Convex functions

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Tiberiu Popoviciu
Institutul de Calcul

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 T. Popoviciu, Les fonctions convexes, Actualités scientifiques et industrielles, fasc. 992, 75 pp., Hermann & Cie (Eds.), Paris, 1944 (in French)

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SCIENTIFIC AND INDUSTRIAL NEWS

PRESENTATIONS ON THE THEORY OF FUNCTIONS

Published under the direction of
Paul MONTEL,
Member of the Institute,
Professor at the Faculty of Sciences of the University of Paris

THE

CONVEX FUNCTIONS

BY

TIBERIU POPOVICIU

Professor at the University of Iași

PARIS
HERMANN &Ci\mathrm{C}^{\mathrm{i}}, PUBLISHERS
6, Rue de la Sorbonne, 6
solei
1944

INTRODUCTION

Since Jensen wrote these lines in his now classic memoir [27]()1({}^{1})The importance of the concept of convexity has increased considerably in many branches of modern mathematics, and, in particular, in geometry and function theory.

In this short book, I present the main properties and some generalizations of convex functions of one or more variables. I have divided this work into four chapters. In the first, I study the theory of order functions.nnof which the usual convex functions are a special case(n=1)(n=1)Order functionsnnare defined by certain inequalities and verify others which have, especially forn=1n=1, numerous applications. In the second chapter, I briefly review these inequalities, the applications of which are set forth in excellent works, such as, for example, Inequalities by Messrs. Hardy, Littlewood, and Pólya [21 h]. I also point out some other properties of order functionsnnIn the third chapter, I examine some generalizations of order functions.nnThe fourth chapter is devoted to convex functions of two or more variables. I limit myself almost exclusively to the case of two variables because, on the one hand, the simplest properties extend immediately to the case of more than two variables and, on the other hand, the more complicated properties have not yet been studied sufficiently.

00footnotetext: (1) Les nos en caractères gras entre crochets renvoient à la bibliographie placée à la fin.

The bibliography is not intended to be exhaustive. I only list the works actually used in writing this book.

As usual, I do not provide the proofs; the reader will find them in the original memoirs to which I refer. I briefly indicate the proofs of some properties that are not found in these memoirs. For all other definitions and properties without indications of the proof or references to the bibliography, I ask the reader to refer to my Thesis [47 a].

I hope that reading this short work will be useful to those who seek to fill the still very numerous gaps in this theory.

Allow me to express my deepest gratitude to Mr. Paul Montel for the honor he bestowed upon me by asking me to write this book on a subject which he himself has enriched with important contributions.

PRELIMINARY CONCEPTS AND NOTATIONS

We consider functionsf=f(x)f=f(x), real, of the real variablexx, finite and uniform on any linear setEE.

We will refer tohas=minEa=\min E,hasb=maxEa\leqq b=\max Ethe extremities (left and right) ofEEWhen we say that a set is closed, we assume that it contains its endpoints, and therefore that it is bounded. To simplify, we writex,y,Ex,y,\ldots\in Einstead ofxE,yE,x\in E,y\in E,\ldots, and we writexEx\in Eif the pointxxofEEis within the interval(has,b)(a,b)A subsetE1E_{1}ofEEis completely internal toEEif its endpoints are within the interval(has,b)(a,b)Such a subset is therefore always bounded. In this case, we writeE1EE_{1}\subset EA subsetE1E_{1}ofEEis a section ofEEif, either it is formed by a single point, or else, withx1,x2E1x_{1},x_{2}\in E_{1}, all the points ofEEbelonging to the interval(x1,x2)(x_{1},x_{2})belong toE1E_{1}If a section contains its endpointscdc\leqq dwe will also refer to it as(cEd)(cEd)The intersection of two sections is either empty or a section ofEE ()1({}^{1})The union of two sections having at least one point in common is still a section. Two sections whose union does not constitute a section are said to be separated byEE; then there exists at least one point ofEEwhich is to the left of all points in one section and to the right of all points in the other section. Several sections ofEEare separate sections ofEEif they are separated in pairs byEEWe will refer to it, as usual, asE,E",E^{\prime},E^{\prime\prime},\ldotsthe successive derivatives ofEEThe near-closureE˙\dot{E}ofEEis the set of all points ofEEandEE^{\prime}except for the extremities ofEEthat do not belong toEE. IfE˙=E\dot{E}=E, we will say that the wholeEEis almost closed.

We will say that a functionffis continuous on a setEEif it is continuous at every point ofEE^{\prime}We will say thatffhas a derivative (of a certain order and with a certain definition) if this derivative exists at every pointxxwhere it is possible to define it, and we will say thatffhas a continuous derivative onEEif this derivative is continuous on its domain.

We will refer to[x1,x2,,xn+1;f][x_{1},x_{2},\ldots,x_{n+1};f]the difference divided by ordernnofffon the pointsx1,x2,,xn+1x_{1},x_{2},\ldots,x_{n+1}These divided differences are defined by the recurrence relation.

,,xn+1;f=[x2,x3,,xn+1;f][x1,x2,,xn;f]xn+1x1,=f(x). ,\ldots,x_{n+1};f\begin{gathered}=\frac{[x_{2},x_{3},\ldots,x_{n+1};f]-[x_{1},x_{2},\ldots,x_{n};f]}{x_{n+1}-x_{1}},\\ =f(x).{}\end{gathered}

and we can see that they are symmetrical with respect to the pointsx1,x2,,xn+1x_{1},x_{2},\ldots,x_{n+1}Let us designate byV(x1,x2,,xn+1)V(x_{1},x_{2},\ldots,x_{n+1})the Vandermonde determinant of numbersx1,x2,,xn+1x_{1},x_{2},\ldots,x_{n+1}and byU(x1,x2,,xn+1;f)\mathrm{U}(x_{1},x_{2},\ldots,x_{n+1};f)what happens to this determinant if we replace the elementsxinx_{i}^{n}from the last column byf(xi)f(x_{i})respectively. We have

[x1,x2,,xn+1;f]=U(x1,x2,,xn+1;f)V(x1,x2,,xn+1).[x_{1},x_{2},\ldots,x_{n+1};f]=\frac{\mathrm{U}(x_{1},x_{2},\ldots,x_{n+1};f)}{\mathrm{V}(x_{1},x_{2},\ldots,x_{n+1})}.

We will refer toP(x1,x2,,xn+1;f|x)\mathrm{P}(x_{1},x_{2},\ldots,x_{n+1};f\mid x)the Lagrange polynomial, therefore the polynomial of minimum effective degree, taking the valuesf(xi)f(x_{i})at the pointsxix_{i}It is a polynomial of degreenn, by agreeing to call by this name a polynomial of effective degreen\leqq nIf we askφ(x)=(xx1)(xx2)(xxn+1)\varphi(x)=(x-x_{1})(x-x_{2})\ldots(x-x_{n+1}), We have

=i=1n+1f(xi)φ(xi),\displaystyle=\sum_{i=1}^{n+1}\frac{f(x_{i})}{\varphi^{\prime}(x_{i})},
P(x1,x2,,xn+1;f|x)\displaystyle P(x_{1},x_{2},\ldots,x_{n+1};f\mid x) =i=1n+1φ(x)f(xi)(xxi)φ(xi).\displaystyle=\sum_{i=1}^{n+1}\frac{\varphi(x)f(x_{i})}{(x-x_{i})\varphi^{\prime}(x_{i})}.

And

f(x)P(x1,x2,,xn+1;f|x)=φ(x)[x1,x2,,xn+1,x;f].f(x)-\mathrm{P}(x_{1},x_{2},\ldots,x_{n+1};f\mid x)=\varphi(x)[x_{1},x_{2},\ldots,x_{n+1},x;f].

Unless otherwise stated, or unless the writing expressly indicates otherwise, we will assume in these notations thatx1<x2<<xn+1x_{1}<x_{2}<\ldots<x_{n+1}and then we haveV(x1,x2,,xn+1)>0\mathrm{V}(x_{1},x_{2},\ldots,x_{n+1})>0, SO

sg[x1,x2,,xn+1;f]=sgU(x1,x2,,xn+1;f),\operatorname{sg}[x_{1},x_{2},\ldots,x_{n+1};f]=\operatorname{sg}\mathrm{U}(x_{1},x_{2},\ldots,x_{n+1};f),

(sgα=1,0,1\operatorname{sg}\alpha=1,0,-1depending onα=,>,<0\alpha=,>,<0).
Let us also note the important property

[x1,x2,,xn+1;xm]={0,m=0,1,,n1,1,m=n,[x_{1},x_{2},\ldots,x_{n+1};x^{m}]=\begin{cases}0,&m=0,1,\ldots,n-1,\\ 1,&m=n,\end{cases}

identically in thexix_{i}and which characterizes divided differences. In Chapter IV, we consider functionsf(x,y)f(x,y)real, real variablesx,yx,y, finite and uniform within a certain planar domainDDWe will always assume thatDDis a bounded convex domain, closed or not. A subdomain ofDDis completely internal toDDif its border has no point in common with the border ofDDWe will, moreover, always assume that the subdomain under consideration is also convex. More specifically, we will assume thatDDis a closed rectangleRR,

(hasxb,cyd).(a\leqq x\leqq b,\quad c\leqq y\leqq d).

According to A. Marchaud [36], a network of order(m,n)(m,n)is a system ofmmparallel to the axisOy\mathrm{O}yandnnparallel to the axisOx\mathrm{O}xThe points of intersection of the lines in a network are the nodes of that network. Following a denomination by A. Marchaud [36], a pseudo-polynomial of order(m,n)(m,n)is a function of the form

i=0mxiHASi(y)+j=0nyjBj(x),\sum_{i=0}^{m}x^{i}A_{i}(y)+\sum_{j=0}^{n}y^{j}B_{j}(x),

OrHASi(y)A_{i}(y)are functions of a variableyyIn(c,d)(c,d)AndBj(x)B_{j}(x)functions of a variablexxIn(has,b)(a,b)A pseudo-polynomial is therefore defined in the rectangleRRA pseudo-polynomial of order(m,n)(m,n)is completely determined by its values ​​on an order network(m+1,n+1)(m+1,n+1)Consider(m+1)(n+1)(m+1)(n+1)points(xi,yj)(x_{i},y_{j}),i=1,2,,m+1i=1,2,\ldots,m+1,j=1,2,,n+1j=1,2,\ldots,n+1, ofRRThese are the nodes of the network.x=xi,y=yjx=x_{i},y=y_{j}, of order(m+1,n+1)(m+1,n+1)By taking the difference divided by ordermmoff(x,y)f(x,y)on the pointsx1,x2,,xm+1x_{1},x_{2},\ldots,x_{m+1},yybeing considered fixed, we have the function ofyy,

F(y)=[x1,x2,,xm+1;f(x,y)],F(y)=[x_{1},x_{2},\ldots,x_{m+1};f(x,y)],

and taking the difference divided by ordernnoff(x,y)f(x,y)on the pointsy1,y2,,yn+1y_{1},y_{2},\ldots,y_{n+1},xxbeing considered fixed, we have the function ofxx,

G(x)=[y1,y2,,yn+1;f(x,y)].G(x)=[y_{1},y_{2},\ldots,y_{n+1};f(x,y)].

We immediately check that

[y1,y2,,yn+1;F]=[x1,x2,,xm+1;G].[y_{1},y_{2},\ldots,y_{n+1};F]=[x_{1},x_{2},\ldots,x_{m+1};G].

The common value of these numbers can be designated by

[x1,x2,,xm+1y1,y2,,yn+1;f]\left[\begin{array}[]{l}x_{1},x_{2},\ldots,x_{m+1}\\ y_{1},y_{2},\ldots,y_{n+1}\end{array};f\right]

and is called the divided difference of order(m,n)(m,n)off(x,y)f(x,y)on the points(xi,yj)(x_{i},y_{j})We will ask

φ(x)\displaystyle\varphi(x) =(xx1)(xxm+1),\displaystyle=(x-x_{1})\cdots(x-x_{m+1}),
ψ(y)\displaystyle\psi(y) =(yy1)(yyn+1),\displaystyle=(y-y_{1})\cdots(y-y_{n+1}),

and we can write

[x1,,xm+1y1,,yn+1;f]=i=1m+1j=1n+1f(xi,yj)φ(xi)ψ(yj).\left[\begin{array}[]{l}x_{1},\ldots,x_{m+1}\\ y_{1},\ldots,y_{n+1};f\end{array}\right]=\sum_{i=1}^{m+1}\sum_{j=1}^{n+1}\frac{f(x_{i},y_{j})}{\varphi^{\prime}(x_{i})\psi^{\prime}(y_{j})}.

The difference divided by order(m+1,n+1)(m+1,n+1)of a pseudo-polynomial of order(m,n)(m,n)is null and void. Unless otherwise stated, we will assume thatx1<<xm+1,y1<<yn+1x_{1}<\cdots<x_{m+1},y_{1}<\cdots<y_{n+1}We
will refer to it as[α][\alpha]the largest wholeα\leqq\alphaWe
will ask(m1,n1)< resp. (m,n)(m_{1},n_{1})<\text{ resp. }\leqq(m,n)ifm1m,n1nm_{1}\leqq m,n_{1}\leqq nAndm1+n1< resp. m+nm_{1}+n_{1}<\text{ resp. }\leqq m+nFinally, we use the abbreviations max and min for the upper and lower bounds, and dd for the divided difference.

CHAPTER I

ORDER FUNCTIONSnn

1. Definition. The functionffis said to be convex, non-concave, polynomial, non-convex, concave of ordernnonEEif inequality

[x1,x2,,xn+2;f]>,,=,,<0[x_{1},x_{2},\ldots,x_{n+2};f]>,\geq,=,\leqq,<0 (1)

is satisfied, whatever then+2n+2pointsx1,x2,,xn+2Ex_{1},x_{2},\ldots,x_{n+2}\in EAll these functions are functions of ordernn ()1({}^{1}). Forn=0n=0We have monotonic functions: increasing, non-decreasing, constant, non-increasing, and decreasing.n=1n=1We have convex, non-concave functions. Ifffis convex, non-concave, etc., of ordernn, the functionf-fis concave, non-convex, etc., of ordernn, and vice versa. Let's consider the functionffdefined onmmpoints

x1<x2<<xm,mn+2.x_{1}<x_{2}<\cdots<x_{m},\quad m\geq n+2. (2)

and let's use the notation

Δki=[xi,xi+1,,xi+k;f],i=1,,mk.\Delta_{k}^{i}=[x_{i},x_{i+1},\ldots,x_{i+k};f],\quad i=1,\ldots,m-k. (3)

SO

Δn+1i>,,=,,<0.\Delta_{n+1}^{i}>,\geq,=,\leqq,<0. (4)
P(x1,x2,,xn+1;f|x)<,,=,,>f(x),\mathrm{P}(x_{1},x_{2},\ldots,x_{n+1};f\mid x)<,\leqq,=,\geqq,>f(x), (5)

is verified, regardless ofxn+1<x,x1,x2,,xn+1,xEx_{n+1}<x,\quad x_{1},x_{2},\ldots,x_{n+1},x\in\mathbf{E}This
definition is equivalent to the definition ofn01n^{0}1We
can replace inequality (5) with

P(x1,x2,,xn+1;f|x)<,,,>(1)ni+1f(x)xi<x<xi+1(x<x1 For i=0),x1,x2,,xn+1,xE.\begin{gathered}\mathrm{P}(x_{1},x_{2},\ldots,x_{n+1};f\mid x)<,\leqq,\cdots,>(-1)^{n-i+1}f(x)\\ x_{i}<x<x_{i+1}\ (x<x_{1}\text{ pour }i=0),\quad x_{1},x_{2},\ldots,x_{n+1},x\in E.\end{gathered}

Forn=1n=1see L. Galvani [19]. In this case, limiting ourselves to non-concave functions, the property means that the point(x,f(x))(x,f(x))is neither above nor below the line joining the points(x1,f(x1)),(x2,f(x2))(x_{1},f(x_{1})),(x_{2},f(x_{2}))depending onxxis inside or outside the interval(x1,x2)(x_{1},x_{2})It follows that every point on the curvey=f(x)y=f(x)is not above any inscribed polygonal line, provided that the abscissa of this point is included between the abscissas of the extreme points of the polygonal line.

