Bourbaki

Exercise 11, § 1

Functions of a Real Variable, III, 118

Let aija_{ij} (1≤i≤n, 1≤j≤n1 \leq i \leq n,\ 1 \leq j \leq n) be numbers ≥0\geq 0 such that for each index ii one has ∑j=1naij=1\sum_{j=1}^n a_{ij} = 1 and, for each index jj one has ∑i=1naij=1\sum_{i=1}^n a_{ij} = 1. Let xix_i (1≤i≤n1 \leq i \leq n) be nn numbers > 0; put

yi=ai1x1+ai2x2+⋯+ainxn(1≤i≤n). y_i = a_{i1}x_1 + a_{i2}x_2 + \cdots + a_{in}x_n \quad (1 \leq i \leq n).
Show that y1y2…yn≥x1x2…xny_1 y_2 \ldots y_n \geq x_1 x_2 \ldots x_n (bound log⁡yi\log y_i below for each index ii).

Solution

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Transcribed from the printed volume. Not translated.