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How to prove the monotonicity of the following function?

$f(x) = \frac{\sum\limits_{i=1}^K\ln(1+a_ix)}{\sum\limits_{i=1}^K\ln(1+\frac{1}{2}a_ix)}$. where $a_i>0$, $\forall i$, $x>0$.

I have proved that $\frac{h_i(x)}{g_i(x)}=\frac{\ln(1+a_ix)}{\ln(1+\frac{1}{2}a_ix)}$ is a monotonically decreasing function with $x$. Actually, $f(x)$ is also monotonically decreasing with $x$, which can be proved by simple simulation. But I can't give the rigorous proof.

Any help is appreciated. Thanks a lot!

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  • $\begingroup$ I don't know if OPs are pinged when comments are added to solutions, so I'm adding this to alert mingzhanzhang. $\endgroup$ Commented Sep 13, 2016 at 0:59
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    $\begingroup$ There is no way. The statement is false in general (which makes me extremely curious about what you mean by the "proof by simple simulation": I hope you haven't just considered a finite number of random sets of parameters) $\endgroup$
    – fedja
    Commented Sep 14, 2016 at 6:10
  • $\begingroup$ @fedja: When $x$ is very large so that $a_ix \gg 2$, then the ``1'' in the logarithm can be ignored and the statement can be proved. Besides, the simulation Matlab codes are below, I have tried many times and still cann't find the counterexample, Could you present some examples? K = 10; m = 0; n = 100; a = m + (n-m) .* rand(K,1); x = [0.001:0.01:10]; f1 = sum( log(1 + ax ), 1 ); f2 = sum( log(1 + ax/2), 1 ); f = f1./f2; figure plot(x, f, '-r') $\endgroup$ Commented Sep 14, 2016 at 9:15

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OK, I put the remark yesterday at night just to prevent people from wasting time on attempts to prove the statement. Now it is time to post the explanation. Note that if $\frac{F(x)}{G(x)}$ is non-increasing and $F,G>0$, then $\frac{F'(x)}{F(x)}\le \frac{G'(x)}{G(x)}$ and, in particular, if $G'(x)-cG(x)\le 0$ for some positive $c$ and $x$, then $F'(x)-cF(x)\le 0$.

Now let us look at what functions we have. Repeating the summands, if necessary, and approximating reals by rationals, we can put $F(x)=\int\log (1+2ax)\,d\mu(a)$ and $G(x)=\int\log(1+ax)\,d\mu(a)$ where $\mu$ is any finite sum of Dirac point masses with positive coefficients. So, if our inequality holds, we must have that $\int \left[\frac{a}{1+ax}-c\log(1+ax)\right]\,d\mu(a)\le 0$ implies that $\int \left[\frac{2a}{1+2ax}-c\log(1+2ax)\right]\,d\mu(a)\le 0$ for every fixed $x,c>0$ and every $\mu$ of the above kind. We'll take $x=1$, $c\in(0,1)$. Then, by the general abstract duality nonsense, for any finite set $A$ of points $a>0$, we must be able to produce a non-negative $\lambda$ such that $$ \frac{2a}{1+2a}-c\log(1+2a)\le\lambda\left[\frac{a}{1+a}-c\log(1+a)\right] $$ for all $a\in A$. Now just take $A$ consisting of $2$ points: $a_1\approx 0$ and $a_2\approx+\infty$. Looking at $a_1$, we get essentially $2a_1(1-c)\le \lambda a_1(1-c)$, so $\lambda$ cannot be noticeably less than $2$. Looking at $a_2$, we get essentially $-c\log a_2\le \lambda(-c\log a_2)$, so $\lambda$ cannot be noticeably greater, than $1$. But this leaves us no room!

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