Ifffis of ordernnand if[x1,x2,,xn+2;f]=0[x_{1},x_{2},\ldots,x_{n+2};f]=0, it is a polynomial of ordernnon(x1Exn+2)(x_{1}Ex_{n+2}), therefore reduces in this section to the values ​​of a polynomial of degreenn.

A convex or concave function of ordernncannot coincide with a polynomial of degreennin addition ton+1n+1points. The converse is true if the function is continuous.

Suppose thatEElet the interval(has,b)(a,b)and eitherFFthe function attached toff, taking into accountxxall values ​​between the minimum and maximum offfat this point (this function is generally multifaceted). So that the functionffeither convex or concave of ordernnIn(has,b)(a,b)It is necessary, and sufficient, that the attached functionFFdoes not coincide with a polynomial of degreennin addition ton+1n+1points[47g][47\mathrm{g}]In general, order functionsnncan be characterized by the fact that, if a polynomial of degreenncoincides with the attached functionFFin addition ton+1n+1points, it coincides withFFin a closed interval.
3.—Any function of ordernnis bounded along any sectionE1EE_{1}\subset E. Ifhas,bEa,b\in\mathbf{E}the function is bounded onEE. WhenEEis bounded, every non-concave function of odd order is bounded below onEE.

For a function of ordern1n\geq 1AndcE,cEc\in E^{\prime},c\in E, the limit off(x)f(x)ForE*xcE\ni x\to cexists. Moreover, any order functionn1n\geq 1is uniformly continuous over allE1EE_{1}\subset EFor what we have said to have precise meaning, we must define continuity incEc\in E^{\prime}by the existence of the limit off(x)f(x)whenE*xcE\ni x\to c, which is not an essential extension in the case of order functions1\geq 1.

IfhasEa\in E^{\prime}Orhas=a=-\infty,limitf(x)=f(has+0)\lim f(x)=f(a+0)ForE*xhasE\ni x\to a, exists or is++\inftyOr-\infty. IfhasEa\in Ewe havef(has)f(a)\leqqOrf(has+0)\geqq f(a+0)depending onffis non-concave of even or odd order. A similar property holds true for the right endbbWe havef(b)f(b)\geqOrf(b0)\leqq f(b-0)depending onffis non-concave or non-convex of ordernnFor a non-concave function of order11such asb=+b=+\inftyAndlimitf(x)=+\lim f(x)=+\inftyForE*xbE\ni x\to bwe can find a numberα>0\alpha>0such asf(x)>αxf(x)>\alpha xForxxbig enough. Ifffis non-concave of ordernnand if it is not non-convex of ordern1n-1onEE, one can find, under the same conditions, aα>0\alpha>0such asf(x)>αxnf(x)>\alpha x^{n}Indeed, one can then findn+1n+1pointsx1<x2<<xn+1x_{1}<x_{2}<\ldots<x_{n+1}such as[x1,x2,,xn+1;f]>0[x_{1},x_{2},\ldots,x_{n+1};f]>0and the inequality of definitionU(x1,x2,,xn+1,x;f)0,xn+1<x\mathrm{U}(x_{1},x_{2},\ldots,x_{n+1},x;f)\geqq 0,\ x_{n+1}<xgives us

f(x)[x1,x2,,xn+1;f]xn+,f(x)\geq[x_{1},x_{2},\ldots,x_{n+1};f]x^{n}+\cdots,

the unwritten terms forming a polynomial of degreen1n-1inxx4.
—SupposeEEclosed. Any non-concave function of ordernnThe odd function is semi-continuous in the upper bound, and therefore reaches its maximum. However, such a function may not reach its minimum. This is the case, for example, with the functionf(0)=1,f(x)=x,0<x1f(0)=1,f(x)=x,0<x\leqq 1, which is non-concave of any odd order in(0,1)(0,1)A function of even order may never reach its maximum or minimum. Such is the functionf(0)=f(2)=0,f(x)=1x,0<x<2f(0)=f(2)=0,f(x)=1-x,0<x<2, which is of any even order in(0,2)(0,2).

LetEME_{M}all ofxxwhere maxffonEEAndEmE_{m}all ofxxwhere minffonEEare reached. Ifffis non-concave of ordernn,EME_{M}is formed by at most[n+32]\left[\frac{n+3}{2}\right]separate sections ofEEand, if it is not formed by a single section, it contains at mostn+1n+1points.

5.—Definition

The functionffenjoying certain convexity properties onEE, will be said to be extendable onE1E_{1}if we can find a functionf1f_{1}defined on the meeting ofEEAndE1E_{1}, enjoying the same convexity properties and such thatf1=ff_{1}=fonEE.

presents at mostkksign variations.
For a function of ordernnand for a given k there exists an infinite number of decompositions (7) (E being infinite), such that on eachEi\mathrm{E}_{i}the function is of ordernkn-kThe numbermmsubsetsEi\mathrm{E}_{i}then has a minimumhh. Ifm=hm=hthe function is not of ordernkn-kon none of the setsEi+Ei+1,i=1,2,,h1\mathrm{E}_{i}+\mathrm{E}_{i+1},i=1,2,\ldots,h-1The function is then alternately non-concave and non-convex of ordernkn-kon the setsEi\mathrm{E}_{i}Moreover, ifh=k+1h=k+1and ifffis nonconcave of ordernnon E, it is non-concave of ordernkn-konEn\mathbf{E}_{n}.

Conversely, for the function to be of ordernnonE\mathbf{E}, it suffices that, whatever the polynomialPPdegreennand the finite subset (2) ofEE, the sequence (8), corresponding to (2) and to the functionfPf-P, presents at mostnnsign variations. In this statement, we can also consider only the sequences (2) havingn+3n+3points[47k][47\,k].

Functions that admit a decomposition (7) of the preceding nature constitute an important generalization of order functionsnnWe will study them in another work. Let us only note that [47 n].

The necessary and sufficient condition for decomposing E into at most two consecutive subsets such that on each the function is monotonic, with the monotonicity being in opposite directions on the two subsets, is thatffOr -ffchecks the inequality

f(x2)max[f(x1),f(x3)],x1<x2<x3,x1,x2,x3E.f\left(x_{2}\right)\leq\max\left[f\left(x_{1}\right),f\left(x_{3}\right)\right],\quad x_{1}<x_{2}<x_{3},\quad x_{1},x_{2},x_{3}\in\mathrm{E}.

This class includes not only first-order functions, but also all non-negative functions whose pth power,p>1p>1, is of order 1.
8. - The neighborhoodVxkV_{x}^{k}from one pointxxis a section ofEEhaving at leastkkpoints on the left and at leastkkpoints to the right ofxxIf, exceptionally, there is onlyr<kr<k(r0r\geq 0; points to the left (right)
ofx,Vxkx,\mathrm{~V}_{x}^{k}must contain all these points and at least2kr2k-rpoints to the right (left) ofxxThe neighborhoodVhaskV_{a}^{k}must be consistent withx1Vhaskx_{1}\in\mathrm{~V}_{a}^{k}all points of the closed interval (has,x1a,x_{1}) belonging to the EU, the same applies to aVbk\mathrm{V}_{b}^{k}.

Definition. - The functionffis said to be locally convex, nonconcaceous, ..., etc., of order n on E if at allxE˙x\in\dot{E}corresponds to a poisinageVxk\mathrm{V}_{x}^{k}where the function is convex, non-concave,… etc., of order n [47 1].

Any locally convex, non-concave, etc. function of ordernnon N, withk=[n+22]k=\left[\frac{n+2}{2}\right], is convex, non-concave, … ote., of order n on E [47 1].

The condition cannot be replaced in the definitionxE˙x\in\dot{E}by the less restrictive conditionxx\inE. For example, with this new definition, the function

f(x)=0,0x<1,f(x)=x1,1<x2f(x)=0,\quad 0\leqq x<1,\quad f(x)=x-1,\quad 1<x\leq 2

is locally polynomial of ordern1n\geq 1(for any k) and yet this function is not of ordernn.

In the case of an interval, we can replaceVrhV_{r}^{h}by a neighborhood with ordinary sounds. Forn=1n=1we find a property of J. Blaquier [8].

One can also impose on a neighborhoodVxkV_{x}^{k}other conditions leading to convexity. We can say that / locally has a line of support on E if, for allx0=x_{0}=E, there exists a neighborhoodVx01V_{x_{0}}^{1}and a non-vertical line passing through the point (x0,f(x0))\left.x_{0},f\left(x_{0}\right)\right)leaving the curvey=f(x)y=f(x)no, below this line forhas𝕍x0ta\in\mathbb{V}_{x_{0}}^{t}Therefore, any function defined and continuous on the almost formed set E, which locally has a support line, is non-concave of order 1 on E. We can even prove the following property:

Ifffis defined and semi-continuous in a superior manner on an almost formed set E ot if, whateverx0x_{0}\equivE, we can find two pointsx<x0<x"x^{\prime}<x_{0}<x^{\prime\prime}such as in any neighborhoodVx01(x,x")V_{x_{0}}^{1}\subset\left(x^{\prime},x^{\prime\prime}\right)there are two pointsx1,x2,x1<x0<x2x_{1},x_{2},x_{1}<x_{0}<x_{2}verifying the inequality[x0,x1,x2;f]0\left[x_{0},x_{1},x_{2};f\right]\geqq 0, the function is non-concave of order 1 onEE[471].

For the demonstration, it suffices to note that, ifffis not non-concave of order 1, we can find three pointsx1,x2,x3x_{1},x_{2},x_{3},x1<x2<x3x_{1}<x_{2}<x_{3}of E so that[x1,x2,x3;f]<0\left[x_{1},x_{2},x_{3};f\right]<0The extremities of the (closed) set on which the maximum(>0)(>0)of the functionf(x)xx3x1x3f(x1)xx1x3x1f(x3)f(x)-\frac{x-x_{3}}{x_{1}-x_{3}}f\left(x_{1}\right)-\frac{x-x_{1}}{x_{3}-x_{1}}f\left(x_{3}\right)on the section(x1Ex2)\left(x_{1}\mathrm{E}x_{2}\right)is waiting, are pointsx0x_{0}\inE for which points cannot be foundx,x"x^{\prime},x^{\prime\prime}satisfactory to the property requirements.

The property of being of order n is not a local property. But, if at allxE˙x\in\dot{E}corresponds to a neighborhoodVxkV_{x}^{k}, withk=[n+32]k=\left[\frac{n+3}{2}\right], Orffis convex or concave of ordernn, this function is convex or concave of ordernnon E [471].
9. - In the study of order functionsnnIt is quite appropriate to introduce two other classes of functions already considered by E. Hopp [23] in the case of an interval.

Definition. - The nth bound of the function f on E is defined by

Δn=Δn[f;E]=max(E)|[x1,x2,,xn+1;f]|\Delta_{n}=\Delta_{n}[f;\mathbf{E}]=\max_{(\mathbb{E})}\left|\left[x_{1},x_{2},\ldots,x_{n+1};f\right]\right|

IfΔn\Delta_{n}is a finite number the function is said to have nth difference, divisible and bounded on E.

Definition. - The nene total parity of the functionffonE\mathbf{E}is defined by

Vu=Vn[f;E]=maxi=1m1|Δni+1Δni|V_{u}=V_{n}[f;E]=\max\sum_{i=1}^{m-1}\left|\Delta_{n}^{i+1}-\Delta_{n}^{i}\right|

the maximum being taken for all finite subsets (2) of E.
IfVhas \mathrm{V}_{\text{a }}is a finite number the function is said to have nth parity bounded on E.

We will assume that E is bounded.
Ifn=1n=1, we have the functions satisfying an ordinary Lipschitz condition and a generalization of the functions with bounded variation already given by Ch. de la Vallée Poussin [62], F. Rhesz [50 a] eb A. Winternitz [65].

On the finite set (2),Δn\Delta_{n}coincides with the maximum of the
numbers|Δn1|,|Δn2|,,|Δnmn|\left|\Delta_{n}^{1}\right|,\left|\Delta_{n}^{2}\right|,\ldots,\left|\Delta_{n}^{m-n}\right|From this it follows that, ifE\mathbf{E}is arbitrary, one can find ax0x_{0}the closure ofE\mathbf{E}such as in any neighborhoodVx0k\mathrm{V}_{x_{0}}^{k}, withk=[n+12]k=\left[\frac{n+1}{2}\right], we haveΔn[f;Vx0Lk]=Δn[f;E]\Delta_{n}\left[f;\mathrm{V}_{x_{0}}^{lk}\right]=\Delta_{n}[f;\mathrm{E}][47 1]. It follows that ifffis at nth dd bounded in the neighborhood (in the ordinary sense) of every pointxEx\in\mathrm{E}^{\prime}, it is at nth dd bounded on E.

Every bounded nth dd function is also a (n - 1)th dd bounded function, therefore, in particular, is bounded.

Every function with bounded nth variation is also with bounded nth variation dd and to(n1)th (n-1)^{\text{ème }}bounded variation. Similarly, any bounded function dd with nth d is at (n1n-1)th bounded variation.

Any order functionnnis of bounded nth variation, therefore also of bounded nth variation dd on any sectionE1.E\mathrm{E}_{1}\subset.\mathrm{E}Moreover, ifΔn\Delta_{n}is finished, we can find a numberα\alphasuch asf+αxnf+\alpha x^{n}(For exampleα=|Δn|\alpha=\left|\Delta_{n}\right|) either of ordern1n-1For this to be the case, it is sufficient that the order ddnnbe bounded above or below.

Any functionffhasnth n^{\text{ème }}bounded variation is the difference between two non-concave functions of order1,0,1,,n-1,0,1,\ldots,nand whose nth total variations do not exceed that offfThis result was obtained by E. Hopf [23] in the case of an interval and forn=1n=1by A. Winternitz [65]. Forn=0n=0We obtain a classical theorem of C. Jordan on ordinary functions of bounded variation. In the general case, such a decomposition exists.f=φψf=\varphi-\psi, where the functionsφ\varphi,ψ\psiare as small as possible.n=0,1Gn=0,1\mathrm{G}Ascoli [1 a, 1 b ] rediscovered these properties through very interesting considerations.
10. - We will now study the derivatives of order functionsnnWe will assume E is closed andffbounded on E.

We will adopt a direct definition of the nth derivative, more restrictive than the usual definition, but which is necessary in the study of order functions.nn.

By definition, thenemen^{eme}derivativef(n)=f(n)(x)f^{(n)}=f^{(n)}(x)to the pointxEx\in\mathrm{E}^{\prime}is the limit, if it exists, ofn![x1,x2,,xn+1;f]n!\left[x_{1},x_{2},\ldots,x_{n+1};f\right]when the pointsxix_{i}tend in some way towardsxxThe derived term can thus be defined at any point of E' while thenth n^{\text{ème }}derivative in the ordinary sense is defined only on the points ofE(n)\mathrm{E}^{(n)}.

So thatf(n)f^{(n)}exists at a pointxEx\in\mathrm{E}^{\prime}it is necessary and sufficient that at allε>0\varepsilon>0corresponds to a neighborhoodVV(in the ordinary sense) such that one has

|[x1,x2,,xn+1;f][x2,x3,,xn+2;f]|<ε\displaystyle\left|\left[x_{1},x_{2},\ldots,x_{n+1};f\right]-\left[x_{2},x_{3},\ldots,x_{n+2};f\right]\right|<\varepsilon (9)
x1,x2,,xn+2V.\displaystyle x_{1},x_{2},\ldots,x_{n+2}\in\mathrm{~V}.

