)^{m+1}} \right) &\leq \left( \frac{1}{2} \right)^k \left( \frac{(m+1) m^m}{(m+1)^{m+1}} \right) \\ \implies && \frac{(m+1)!}{(m+1)^{m+1}} &\leq \left( \frac{1}{2} \right)^k \cdot \left( \frac{m}{m+1} \right)^m.  \end{align*}

But, from part (b) of this exercise we have

    \[ m^p < \frac{(m+1)^{p+1} - m^{p+1}}{p+1} \]

for all p \in \mathbb{Z}_{>0} (and, in particular, must hold for m-1, which will use in the following). So,

    \begin{align*}  &&(p+1)m^p &< (m+1)^{p+1} - m^{p+1} \\  \implies&& m^{p+1} + (p+1)m^p &< (m+1)^{p+1} \\  \implies && m^m + m^m &< (m+1)^m & (\text{let } p = m-1)\\  \implies && 2m^m &< (m+1)^m \\  \implies && \left(\frac{m}{m+1} \right)^m &< \frac{1}{2}. \end{align*}

Thus, we plug this back in to the inequality above and have,

    \[ \frac{(m+1)!}{(m+1)^{m+1}} \leq \left( \frac{1}{2}\right)^k \cdot \left( \frac{m}{m+1} \right)^m  \leq \left(\frac{1}{2}\right)^{k+1}. \]

Notice that the inequality we have arrived at as (1/2)^{k+1} as opposed to the (1/2)^k we want. This is to deal with the fact that k is the greatest integer in m/2. This takes care of that problem since to complete the proof by induction we need to show that if the inequality holds for m, then it holds for m+1. If m is even, then k = m/2 and k+1 = (m+1)/2. On the other hand, if m is odd, then k = (m+1)/2. In either case though we have, k+1 \leq (m+1)/2, so

    \[ \frac{(m+1)!}{(m+1)^{m+1}} \leq \left( \frac{1}{2} \right)^{k+1} \leq \left( \frac{1}{2} \right)^{\lfloor \frac{m+1}{2}\rfloor}. \]

Hence, the inequality holds for the case m+1 if it is true for any m \in \mathbb{Z}.
Thus, the inequality is true for all n \in \mathbb{Z}_{\geq 2}. \qquad \blacksquare

Prove a generalization of Bernoulli’s inequality

For real numbers a_1, \ldots, a_n with a_i > -1 for all i = 1, \ldots, n and all of the a_i having the same sign, prove

    \[ (1+a_1)(1+a_2) \cdots (1+a_n) \geq 1 + a_1 + a_2 + \cdots + a_n. \]

As a special case let a_1 = \cdots = a_n = x and prove Bernoulli’s inequality,

    \[ (1+x)^n \geq 1 + nx. \]

Finally, show that if n > 1 then equality holds only when x = 0.


Proof. The proof is by induction. For the case n =1, we have,

    \[ (1+a_1) = 1 + a_1 \qquad \implies \qquad 1+a_1 \geq 1+a_1, \]

so the inequality holds for n=1.
Assume then that the inequality holds for some n = k \in \mathbb{Z}_{>0}. Then,

    \begin{align*}  &&(1+a_1) \cdots (1+a_k) &\geq 1 + a_1 + \cdots + a_k \\  \implies&& (1+a_1) \cdots (1+a_k)(1+a_{k+1}) &\geq (1+a_1 + \cdots + a_k)(1+a_{k+1})\\  &&&\geq (1+a_1+ \cdots + a_{k+1})+a_{k+1}(a_1 + \cdots + a_k). \end{align*}

But, a_{k+1}(a_1  + \cdots + a_k) \geq 0 since every a_i must have the same sign (thus, a_{k+1} and (a_1 + \cdots + a_k) must have the same sign, so the product is positive). Thus,

    \[ (1+a_1) \cdots (1+a_{k+1}) \geq 1+a_1 + \cdots + a_{k+1}. \]

Hence, the inequality holds for the case k+1; and therefore, for all n \in \mathbb{Z}_{>0}. \qquad \blacksquare

Now, if a_1 = \cdots = a_n = x where x > -1 and x \neq 0 we apply the theorem above to obtain Bernoulli’s inequality,

    \[ (1+a_1) \cdots (1+a_n) = (1+x)^n \geq 1+a_1 + \cdots + a_n = 1+n \cdot x. \]

