Convexity with respect to families of means

Abstract: In this paper we investigate continuity properties of functions

f : m a t h b b R_{+} o m a t h b b R_{+}

that satisfy the

(p, q)

-Jensen convexity inequality

f�ig(H_p(x,y)�ig)leq H_q(f(x),f(y)) qquad(x,y>0),

where

H_{p}

stands for the

p

th power (or H"older) mean. One of the main results shows that there exist discontinuous multiplicative functions that are

(p, p)

-Jensen convex for all positive rational number

p

. A counterpart of this result states that if

f

is

(p, p)

-Jensen convex for all

p i n P s u b s e t e q m a t h b b R_{+}

, where

P

is a set of positive Lebesgue measure, then

f

must be continuous.

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