So thatf(n)f^{(n)}either continue onE\mathrm{E}^{\prime}It is necessary and sufficient that this condition be satisfied uniformly on E'. Moreover, iff(n)f^{(n)}exists in every point ofE\mathrm{E}^{\prime}it is continuous onE\mathrm{E}^{\prime}. Iff(n)f^{(n)}exists in onex0Ex_{0}\in\mathrm{E}^{\prime}the function is named after horned in the vicinity ofx0x_{0}, done iff(n)f^{(n)}exists at every point of E', the functionffis, at nth dd bomée on E. It is clear, on the other hand, that ifffis at (n+1n+1)cane d.ddbounded onE,f(n)E,f^{(n)}exists at every point ofEE.

The relationships that exist betweenf(n)f^{(n)}and the nth derivative in the ordinary sense have been studied in the case of an interval by Th. J. Stuelpes [56], E. Hopp [23], Ph. Franklin [17] and in the case of an arbitrary set E by ourselves. In particular, iff(n)f^{(n)}exists at a point,x0E(n)x_{0}\in\mathrm{E}^{(n)}the derivative of ordernnordinary sound also exists at this point and is equal to it.

We can also define a left-handed direct derivative of order nfb(")f_{b^{\prime}}^{(\prime\prime)}and a direct derivative of ordernnrightfd(n)f_{d}^{(n)}to the pointxE5x\in E_{5}^{\prime}By definitionfg(n)(x)[fd(n)(x)]f_{g}^{(n)}(x)\left[f_{d}^{(n)}(x)\right]is equal to the limit, if it exists, ofn![x1,x2,,xn+1;/]n!\left[x_{1},x_{2},\ldots,x_{n+1};/\right]when the pointsxix[xix]x_{i}\leq x\left[x_{i}\geq x\right]ofEEtend, in some way, towardsxxFor the existence of these derivatives, there are necessary and sufficient conditions analogous to that expressed by inequality (9). It is clear that ifxEx\in\mathrm{E}^{\prime}is limited only on one side, we only define the nth derivative of that side, which is then identical tof(n)f^{(n)}. IfxEx\in\mathrm{E}^{\prime}is the limit on two sides off(n)(x)f^{(n)}(x)Oxiste,fg(n)(x),fL(n)(x)f_{g}^{(n)}(x),f_{l}^{(n)}(x)They also exist and are equal to it.fg(m)(x),fd(n)(x)f_{g}^{(m)}(x),f_{d}^{(n)}(x)can exist and even be equal withoutf(n)(x)f^{(n)}(x)exists. For example, for the functionf(x)=|x|,x(1,1)f(x)=|x|,x\in(-1,1),fg"(0),fd"(0)f_{g}^{\prime\prime}(0),f_{d}^{\prime\prime}(0)both exist and are both equal to zero, butf"(0)f^{\prime\prime}(0)does not exist. We also see that, iffy(")[fd(")]f_{y}^{(\prime\prime)}\left[f_{d}^{(\prime\prime)}\right]exists at every point of E', e' is a left-continuous (right-continuous) function on E'.
11. – Let's move on to functions of order n. Every function of ordern>1n>1has continuous derivatives of order1,2,,n11,2,\ldots,n-1on mowing section-
tionE1\mathrm{E}_{1}\inE. It can even be shown that, ifffis of ordern1n\geqq 1in the meantime (has,ba,b), it has continuous derivatives of orderα<n(x>0)\alpha<n(x>0)in the sense of Liouville-Riemann throughout(c,d)(has,b)(c,d)\subset\cdot(a,b)This is, moreover, the case for any function tonome n^{\text{òme }}bounded dd, as shown by P. Montel [39 a]. In this case, the derivatives of integer order exist and are continuous throughout the interval (a, b) and A. Marghaud [36] showed that this is also the case for derivatives of non-integer order.

Any order functionn>1n>1has a left derivative of ordernnand a right-hand derivative of ordernn, continues to the left or right over the entire sectionE1\mathrm{E}_{1}\subsetE. Well understoodfg(n)(yd(n))f_{g}^{(n)}\left(y_{d}^{(n)}\right)is not defined at a pointxEx\in\mathrm{E}^{\prime}which is limited only to the right (left), but thenf(n)=fd(n)(f(n)=fg(n))f^{(n)}=f_{d}^{(n)}\left(f^{(n)}=f_{g}^{(n)}\right)exists at this point. To ensure consistency in what we say here, we can assume thatfg(n)(fL(n))f_{g}^{(n)}\left(f_{l}^{(n)}\right)be extended byf(n)f^{(n)}on these points. The existence of derivatives of ordernnresults from the fact that the dd[x1,x2,,xn+1;f]\left[x_{1},x_{2},\ldots,x_{n+1};f\right]is monotonic, of the same direction, with respect to each of the variablesxix_{i}. Besides,fg(n),fd(n)f_{g}^{(n)},f_{d}^{(n)}coincide with the left-hand derivative and the right-hand derivative off(n1)f^{(n-1)}at one pointxE"x\in\mathrm{E}^{\prime\prime}If at a pointxEx\in\mathrm{E}^{\prime}we havefg(n)=fL(n)f_{g}^{(n)}=f_{l}^{(n)}the derivative of ordern,f(n)n,f^{(n)}also exists and is equal to them. The derivativef(n)f^{(n)}is continuous throughoutE1E\mathrm{E}_{1}\subset\mathrm{E}on which it exists, as L. Galvani noted [19] forn=1n=1. Ifx<xx<x^{\prime},x,xEx,x^{\prime}\in\mathrm{E}^{\prime}we have

fL(n)(x)[x1,x2,,xn+1;f]fk(n)(x),x1,x2,,xn+1(x[x)f_{l}^{(n)}(x)\leqq\left[x_{1},x_{2},\ldots,x_{n+1};f\right]\leqq f_{k^{\prime}}^{(n)}\left(x^{\prime}\right),\quad x_{1},x_{2},\ldots,x_{n+1}\in\left(x\left[x^{\prime}\right)\right.

And

fg(n)(x)fd(n)(x)fb(n)(x)fd(n)(x)f_{g}^{(n)}(x)\leqq f_{d}^{(n)}(x)\leqq f_{b}^{(n)}\left(x^{\prime}\right)\leqq f_{d}^{(n)}\left(x^{\prime}\right)

provided that//either non-concave of ordernnon E. The set ofxxon whichfg(n)fd(n)f_{g}^{(n)}\neq f_{d}^{(n)}is moreover at most countable, as noted by F. Bernstein [5] and L. Galvant [19] forn=1n=1. Forn=1n=1the existence of derivatives on both sides has already been established by O. Stolz [57] and JLWV Jensen [27].

Ifffis non-concave of ordern,f(k)n,f^{(k)}is non-concave of ordernkn-k. Likewise,fg(n),fd(n)f_{g}^{(n)},f_{d}^{(n)}are non-decreasing andf(n+1),fg(n+1)f^{(n+1)},f_{g}^{(n+1)},f(n+1f^{(n+1}are non-negative wherever they exist.

It remains to examine what happens at the extremities of E. If
a EE la dd n I ,[x1,x2,,xn1;f]\left[x_{1},x_{2},\ldots,x_{n-1};f\right]tends towards a limit on yours++\infty, Or-\infty, if thexihasx_{i}-atend towards a. If ae E' limit coincides with the limit, in the proper or improper sense, off11(n)f_{11}^{(n)}andfhas(n)f_{a}^{(n)}whenEx=has\mathbf{E}^{\prime}\Rightarrow x=atends towardshasaFurthermore, if the function is continuous at a and if the limit exists (in the proper or improper sense),fhas(n)(has)f_{a}^{(n)}(a), donef(n)(has)f^{(n)}(a)exists (in the literal or literal sense) and is equal to the limit. It is clear, moreover, that this limit is ¡ +\inftyif the function is non-concave of order n and is - - os if the function is non-convex of ordernnIf the function is bounded in the neighborhood of a, then all derivativesf(i)(has),i=1,2,f^{(i)}(a),i=1,2,\ldots,kkexist and ceoi forknk\leqq nSimilar remarks can be made regarding the extremitybb.

According to a remark (in the casen=1n=1(a hypothesis which, moreover, is not essential here) by W. Blasumke and C. Pick [9], ifffis of order 1 on E and ifhasE"a\in\mathrm{E}^{\prime\prime}we have

(xhas)fg(x)0,(xhas)fd(x)0,(x-a)f_{g}^{\prime}(x)\rightarrow 0,\quad(x-a)f_{d}^{\prime}(x)\rightarrow 0,

ifEx=E^{\prime}\exists x=a tends towardshasaTaking into account the results of then7n^{\circ}7and inequalities against the derivatives of a function of ordernn(see further no. 16), we can demonstrate that in the case of a function of ordern(1)n(\geq 1)we have the same,

(xhas)xf(x)(x)0,k=1,2,,n1,\displaystyle(x-a)^{x}f(x)(x)\rightarrow 0,\quad k=1,2,\cdots,n-1,
(xhas)nfg(n)(x)0,(xhas)nfx(n)(x)0,\displaystyle(x-a)^{n}f_{g}^{(n)}(x)\rightarrow 0,\quad(x-a)^{n}f_{x}^{(n)}(x)\rightarrow 0,

whenExhasE^{\prime}\Rightarrow x\neq atends towardshasaA similar property occurs at the right end.bbof E. We must not forget that we assume E is closed, therefore bounded, thereforeffis bounded on E.

In the caseE=E=open interval(has,b)(a,b), the properties are more precise. For / to be non-convex resp. convex of ordern>1n>1it is necessary or it is sufficient thatf(k),kn1f(k),k\geq n-1, exists in (has,ba,b) and be non-concave of order n - . k. Similarly, it is necessary and it suffices thatf(n)f^{(n)}exists and is either non-decreasing or increasing, except perhaps on a set that is at most countable (forn=1n=1see [19]). Iff(n+1)f^{(n+1)}exists, the conditionf(n+1)0f^{(n+1)}\geq 0is necessary and sufficient for non-concavity euf(n+1)>0f^{(n+1)}>0is sufficient for the convexity offfWe also have in this casenHASn[f;E]==HASn1[f;E]nA_{n}[f;E]==A_{n-1}\left[f^{\prime};E\right]AndnVn[f;E]=Vn1[f;E]nV_{n}[f;E]=V_{n-1}\left[f^{\prime};E\right], whatever the limits and total variations, finite or infinite.

According to L. Gasvary [19], the existence of a single,
x1<ξ<x2x_{1}<\xi<x_{2}for everythingx1,x2(has,b)x_{1},x_{2}\in(a,b)in the mean value formula[x1,x2;f]=f(ξ)\left[x_{1},x_{2};f\right]=f^{\prime}(\xi), is necessary and sufficient for the first-order convexity or concavity of the differentiable functionffin (a, b). A. Terracini [58] also notes that one hasξx1+x22\xi\geq\frac{x_{1}+x_{2}}{2}depending onf"f"0f^{\prime\prime}\cdot f^{\prime\prime\prime}\geq 0assuming the existence of these derivatives.

Ifffis of ordern>2n>2AndΔ0\Delta_{0}is the maximum of|f||f|in the closed interval (has,ba,b), we have
(10)|f|bhas¯,|f(xhas)(bx)|BnΔ0,x(has+λ,bλ)\left|f^{\prime}\right|\leqq\overline{b-a},\left|f^{\prime}\sqrt{(x-a)(b-x)}\right|\leqq\mathrm{B}n\Delta_{0},\quad x\in(a+\lambda,b-\lambda)
with

HAS=8(7+43)/3<38,B=2(7+43)<28λ=(bhas)(1cosπ2n)/(1+cosπn)\begin{gathered}A=8(7+4\sqrt{3})/3<38,\quad B=2(7+4\sqrt{3})<28\\ \lambda=(b-a)\left(1-\cos\frac{\pi}{2n}\right)/\left(1+\cos\frac{\pi}{n}\right)\end{gathered}

Inequalities (10) are analogous to inequalities

|f|2n2Δ0bhas,|f(xhas)(bx)|nΔ0,x(has,b)|f|\leqq\frac{2n^{2}\Delta_{0}}{b-a},\quad\left|f^{\prime}\sqrt{(x-a)(b-x)}\right|\leqq n\Delta_{0},\quad x\in(a,b)

by A. Markofp [37] and S. Bernstein [7b], whenffis a polynomial of degreennP.
Montel [39 b] noted, in the casen=0n=0that the integralhasrf(t)dt\int_{a}^{r}f(t)dt, of a non-concave or convex function of ordernn, is non-concave resp convex of ordern+1n+1Moreover, we can see that ifkkis a positive integer, andffsummable and non-concave of ordernnIn(has,b)(n1)(a,b)(n\geq 1), the integral of orderkk

hasx(xt)k1f(t)dt\int_{a}^{x}(x-t)^{k-1}f(t)dt

is non-concave of ordern+kn+kIn(has,b)(a,b).
Ifφ(t)\varphi(t)is a non-decreasing and bounded function in the interval (has,ba,b), the complete works of Stieltjes

f(x)=hasbGn(x,t)dφ(t)f(x)=\int_{a}^{b}\mathrm{G}_{n}(x,t)d\varphi(t) (11)

Or

Gn(x,t)=1n![|xt|+xt2]n,\mathrm{G}_{n}(x,t)=\frac{1}{n!}\left[\frac{|x-t|+x-t}{2}\right]^{n},

exists and represents a non-concave function of order n with a bounded name. d.(has,b)(a,b)Moreover, we can see that ifn>1n>1,

f(k)(x)=hasbGnk(x,b)dφ(t),k=1,2,,n1\displaystyle\qquad f(k)(x)=\int_{a}^{b}G_{n-k}(x,b)d\varphi(t),\quad k=1,2,\cdots,n-1
and if n1,\displaystyle\text{ et si }n\geqq 1,
fg(n)(x)=φ(x0)φ(has),fd(n)(x)=φ(x+0)+φ(has)\displaystyle\qquad f_{g}^{(n)}(x)=\varphi(x-0)\cdots\varphi(a),\quad f_{d}^{(n)}(x)=\varphi(x+0)+\varphi(a)
for everything x(has,b).\displaystyle\text{ pour tout }x\in(a,b)\text{. }
Conversely, any non-coñcave function of order n(1)\displaystyle\text{ Réciproquement, toute fonction non-coñcave d'ordre }n(\geqq 1)
ot to nth bounded dd in (has,b) can be put into a polynomial\displaystyle\text{ ot à nème d. d. bornée dans }(a,b)\text{ peut se mettre, à un polynome }
degree additive n near, in the form (11). It suffices to take, by\displaystyle\text{ additif de degré }n\text{ près, sous la forme (11). Il suffi, de prendre, par }
example, φ(t)=fd(n)(t) and add the polynomial\displaystyle\text{ exemple, }\varphi(t)=f_{d}^{(n)}(t)\text{ et d'ajouter le polynome }
i=0n(xhas)ii!f(i)(has).\sum_{i=0}^{n}\frac{(x-a)^{i}}{i!}f^{(i)}(a).

W. Blaschke and G. Pick [9] demonstrated, in the casen=1n=1that representation by a Stieltjes integral is always possible. Indeed, the integral

Φ(t)=ct(xhas)(bx)dfd(x)\Phi(t)=\int_{c}^{t}(x-a)(b-x)df_{d}^{\prime}(x)

Orc=has+b2c=\frac{a+b}{2}exists forhas<t<ba<t<band is a non-decreasing function, bounded in the open interval (has,ba,bBy advocating forΦ(has)\Phi(a)a suitable valueΦ(has+0)\leqq\Phi(a+0)and forΦ(b)\Phi(b)a suitable value\geq□ (b0b-0), we have the representation

f(x)=1bhashasbH(x,b)dΦ(b)f(x)=\frac{1}{b-a}\int_{a}^{b}H(x,b)d\Phi(b)

lawyer

H(x,t)={xbbt,txhasxthas,tx\mathbf{H}(x,t)=\begin{cases}\frac{x-b}{b-t},&t\leq x\\ \frac{a-x}{t-a},&t\leq x\end{cases}

valid for all pointsxxinside the interval (has,ba,b12.
- We can also study derivatives defined differently.

