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Five finite AM-GM proofs, with the same sharp equality case

Example

For a natural n≥1 and nonnegative reals a0,…,an−1, put A=(∑k<nak)/n and G=(∏k<nak)1/n, using the unique nonnegative root (Existence and uniqueness of n-th roots: a unique a1/n≥0 with (a1/n)n=a). Five finite routes verify

∏k<nak≤An,equivalentlyG≤A,

with equality exactly when every entry is the same. They are Cauchy's forward-backward induction, ordinary induction by sum-preserving replacement, ordinary induction by product-preserving replacement, ordinary induction from the independently proved integer Bernoulli inequality, and binary averaging with geometric-mean padding. The last route stops after one padding argument, rather than the backward descent used by the first. No route invokes a derivative, logarithm, exponential, convergence or an unproved optimization theorem.

Facts & Assumptions

Given: A natural n≥1 and reals a0,…,an−1≥0, with A:=(∑k<nak)/n and G:=(∏k<nak)1/n; sums and products are those of Finite sums and finite products, by recursion.

[L1]

Laws of finite sums and products (Finite sums and finite products, by recursion, Laws of finite sums and finite products): the recursion clauses, splitting at any index, additivity, scaling, the constant sum, monotonicity, and the fact that a sum of nonnegative terms is 0 only if every term is 0; a product with a zero factor is 0 (Multiplication by zero: 0⋅a=0). The constant product is ∏k<mc=cm: at m=0 both sides are 1, and both successor clauses multiply by c, so induction using [L2] and [L9] proves it. Swapping any two entries leaves a sum or product unchanged: split before and after the two positions, and commute the singled-out entries past the intervening block using the commutative field operations (Ordered field). Two such swaps can place any chosen pair at the last two positions, licensing the replacements and deletions below.

[L2]

Powers (Integer powers am, Laws of integer exponents, Monotonicity of x↦xn and of n↦an): x0=1 and xj+1=xjx; am+n=aman, (am)n=amn, (ab)n=anbn for naturals; x≥0 implies xj≥0 with xj>0 when x>0; and x↦xj is strictly increasing, hence injective, on the nonnegatives for j≥1.

[L3]

Roots (Existence and uniqueness of n-th roots: a unique a1/n≥0 with (a1/n)n=a): every c≥0 has a unique c1/n≥0 with (c1/n)n=c, positive when c>0; in particular c1/1=c and 01/n=0 for n≥1.

[L4]

Published AM-GM (The arithmetic mean, geometric mean inequality): for every natural n≥1 and nonnegative entries, ∏k<nak≤An, equivalently G≤A, with equality exactly when all entries are equal; its proof is Cauchy's forward-backward induction.

[L5]

Bernoulli's inequality (Bernoulli's inequality (1+x)n≥1+nx): (1+h)m≥1+mh for h≥−1 and natural m, with equality exactly when m≤1 or h=0.

[L6]

Squares and signs (Squares of nonzero elements are positive, Multiplication by zero: 0⋅a=0, Sign rules for products and monotonicity of multiplication): u2>0 for u≠0 and 02=0, so u2≥0 with equality only at u=0; a product of positive reals is positive and a product of nonnegatives is nonnegative; and x<y with c<0 gives yc<xc.

[L7]

Order arithmetic (Ordered field, Order is preserved by adding a constant and by adding inequalities): the order is total and transitive, adding constants preserves it, and strict inequalities may be added.

[L8]

Multiplying inequalities of nonnegatives (Multiplying inequalities of positives): 0≤x≤y and 0≤u≤v give xu≤yv, and the strict form holds when both inequalities are strict and all four elements are positive.

[L9]

Induction and recursion (The principle of mathematical induction, The recursion theorem): a property holding at 0 and inherited by successors holds at every natural, and recursion defines functions on N.