Claim: Equality holds in Bernoulli’s inequality if and only if x = 0.
Proof.
If x = 0 then (1+x)^n = 1 = 1 + n \cdot x, so indeed equality holds for x = 0. Next, we use induction to show that if x \neq 0, then the inequality must be strict. (Hence, equality holds if and only if x = 0.)
For the case n=2, on the left we have,

    \[ (1+x)^2 = 1+2x + x^2 > 1+2x \]

since x^2 > 0 for x \neq 0. So, the inequality is strict for the case n =2. Assume then that the inequality is strict for some n = k \in \mathbb{Z}_{>1}. Then,

    \begin{align*}  (1+x)^k > 1+kx\  &\implies & (1+x)^k (1+x) &> (1+kx)(1+x) &(x>-1 \implies 1+x>0)\\  &\implies & (1+x)^{k+1} &> 1 + (k+1)x + kx^2 \\  &\implies & (1+x)^{k+1} &> 1+(k+1)x. \end{align*}

Where the final line follows since k > 0 and x > 0 implies kx^2 > 0. Therefore, the inequality is strict for all n > 1 if x \neq 0.

Hence, the equality holds if and only if x = 0. \qquad \blacksquare

Prove a formula for b^p – a^p and a resulting inequality

  1. Prove that for any p \in \mathbb{Z}_{>0} we have

        \[ b^p - a^p = (b-a)(b^{p-1} + b^{p-2}a + b^{p-3} a^2 + \cdots + ba^{p-2} + a^{p-1}). \]

  2. For p \in \mathbb{Z}_{>0} and n \in \mathbb{Z}_{>0} prove that

        \[ n^p < \frac{(n+1)^{p+1} - n^{p+1}}{p+1} < (n+1)^p. \]

  3. Again for n,p \in \mathbb{Z}_{>0} prove

        \[ \sum_{k=1}^{n-1} k^p < \frac{n^{p+1}}{p+1} < \sum_{k=1}^n k^p. \]


  1. Proof. First we rewrite the sum on the right in summation notation, and then use the distributive property to compute,

        \begin{align*}  (b-a) (b^{p-1} + b^{p-2}a + \cdots + &ba^{p-2} + a^{p-1}) \\ &= (b-a)\left(\sum_{k=0}^{p-1} b^{p-k-1} a^k \right) \\ &= b \left( \sum_{k=0}^{p-1} b^{p-k-1} a^k \right) - a \left( \sum_{k=0}^{p-1} b^{p-k-1}a^k \right) \\ &= \sum_{k=0}^{p-1} b^{p-k} a^k - \sum_{k=0}^{p-1} b^{p-k} a^{k+1} \\ &= \sum_{k=0}^{p-1} b^{p-k} a^k - \sum_{k=1}^p b^{p-k} a^k & (\text{reindexing 2nd sum})\\ &= b^p + \sum_{k=1}^{p-1} b^{p-k} a^k - \left(\left(\sum_{k=1}^{p-1} b^{p-k} a^k\right) + a^p \right) \\ &= b^p - a^p & (\text{sums cancel}). \end{align*}

    This is the identity requested. \qquad \blacksquare

  2. Proof. From the Binomial theorem we have

        \[ (n+1)^{p+1} = \sum_{k=0}^{p+1} \binom{p+1}{k} n^k. \]

    Thus,

        \begin{align*}  \frac{(n+1)^{p+1} - n^{p+1}}{p+1} &= \left(\frac{1}{p+1}\right) \left( \left(\sum_{k=0}^{p+1} \binom{p+1}{k}n^k \right) - n^{p+1} \right)\\ &= \left( \frac{1}{p+1} \right) \left(n^{p+1} + (p+1)n^p + \left( \sum_{k=2}^{p+1} \binom{p+1}{k} n^k \right) - n^{p+1}\right)\\ &= n^p + \left(\frac{1}{p+1} \right) \left( \sum_{k=2}^{p+1} \binom{p+1}{k} n^k \right)\\ &> n^p \end{align*}

    since the second term is strictly positive for n,p positive integers. This establishes the inequality on the left.
    For the inequality on the right we use part (a) to get,

        \[ (n+1)^{p+1} - n^{p+1} = (n+1-n) \cdot ((n+1)^p + n(n+1)^{p-1} + \cdots + n^{p-1} (n+1) + n^p ). \]

    Thus,

        \begin{align*}  \frac{(n+1)^{p+1} - n^{p+1}}{p+1} &= \left( \frac{1}{p+1} \right) \left((n+1)^p + n(n+1)^{p-1} + \cdots + n^{p-1}(n+1) + n^p\right) \\ &< \left( \frac{1}{p+1} \right) ((n+1)^{p+1} + (n+1)^p + \cdots + (n+1)^p) \\ &= \left( \frac{1}{p+1} \right) ((p+1)(n+1)^p) \\ & = (n+1)^p. \end{align*}

    In the second to last line we have just replaced each term n in the sum by n+1, giving the inequality. This establishes both sides of the requested inequality. \qquad \blacksquare