To simplify, supposeffdefined within the bounded interval (has,ba,bSuppose that at allx(has,b)x\in\cdot(a,b)corresponds a seteeof pairs of points (x,x"x^{\prime},x^{\prime\prime}), such asx<x<x"x^{\prime}<x<x^{\prime\prime}and that all
kingshipVx1\mathrm{V}_{x}^{1}contains at least one pair (x,x"x^{\prime},x^{\prime\prime}). The max. of the min. of2[x,x,x";n]2\left[x^{\prime},x,x^{\prime\prime};n\right]tend, forλ0\lambda\rightarrow 0, when the pointsx,x",(x,x")ex^{\prime},x^{\prime\prime},\left(x^{\prime},x^{\prime\prime}\right)\in eremain in the interval (xλ,x+λx-\lambda,x+\lambda), towards the limits (proper or improper)D¯2f(x),D¯2f(x)\overline{\mathbf{D}}^{2}f(x),\underline{\mathbf{D}}^{2}f(x)We can callD¯2/(x)\bar{D}^{2}/(x)a generalized upper second derivative inxxAndD2f(x)\mathrm{D}^{2}f(x)a generalized lower second derivative inxxIf, in every respectx(has,b)x\in\cdot(a,b)we have defined the numbersD¯2f(x),D¯2f(x)\overline{\mathrm{D}}^{2}f(x),\overline{\mathrm{D}}^{2}f(x), we have a generalized upper second derivative resp lower second derivative in (has,ba,b). Ifffis twice differentiable, obviously.D¯2f(x)=D¯2f(x)=f"(x)\overline{\mathrm{D}}^{2}f(x)=\bar{D}^{2}f(x)=f^{\prime\prime}(x).

We then have the following property:
Ifffis semi-continuous from above and if there exists an upper second derivativeW2f(x)\mathbb{D}^{2}f(x)such as

D¯2f(x)0,x(has,b)\bar{D}^{2}f(x)\geqq 0,\quad x\in\cdot(a,b)

the functionffis non-concave of order 1 in(has,b)(a,b)Indeed
, eitherμ=\mu=minD¯2f(x)\bar{D}^{2}f(x)In(has,b)(a,b). We haveμ0\mu\geq 0. Ifμ>0\mu>0, ownership results from ownership demonstrated in paragraph 8. Forμ=0\mu=0, the property results from the fact that thenf+αx2f+\alpha x^{2}Orα>0\alpha>0is in the caseμ>0\mu>0The functionsf+αx2,α>0f+\alpha x^{2},\alpha>0are therefore non-concave of order 1, the same is true for their limitffifα0\alpha\rightarrow 0(see further on)n17\mathrm{n}^{\circ}17).

In the particular casex=xh,x"=x+h,0<h<εx^{\prime}=x\cdots h,x^{\prime\prime}=x+h,0<h<\varepsilon,ε>0,D2f(x),D2f(x)\varepsilon>0,\mathrm{D}^{2}f(x),\mathrm{D}^{2}f(x)are, the usual generalized second derivatives and the previous property is due to S. Saks [51 a].

CHAPTER II

VARIOUS PROPERTIES OF ORDER FUNCTIONS n

  1. 13.
    • For a non-concave function of order 1 we have the classic inequality

f(p1x1+p2x2++pmxmp1+p2++pm)p1f(x1)+p2f(x2)++pmf(xm)p1+p2++pm,f\left(\frac{p_{1}x_{1}+p_{2}x_{2}+\cdots+p_{m}x_{m}}{p_{1}+p_{2}+\cdots+p_{m}}\right)\leqq\frac{p_{1}f\left(x_{1}\right)+p_{2}f\left(x_{2}\right)+\cdots+p_{m}f\left(x_{m}\right)}{p_{1}+p_{2}+\cdots+p_{m}}, (12)

Orpi>0p_{i}>0, given in a particular case by O. Hölder [22], and in the general case by JLWV Jensen [27]. Ifffis convex, equality is only possible forx1=x2==xmx_{1}=x_{2}=\ldots=x_{m}A.
del Chiaro [15] generalized this inequality with the following

f[|pφdxpdx]pf(φ)dxpdx,f\left[\frac{\mid p\varphi dx}{\int pdx}\right]\leqq\frac{\int pf(\varphi)dx}{\int pdx}, (13)

the integrals being taken fromhasahasbband wherep(x)p(x)is summable and almost everywhere>0,φ(x)>0,\varphi(x)measurable and bounded in(has,b),f(x)(a,b),f(x)nonconcave of order 1 in(m,M),m=minφ,M=max(m,\mathrm{M}),m=\min\varphi,\mathrm{M}=\max. Ifffis convex and q is not almost everywhere a constant, we have the sign ¡ in (13). In particular cases inequality (13) has already been pointed out by JLWV Jensen [27] and G. Pólya [46 a].

All these inequalities result from the following principle: Eitherffnon-concave of order 1 on E and F. a family of functionsφ\varphiof one or more variables, defined on a setE*\mathrm{E}^{*}so that:φ10{}^{10}\varphiis uniform and all its values ​​belong to E, 20 ifφ1,φ2\varphi_{1},\varphi_{2}\in\mathscr{I}we also havekφ1W,φ1+φ2,kk\varphi_{1}\in\mathfrak{J},\varphi_{1}+\varphi_{2}\in\mathscr{F},kbeing a real constant,303^{0}ifφ\varphi\in\mathscr{I}we also havef(φ),401f(\varphi)\in\mathscr{I},4^{0}1\in\mathscr{I}Let Ω[φ] then be a non-negative linear functional operation, defined for the family\mathscr{F}^{\circ}, whose values ​​belong to E and such thatΩ[1]=1\Omega[1]=1We have done:
1Ω[kφ]=kΩ[φ]1^{\circ}\Omega[k\varphi]=k\Omega[\varphi]ifkkis a constant,
2Ω[φ1+φ2]=Ω[φ1]+Ω[φ2]2^{\circ}\Omega\left[\varphi_{1}+\varphi_{2}\right]=\Omega\left[\varphi_{1}\right]+\Omega\left[\varphi_{2}\right],
3Ω[φ]03^{\circ}\Omega[\varphi]\geqq 0ifφ0\varphi\geqq 0Inequality

f(Ω[φ])Ω[f(φ)],f(\Omega[\varphi])\leqq\Omega[f(\varphi)],

then results from (6) as noted by B. Jessen [28 a]. By particularizing the family sh and choosing the operation appropriatelyΩ\OmegaEJ MeShane [38] obtained various inequalities and also studied the cases where the = sign occurs. In particular, the family can be formed by a certain class of functions of any numbermmof variables and the operationΩ\Omegaexpressed by an integratemm-uple.
HP Mulholland [40] demonstrates that, in order for one to have

f(ΣpixiΣpi)HASΣpif(Bxi)Σpi,pi>0,f\left(\frac{\Sigma p_{i}x_{i}}{\Sigma p_{i}}\right)\leqq\mathrm{A}\frac{\Sigma p_{i}f\left(\mathrm{~B}x_{i}\right)}{\Sigma p_{i}},\quad p_{i}>0,

Given two positive constants A and B, it is necessary and sufficient that we can find a functionφ\varphinon-concave of order 1 such that

φ(x)f(x)HASφ(Bx).\varphi(x)\leqq f(x)\leqq\mathrm{A}\varphi(\mathrm{~B}x).

Let us consider the quasi-arithmetic mean

φ=φ1(Σpiφ(xi)Σpi), Or φ=φ1(01φ(g)dx),\Re_{\varphi}=\varphi^{-1}\left(\frac{\Sigma p_{i}\varphi\left(x_{i}\right)}{\Sigma p_{i}}\right),\quad\text{ ou }\quad\Re_{\varphi}=\varphi^{-1}\left(\int_{0}^{1}\varphi(g)dx\right),

ggbeing a suitable function ofxxAndφ1\varphi^{-1}the inverse function ofφ\varphi. B. Jessen [28 a, 28 b] demonstrates that ifφ\varphi,ψ\psiare continuousφ\varphimonotonous,ψ\psigrowing inequalityφψ\mathcal{M}_{\varphi}\leqq\mathcal{M}_{\psi}for allxi,pi>0x_{i},p_{i}>0or the functionsggThis amounts to Jensen's inequality. Indeed, for this to be the case, it is necessary and sufficient thatψ(φ1)\psi\left(\varphi^{-1}\right)either nonconcave of order 1. K. Knopp [32 a] remarks, moreover, that, for this to be so, it is necessary and sufficient that

φ1(φ(x)+φ(y)2)ψ1(ψ(x)+ψ(y)2)\varphi^{-1}\left(\frac{\varphi(x)+\varphi(y)}{2}\right)\leqq\psi^{-1}\left(\frac{\psi(x)+\psi(y)}{2}\right)

for allx,yx,yin the interval of definition of the functions.
14. - Inequalities upper limiting the second number of (12) or (13) have been established under certain restrictive hypotheses made on thexix_{i}or on the functionsp,φp,\varphi.

00footnotetext: Tibere Popovigiu.

Let f be a continuous, non-concave function of order 1 in the interval formed(0,1)()1(0,1)\left({}^{1}\right)Let's ask.

HAS=01φdx,HASj=01f(φ)dx\mathrm{A}=\int_{0}^{1}\varphi dx,\quad\mathrm{~A}_{j}=\int_{0}^{1}f(\varphi)dx

where, to simplify, we can assume p is continuous in(0,1)(0,1), such as0αϕβ1,α<β0\leqq\alpha\leqq\phi\leqq\beta\leqq 1,\alpha<\betaJensen's inequality is written aloraBf=Λff(HAS)0\mathrm{B}_{f}=\Lambda_{f}-f(A)\geqq 0Furthermore, ifφ\varphiis non-concave of order0,1,,n0,1,\ldots,nwe have [47 1 ],

ΛL01fLα+j(j+1)[(HASjx+βj+1)+((j1)α+βjHAS)x]xj1,dx\Lambda_{l}\leq\int_{0}^{1}fl\alpha+j(j+1)\left[\left(\mathrm{A}-\frac{jx+\beta}{j+1}\right)+\left(\frac{(j-1)\alpha+\beta}{j}-\mathrm{A}\right)x\right]x^{j-1},dx (14)

if

jα+βj+1Λ(j1)α+βi,2in\frac{j\alpha+\beta}{j+1}\leqq\Lambda\leqq\frac{(j-1)\alpha+\beta}{i},\quad 2\leqq i\leqq n

and.
(15)HAS1β+nα(n+1)HASβαf(α)+(n+1)(HASα)n(βα)βαnαβf(x)dx(xα)n1nA_{1}\leq\frac{\beta+n\alpha-(n+1)A}{\beta-\alpha}f(\alpha)+\frac{(n+1)(A-\alpha)}{n(\beta-\alpha)\sqrt[n]{\beta-\alpha}}\int_{\alpha}^{\beta}\frac{f(x)dx}{\sqrt[n]{(x-\alpha)^{n-1}}}ifhasHASnα+βn+1a\subseteq A\leqq\frac{n\alpha+\beta}{n+1}.

Furthermore, if the functionffis convex, the equality in (14) is only possible if φ is equal to the polynomial that appears as the argument offfin the second member and in (15) only if

ψ=α+(βα)[|xλ|+xλ2(1λ)]n,λ=β+nα(n+1)HASβα.\psi=\alpha+(\beta-\alpha)\left[\frac{|x-\lambda|+x-\lambda}{2(1-\lambda)}\right]^{n},\quad\lambda=\frac{\beta+n\alpha-(n+1)\mathrm{A}}{\beta-\alpha}.

These results lead to the upper limit ofBf\mathbf{B}_{f}According to K. Knopp [32 b], if p is non-decreasing,

B1max(α,β)[(βx)f(α)+(xα)f(β)βαf(x)].\mathrm{B}_{1}\leqq\max_{(\alpha,\beta)}\left[\frac{(\beta-x)f(\alpha)+(x-\alpha)f(\beta)}{\beta-\alpha}-f(x)\right].

The maximum of the right-hand side is reached for only one valuex1x_{1}ofxx, ifffis convex. The maximum ofBf\mathrm{B}_{f}is then only reached by discontinuous functions, for example by

φ={α,0xβx1βα,β,βx1βαx1.\varphi=\begin{cases}\alpha,&0\leqq x\leqq\frac{\beta-x_{1}}{\beta-\alpha},\\ \beta,&\frac{\beta-x_{1}}{\beta-\alpha}\leq x\leq 1.\end{cases}

(1) We can easily move to a closed interval (has,ba,b) any.

When e is continuous, one-decreasing and non-concave of order 1, we have [47, 4 ],

B1max(α,α+β2)f(α)+2(xα)βααβ[f(t)f(α)]dtf(x)}\left.B_{1}\leqq\max_{\left(\alpha,\frac{\alpha+\beta}{2}\right)}f(\alpha)+\frac{2(x-\alpha)}{\beta-\alpha}\int_{\alpha}^{\beta}[f(t)-f(\alpha)]dt-f(x)\right\}

equality is only possible, if f is convex, for a single valuex3x_{3}ofxxand for the function

φ=α+(βα)|xλ|+xλ2(1λ),λ=β+α2x0βα.\varphi=\alpha+(\beta-\alpha)\frac{|x-\lambda|+x-\lambda}{2(1-\lambda)},\quad\lambda=\frac{\beta+\alpha-2x_{0}}{\beta-\alpha}.

In the demonstration we gave of these results [47r], we further assumed thatffhas finite derivatives at 0 and 1. It can easily be seen that this restriction is not essential.
J. Favard [16] demonstrated, among other things, that

HASI01f(2xHAS)dxA_{I}\leqq\int_{0}^{1}f(2xA)dx

ifφ,0mφM\varphi,0\leqq m\leqq\varphi\leqq\mathrm{M}, is non-convex of order 1 in(0,1)(0,1)Andjjnon-concave (integrable into(0,M1),M1=max(M,2HAS)\left(0,M_{1}\right),M_{1}=\max(M,2A). IfffFurthermore, since it is convex, equality is only possible for functions
φ=μx,μ(1x),μ[(12λ)x+λ|xλ|],μ>0,0<λ<1\varphi=\mu x,\quad\mu(1-x),\quad\mu[(1-2\lambda)x+\lambda-|x-\lambda|],\quad\mu>0,\quad 0<\lambda<115.
- We sought to determine inequalities of the form
(16)i=1mpif(xi)0,x1<x2<<xm,pi0,i=1,2,,m\sum_{i=1}^{m}p_{i}f\left(x_{i}\right)\geqq 0,\quad x_{1}<x_{2}<\cdots<x_{m},\quad p_{i}\neq 0,\quad i=1,2,\ldots,mvalid
for all non-concave functions of order n. The necessary and sufficient condition is that we have [47 h, 47 [],

i=1mpixik=0,k=0,1,,n\displaystyle\sum_{i=1}^{m}p_{i}x_{i}^{k}=0,\quad k=0,1,\ldots,n (17)
i=1rpi(xixr+1)(xixr+2)(xixr+n)0\displaystyle\sum_{i=1}^{r}p_{i}\left(x_{i}-x_{r+1}\right)\left(x_{i}-x_{r+2}\right)\cdots\left(x_{i}-x_{r+n}\right)\leqq 0
r=1,2,,mn1\displaystyle r=1,2,\ldots,m-n-1

We assume, of course, that this is a function defined on the pointsxix_{i}When the function is defined in an interval containing the pointsxix_{i}The previous conditions are no longer
necessary forn>1n>1In this case, the necessary and sufficient conditions are (17) and

r=1rpi(xix)n=i=r+1r=1,2,,mn1mpi(xix)n0,x(xr,xr+1),-\sum_{r=1}^{r}p_{i}\left(x_{i}-x\right)^{n}=\sum_{\begin{subarray}{c}i=r+1\\ r=1,2,\ldots,m-n-1\end{subarray}}^{m}p_{i}\left(x_{i}-x\right)^{n}\geq 0,\quad x\in\left(x_{r},x_{r+1}\right),

When the function is convex of ordernnthe sign ¿ takes place in (16).