[L10]

Arithmetic of naturals (Order on the natural numbers, ≤ is a linear order on N, Order is compatible with addition, Discreteness: σ(n) is the immediate successor, Addition is associative, Addition is commutative): ≤ is a linear order compatible with addition, m<n holds exactly when m+1≤n, and addition is associative and commutative.

[L11]

Embedding and inverses (Canonical naturals are positive and strictly increasing, The unique embedding of ℚ into an ordered field, Inverses of positives are positive, and reciprocation reverses order, Identities and inverses in a field are unique): the canonical embedding ι:Q→R is injective and order-preserving, and the real number m is positive for m≥1; inverses of positive elements are positive; and inverses in a field are unique, so a product equation with a nonzero factor may be cancelled.

Verification

technique · direct; five independent finite routes to one statement
1.1L6L7algebra

For all reals x,y, ((x+y)/2)2−xy=((x−y)/2)2≥0, with equality exactly when x=y: expanding the square and collecting terms gives the identity, [L6] gives (x−y)2≥0 with equality exactly at x=y, and translating by the constant xy in [L7] yields xy≤((x+y)/2)2, with equality exactly when x=y.

1.2L7L9L10induction

Doubling naturals: by [L9] there is a function j↦Nj on N with N0=1 and Nj+1=Nj+Nj, and Nj≥1 and Nj>j for every j: at j=0 this is 1>0, and if Nj>j then Nj≥j+1 by [L10], so Nj+1=Nj+Nj≥(j+1)+1>j+1 by [L10] and [L7].

1.3L1L2L3L6L11

Degenerate cases disposed of once for all routes. If n=1 then ∑k<1ak=a0, A=a0 and G=a01/1=a0 by [L1] and [L3], so equality holds and the constant-list condition is automatic. If aj=0 for some j<n then ∏k<nak=0 and G=01/n=0 by [L1] and [L3], while A≥0 because A is the sum of nonnegative terms scaled by the positive n−1 ([L1], [L11]); hence G=0≤A and ∏=0≤An with equality exactly when A=0 (for A≥0, An=0 forces A=0 by [L2]), which happens exactly when ∑k<nak=0, equivalently ak=0 for every k by [L1], and since some entry is 0 that is exactly the constant-list case; so every list with a zero entry or of length 1 is settled, and all routes below may assume n≥2 and ak>0 for every k<n.

1.4L1L6L7L8L9induction

Monotonicity of finite sums and products, with strictness. If xk≤yk for all k<m then ∑k<mxk≤∑k<myk and, when all entries are nonnegative, ∏k<mxk≤∏k<myk; if moreover xj<yj for some j<m, all xk≥0 and all yk>0, then both inequalities are strict. The nonstrict product comparison follows by induction, splitting off the last factor and applying [L8], starting from 1≤1; the sum comparison is [L1]. For strict sums, split off the index j and add its strict comparison to the nonstrict comparisons of the remaining sums. For strict products, if an xk is zero the lower product is zero and the upper product is positive by [L1] and [L6]. Otherwise both products of the remaining entries are positive; call them P≤Q. Then xjP<yjP≤yjQ, by positive scaling and [L8].

1.5L4

Route 1, the published Cauchy forward-backward induction: [L4] states verbatim that for every natural n≥1 and nonnegative entries ∏k<nak≤An, equivalently G≤A, with equality exactly when all entries are equal; its proof is the doubling inductive argument followed by the arithmetic-mean descent, so this route is the published theorem itself and needs no further work.

