Apply induction on n. Considering the empty product as 1, we have
equality for n=0. Now assume that the statement is true for some
n and prove it for n+1. For n+1, the statement can be written
as the sum of the inequalities
1+a01(1+a1−a01)⋯(1+an−a01)≤(1+a01)⋯(1+an1)
(which is the induction hypothesis) and
a01(1+a1−a01)⋯(1+an−a01)⋅an+1−a01≤(1+a01)⋯(1+an1)⋅an+11.(1)
Hence, to complete the solution it is sufficient to prove (1).
To prove (1), apply a second induction. For n=0, we have to
verify
a01⋅a1−a01≤(1+a01)a11.
Multiplying by a0a1(a1−a0), this is equivalent with
a1a01≤(a0+1)(a1−a0)≤a0a1−a02≤a1−a0.
For the induction step it is sufficient that
(1+an+1−a01)⋅an+2−a0an+1−a0≤(1+an+11)⋅an+2an+1.
Multiplying by (an+2−a0)an+2,
(an+1−a0+1)an+2a01≤(an+1+1)(an+2−a0)≤a0an+2−a0an+1≤an+2−an+1.
Remark 1. It is easy to check from the solution that equality holds
if and only if ak+1−ak=1 for all k.
Remark 2. The statement of the problem is a direct corollary of the
identity
1+i=0∑nxi1j=i∏(1+xj−xi1)=i=0∏n(1+xi1).