  3. Proof. The proof is by induction. For the case n= 1 we have,

        \[ \sum_{k=1}^{n-1} k^p = \sum_{k=1}^0 k^p =0, \qquad \frac{n^{p+1}}{p+1} = \frac{1}{p+1}, \qquad \sum_{k=1}^n k^p = \sum_{k=1}^1 k^p = 1. \]

    For a positive integer p, then 0 < \frac{1}{p+1} < 1; hence, the inequalities hold in the case n =1. Assume then that they hold for some n = m \in \mathbb{Z}_{>0}.
    For the left inequality,

        \begin{align*}   \sum_{k=1}^{m-1} k^p < \frac{m^{p+1}}{p+1} &&\implies  \sum_{k=1}^m k^p &< \frac{m^{p+1}}{p+1} + m^p \\ &&&< \frac{m^{p+1} + (m+1)^{p+1} - m^{p+1}}{p+1} &(\text{part (b)})\\ &&&= \frac{(m+1)^{p+1}}{p+1}. \end{align*}

    This establishes the left inequality for all n \in \mathbb{Z}_{>0}.
    For the right inequality, assume it is true for some n = m \in \mathbb{Z}_{>0}, then

        \begin{align*}  \frac{m^{p+1}}{p+1} < \sum_{k=1}^m k^p \ &\implies& \frac{m^{p+1}}{p+1} + (m+1)^p &< \sum_{k=1}^{m+1} k^p \\  &\implies& \frac{m^{p+1} + (m+1)^{p+1} - m^{p+1}}{p+1} &< \sum_{k=1}^{m+1} k^p & (\text{part (b)})\\  &\implies& \frac{(m+1)^{p+1}}{p+1} &< \sum_{k=1}^{m+1} k^p. \end{align*}

    Hence, the right inequality is true for all n \in \mathbb{Z}_{>0}. Therefore, the inequalities requested are indeed true for all n \in \mathbb{Z}_{>0}. \qquad \blacksquare

Find all positive integers such that 2^n < n!

Claim: 2^n < n! holds for all positive integers n \geq 4, and no others.
Proof. To show that it does not hold for n=1,2,3 we compute:

    \[ 2^1=2 \not< 1!=1, \qquad 2^2 = 4 \not< 2! = 2, \qquad 2^3 = 8 \not< 3! = 6. \]

Now, for the case n=4 on the left we have

    \[ 2^n = 2^4 = 16. \]

While, on the right we have,

    \[ n! = 4! = 24. \]

Since 16 is indeed less than 24, we the inequality holds for n =4. Assume then that the inequality holds for some n =k \in \mathbb{Z}_{\geq 4}. Then,

    \[ 2^k < k! \ \implies \ (2^k)(k+1) < (k!)(k+1) \ \Righarrow \ 2^{k+1} < (k+1)!. \]

Where the last inequality uses the fact that since k \geq 4 > 2 so 2^k (k+1) > (2^k)\cdot2 = 2^{k+1}. Thus, the inequality holds for the case k+1; and hence, for all n \in \mathbb{Z}_{\geq 4}. \qquad \blacksquare

Prove inequalities relating a real number x to integer powers of x

Prove that for n \geq 2,

    \[ x^n> x \qquad \text{if } x > 1 \]

and

    \[ x^n < x \qquad \text{if } 0 < x < 1. \]


Proof #1. Assume x > 1. Then, if n = 2 we have

    \[ x > 1 \ \implies \ x \cdot x > 1 \cdot x \ \implies \ x^2 > x. \]

Where x > 1 implies x > 0 so multiplying both sides by x preserves the inequality. So, the statement is true for n =2. Assume then that the statement is true for some n = k \in \mathbb{Z}_{\geq 2}. Then,

    \begin{align*}  x^k > x &\implies& x^k \cdot x &> x\cdot x \\ &\implies& x^{k+1} &> x^2 \\ &\implies& x^{k+1} &> x & (\text{Since } x^2 > x.) \end{align*}

Thus, the statement holds for k+1; and hence, for all n \in \mathbb{Z}_{> 0}. \qquad \blacksquare

Proof #2. Assume 0 < x < 1. Then, for the case n=2 we have

    \[ x < 1 \ \implies \ x^2 < x \]

since 0 < x < 1 still allows us to preserve the inequality after multiplying both sides by x. So, the inequality holds for the case n=2. Assume then that it holds for some n = k \in \mathbb{Z}_{\geq 2}. Then,

    \begin{align*}  x^k < x &\implies& x^k \cdot x & < x\cdot x \\ &\implies& x^{k+1} &< x^2 \\ &\implies& x^{k+1} &< x &(\text{Since } x^2 < x). \end{align*}

Thus, the inequality holds for k+1; and hence, for all k \in \mathbb{Z}_{\geq 2}. \qquad \blacksquare