问题:
设 x 1 , x 2 , ⋯ , x n x_1,x_2,\cdots,x_n x1,x2,⋯,xn 是一组实数,考虑如下的递推关系:
x i 0 = x i , x i k + 1 = x i k + x i + 1 k 2 x_i^0=x_i,x_i^{k+1}=\frac{x_i^k+x_{i+1}^k}{2} xi0=xi,xik+1=2xik+xi+1k
其中 i = 1 , 2 , ⋯ , n i=1,2,\cdots,n i=1,2,⋯,n ,下标按模 n n n 意义理解,证明: lim k → + ∞ x i k = 1 n ∑ i = 1 n x i \displaystyle\lim_{k\rightarrow+\infty}x_i^k=\frac{1}{n}\sum^n_{i=1}x_i k→+∞limxik=n1i=1∑nxi
解答:
不妨设 ∑ i = 1 n x i = 0 \displaystyle\sum^{n}_{i=1}x_i=0 i=1∑nxi=0 ,递推式不变,命题变为证明 lim k → + ∞ x i k = 0 \displaystyle\lim_{k\rightarrow+\infty}x_i^k=0 k→+∞limxik=0.
考虑平方和 S k = ∑ i = 1 n ( x i k ) 2 \displaystyle S^k=\sum^{n}_{i=1}(x^k_i)^2 Sk=i=1∑n(xik)2,我们将证明 S k < ( 1 − 1 2 n 2 ) S k − 1 \displaystyle S^k<(1-\frac{1}{2n^2})S^{k-1} Sk<(1−2n21)Sk−1.
事实上,有 S k = ∑ i = 1 n ( x i k ) 2 = 1 4 ∑ i = 1 n ( x i k − 1 + x i + 1 k − 1 ) 2 = 1 2 S k − 1 + 1 2 ∑ i = 1 n x i k − 1 x i + 1 k − 1 \displaystyle S^k=\sum^{n}_{i=1}(x^k_i)^2=\frac{1}{4}\sum^n_{i=1}(x^{k-1}_i+x^{k-1}_{i+1})^2=\frac{1}{2}S^{k-1}+\frac{1}{2}\sum^n_{i=1}x_i^{k-1}x_{i+1}^{k-1} Sk=i=1∑n(xik)2=41i=1∑n(xik−1+xi+1k−1)2=21Sk−1+21i=1∑nxik−1xi+1k−1.
由于 ∑ i = 1 n x i k − 1 = 0 \displaystyle\sum^{n}_{i=1}x^{k-1}_i=0 i=1∑nxik−1=0 ,并且如果 x i k − 1 \displaystyle x_i^{k-1} xik−1 全为零,则问题已经解决,所以 x i k − 1 \displaystyle x_i^{k-1} xik−1 中有正有负
设 x 1 k − 1 , x 2 k − 1 , ⋯ , x n k − 1 \displaystyle x_1^{k-1},x_2^{k-1},\cdots,x_n^{k-1} x1k−1,x2k−1,⋯,xnk−1 中的正数为 a 1 , ⋯ , a l \displaystyle a_1,\cdots,a_l a1,⋯,al ,负数为 − b 1 , ⋯ , − b r \displaystyle -b_1,\cdots,-b_r −b1,⋯,−br (按在序列 x i k − 1 x_i^{k-1} xik−1 中的顺序排列)
于是有 ∑ i = 1 n x i k − 1 x i + 1 k − 1 < ∑ i = 1 l − 1 a i a i + 1 + ∑ i = 1 r − 1 b i b i + 1 \displaystyle\sum^n_{i=1}x_i^{k-1}x_{i+1}^{k-1}<\sum^{l-1}_{i=1}a_ia_{i+1}+\sum^{r-1}_{i=1}b_ib_{i+1} i=1∑nxik−1xi+1k−1<i=1∑l−1aiai+1+i=1∑r−1bibi+1 成立,利用基本不等式,有
∑ i = 1 l − 1 a i a i + 1 < 1 2 ∑ i = 1 l − 1 l 2 + 1 − ( i + 1 ) 2 l 2 + 1 − i 2 a i 2 + l 2 + 1 − i 2 l 2 + 1 − ( i + 1 ) 2 a i + 1 2 < ∑ i = 1 l ( 1 − 1 l 2 + 1 − i 2 ) a i 2 < ( 1 − 1 n 2 ) ∑ i = 1 l a i 2 \displaystyle\sum^{l-1}_{i=1}a_ia_{i+1}<\frac{1}{2}\sum^{l-1}_{i=1}\frac{l^2+1-(i+1)^2}{l^2+1-i^2}a_i^2+\frac{l^2+1-i^2}{l^2+1-(i+1)^2}a_{i+1}^2<\sum^{l}_{i=1}(1-\frac{1}{l^2+1-i^2})a_i^2<(1-\frac{1}{n^2})\sum^{l}_{i=1}a_i^2 i=1∑l−1aiai+1<21i=1∑l−1l2+1−i2l2+1−(i+1)2ai2+l2+1−(i+1)2l2+1−i2ai+12<i=1∑l(1−l2+1−i21)ai2<(1−n21)i=1∑lai2
同理 ∑ i = 1 r − 1 b i b i + 1 < ( 1 − 1 n 2 ) ∑ i = 1 r b i 2 \displaystyle\sum^{r-1}_{i=1}b_ib_{i+1}<(1-\frac{1}{n^2})\sum^r_{i=1}b_i^2 i=1∑r−1bibi+1<(1−n21)i=1∑rbi2 ,得到 ∑ i = 1 n x i k − 1 x i + 1 k − 1 < ( 1 − 1 n 2 ) ∑ i = 1 n ( x i k − 1 ) 2 \displaystyle\sum^n_{i=1}x_i^{k-1}x_{i+1}^{k-1}<(1-\frac{1}{n^2})\sum^{n}_{i=1}(x^{k-1}_i)^2 i=1∑nxik−1xi+1k−1<(1−n21)i=1∑n(xik−1)2 ,于是 S k < ( 1 − 1 2 n 2 ) S k − 1 \displaystyle S^k<(1-\frac{1}{2n^2})S^{k-1} Sk<(1−2n21)Sk−1 成立
所以 lim k → + ∞ S k = 0 \displaystyle\lim_{k\rightarrow+\infty}S^k=0 k→+∞limSk=0,从而 lim k → + ∞ x i k = 0 \displaystyle\lim_{k\rightarrow+\infty}x_i^k=0 k→+∞limxik=0,命题得证。