Functional inequality characterizing nonnegative concave functions in \((0,\infty)^ k\) (Q1198195)

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Functional inequality characterizing nonnegative concave functions in \((0,\infty)^ k\)
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    Functional inequality characterizing nonnegative concave functions in \((0,\infty)^ k\) (English)
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    16 January 1993
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    As well known [see e.g. the reviewer, Comment. Math. Helv. 21, 247-252 (1948; Zbl 0031.11705)], if \(a>0\), \(b>0\), \(a+b\neq 1\), then the general solution \(f:]0,\infty[\to[0,\infty[\) of the functional equation \(f(as+bt)=af(s)+bf(t)\) (\(s>0\), \(t>0\)) is given by \(f(t)=f(1)t\) (\(t>0\)), where \(f(1)\) is an arbitrary nonnegative constant. In the present paper, extending a result of a previous one in the same journal [ibid. 40, No. 2/3, 168-180 (1990; Zbl 0715.39013)] the author offers a proof that, if \(0<a<1<a+b\), then the general solution \(f:]0,\infty[\to[0,\infty[\) of \(f(as+bt)\geq af(s)+bf(t)\) (\(s>0\), \(t>0\)) is also \(f(t)=f(1)t\). He also offers the following generalization. If \(0<a<1<a+b\) then \(f:]0,\infty[^ n\to[0,\infty\) satisfies \[ f(ax+by)\geq af(x)+bf(y)\qquad\text{for all}\qquad x,y\in]0,\infty[^ n \qquad (n\geq 2), \] iff \(f\) is positively homogeneous and \[ (x_ 1,\dots,x_{k-1},x_{k+1},\dots,x_ n)\mapsto f(x_ 1,\dots,x_{k-1},1,x_{k+1},\dots,x_ n) \] is concave on \(]0,\infty[^{n-1}\).
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    functional inequalities
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    nonnegative concave functions
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    conjugate functions
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    Jensen inequality
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    Hölder inequality
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    Minkowski inequality
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