Question:
Let $a_1,$ $a_2,$ $\dots$ be a sequence of positive real numbers such that
\[a_n = 11a_{n - 1} - n\]for all $n > 1.$  Find the smallest possible value of $a_1.$

Answer:
Let $b_n = a_{n + 1} - a_n.$  Then
\begin{align*}
b_n &= (11a_n - (n + 1)) - a_n \\
&= 10a_n - (n + 1) \\
&= 10(11a_{n - 1} - n) - (n + 1) \\
&= 11(10a_{n - 1} - n) - 1 \\
&= 11b_{n - 1} - 1.
\end{align*}Hence,
\[b_n - \frac{1}{10} = 11b_{n - 1} - \frac{11}{10} = 11 \left( b_{n - 1} - \frac{1}{10} \right).\]If $b_1 < \frac{1}{10},$ then the sequence $b_1,$ $b_2,$ $\dots$ is decreasing and goes to $-\infty,$ so the sequence $a_1,$ $a_2,$ $\dots$ goes to $-\infty$ as well.

Hence, $b_1 \ge \frac{1}{10}.$  Then $a_2 - a_1 \ge \frac{1}{10},$ so
\[11a_1 - 2 = a_2 \ge a_1 + \frac{1}{10}.\]This implies $a_1 \ge \frac{21}{100}.$

If $a_1= \frac{21}{100},$ then the sequence $a_1,$ $a_2,$ $\dots$ is increasing (since $b_n = \frac{1}{10}$ for all $n$), so all the terms are positive.  Therefore, the smallest possible value of $a_1$ is $\boxed{\frac{21}{100}}.$