Let $\{M_j\}$ be a sequence of positive numbers with $M_0 = 1$ (not sure this last condition is actually necessary). Define for each $j$, $$ M_j^* = \inf\{M_j, M_k^{\frac{l - j}{l - k}}M_l^{\frac{j - k}{l - k}}, \text{when } k < j < l\}. $$ Then $(M_j^*)^2 \leq M^*_{j - 1}M^*_{j + 1}$.
In his book, "The Analysis of Linear Partial Differential Operators", Hörmander claims this is true but doesn't provide a proof, even though he uses this result in the proof of the Denjoy-Carleman theorem.
Any help?