grandes-ecoles 2024 Q29

grandes-ecoles · France · centrale-maths1__official Sequences and Series Proof of Inequalities Involving Series or Sequence Terms
We define the sequence $\left( b _ { n } \right) _ { n \in \mathbb { N } }$ by
$$\left\{ \begin{array} { l } b _ { 0 } = - 1 \\ \forall n \in \mathbb { N } ^ { * } , \quad b _ { n } = - \frac { 1 } { n } \sum _ { k = 1 } ^ { n } \frac { 1 } { k + 1 } b _ { n - k } \end{array} \right.$$
The Carleman-Yang inequality states:
$$\sum _ { n = 1 } ^ { + \infty } \left( \prod _ { k = 1 } ^ { n } a _ { k } \right) ^ { 1 / n } \leqslant \mathrm { e } \sum _ { n = 1 } ^ { + \infty } \left( 1 - \sum _ { k = 1 } ^ { + \infty } \frac { b _ { k } } { ( n + 1 ) ^ { k } } \right) a _ { n }$$
Prove that, for all $n$ in $\mathbb { N } ^ { * } , b _ { n } \geqslant 0$. In what way is the previous inequality a refinement of Carleman's inequality?
We define the sequence $\left( b _ { n } \right) _ { n \in \mathbb { N } }$ by

$$\left\{ \begin{array} { l } 
b _ { 0 } = - 1 \\
\forall n \in \mathbb { N } ^ { * } , \quad b _ { n } = - \frac { 1 } { n } \sum _ { k = 1 } ^ { n } \frac { 1 } { k + 1 } b _ { n - k }
\end{array} \right.$$

The Carleman-Yang inequality states:

$$\sum _ { n = 1 } ^ { + \infty } \left( \prod _ { k = 1 } ^ { n } a _ { k } \right) ^ { 1 / n } \leqslant \mathrm { e } \sum _ { n = 1 } ^ { + \infty } \left( 1 - \sum _ { k = 1 } ^ { + \infty } \frac { b _ { k } } { ( n + 1 ) ^ { k } } \right) a _ { n }$$

Prove that, for all $n$ in $\mathbb { N } ^ { * } , b _ { n } \geqslant 0$. In what way is the previous inequality a refinement of Carleman's inequality?