Considerrrpointsx1<x2<<xrx_{1}<x_{2}<\ldots<x_{r}Andrrpositive numbersλ1,λ3,,λr\lambda_{1},\lambda_{3},\ldots,\lambda_{r}Among all polynomials of degreemmof the shapeP(x)=xn+P(x)=x^{n}+\ldotsThere is one and only onePm(x)\mathrm{P}_{m}(x)making minimum Pexpressioni=1rλi[P(xi)]3\sum_{i=1}^{r}\lambda_{i}\left[\mathrm{P}\left(x_{i}\right)\right]^{3}We thus have a sequence of polynomials.

1=P0,P1,,Pr1,Pr=i=1r(xxi)1=P_{0},P_{1},\ldots,P_{r-1},\quad P_{r}=\prod_{i=1}^{r}\left(x-x_{i}\right)

which are orthogonal, in the sense that

i=1i=1Pα(xi)Pβ(xi)=0,αβ.\sum_{i=1}^{\sum_{i=1}P_{\alpha}\left(x_{i}\right)P_{\beta}\left(x_{i}\right)=0,\quad\alpha\neq\beta.}

The zeros of the polynomialPm(m<r)\mathrm{P}_{m}(m<r)are all real, distinct, and within the interval (x1,xrx_{1},x_{r}Furthermore, the zeros of the polynomialPs,smP_{s,s}\leq mare separated by zerosy1y2ymy_{1}\leq y_{2}\leq\ldots\leq y_{m}ofPmP_{m},mrm\leqq rthat is to say, the following

Ps(y1),Ps(y2),,Ps(ym)\mathrm{P}_{s}\left(y_{1}\right),\mathrm{P}_{s}\left(y_{2}\right),\quad\ldots,\mathrm{P}_{s}\left(y_{m}\right)

presentssvariations [47 b], which greatly clarifies the distribution of pointsxi,yix_{i},y_{i}.

The zerosyiy_{i}ofPm\mathrm{P}_{m}are determined by the system

i=1mμiyis=i=1rλixis,s=0,1,,2m1,\sum_{i=1}^{m}\mu_{i}y_{i}^{s}=\sum_{i=1}^{r}\lambda_{i}x_{i}^{s},\quad s=0,1,\ldots,2m-1,

which also gave the positive numbersμi,i=1,2,,m\mu_{i},i=1,2,\ldots,m, which we call the weights of the polynomialPm\mathrm{P}_{m}. THEλi\lambda_{i}are the weights ofPr\mathrm{P}_{r}.

Any function defined on the pointsxi,yix_{i},y_{i}and non-concave, odd ordern=2m1n=2m-1, checks the inequality

i=1m1nif(yi)i=1nλi/(xi),(m1,r>n+12).\sum_{i=1}^{m}1n_{i}f\left(y_{i}\right)\leqq\sum_{i=1}^{n}\lambda_{i}/\left(x_{i}\right),\quad\left(m\geq 1,\quad r>\frac{n+1}{2}\right).

Forr=m+1r=m+1The inequality is equivalent to the inequality of definition. If, in addition, the function is convex, we have the sign<[47i]<[47\mathrm{i}].

Let's nowz1<z2<<zmz_{1}<z_{2}<\ldots<z_{m}the zeros, all real and distinct, of the polynomialPn+ρPm+1\mathrm{P}_{n}+\rho\mathrm{P}_{m+1}We have the system

i=1mvizis=i=1rλixis,s=0,1,,2m2\sum_{i=1}^{m}v_{i}z_{i}^{s}=\sum_{i=1}^{r}\lambda_{i}x_{i}^{s},\quad s=0,1,\cdots,2m-2

which also determines the positive weightsνi\nu_{i}of the polynomialPm+ρPm+1\mathrm{P}_{m}+\rho\mathrm{P}_{m+1}Any
non-concave function of even ordern=2m2n=2m-2, defined on the pointsxi,zix_{i},z_{i}checks the inequality

i=1mvif(zi)i=1rλif(xi),(m1,rn+22)\sum_{i=1}^{m}v_{i}f\left(z_{i}\right)\equiv\sum_{i=1}^{r}\lambda_{i}f\left(x_{i}\right),\quad\left(m\geq 1,\quad r\geq\frac{n+2}{2}\right)

provided that theρ\rhobe chosen in such a way thaty1x1y_{1}\leqq x_{1}, which forr=mr=mreturns to the inequality of definition. When the function is convex the sign ¡ takes place [47 1].

Form=1m=1we can also see that, ifffis continuous and increasing, or decreasing, there is only onez1z_{1}such as

f(z1)=i=1rλif(xi)i=1rλi,x1,x2xr,f\left(z_{1}\right)=\frac{\sum_{i=1}^{r}\lambda_{i}f\left(x_{i}\right)}{\sum_{i=1}^{r}\lambda_{i}},\quad x_{1},\leq x_{2}\leq\cdots\leq x_{r},

and, ifx1<xrx_{1}<x_{r}we havex1<z1<xr[210]x_{1}<z_{1}<x_{r}[210]In
the casennanything, we can dorr\rightarrow\inftyand thus obtain inequalities analogous to that of JLWV Jensen [see 47 1].
16. - Inequality (16) can also be written in the form

i=1mf(xi)i=1mf(yi),\sum_{i=1}^{m}f\left(x_{i}\right)\geq\sum_{i=1}^{m}f\left(y_{i}\right), (18)

x1x2xm,y1y2ymx_{1}\leqq x_{2}\leqq\ldots\leqq x_{m},y_{1}\leqq y_{2}\leqq\ldots\leqq y_{m}, if the mutual ratios of the coefficientspip_{i}are rational.

For this inequality to hold true for any non-decreasing function, it is necessary and sufficient thatxiyi,i=1,2,mx_{i}\geq y_{i},i=1,2,\ldots m, the cases of equality being immediate.
GH Hardy, JL Liptlewood and G. Pólya [21 a] and J. Kaba-

MATA [31] examined the inequality (18) for a nonconcave conjunction of order 1. The necessary and sufficient condition sought is then

x1+x2++xiy1+y2++yi,i=1,2,,m1,x1+x2++xm=y1+y2++ym.\begin{gathered}x_{1}+x_{2}+\cdots+x_{i}\leq y_{1}+y_{2}+\cdots+y_{i},\quad i=1,2,\ldots,m-1,\\ x_{1}+x_{2}+\cdots+x_{m}=y_{1}+y_{2}+\cdots+y_{m}.\end{gathered}

This condition is equivalent to the following [21 b]: We can findm2m^{2}non-negative numberspijp_{ij}such as

yi=\displaystyle y_{i}= pi1x1+pi2x2++pimxm,i=1,2,,m\displaystyle p_{i1}x_{1}+p_{i2}x_{2}+\cdots+p_{im}x_{m,}\quad i=1,2,\cdots,m
i=1mpij=j=1mpij=1,i,j=1,2,,m\displaystyle\sum_{i=1}^{m}p_{ij}=\sum_{j=1}^{m}p_{ij}=1,\quad i,j=1,2,\cdots,m

This category includes the K. Tons inequality [59]

1mi=1mf(xi)1m1i=1m1f(yi)\frac{1}{m}\sum_{i=1}^{m}f\left(x_{i}\right)\geq\frac{1}{m-1}\sum_{i=1}^{m-1}f\left(y_{i}\right)

valid for first-order non-concave mowing functions, theyiy_{i}being the zeros of the derivative of the polynomiali=1m(xxi)\prod_{i=1}^{m}\left(x-x_{i}\right)equality is only possible for a convex function ifx1=x2==xmx_{1}=x_{2}=\ldots=x_{m}For functions of the formxp(p1x^{p}(p\geq 1Orp<0)p<0), this inequality has already been studied by HE Bray [12] and S. Kakeya [30 c].

Mr. Pethovitch's inequality [44]

i=1mf(xi)(m1)f(0)+f(i=1mxi),xi0,\sum_{i=1}^{m}f\left(x_{i}\right)\leqq(m-1)f(0)+f\left(\sum_{i=1}^{m}x_{i}\right),\quad x_{i}\geq 0,

or the more general inequality

i=19pif(xi)(pi1)f(0)+1(i=019pixi),xi0,pi>0\sum_{i=1}^{9}p_{i}f\left(x_{i}\right)\leq\left(p_{i}-1\right)f(0)+1\left(\sum_{i=01}^{9}p_{i}x_{i}\right),\quad x_{i}\geq 0,\quad p_{i}>0

Orffis non-concave of order 1 in(0,+)(0,+\infty)closed on the left, can. be linked to inequalities (16) and (18).

So that we may have,φ,ψ\varphi,\psi, being non-decreasing.

hasbf(φ)dxhasbf(ψ)dx\int_{a}^{b}f(\varphi)dx\leqq\int_{a}^{b}f(\psi)dx (19)

for any functionffcontinuous and non-concave of order 1, it is necessary that eb it suffices that

ξbφdxξbψdx,hasζb (For ξ=has, the sign is =)\left.\int_{\xi}^{b}\varphi dx\leqq\int_{\xi}^{b}\psi dx,\quad a\leqq\zeta\leqq b\quad\text{ (pour }\xi=a,\text{ le signe est }=\right)

or, in another form equivalent to this one,

hasb|φλ|dxhasb|ψλ|dx, (For λ=0, the sign is =)\left.\int_{a}^{b}|\varphi-\lambda|dx\leqq\int_{a}^{b}|\psi-\lambda|dx,\quad\text{ (pour }\lambda=0,\text{ le signe est }=\right)

whatever the constantλ\lambda[21 b].
All these results are easily obtained by noting that, for an inequality of the indicated form to be true for any non-concave function of ordernn, it is necessary and sufficient that it be true for a polynomial of degreennand for functions of the form(|xλ|+xλ)n(|x-\lambda|+x-\lambda)^{n},λ\lambdabeing a constant.

As an application of (19), we can consider the inequality

12hxhx+hf(t)dtf(x+h)+f(xh)2,x+h,xh(has,b).\frac{1}{2h}\int_{x\rightarrow h}^{x+h}f(t)dt\leqq\frac{f(x+h)+f(x-h)}{2},\quad x+h,x-h\in\cdot(a,b).

which is satisfied by any non-concave function of order 1 in (has,ba,bConversely, any summable and semi-continuous function above, which satisfies this inequality, regardless ofxxothhpossible, is non-concave of order 1 in(has,b)(a,b)T.
Rado [48b] generalized this inequality as follows: the inequality

[12hxhx+h[f(t)]αdt]1α[f(x+h)β+f(xh)β2]1β\displaystyle{\left[\frac{1}{2h}\int_{x-h}^{x+h}[f(t)]^{\alpha}dt\right]^{\frac{1}{\alpha}}\leqq\left[\frac{f(x+h)^{\beta}+f(x-h)^{\beta}}{2}\right]^{\frac{1}{\beta}}} (20)
x+h,xh(has,b)\displaystyle x+h,x-h\in\cdot(a,b)

is satisfied by any continuous, positive, and non-concave function of order 1 in(has,b)(a,b)if, and only ifα2,β0\alpha\leq-2,\beta\geq 0, Or2α12,3βα+2-2\leqq\alpha\leqq-\frac{1}{2},3\beta\geqq\alpha+2, Or12α1,βαlog2/log(α+1)-\frac{1}{2}\leqq\alpha\leqq 1,\beta\supseteq\alpha\log 2/\log(\alpha+1)or, finally,α1,3βα+2\alpha\geq 1,3\beta\geq\alpha+2. If3βα203\beta-\alpha-2\leq 0and if the function is continuous and positiveffsatisfies inequality (20), it is nonconcave of order 1 in(has,b)(a,b)It follows that continuous, positive, and non-concave functions of order 1 are characterized by inequality (2), if3β=α+2et2α123\beta=\alpha+2et-2\leq\alpha\leq-\frac{1}{2}Orα1\alpha\geq 117.
— Inequalities can also be established between the values ​​of the functionffand its derivatives up to a certain order. To simplify, supposeffdefined in an interval containing the pointsx1<x2<<xmx_{1}<x_{2}<\cdots<x_{m}. For inequality (21)i=1mi=0kipij(i)(xi)0,i=0ki|pij|0,i=1,2,,mi\sum_{i=1}^{m}\sum_{i=0}^{k_{i}}p_{ij}(i)\left(x_{i}\right)\geq 0,\quad\sum_{i=0}^{k_{i}}\left|p_{ij}\right|\neq 0,\quad i=1,2,\ldots,m_{i},
oin0kin0\leqq k_{i}\leqq notf(n)f^{(n)}denotes one of the derivativesfg(n),fd(n)f_{g}(n),f_{d}^{(n)}(not necessarily the same for everyone)x1x_{1}), either verified for Touba, a non-concave function of order n, it is necessary that it suffices that

i=1=1mj=0kipysi(s1)(sj+1)xisj=0,s=0,1,,n,\displaystyle\sum_{i=1=1}^{m}\sum_{j=0}^{k_{i}}\operatorname{pys}_{i}(s-1)\cdots(s-j+1)x_{i}^{s-j}=0,\quad s=0,1,\ldots,n,
i=r+1j=0mpijn(n1)(nj+1)(xix)xn10,x(xr,xr+1),\displaystyle\sum_{i=r+1j=0}^{m}p_{ij}n(n-1)\cdots(n-j+1)\left(x_{i}-x\right)^{x_{n}-1}\geq 0,\quad x\in\left(x_{r},x_{r+1}\right)\text{, }
r=1,2,,m1.\displaystyle r=1,2,\ldots,m-1.

In particular, in the casei=1m(ki+1)=n+2\sum_{i=1}^{m}\left(k_{i}+1\right)=n+2Inequality (21) is simply the limit of the defining inequality (1) when the pointsxix_{i}tend towards each other in groups ofki+1,khas+1k_{i}+1,k_{a}+1, …, sem +1 points. This inequality can be written in the form

[x1,x1,,x1k1+1,x2,x2,,x2,,xm,xm+1,,xm;n]0\left[\frac{x_{1},x_{1},\ldots,x_{1}}{k_{1}+1},x_{2},x_{2},\ldots,x_{2},\ldots,x_{m,}^{x_{m}+1},\ldots,x_{m};n\right]\geq 0

and the first member is a quotient of two determinants that can be easily obtained from the determinant of ordern+1n+1by repeated application of LjHospital's rule. In particular, form=2,k1=km=2,k_{1}=kwe obtain

(1)nk+1\displaystyle(-1)^{n-k+1} [i=0k(ki)(n,has)if(i)(has)\displaystyle{\left[\sum_{i=0}^{k}\binom{k}{i}(n-\cdots,\cdots-a)^{i}f(i)(a)-\right.}
i=0nk(1)f(nk)(ni)!(bhas)if(i)(b)]0,has<b.\displaystyle\left.-\sum_{i=0}^{n-k}(-1)^{f}(n-k)(n-i)!(b-a)^{if(i)}(b)\right]\geq 0,\quad a<b.

If the functionffis convex of ordernnIn all these inequalities, the symbol ¿ appears.
18. A function can possess several convexity properties simultaneously. In particular, functions that are non-concave of order0,1,,n0,1,\ldots,nare also called (n+1n+1- monotonic and appear in various problems of Mathematical Analysis. Non-concave functions of any non-negative ontive order are also called completely monotonic functions. We will say a word about these functions in the next chapter.

