Convexity with respect to families of means

Let \(I\) and \(J\) be real intervals, furthermore \(M\) and \(N\) be means on \(I\) and on \(J\), respectively. A function \(f: I\to J\) is called \((M,N)\)-convex if, for all \(x,y\in I\), it fulfills the inequality \[ f\bigl(M(x,y)\bigr)\leq N\bigl(f(x),f(y)\bigr). \] The particular case, when \(M\) and \(N\) are the arithmetic means, this definition reduces to the classical Jensen convexity. It is well known, that Jensen convex functions are rationally convex, and there exists discontinuous Jensen convex functions. However, by an important result of Sierpiński, upper boundedness on a set of positive Lebesgue measure and Jensen convexity together imply convexity (and hence continuity). This nice note is devoted to study \((M,N)\)-convex functions when the means involved are assumed to be Hölder means of parameters \(p\) and \(q\). These kind of functions are termed briefly \((p,q)\)-Jensen convex. The main results give some analogue to the above mentioned classical ones. The authors prove that there exist discontinuous multiplicative functions that are \((p,p)\)-Jensen convex for all positive rational numbers. As a counterpart, they also show that if \(f\) is a \((p,p)\)-Jensen convex function for all \(p\in P\), where \(P\) is a set of positive Lebesgue measure, then \(f\) must be continuous.

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