Jensen and Rearrangement
For convex and weights summing to : ; reversed for concave . Equality when all are equal (strictly convex). Convexity is .
Jensen is the master inequality behind AM–GM (), power means (), and most "symmetric sum of a function of the variables" problems. The technique: identify the function being summed, check its second derivative on the relevant interval, apply Jensen at the mean. When changes convexity (an inflection point), use the tangent line trick — compare to its tangent at the mean — or smoothing.
For sequences sorted the same way, is maximized when paired in the same order and minimized when paired oppositely. Chebyshev: if and are similarly sorted, .
Rearrangement is the inequality of "large with large". It proves Nesbitt, , in three lines: WLOG , so — the two sequences are similarly sorted. By rearrangement the sum is at least each of the two cyclic pairings: and . Adding, . Rearrangement needs no convexity — only ordering — which makes it the tool when the terms are not nice functions.
For with , show . The function is not convex on all of , so Jensen does not apply directly. Its tangent line at is , and for all : clearing denominators it reads . Summing the three tangent-line bounds: , with equality at .
Polynomials and Sequences at Proof Level
For : . A rational root in lowest terms has and leading coefficient. If takes the values at three distinct integers it has no integer root (a root would need , so for three distinct ). Gauss: a primitive polynomial that factors over factors over .
The divisibility is the workhorse. It shows has few integer solutions and that no nonconstant polynomial takes prime values at every integer. Combine with size: a polynomial of degree grows like , so equations like or (a -th power) can be squeezed.
For recurrences, find the invariant (a conserved quantity like ), the closed form (characteristic roots, or a trigonometric substitution when ), or the monotone bounded structure. Integer sequences that are eventually periodic mod every prime are very constrained.
The USAMO sequence problem usually asks to prove all terms are integers, or to find all with some property. Both reduce to finding the right invariant of the recurrence: for , the quantity is constant, turning a nonlinear recurrence into a linear one and proving integrality at once.
Applying Jensen to a function that is convex on only part of the domain, and claiming a polynomial identity from finitely many values without a degree bound (two polynomials of degree agreeing at points are equal — say so).
Show there is no polynomial with integer coefficients and , .
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must divide . It does not.
Tangent Lines and Majorization
Tangent line trick. To prove under when is not convex, prove the one-variable bound on the domain the constraint allows, then sum: the linear terms add up to . (For an upper bound , show the tangent lies above .)
Karamata. For sequences sorted decreasingly, majorizes if for every , with equality for . If is convex and majorizes , then .
The tangent line trick is Jensen's inequality with the convexity replaced by a single checkable inequality: the tangent at the equality point lies below on the relevant range, and that is all Jensen ever used. Checking it is a polynomial inequality with a double root at , so after clearing denominators it factors as times something whose sign you verify. Karamata is summation by parts. Put (or if they are equal); convexity makes the slopes decrease with . With the partial sums, , and every term is . Majorization says "more spread out": for convex , spreading increases the sum.
Prove that for all positive reals ,
(USAMO 2003/5)
Step 1 — the inequality is homogeneous, so assume . The first term becomes a function of alone:
Step 2 — equality should be at , where . The tangent line there has slope , so it is .
Step 3 — check : after clearing the positive denominator the difference is
Step 4 — summing the three bounds: , with equality at .
How to find it. After normalizing, each term depends on one variable, but is neither convex nor concave on — so Jensen fails and the tangent at the equality point is the natural substitute. The double root at is guaranteed, so the cubic factors on sight.
Nonnegative reals satisfy and . Find the largest and smallest possible values of . (folklore)
Step 1 — sort . Then majorizes : by hypothesis, since , and both totals are .
Step 2 — and majorizes : because is the largest of three numbers summing to , and because .
Step 3 — is convex on , so by Karamata
The minimum is at and the maximum at and its permutations.
How to find it. A convex symmetric sum under box constraints and a fixed total is extremal at the most spread-out and the most balanced admissible points; majorization identifies both without calculus. Without the cap the maximum would be at .
Tempting: "for real with , by the tangent line ." Try , : .
The bound is equivalent to , which holds for and fails for every : there the tangent rises above the curve (see the figure on the tangent line example above). With positive variables the trick works; allow one negative value and the inequality itself is false. The tangent line trick needs the one-variable inequality on the whole range the constraint permits — check the sign of the factor multiplying on that range.
Positive reals satisfy . Prove that
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With the first term is , and . At : and , so the tangent is . Claim on : it is equivalent to , and for . Summing, the left side is at most , with equality at . The range matters: at the factor is negative, but is guaranteed by .
Integer-Valued Recurrences
If with all , then is the same for every ; calling it ,
If and the first two terms are integers, every term is an integer. More generally: to prove a nonlinear recurrence produces integers, find an invariant that converts it into a linear recurrence with integer coefficients.
Write the relation at two consecutive indices, , and move terms: . Dividing by gives , so the ratio does not change with and equals its first value . The division in the original recurrence is what threatens integrality; the linear form has no division at all. The same subtraction trick works for other "product equals polynomial" recurrences, sometimes giving a ratio that is periodic rather than constant.
Let and . Prove that converges and find the limit. (folklore)
Step 1 — the terms are , ratios of consecutive Fibonacci numbers. By induction : true for , and .
Step 2 — a limit would satisfy , so (the positive root).
Step 3 — contraction: using ,
So the distance to shrinks by a factor at least at each step, and .
Step 4 — the terms alternate around , because is decreasing: the cobweb spirals in.
How to find it. For , find the fixed point, then bound by a constant times on the region the sequence lives in. The cobweb (up to the curve, across to the diagonal) shows at once whether the iteration converges and whether it overshoots.
Let and for . Prove that every is an integer. (folklore)
Step 1 — first terms: , , .
Step 2 — all terms are positive (induction: a positive numerator over a positive denominator), so the lemma applies with : is constant, equal to .
Step 3 — hence for all , and since are integers, induction makes every term an integer: (and indeed ).
How to find it. Compute a few terms, notice they are integers against the odds, and look for a linear relation among consecutive terms (). Then prove the relation from the recurrence by the subtraction trick.
Let and for . Prove that every term is an integer. (folklore)
Step 1 — first terms: , all positive by induction.
Step 2 — the recurrence says for . Subtract the same identity one index earlier, (valid for ): .
Step 3 — so satisfies : it is periodic with period , not constant. Its starting values are and .
Step 4 — hence for even and for odd , both with integer coefficients, and induction gives integrality. Check: and .
How to find it. The same subtraction trick as for , but here the identity links indices two apart, so the invariant alternates. Computing for the first few shows the period before you prove it.
Göbel's sequence: and . The terms are all integers (). Tempting: "so every term is an integer."
is not an integer. No amount of computed evidence proves integrality; forty-two confirmations are as consistent with failure at step forty-three as with success forever. The recurrences in this section are proved integral by an identity that removes the division; Göbel's sequence has no such identity, and its denominators eventually fail to divide. Treat a computed pattern as a conjecture to prove, and look for the linear relation that would prove it.
Let , and . Prove that every is an integer, and find a linear recurrence for the sequence.
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All terms are positive by induction, and , so by the lemma is constant. The first terms are (, , ), and the constant is . So , which has integer coefficients and integer starting values, hence integer terms. (They are the odd-indexed Fibonacci numbers.)