Notes on convex functions

Publication date 21 February 1993

\(n\)-term Jensen inequality convex functions functions with nondecreasing increments Hermite-Hadamard inequality Jensen convex functions Jensen inequality weighted Jensen inequality

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Inequalities for sums, series and integrals (26D15) Functional equations for functions with more general domains and/or ranges (39B52)

Review text

[For the entire collection see Zbl 0746.00079).] After repeating a forward inductive proof of the \(n\)-term Jensen inequality, the author defines functions with nondecreasing increments \((f(a+h)-f(a) \leq f(b+h)-f(b)\), \(a\leq b \leq b+h\)), mentions that they are all Jensen-convex (but not that all convex functions have nondecreasing increments). Then he interpolates the Jensen inequality by \(f_{1n} \geq f_{2n} \geq \dots \geq f_{nn}\), where \[ f_{mn}=\sum_{1\leq i_ 1 < \dots < i_ m \leq n}f((x_{i_ 1}+\dots + x_{i_ m})/m)/{n\choose m} \] and the weighted Jensen inequality by \[ f((px+qy)/(p+q))\leq \int^{z+u}_{z-u}f(t)dt \leq (pf(x)+qf(y))/(p+q), \] where \(0 < p \leq q\), \(x < y\), \(u \leq (u- x)p/(p+q)\), \(z=(pa + qb)/(p+q)\).

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