2.1step 1.4L1L6L7L9L10induction

Route 2, sum-preserving replacement, as an induction. Claim S(m): every list of m strictly positive reals with sum m has product at most 1, with equality only for the constant list of ones. S(1) is immediate. Assume S(m) and let b0,…,bm>0 have sum m+1; if all entries equal 1 the product is 1, so suppose the list is not constant; then some entry is below 1 and some entry is above 1, because a list all of whose entries are at least 1, with one strictly larger, has sum strictly greater than m+1 by [step 1.4], while a list with all entries at most 1, with one strictly smaller, has sum strictly less than m+1; pick such u=bi<1<bj=v and replace the pair by 1 and w:=u+v−1>0, which preserves the sum and strictly increases the pair product since w−uv=(1−u)(v−1)>0 by [L6]; dropping the new entry 1 leaves m positive entries of sum m, whose product is wR with R>0 the product of the remaining entries, so S(m) gives wR≤1 and the original product satisfies uvR<wR≤1 by [step 1.4] and [L7]; hence every nonconstant list of sum m+1 has product strictly below 1 and equality in S(m+1) occurs only for the constant list, completing the induction.

2.2step 1.4L1L6L7L9L10induction

Route 3, product-preserving replacement, as an induction. Claim T(m): every list of m strictly positive reals with product 1 has sum at least m, with equality only for the constant list of ones. T(1) is immediate. Assume T(m) and let c0,…,cm>0 have product 1; if the list is constant then every entry is 1 and the sum is m+1 with equality, so suppose it is not constant; then some entry is below 1 and some entry is above 1, since a list with all entries at least 1 and one strictly larger has product strictly greater than 1 by [step 1.4], and a list with all entries at most 1 and one strictly smaller has product strictly less than 1; pick u=ci<1<cj=v and replace the pair by 1 and uv, which preserves the product and strictly decreases the sum because u+v−(1+uv)=(1−u)(v−1)>0 by [L6]; dropping the 1 leaves m positive entries of product uvR=1 (with R>0 the product of the remaining entries), whose sum is at least m by T(m), so the replaced list has sum at least m+1 and the original list, whose sum is strictly larger, has sum strictly greater than m+1; hence equality in T(m+1) occurs only for the constant list, completing the induction.

2.3step 1.3L1L2L5L7L9L11induction

Route 4, induction from the integer Bernoulli inequality. Assume the claim at a length m≥1, and let c0,…,cm>0 be a list of length m+1 with mean A; put B:=(∑k<mck)/m>0, c:=cm>0, t:=c B−1>0 and h:=(t−1)/(m+1), so that h>−1 because t>0 and m+1≥2; the induction hypothesis gives ∏k<m+1ck=(∏k<mck)c≤Bmc=Bm+1t by [L1] and [L2], while Bernoulli's inequality [L5] at h and m+1 gives (1+h)m+1≥1+(m+1)h=t; since B(1+h)=B+B(t−1)/(m+1)=B+(c−B)/(m+1)=(mB+c)/(m+1)=A by [L1], [L11] and field arithmetic, the bound continues as Bm+1t≤Bm+1(1+h)m+1=(B(1+h))m+1=Am+1, so the claim holds at length m+1; if ∏k<m+1ck=Am+1 then both inequalities in the chain are equalities, and since m+1≥2 the equality clause of [L5] gives h=0, that is t=1 and c=B, whereupon (∏k<mck)B=BmB cancels the nonzero factor B through [L11] to give ∏k<mck=Bm, so the equality clause of the induction hypothesis gives c0=⋯=cm−1=B=c and the list is constant; conversely a constant list has equality, and with step 1.3 supplying the base length 1 this completes the induction.

2.4step 1.1step 1.3L1L2L7L9L10induction

Route 5a, the doubling step with its equality clause. Let m≥1 and assume U(m): every nonnegative list of length m has product at most the m-th power of its mean, with equality only when the list is constant. Let a0,…,am+m−1 be a list of length m+m, which by step 1.3 may be taken strictly positive; split the sums and products at m by [L1], set X:=(∑k<mak)/m and Y:=(∑k=mm+m−1ak)/m, both positive, and let A be the total mean, so that (m+m)A=mX+mY and hence A=(X+Y)/2 by [L1] and [L11]; applying U(m) to the two halves gives ∏k<m+mak=(∏k<mak)(∏k=mm+m−1ak)≤XmYm=(XY)m≤(A2)m=Am+m by [L1], [L2] and the square identity of step 1.1; if equality holds throughout, injectivity in [L2] gives XY=A2, hence X=Y by step 1.1; furthermore each half-product must equal its bound, since a strict bound for one half, multiplied by the positive other half-product, would make the total product strictly less than XmYm by step 1.4; thus U(m)'s equality clause makes each half constant with value equal to its mean, so all m+m entries are equal; conversely a constant list gives equality; zero entries and length-one lists are already covered by step 1.3, so U(m+m) holds.