There exist functions defined on a finite set, enjoying
several convexity properties given in advance, provided that, if the order propertynnis polynomial, any property of order>n>nor also of polynomiality. Moreover, a polynomial function of ordernnmust necessarily be convex, polynomial or concave of ordern1n-1We can also find functions (polynomials) enjoying a finite number of convexity or concavity properties chosen arbitrarily within an interval(has,b)(a,b)[47 d]

The family of order functionsnnis invariant under a linear transformation. Iff,gf,gare functions enjoying the same convexity properties, the functions cf,f+gf+galso enjoy the same properties ifccis a positive constant, convexity and polynomiality being considered special cases of non-concavity. We can also specify the convexity characteristics of the productfgfgand the function of functionf(g)f(g)For example, ifffis non-concave of order -1,0,1,,n1,0,1,\ldots,nAndggnon-concave order -1,0,1,,n1,0,1,\ldots,nor non-convex of order -1,0,1,,n1,0,1,\ldots,nthe productfgfgis also non-concave or non-convex of order -1.0,1,,n1,\ldots,n. Iff,gf,garenn-moon-twisted,f(g)f(g)is alsonn-times monotonic,… etc. Such properties have already been established by JLWV Jensen [27] for monotonic functions and first-order functions.

The limit of a convergent sequence|fm|\left|f_{m}\right|of functions enjoying the same convexity properties, still enjoys the same properties. According to P. Montel [39b] if thefmf_{m}are non-concave of order 1 and also bounded on a subset completely interior to E, im ¯fm\overline{\text{ im }}f_{m}and maxfmf_{m}are also non-concave of order 1 on this subset. These properties remain true for functions of order -1 or 0 and also for functions that possess two or three properties of order -1, 0 and 1, but are obviously not true for functions of order>1>1To see this, one only needs to consider the family of two functionsxx, -xxwhich are of ordern>1n>1, but their maximum function|x||x|is not in ordern>1n>1in an interval containing the origin. G. Valiron [61 a] clarified the previous results by noting that iff(x;t)f(x;t)is continuous inxxAndttForhasxb,αtβa\leqq x\leqq b,\alpha\leqq t\leqq\betaand convex of order 1 inxxfor everythingttthe max functionf(x;t)f(x;t)onEt(α,β)\mathbf{E}_{t}\subset(\alpha,\beta)is also convex of order 1 in(has,b)(a,b)The example
f(x;t)=16t216(2xt)22,1<x<1,1t1f(x;t)=\frac{\sqrt{16-t^{2}}-\sqrt{16-(2x-t)^{2}}}{2},\quad-1<x<1,\quad-1\leqq t\leqq 1This
shows us that this property cannot be extended to the casen>1n>1On the contrary, as G. Valiron [61\mathbf{61}al] also notes this in the casen=1n=1the completexβf(x;t)dt\int_{x}^{\beta}f(x;t)dtis non-concave or convex of ordernniff(x;i)f(x;i)is non-concave resp convex of order n for LoutttHere, it suffices that the integral exists in Lebesgue's sense, regardless ofxxand we can, of course, replace (has,ba,b) by an arbitrary set E, and (x,βx,\beta) by an arbitrary measurable set.

Any family of non-concave functions of order 1 and equally bounded on E is also equally continuous, and therefore normal on any section c. E.M. Nicolesco [41] proved that the family is normal provided that the functions are equally bounded above, and deduced that any monotonic sequence of non-concave functions of order 1 that converges at a pointx0Ex_{0}\in\cdot Econverges uniformly on any section c. E.
19. - P. Montea [39 b] and G. Valiron [61 a] have shown that for thatlog/\log/either non-concave or convex of order 1, it is necessary and sufficient thatexyfe^{xy}feither non-concave or convex of order 1 for all values ​​of the constantα\alpha.

EitherF(t)F(t)a function increasing in (,+-\infty,+\infty). If the functionF(f+P)F(f+P)is non-concave or convex of ordern(1)n(\geq 1)on E, for any polynomial P of degreennwithout a constant term, the functionffis non-concave or convex of ordernnon E. Indeed, if we determine the polynomial P such that

f(xi)+P(xi)=p,i=1,2,,n+1,f\left(x_{i}\right)+P\left(x_{i}\right)=p,\quad i=1,2,\ldots,n+1,

We have

f(xn+2)+P(xn+2)=ρ+U(x1,x2,,xn+2;f)V(x1,x2,,xn+1)f\left(x_{n+2}\right)+P\left(x_{n+2}\right)=\rho+\frac{U\left(x_{1},x_{2},\ldots,x_{n+2};f\right)}{V\left(x_{1},x_{2},\ldots,x_{n+1}\right)}

and inequality

[x1,x2,,xn+2;F]0 resp. >0,\left[x_{1},x_{2},\ldots,x_{n+2};F\right]\geqq 0\text{ resp. }>0,

gives us

F((xn+2)+P(xn+2))resp.>F(ρ),\mathrm{F}\left(\int\left(x_{n+2}\right)+\mathrm{P}\left(x_{n+2}\right)\right)\geqq\mathrm{resp}.>\mathrm{F}(\rho),

Hence the property. Forn=0n=0The property is commonplace. IfF(f)F(f)is non-decreasing or increasing,ffobviously non-decreasing resp increasing on E.

But there are much more comprehensive results. SupposeF(t)F(t)continues in (,++-\infty,++\infty), and eitherffa continuous function in the interval (has,ba,bFollowing a line of reasoning by S. Saks [51c], it can be shown that, ifF(f+αx+β)\mathrm{F}(f+\alpha x+\beta)is non-concave of order 1, regardless of the constantsα,β\alpha,\beta, SO :1F1^{\circ}\mathrm{F}is non-concave of order 1;22^{\circ}orFFis, constant, orffis linear, on F is non-decreasing olffis non-concave of order 1, or finally F is non-increasing andffis non-convex of order 1. Ifn>1n>1The questions become much simpler. Let's assume, to simplify things further, thatFFAndffare (n+1n+1) differentiable times. So, ifF(/F)\mathrm{F}(/-\mathrm{F})is non-concave of order n, for any polynomial P of degreennThe function F is necessarily linear. That is, in effect,ξ\xia value oft,x0t,x_{0}a value ofxxAndα\alphaany number. We can determine the polynomial P such that we have

f(x0)+P(x0)=ξ,\displaystyle f\left(x_{0}\right)+\mathrm{P}\left(x_{0}\right)=\xi, f(k)(x0)+P(k)(x0)=1,k=1,2,,n1\displaystyle f^{(k)}\left(x_{0}\right)+\mathrm{P}(k)\left(x_{0}\right)=1,\quad k=1,2,\ldots,n-1
f(n)(x0)+P(n)(x0)=α.\displaystyle f^{(n)}\left(x_{0}\right)+\mathrm{P}(n)\left(x_{0}\right)=\alpha.

The formula for the derivative(n+1)soul of a function of function (n+1)^{\text{àme d'une fonetion de fonetion }}then gives us, forx=x01x=x_{01}

dn+1dxn+1Γ(f+P)=(n+1)αF"(ξ)+HAS0,\frac{d^{n+1}}{dx^{n+1}}\Gamma(f+P)=(n+1)\alpha F^{\prime\prime}(\xi)+A\geqq 0,

being a number independent ofα\alphaWe deduce from this,Γ"(ξ)=0\Gamma^{\prime\prime}(\xi)=0, doneFFis linear. Moreover, we can see that, furthermore, or bionFFis constant, or F is non-decreasing and f is non-concavo of ordernnorFFis non-increasing and / non-convex of order n.
P. Montel [39 b] and G. Valiron [61 a] also demonstrated that, if log / is non-concave resp convex of order 1 inlogx\log xthe functionlog0x/(x)dx\log\int_{0}^{x}/(x)dxis also non-concave resp. convex of order 1 inlogx\log x20.
– According to J. Pál [43], every continuous non-convex function of order 1 in a closed interval can be approximated indefinitely by non-convex polynomials of order 1. Every functionff, continues in the closed interval(has,b)(a,b)is the limit of a sequence of polynomials, enjoying the same convexity properties as f
and converges uniformly throughout the interval [47d]. Ceoi is realized by the S. Bernstern polynomials [7a].

Pn=Pn(x;f)=1(bhas)ni=0n(ni)f(has+ibhasn)(xhas)i(bx)ni.\mathrm{P}_{n}=\mathrm{P}_{n}(x;f)=\frac{1}{(b-a)^{n}}\sum_{i=0}^{n}\binom{n}{i}f\left(a+i\frac{b-a}{n}\right)(x-a)^{i}(b-x)^{n-i}.

Furthermore, any continuous and non-concave function of ordernnin (a, b) is the limit of a uniformly convergent sequence of polynomials of ordernnIn(,+)[470](-\infty,+\infty)[470].

Therekkone terminal ofPmP_{m}East\leqqthe kth terminal offfFork=0,1k=0,1and is generally the, like the boundary offfFork>1k>1Similarly, the total heme variation ofPn\mathrm{P}_{n}East\leqthat offfFork=0,1k=0,1and is generally that of / fork>1k>1[47d].

Moreover, we have

|f(x)Pn(x;f)|32m(bhasn),x(has,b),\left|f(x)-P_{n}(x;f)\right|\leqq\frac{3}{2}m\left(\frac{b-a}{\sqrt{n}}\right),\quad x\in(a,b),

ω(δ)\omega(\delta)being the oscillation modulus of/[47d]/[47\mathrm{~d}]Any
continuous function of ordernnIn(has,b)(a,b)is the limit of a uniformly convergent sequence of elementary functions (see no. 6) of ordernn[47 c]. Let us suppose, first of all, thatffgarlic a continuous derivative of ordern1n-1in the closed interval(has,b)(a,b)This is then a non-concave function of order 1. A polygonal line can be found.y=φ(x)y=\varphi(x)inscribed in the curvey=f(n1)(x)y=f^{(n-1)}(x), so that we have

|f(n1)φ|<(n1)!ϵ(bhas)n1,x(has,b),\left|f^{(n-1)}-\varphi\right|<\frac{(n-1)!\epsilon}{(b-a)^{n-1}},\quad x\in(a,b),

& ¿ q arbitrarily given in advance. φ is an elementary function of order 1. The elementary function of order n

φ*(x)=hasbCn2(x;t)φ(t)dt+i=1n2(xhas)ii!f(i)(has),\varphi^{*}(x)=\int_{a}^{b}\mathrm{C}_{n-2}(x;t)\varphi(t)dt+\sum_{i=1}^{n-2}\frac{(x-a)^{i}}{i!}f^{(i)}(a),

then verifies the inequality.

|f(x)φ*(x)|<ε,x(has,b).\left|f(x)\cdots\varphi^{*}(x)\right|<\varepsilon,\quad x\in(a,b).

In the general case, it suffices to note that one can first find a functionf1f_{1}having a (n1n-1)th continuous derivative such that max|ff1|\left|f-f_{1}\right|can be as small as you want.

Let us note, moreover, as L. Galvani does [19] in the
casen=1n=1, that for any non-concave function of ordernnIn (has,ba,b) we have a decomposition of the form

f(x)=f*(x)+xi=1ci[|xxi|+xxi2]n,x(has,b),f(x)=f^{*}(x)+x_{i=1}^{\infty}c_{i}\left[\frac{\left|x-x_{i}\right|+x-x_{i}}{2}\right]^{n},\quad x\in\cdot(a,b),

Orxi(has,b),ci=0,i=1ci<+x_{i}\in(a,b),c_{i}=0,\sum_{i=1}^{\infty}c_{i}<+\inftyAndffis non-concave of ordernnhaving a derivative of ordernncontinues in the open interval(has,b)(a,b)Leaxix_{i}are the points of discontinuity of thenome n^{\text{ome }}derived fromffeb

ci=1n![fd(n)(xi)fg(n)(xi)].c_{i}=\frac{1}{n!}\left[f_{d}^{(n)}\left(x_{i}\right)-f_{g}^{(n)}\left(x_{i}\right)\right].
  1. 21.
    • The Chebyshev polynomial, or the polynomial of best approximation of degreen,Tnn,\mathrm{~T}_{n}of a continuous functionff, defined on a closed set E, is the polynomial that minimizes the expression max|fP||f-\mathrm{P}|on E, where P ranges over the set of polynomials of degreennThe polynomialTn\mathrm{T}_{n}is characterized completely by the fact thatfTnf-\mathrm{T}_{n}reached the values±max|/Tn|\pm\max\left|/-\mathrm{T}_{n}\right|in at leastn+2n+2consecutive points with alternating signs, as demonstrated by E. Borel [11].

Ifffis, moreover, non-concave of ordernn, not reducing to a polynomial of degreennone can only findn+2n+2consecutive points where

fTn=±max|fTn|f-\mathrm{T}_{n}=\pm\max\left|f-\mathrm{T}_{n}\right|

with alternating signs. In other words, ifffis non-concave of ordernn, without being polynomial of ordernnpolynomialsTn,Tn+1\mathrm{T}_{n},\mathrm{T}_{n+1}are distinct, thereforeTn+1\mathrm{T}_{n+1}is indeed of degreen+1n+1.

Conversely, ifffis a continuous function in the closed interval(has,b)(a,b)and if, for any closed interval(c,d)(has,b)(c,d)\subset(a,b), the Chebyshev polynomial of degreen+1n+1offfIn(c,d)(c,d)is indeed of degreen+1n+1, the functionffis convex or concave of ordernnIn(has,b)(a,b) [47][47].

It can also be noted that, ifffis of ordernnthe maximum value|fTn|\left|f-T_{n}\right|is necessarily reached at the extremitieshasaAndbbMoreover, we have

[f(has)Tn(has)][f(b)Tn(b)]0Or0\left[f(a)-T_{n}(a)\right]\left[f(b)-T_{n}(b)\right]\leq 0\quad\text{ou}\quad\geq 0

depending onnnis even or odd.

Conversely, ifffis continuous in the closed interval(has,b)(a,b)and if, for any closed interval(c,d)(has,b)(c,d)\subset(a,b)the polynomialTnT_{n}offfIn(c,d)(c,d)checks the equalities

|f(c)Tn(c)|=|f(d)Tn(d)|=max(c,d)|fTn|,\left|f(c)-\mathrm{T}_{n}(c)\right|=\left|f(d)-\mathrm{T}_{n}(d)\right|=\max_{(c,d)}\left|f-\mathrm{T}_{n}\right|,

the functionffis of ordernnIn(has,b)(a,b) [47][47].

22. Let us consider the integral

I(φ)=hasbφ(x)dxI(\varphi)=\int_{a}^{b}\varphi(x)dx

Ifffis measurable and bounded within the closed interval (has,ba,b), the expressionI(|fP|)\mathrm{I}(|f-\mathrm{P}|)has a minimum when P ranges over the set of polynomials of degreennThis minimum is attained by at least one polynomial.Pn\mathrm{P}_{n}, which is unique ifffis continuous, as demonstrated by D. Jackson [26]. In particular, forf=xn+1f=x^{n+1}, A. Korkine, G. Zolotarefe [31 bis] and M. Fujewara [18] have shown that
(22)xn+1Pn=(bhas)n+1si(n+2)θ22n+2+0=arccos2xhasbsiθ;x^{n+1}-\mathrm{P}_{n}=\frac{(b-a)^{n+1}\sin(n+2)\theta}{2^{2n+2}}+\quad 0=\arccos\frac{2x-a-b}{\sin\theta};\quada done(n+2)(xn+1Pn)(n+2)\left(x^{n+1}-P_{n}\right)is the derivative of the polynomial

(bhas)n+222n+3cos(n+2)0\frac{(b-a)^{n+2}}{2^{2n+3}}\cos(n+2)0

who stands out, among all those of the formxn+1+x^{n+1}+\ldots, the least possible number of zeros in the interval (has,ba,b). The zeros of polynomial (22) are

tk(n)=has+b2+bhas2coskn+2,k=1,2,,n+1t_{k}^{(n)}=\frac{a+b}{2}+\frac{b-a}{2}\cos\frac{k}{n+2},\quad k=1,2,\ldots,n+1

We can therefore say that the minimum ofI(|xn+1P|)I\left(\left|x^{n+1}-P\right|\right)is, realized by the Lagrange polynomialP(t1(n),t2(n),,tn+1(n);xn+1|x)\mathrm{P}\left(t_{1}^{(n)},t_{2}^{(n)},\ldots,t_{n+1}^{(n)};x^{n+1}\mid x\right).

