Relative convexity and its applications

DOI10.1007/S00010-014-0319-XzbMATH Open1329.26025arXiv1409.2772OpenAlexW2135210132MaRDI QIDQ499650FDOQ499650

Authors: Constantin P. Niculescu, Ionel Roventa 

Publication date: 30 September 2015

Published in: Aequationes Mathematicae (Search for Journal in Brave)

Abstract: We discuss a rather general condition under which the inequality of Jensen works for certain convex combinations of points not all in the domain of convexity of the function under attention. Based on this fact, an extension of the Hardy-Littlewood-P'olya theorem of majorization is proved and new insight is given into the problem of risk aversion in mathematical finance.

Full work available at URL: https://arxiv.org/abs/1409.2772

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zbMATH Keywords

convex functiondoubly stochastic matrixpositive measuresupporting hyperplane

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Inequalities for sums, series and integrals (26D15)

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Cited In (11)

• Title not available (Why is that?)
• Sherman's inequality and its converse for strongly convex functions with applications to generalized \(f\)-divergences
• Comparative convexity
• Sherman's functional, its properties with applications for f-divergence measure
• On the convexity of piecewise-defined functions
• The Hardy-Littlewood-Pólya inequality of majorization in the context of \(\omega\)-\(\mathbf{m}\)-star-convex functions
• New extensions of Popoviciu's inequality
• A simple proof of the Jensen-type inequality of Fink and Jodeit
• New Jensen-type inequalities and their applications
• Quantifying heterogeneity of stochastic gene expression
• Properties of integrable punctual convex functions

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