Given $x_1,x_2, \ldots, x_n \ge 0, \alpha \ge 1$, show that $\sum_{i}\alpha x_i(\sum_{j \le i}{x_j})^{\alpha-1} \ge (\sum_{i}x_i)^\alpha$ We're pretty sure the inequality holds for the given precondition. It can be validated using a small piece of matlab code. Now we post it for rigorous proof. Its continuous version is easy: $\int^{n}\alpha x(\tau)(\int^{\tau}{x(t)}dt)^{\alpha-1}d\tau= (\int^{n}x(t)dt)^\alpha$ When writing down the proof, there are more details to be finalized, so we're stuck for a rigorous proof. Hope there's anyone who can help or point us to some resource.