Problem 2.   Show that the inequality

i=1nj=1n|xixj|i=1nj=1n|xi+xj| 

holds for all real numbers x1, . . . , xn.

proposed by Calvin Deng, Canada

Solution

 If $x_i = 0$ for some $i$, WLOG $x_n = 0$. Then by induction on $(x_1, x_2, \dots, x_{n - 1})$,

\begin{align*}
\sum_{1 \le i,j \le n} \sqrt{|x_i + x_j|} &= 2 \cdot \sum_{1 \le i \le n - 1} \sqrt{|x_i|} + \sum_{1 \le i ,j \le n - 1} \sqrt{|x_i + x_{j}|} \\
&\ge 2 \cdot \sum_{1 \le i \le n - 1} \sqrt{|x_i|} + \sum_{1 \le i ,j \le n- 1} \sqrt{|x_i - x_j|} \\
&= \sum_{1 \le i,j \le n} \sqrt{|x_i - x_j|}
\end{align*}
Otherwise, we could assume that $x_i \not= 0$ for all $i$, and therefore, $\sqrt{|x_i + x_j|} + \sqrt{|x_i - x_j|} > 0$ for all $i,j$, then WLOG $|x_1| \le |x_2| \le |x_3| \le \dots \le |x_n|$, and define $y_i = |x_{i}| - |x_{i - 1}|$, where $x_0 = 0$. Also, write $x_i = \varepsilon_i |x_i|$ for all $i$.
\begin{align*}
\sum_i \sum_j \sqrt{|x_i + x_j|} - \sqrt{|x_i - x_j|} &= \sum_i \sum_j \frac{|x_i + x_j| - |x_i - x_j|}{\sqrt{|x_i + x_j|} + \sqrt{x_i - x_j|}} \\
&= 2 \sum_i \sum_j \frac{\varepsilon_i \varepsilon_j \min(|x_i|,|x_j|)}{\sqrt{|x_i + x_j|} + \sqrt{|x_i - x_j|} } \\
&\ge \frac{2}{\max_{i,j} \sqrt{|x_i + x_j|} + \sqrt{|x_i - x_j|}} \left( \sum_i \sum_j \varepsilon_i \varepsilon_j \min(|x_i|,|x_j|) \right) \\
&\ge \frac{2}{\max_{i,j} \sqrt{|x_i + x_j|} + \sqrt{|x_i - x_j|}} \left( \sum_i \sum_j \varepsilon_i \varepsilon_j \sum_{k \le \min(i,j)} y_k \right) \\
&= \frac{2}{\max_{i,j} \sqrt{|x_i + x_j|} + \sqrt{|x_i - x_j|}} \left( \sum_k y_k \sum_{i,j \ge k} \varepsilon_i \varepsilon_j \right) \\
&= \frac{2}{\max_{i,j} \sqrt{|x_i + x_j|} + \sqrt{|x_i - x_j|}} \left( \sum_k y_k \left( \sum_{i \ge k} \varepsilon_i \right)^2 \right) \\
&\ge 0
\end{align*}
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