Moyennes limites et convexité. (Limit mean values and convexity)
Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24) Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Integration with respect to measures and other set functions (28A25) Convex sets in (2) dimensions (including convex curves) (52A10)
Let F be the set of bounded functions defined on \({\mathbb{R}}_+\), taking nonnegative real values, and Lebesgue-integrable on every interval [0,t]. To each function a in F we associate the ordered pair L(a) of the upper and lower limits of \(t^{-1}\int^{t}_{0}a(s)ds\), as t tends to \(+\infty\). We characterize the set \[ S(a)=\{L(b)\in {\mathbb{R}}^ 2;\quad b\in F\quad and\quad \forall t\in {\mathbb{R}}_+,\quad b(t)\leq a(t)\} \] as being a closed convex region of \({\mathbb{R}}^ 2\).
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