Eithern=0n=0Andffa monotonic (non-constant) function that can be assumed to be non-decreasing. The problem then becomes determining the minimum ofI(|fλ|)I(|f-\lambda|)as a function ofλ\lambdaThe minimum is still reached byP(t1(0);f|x)=f(has+b2)\mathrm{P}\left(t_{1}^{(0)};f\mid x\right)=f\left(\frac{a+b}{2}\right)which results from inequality

(2xhasb)f(x)2has+b2xf(t)dt(2x-a-b)f(x)\geqq 2\int_{\frac{a+b}{2}}^{x}f(t)dt

equivalent to inequality[x,x,has+b2;F]0\left[x,x,\frac{a+b}{2};F\right]\geq 0, verified by the
functionF(x)=hasxf(t)dt\mathrm{F}(x)=\int_{a}^{x}f(t)dt, non-concave of order 1. H. Steinhaus [55] demonstrated that, ifn=1n=1the minimum is provided by the polynomialP(t1(1),t2(1);f|x)\mathrm{P}\left(t_{1}^{(1)},t_{2}^{(1)};f\mid x\right)ifffis of order 1. Finally, V. Hruska [24] showed that, fornnfor any polynomial, the minimum is given by the polynomialP(t1(n),t2(n),,tn+1(n);f(x)\mathrm{P}\left(t_{1}^{(n)},t_{2}^{(n)},\ldots,t_{n+1}^{(n)};f(x)\right.whenf(n+1)f^{(n+1)}exists and is0\geqq 0It is easy to deduce that the result remains valid ifffis only of ordernn.

CHAPTER III

GENERALIZATIONS OF ORDER FUNCTIONSnn

  1. 23.
    • It appears that O. Stolz [57] was the first to introduce convex functions, demonstrating that for the existence of left-hand and right-hand derivatives, 'fgf_{g}{}^{\prime}Andfdf_{d}{}^{\prime}, at every point of an open interval (has,ba,b) where the continuous functionffis defined, it is sufficient that at allxxcorresponds to an>0n>0such as one has

f(x+h)+f(xh)2f(x)(Or)0,f(x+h)+f(x-h)-2f(x)\geqq(\mathrm{ou}\leqq)0, (23)

For|h|<n|h|<nThis author demonstrates that (23) entails inequality

[x1,x2,x3;f](Or)0,hasx1<x2<x3b.\left[x_{1},x_{2},x_{3};f\right]\geqq(\mathrm{ou}\leqq)0,\quad a\leqq x_{1}<x_{2}<x_{3}\leqq b.

But it was JLWV Jensen [27] who first studied systematically the functions satisfying inequality (23).

Let us consider the differences in ordernn,

δhnf(x)=i=0n(1)ni(ni)f(x+ih)\delta_{h}^{n}f(x)=\sum_{i=0}^{n}(-1)^{n-i}\binom{n}{i}f(x+ih)

of the functionff, defined in the interval(has,b)(a,b)The differencehhf(x)\partial_{h}^{h}f(x)is, up to a factor independent of the function, a dd of ordernn,

o^hnf(x)=n!hn[x,x+h,x+2h,,x+nh;f].\hat{o}_{h}^{n}f(x)=n!h^{n}[x,x+h,x+2h,\ldots,x+nh;f].

Definition. - We will say that the functionff, defined in the interval(has,b)(a,b)is convex, non-concave, polynomial, non-convex resp. concave of ordern(J)n(\mathrm{~J}), or in Jensen's sense, in (has,ba,b) following that inequality
o^hn+1f(x)>,\hat{o}_{h}^{n+1}f(x)>,\geqq, =, sesp.<0,x,x+(n+1)h(has,b),h>0<0,\quad x,x+(n+1)h\in(a,b),\quad h>0is satisfied.

All these functions are functions of order n (J).
It follows immediately that, for these functions, inequality (1) is satisfied, provided that the pointsx1,x2,,xn+2x_{1},x_{2},\ldots,x_{n+2}are divided rationally, that is to say that the ratiosxn+2xixix1\frac{x_{n+2}-x_{i}}{x_{i}-x_{1}}be rational.

The definition can be extended to any set E such that withx1,x2Ex_{1},x_{2}\in\mathrm{E}we alwaysx1+x22E\frac{x_{1}+x_{2}}{2}\in\mathrm{E}. Thus we can extend the definition to any set of rational points, but in this case, according to the previous remark, these functions are of order n in the ordinary sense (of chap. I).

Any convex, non-concave, etc. function of ordern(J)n(J)onEEis convex, non-concave, etc. of ordernnin the ordinary sense on any subset ofEEwhose points divide rationally.
24.—Any convex, non-concave, … etc. function of ordernnin the ordinary sense(has,b)(a,b)is obviously convex, non-concave, etc., of ordern(J)n(J)In(has,b)(a,b). Ifn=0n=0The converse is naturally true since the two definitions coincide, but ifn>0n>0The converse is only true if certain restrictive assumptions are made about the function.ffThis is the case if the function is continuous in(has,b)(a,b)or, more generally, if the function is bounded in(has,b)(a,b)JLWV Jensen [27] demonstrated that, for the non-concave function of order11, it suffices even that it be bounded above. P. Tortorici [60 a] gave a new proof of this property. The converse property is also true when the function is measurable in(has,b)(a,b), as demonstrated forn=1n=1H. Blumberg [10] and W. Sierpiński [54b]. W. Sierpiński [54c] even demonstrated that, forn=1n=1and the non-concave function, it suffices that there exists a measurable functionφ\varphisuch asf=φf=\varphi. A. Ostrowski [42] demonstrates a similar property.

The study of linear functions (d) amounts to a summation at Téfade of Caveny's equality.

f(x+y)=f(x)+f(y),f(x+y)=f(x)+f(y), (24)

whose continuous solution isΔx\Delta x, A élant, a constant. Indeed, ifffis linear (J) the functionf(x)f(x)-f(0)f(0)verifies equation (24). Relative to this equality, G. Dandoux [14] demonstrates that the
solution is still Aæ provided that / is bounded above or below in a sin i interval. According to H. Lebesaus [35], S. Banach [3] and W. Sterpinski [54a], this is still the case if we assume / is measurable. M. Kac [29] ( 1 ) recently gave an elegant proof. M. Kormes [33] showed that it is even sufficient thatffeither bounded on a measurable set of measurement>0>0Moreover, it can be demonstrated that, for all the stated hypotheses, it suffices that they be realized within such a small interval. Similarly, Mr. Kormes' hypothesis is applicable to all functions of ordernnany.

Let's make a brief digression on equations of the form

δhnf(x)=0.\delta_{h}^{n}f(x)=0. (25)

P. Montel [39 a] demonstrated that ifffis continuous and (25) is verified for allxxand for two fixed valuesω1,ω2(0)\omega_{1},\omega_{2}(\angle 0)ofhhwhose ratio is irrational, the functionffis a polynomial of degreen1n-1This is the case even ifffis continuous only at n points[47[47e]. We have studied the generalizations of equation (25) in another work [47 s].
25. - Let us say a few words about discontinuous functions of ordern(J)n(J)From the remarks made above, it follows that ifffis. of ordern(1)(J)n(\geq 1)(J), it is uniformly continuous on the set of points that rationally divide the interval(has,b)(a,b)and which belong to a subintervalc(has,b)c\cdot(a,b)Thus, we find, forn=1n=1, a property of F. Berinstein [5].

Eitherffnon-concave of order1(J)1(J)In(has,b)(a,b)closed. F. Bennstenn and G. Doetser [6] have shown that, if f is not bounded below in the interval (has,ba,b), it is not bounded below at any point of (has,ba,b). These authors also demonstrated that, ifm(x)m(x)is the lower bound function offfand iffmf\neq mat one pointx(has,b)x\in\cdot(a,b), the functionffis not bounded at any point above, and the representative points(x,f(x))(x,f(x))curvey=f(x)y=f(x)are dense everywhere abovey=m(x)y=m(x)The functionm(x)m(x)is, moreover, non-concave of order 1 if / is bounded below.

00footnotetext: (1) Les démonstrations de MM. W. Srerpinski et M. Kac sont particulièrement importantes puisqu’elles n’emploient pas l’axiome de Zermelo. Au contraire, les résultats qui suivent ici sont démontrés à l’aide de cet axiome (plus exactement à l’aide du fait qu’un ensemble peut être bien ordonnó).

Otherwise, the representative points (x,f(x)x,f(x)) are everywhere dense in the band between the ordinates a and b. G. Hamel. [20] also notes that, ifffis linear (J) in (-\infty, +\infty), the representative points are everywhere dense in the plane.
G. Hamel [20] constructed the most general linear function (J) by solving equation (24). Up to an additive constant, this function is of the form

r1α+r2β+)=r1f(α)+r2f(β)+,\left.\int r_{1}\alpha+r_{2}\beta+\cdots\right)=r_{1}f(\alpha)+r_{2}f(\beta)+\cdots,

Orr1,r2,r_{1},r_{2},\ldotsare rational numbers,α,β,\alpha,\beta,\ldotsthe elements of a base H0 of real numbers, therefore numbers such that allxxcan be represented in a unique way in the form

x=r1α+r2β+,α,β,,x=r_{1}^{\alpha}+r_{2}^{\beta}+\cdots,\quad\alpha,\beta,\cdots\in\mathcal{H},

with a finite number of rational numbersr1,r2,r_{1},r_{2},\ldotsno, null and finallyf(α),f(β),f(\alpha),f(\beta),\ldotsare arbitrary given numbers.
MH Ingraham [25] generalized this result, giving the general solution of equation (25).
26. - By considering only dd on points equidistant from the function / defined in an interval (has,ba,b), which we can assume to be open, we can still define an nth boundΔn*\Delta_{n}^{*}, which is, by definition, the maximum of the absolute value of dd1n!hnδnn/(x)\frac{1}{n!h^{n}}\delta_{n}^{n}/(x)in the meantime(has,b)(a,b). IfHASn*A_{n}^{*}is, finished, the functionf+HASn2x2f+A_{n}^{2}x^{2}is non-concave of ordern1(J)n-1(J).

Any order ddnnoftt, taken at points that are rationally divisible, is contained between —Δn*\Delta_{n}^{*}AndΔn*\Delta_{n}^{*}, from which we deduce that ifffis continuousHASn*=HASn,HASnA_{n}^{*}=A_{n},A_{n}being, the nth boundary defined atn9.11n^{\circ}9.11It also follows that, ifn2n\geq 2and ifffis bomed or measurable andΔn*\Delta_{n}^{*}is finite, the function is continuous,
S. Saks [51 b] notes that, if the function / is differentiable, and

limith0h322hf(x3h)0,x(has,b),\lim_{h\rightarrow 0}h^{-3}2_{2h}f(x-3h)\geq 0,\quad x\in\cdot(a,b),

it is non-concave of order 2 in(has,b)(a,b). S. Verblunsky 63 a] demonstrates, moreover, that, if / is differentiable in the interval formed (has,ba,b), and if the generalized third derivative

limith0(2h)3r2h3f(x3h)=q(x), ae (has,b)\lim_{h\rightarrow 0}(2h)^{-3}r_{2h}^{3}f(x-3h)=q(x),\quad\text{ ae }(a,b)

exists, we have, forhas<c<d<b,3h1=dca<c<d<b,3h_{1}=d-c,

min(c,d)p(x)[(2h1)3δ23h1f(x3h1)]x=cmax(c,d)p(x),\min_{(c,d)}p(x)\leqq\left[\left(2h_{1}\right)^{-3}\delta_{2}^{3}h_{1}f\left(x-3h_{1}\right)\right]_{x=c}\leq\max_{(c,d)}p(x),

and finds a similar property for the fourth-order differenceδ1hf(x2h)[63b]\delta\frac{1}{h}f(x-2h)[63\mathrm{~b}].

Note also that, according to A. Marchauo [36], if f is bounded in the closed interval(has,b)(a,b)Andδhnf(x)0\delta_{h}^{n}f(x)\rightarrow 0uniformly with respect toxxThe function is continuous. Likewise, ifhnδ^n/f(x)g(x)h^{-n}\hat{\delta}^{n}/f(x)\rightarrow g(x)uniformly,ffhas a continuous nth derivative equal tog(x)g(x)These results remain valid if we assume the functionffmeasurable [47 q], as demonstrated, for the second property, also by H. Wittmey [64].
27. - S. Bernstern [7 b] considers the functionsffwhich verify the inequalitiesδhnf(x)0,h>0,n=1,2,\delta_{h}^{n}f(x)\geq 0,h>0,n=1,2,\ldotsin an interval (a, b). These are completely monotonic functions in the sense of No. 17 ( 1 ). These functions are therefore constant and indefinitely differentiable. Moreover, S. Berenstern demonstrates that they are analytic and developable in powers ofxx- a in an interval(hasp,has+p),pbhas(a-p,a+p),p\geq b-a. For a function to be the difference between two completely monotonic functions in (has,ba,b), it is necessary and sufficient that it be analytical and developable according to the powers ofxhasx-aIn(hasp,has+p)(a-p,a+p), withpbhasp\geq b-aThe functions that are beautiful thatδhnf(x)\delta_{h}^{n}f(x)is of invariable sign for each positive integernn, are ineove analybic and developable according to the powers ofxhasx-aIn(hasp,has+p)(a-p,a+p), withρbhas4\rho\geq\frac{b-a}{4}S.
Bennstern [7e] made a systematic study of monotonic complementary functions in(,0)(-\infty,0)and determined those which take, with their first n or with all their derivatives, given values ​​forx=0x=0This problem is closely related to the moment problem since a completely monotonic function in (\cdots\infty, 0) is representable by an integral of the form

f(x)=0+etxdφ(t)f(x)=\int_{0}^{+\infty}e^{tx}d\varphi(t)

oì φ is non-decreasing.

00footnotetext: (1) M. 3. Bernstenn les appolle absolument monotones.

28. - We can also generalize functions of order n in another way. Consider a finite and closed interval(α,β)(\alpha,\beta)containing the bounded set E. Let

f0,f1,,fn,f_{0},f_{1},\ldots,f_{n},\ldots (26)

a finite or infinite sequence of functions defined in(has,b)(a,b)These functions are said to form a basis when a linear combinationc0f0+c1f1++cnfnc_{0}f_{0}+c_{1}f_{1}+\ldots+c_{n}f_{n}with constant coefficientscic_{i}, is completely determined by its values ​​inn+1n+1distinct points, and this regardless ofnnand then+1n+1points considered.