3.1step 2.1L1L2L3L11

Conclusion of Route 2. Let a0,…,an−1>0 with n≥2 and mean A>0; the normalized entries bk:=akA−1 are positive and have sum (∑k<nak)A−1=nA A−1=n by [L1] and [L11], so S(n) of step 2.1 gives ∏k<nbk≤1 with equality only when every bk=1; since ∏k<nbk=(∏k<nak)A−n by [L1] and [L2], multiplying by the positive An recovers ∏k<nak≤An, with equality exactly when every ak=A, that is exactly when the list is constant; and since Gn=∏k<nak with G,A≥0, the comparison is equivalent to G≤A with the same equality case by [L2] and [L3].

3.2step 2.2L1L2L3L7L11

Conclusion of Route 3. Let a0,…,an−1>0 with n≥2 and geometric mean G>0; the entries ck:=akG−1 are positive with product (∏k<nak)G−n=GnG−n=1 by [L1] and [L2], so T(n) of step 2.2 gives ∑k<nck≥n with equality only when every ck=1, that is (∑k<nak)G−1≥n by [L1]; multiplying by the positive G gives ∑k<nak≥nG, hence A≥G, with equality exactly when every ak=G, the constant-list case, and a constant list plainly attains equality.

3.3step 1.3step 2.3L9

Conclusion of Route 4. Step 1.3 disposes of the base length 1, and step 2.3 derives the claim at length m+1 from length m for every m≥1; hence by [L9] the statement ∏k<nak≤An with equality exactly for constant lists holds at every natural n≥1 by this route alone, which uses the integer Bernoulli inequality [L5] and never the arithmetic-geometric mean theorem.

3.4step 1.1step 1.2step 2.4L1L2L3L7L10

Conclusion of Route 5. Let a0,…,an−1>0; step 1.2 supplies a doubling length N:=Nn with N≥n, and we pad with the geometric mean by setting bk:=ak for k<n and bk:=G for n≤k<N, so that ∏k<Nbk=(∏k<nak)GN−n=GnGN−n=GN and ∑k<Nbk=∑k<nak+(N−n)G by [L1] and [L2]; steps 1.1, 1.2 and 2.4 give U(N), so GN=∏k<Nbk≤((∑k<nak+(N−n)G)/N)N and hence G≤(∑k<nak+(N−n)G)/N by [L2]; multiplying by N and subtracting the constant (N−n)G in [L7] gives nG≤∑k<nak, that is G≤A; equality G=A holds exactly when the padded list is constant by U(N)'s equality clause and [L2], and the padded list is constant exactly when all original entries equal G, which is the constant-list case.

4.1step 1.5step 3.1step 3.2step 3.3step 3.4L4∎

The comparison of the five routes. Route 1 is the published Cauchy forward-backward proof quoted as [L4] in step 1.5; Route 2 is the normalized sum-preserving induction of step 2.1 with its translation in step 3.1; Route 3 is the normalized product-preserving induction of step 2.2 with its translation in step 3.2; Route 4 is the Bernoulli induction of step 2.3 with its base-and-induction assembly in step 3.3; Route 5 is the square identity of step 1.1, the doubling induction of step 2.4 and the geometric-mean padding of step 3.4, with no backward descent; each route establishes ∏k<nak≤An, equivalently G≤A, with equality exactly for constant lists, and none of them uses a derivative, logarithm, exponential function, convergence or an optimization theorem.

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