Let us designate byD(x1,x2,,xn+1)\mathrm{D}\left(x_{1},x_{2},\ldots,x_{n+1}\right)the determinant

|f0(xi)f1(xi)fn(xi)|,i=1,2,,n+1\left|f_{0}\left(x_{i}\right)f_{1}\left(x_{i}\right)\cdots f_{n}\left(x_{i}\right)\right|,i=1,2,\ldots,n+1

and byD(x1,x2,,xn+2;f)\mathrm{D}\left(x_{1},x_{2},\ldots,x_{n+2};f\right)the determinant

|f0(xi)f1(xi)fn(xi)f(xi)|,i=1,2,,n+2,\left|f_{0}\left(x_{i}\right)f_{1}\left(x_{i}\right)\cdots f_{n}\left(x_{i}\right)f\left(x_{i}\right)\right|,i=1,2,\ldots,n+2,

ffbeing any function. For the functions (26) to form a basis, it is necessary and sufficient that we haveD(x1,x2,,xn+1)=0\mathrm{D}\left(x_{1},x_{2},\ldots,x_{n+1}\right)=0Forx1,x2,,xn+1(α,β)x_{1},x_{2},\ldots,x_{n+1}\in(\alpha,\beta)and distinct and forn=0,1,n=0,1,\ldotsWe will also say that the functions (26) form a system (T) if

D(x1,x2,,xn+1)>0,x1<x2<<xn+1,x1,x2,,xn+1(α,β)n=0,1,2,\begin{gathered}\mathrm{D}\left(x_{1},x_{2},\ldots,x_{n+1}\right)>0,x_{1}<x_{2}<\cdots<x_{n+1},\\ x_{1},x_{2},\ldots,x_{n+1}\in(\alpha,\beta)n=0,1,2,\ldots\end{gathered}

If the functions (26) are continuous and form a basis, these functions form a system (T), provided that the sign of some of these functions is possibly changed.

In what follows we only consider sequences (26) forming a system (T).

Definition. - We will say that the functionffis convex, nonconcave, polynomial, nonconvex, concave (T), or with respect to the functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}, on E , if the inequality

D(x1,x2,,xn+2;f)>,,=,,<0\mathrm{D}\left(x_{1},x_{2},\ldots,x_{n+2};f\right)>,\geqq,=,\leqq,<0

is verified, regardless ofx1<x2<<xn+2,x1,x2,,xn+2Ex_{1}<x_{2}<\ldots<x_{n+2},x_{1},x_{2},\ldots,x_{n+2}\in\mathrm{E}[47 f].

To simplify the language we will say that all these functions are (T) functions.

Convexity (or concavity) (T) essentially expresses the property thatf0,f1,,fn,f(ou1)f_{0},f_{1},\ldots,f_{n},f(ou-1)form a system (T). Conversely, in a system (T) every function is convex (T) with respect to the functions that precede it in the sequence (26).

A polynomial function (T) reduces to the values ​​on E of a linear combinationc0f0+c1f1++cnfnc_{0}f_{0}+c_{1}f_{1}+\ldots+c_{n}f_{n}functions (26). Moreover, we can geometrically characterize a function (T) using these linear combinations, just as in the particular casef0=1,f1=x,,fn=x",f_{0}=1,f_{1}=x,\ldots,f_{n}=x^{\prime\prime},\ldotswhich we have hitherto eluded.

For any function (T) to be bounded on allE2E1\mathrm{E}_{2}\subset\cdot\mathrm{E}_{1}If necessary and sufficient, the functionsf10,f1,,fnf_{10},f_{1,\ldots},f_{n}be it, bomess on yourE1E_{1}\subsetE Sihas,ba,b, EE , the property extends to the set E. In particular, for the functions of a system (T) to be bounded, it is necessary and sufficient that the first function fo be bounded [47f]. We have an analogous property with regard to the continuity of a function (T) on aE1,E1E_{1,}\cdots\cdot E_{1}ifn1n\geq 1In particular, the functions of the system (T) are continuous in the interval ouport (*,β*,\beta) if, and only if, the first two functionsf0,f1f_{0},f_{1}soni continues in this interval. We have the proper way, by taking, instead of the property of continuity, the property of being at first dd bomée el mème, sous corbaines condilions restrictives, d'être à kème (k¿1) dd bomée [47 f].

The preceding results can be extended, under certain conditions, to the somewhat more general case wheref0f_{0}cancels out a finite number of times in(α,β)(\alpha,\beta)If, for example,n1n\geq 1And /,0f1{}_{0},f_{1}are continuous, we can first consider the intervals wheref0f_{0}does not cancel out, and then the intervals that contain a zero off0f_{0}and wheref1nf_{1}ne does not cancel out, intervals that exist, sincef0,f1f_{0},f_{1}cannot cancel each other out at the same time. In these intervals, it suffices to reverse the roles of the functions.f0,f1f_{0},f_{1}.

The functions (TT), in the casen=1n=1, onli été informed by E. Phragmen and E. Lindelöf [45] who considered the case

f0=cosx,f1=sixf_{0}=\cos x,\quad f_{1}=\sin x

which is important in the theory of functions of a complex variable. The functions (T) in the interval(ε,πε),ε>0(\varepsilon,\pi-\varepsilon),\varepsilon>0are, then, those for which the determinant,

|cosx1six1f(x1)cosx2six2f(x2)cosx3six3f(x3)|,x1<x2<x3,x1,x2;x3(ε,πε)\left|\begin{array}[]{ccc}\cos x_{1}&\sin x_{1}&f\left(x_{1}\right)\\ \cos x_{2}&\sin x_{2}&f\left(x_{2}\right)\\ \cos x_{3}&\sin x_{3}&f\left(x_{3}\right)\end{array}\right|,\quad x_{1}<x_{2}<x_{3},\quad x_{1},x_{2};x_{3}\in(\varepsilon,\pi\ldots\varepsilon)

does not change sign. From what we have said, it follows that
ffis continuous and even satisfies an ordinary Lieschitz condition in every completely interior interval.
A. Winternitz [65] generalized these results, considering the case wheref0,f1f_{0},f_{1}are bounded at first variation within an interval(α,β)(\alpha,\beta)and demonstrated that all functions(T)(T)In(α,β)(\alpha,\beta)is bounded at first variation in every intervalc(α,β)c\cdot(\alpha,\beta)and therefore admits a left-hand derivative and a right-hand derivative at a pointx(x,3)x\subset(x,3)which are of bounded variation (of order 0) in high intervalc(α,β)c\cdot(\alpha,\beta).

The case of first-order functions in(0,1)(0,1)comes back to the casef0=1xf1=xf_{0}=1-xf_{1}=xJ. Radon [49] has already demonstrated these results in the casef0=(1x)p,f1=xp,p1f_{0}=(1-x)^{p},f_{1}=x^{p},p\geqslant 1In(0,1)(0,1)The results were also found by G. Polya [46 b] in case (27) and by G. Valirov [61 b] in the general case, in a form which returns to that of A. Winternitz [65]. J. Radon [49], in the case which he elucidated, and A. Winternita [06] in the general case, extended the results of W. Blaschke and G. Prok [9] (see No. 11) on the representation of these functions by a Stiejljes integrate.

We can note that the Lonobiois of s. Rabon [40] still enjoy the property that one can divide Pinkervalle (0,1) into two intervals in which the function is monotonic. Moreover, the power (p=1p=1) of a non-convex, first-order, non-negative union in(0,1)(0,1)is non-convex in the sense of J. Radon. It is the same, likewise, of the power of a non-concave function of order 1 and non-positive in (0,1) ifppis an odd positive integer.

Let us suppose, more generally, thatf0,f1,,fnf_{0},f_{1},\ldots,f_{n}are linearly independent solutions of a linear differential equation of ordern+1n+1,

L(y)y(n+1)+φ1y(n)+φ2y(n1)++φn+1y=0,L(y)\equiv y^{(n+1)}+\varphi_{1}y^{(n)}+\varphi_{2}y^{(n-1)}+\cdots+\varphi_{n}+1y=0,

where the coefficients of continuous functions in(α,β)(\alpha,\beta). Aloxs houte function (T) is at nth dd bounded on tonE1\mathrm{E}_{1}\inF.

The case of Chapter I corresponds to the equationy(n1)=0y^{(n-1)}=0Case (27) in equationy"+y=0y^{\prime\prime}+y=0The case of J. Radon with the equationx(1x)y"+(p1)(2x1)yp(p1)y=0x(1-x)y^{\prime\prime}+(p-1)(2x-1)y^{\prime}-p(p-1)y=0within an intervalc(0,1)c\cdot(0,1).

If the function (T) has in this case a (n+1n+1) 4. In derivative, noncavity (T) is expressed by inequalityL(j)0L(j)\geq 0The conditionL(j)>0L(j)>0ost susinante for the convexile (T).

Let us also mention that S. Kakeya [30 a] determined the necessary and sufficient conditions for the existence of a function f(n+1)(n+1)times differentiable, such thatL(j)0\mathrm{L}(j)\geq 0and engaging, with itsmmfirst derivatives, the given values

f(i)(α)=hasi,f(i)(β)=bii=0,1,,nsf^{(i)}(\alpha)=a_{i},\quad f^{(i)}(\beta)=b_{i}\quad i=0,1,\ldots,n_{s}

This generalizes a prolongation problem examined in no. 6.
29. - To conclude with functions of one variable, let us say that E.F. Beckenbach [4] gave an even more extensive generalization. This generalization is as follows:

Let us consider, in an open interval (has,ba,b), a family of functionsF=F(x;λ,μ)\mathrm{F}=\mathrm{F}(x;\lambda,\mu)depending on two parametersλ,μ\lambda,\muand meeting the following conditions:11^{\circ}each function of the family is continuous in(has,b);20(a,b);20there is one and only one function of the family that satisfies the system

F(x1;λ,μ)=y1,F(x2;λ,μ)=y2F\left(x_{1};\lambda,\mu\right)=y_{1},\quad F\left(x_{2};\lambda,\mu\right)=y_{2} (28)

for any pair of distinct pointsx1,x2x_{1},x_{2}, of(has,b)(a,b)and for everythingy1,y2y_{1},y_{2}.
EF Beckenbach then said that the functiontt, defined in the open interval (has,ba,b), is a sub- functionFF^{\prime}yes, whatever the pointshas<x1<x2<ba<x_{1}<x_{2}<bwe havef(x)F12(x)f(x)\leqq\mathrm{F}_{12}(x)the second member designating the functionF(x;λ,μ)\mathrm{F}(x;\lambda,\mu)which verifies the equalities (28) fory1=f(x1),y2=f(x2)y_{1}=f\left(x_{1}\right),y_{2}=f\left(x_{2}\right)The main result obtained is that any function subF is continuous in(has,b)(a,b).

We can generalize further by considering convexities with respect to a familyF(x;λ1,λ2,..,λn+1)F\left(x;\lambda_{1},\lambda_{2},..,\lambda_{n+1}\right)depending onn+1n+1parametersλ1,λ2,,λn+1\lambda_{1},\lambda_{2},\ldots,\lambda_{n+1}such as the system

F(xi;λ1,λ2,,λn+1)=y1i=1,2,,n+1\mathrm{F}\left(x_{i};\lambda_{1},\lambda_{2},\cdots,\lambda_{n+1}\right)=y_{1}\quad i=1,2,\cdots,n+1

always have a single functionFFas a solution. We can also consider functions defined only on an arbitrary set E belonging to (has,ba,b).

CHAPTER IV

CONVEX HONCTIONS
OF TWO OR MORE VARIABLOS

  1. 30.
    • A pseudo-polynomial of order (m,nm,n) is not necessarily boné el eneore less continu in R. But, if it is boné resp. continu on a lattice of order (m+1m+1,n+1n+1), it is a bounded function, respectively continuous in R. Similarly, if such a pseudopolynomial admits partial derivativesfxr(r),fys(s)f_{x^{r}}^{(r)},f_{y^{s}}^{(s)}resp. of continuous partial derivativesfxr(r),fys(s)f_{x^{r}}^{(r)},f_{y^{s}}^{(s)}on an order network (m+1,n+1)\left.m+1,n+1\right)It has partial derivatives in R.fx1/2yβ(α+β)f_{x^{1/2}y^{\beta}}^{(\alpha+\beta)}resp. of continuous partial derivatives1(α+ββ),withxr,βs1^{\left(\alpha+\beta^{\beta}\right)},\operatorname{avec}x\leqq r,\beta\leqq s.

In the study of functionsffInRRit is convenient to introduce the number

HASm,n=max(R)|x1,x2,,xm+1y1,y2,,yn+1;|\mathrm{A}_{m,n}=\underset{(\mathrm{R})}{\max}\left|\begin{array}[]{l}x_{1},x_{2},\ldots,x_{m+1}\\ y_{1},y_{2},\ldots,y_{n+1}\end{array};\right|

which we call the order boundary(m,n)(m,n)of the function / in R. IfΔm,n\Delta_{m,n}is finished the function is at dd of order (mm; n) bounded.

In particular, a function with dd of order (m,nm,n) bounded is at mane dd bounded with respect toxxfor all values ​​ofyy, but the converse is obviously not true. A boone function is a function ìdd of order(0,0)(0,0)bomée.

A pseudo-polynomial of order (m1,n1m-1,n-1) is obviously in dd order(m,n)(m,n)Bomée, but its order dd(m1,n1)<(m,n)\left(m_{1},n_{1}\right)<(m,n)may not be bounded in R. So that it may be so for all order(m,n)\leq(m,n), it is necessary and sufficient that its dd of order (m, 0) and of order(0,n)(0,n)are, bounded on a network of order(m,n)(m,n)Furthermore, if the pseudo-polynomial is dd of order(m1,n3)\left(m_{1},n_{3}\right)el d'oráre(m2,n1)\left(m_{2},n_{1}\right)limited, withm1m2,n1n2m_{1}\geq m_{2},n_{1}\geq n_{2}, it is, to give (m,nm^{\prime},n^{\prime}) bounded, withm1mm3,n1nn2m_{1}\geq m^{\prime}\geq m_{3},n_{1}\geq n^{\prime}\geq n_{2}

Any function with dd of order (m,nm,n) bounded is the sum of a function ayont all its dd of order(m,n)\leq(m,n)bounded eb of a pseudo-polynomial of order (m1,n1m-1,n-1Done, so that all the order dd(m,n)\leqq(m,n)of a function are bounded, it is necessary and sufficient that its dd of order (m,nm,n) is bounded and its dd of order(m,0)(m,0)and order(0,n)(0,n)are bounded on a network of order (m,nm,n).

A function that is continuous with respect to one of the variables and also continuous with respect to the other is continuous in R. In particular, a function of order d is continuous.(1,0)(1,0)bounded and continuous with respect to y is continuous in R. It follows that any function with dd of order (m,nm,n) bounded, withm1,n1m\geq 1,n\geq 1, continues on a network of order (m,nm,n), is continuous in R.

If a functionffto dd order(m,n)(m,n)bounded to a partial derivativefx,f_{x,}^{\prime}this derivative is a function with dd of order(m1,n)(m-1,n)bounded. We deduce that, if in addition the derivativesfhasm1(m1)f_{a^{m-1}}^{(m-1)},fym1(n1)f_{y^{m-1}}^{(n-1)}are continuous on a network of order (m,nm,n), the function has partial derivativesfhasy3(r+s),rm1,sn1f_{ay^{3}}^{(r+s)},r\leq m-1,s\leq n-1, to dd in order (mr,nsm-r,n-s) bounded in R.
P. Montex [39 a] and A. Marchaud [36] also demonstrated that, for a function with dd of order(m,0)(m,0)and order(0,n)(0,n)bounded, all partial derivativesrys(r+s)\int_{r^{\prime}y^{s}}^{(r+s)}exist and are continuous in R., provided thatrm+sn<1\frac{r}{m}+\frac{s}{n}<1It follows that, if a function is at dd of order (mm- m', n) and of order (m,nm,n-nn^{\prime}) bounded, it is also at dd of order (mr,nsm-r,n-s) limited, provided that.

rm+sn>1,mm>0,nn>0,rm,sn.\frac{r}{m^{\prime}}+\frac{s}{n^{\prime}}>1,\quad m\geq m^{\prime}>0,\quad n\geq n^{\prime}>0,\quad r\leq m^{\prime},\quad s\leq n^{\prime}.

$1. - Let's now move on to the definition of convexity.
First of all, the following definition is necessary.
Definition. - The functionffis said to be convex, non-concave, polynomial, non-convex, concave of order (m,nm,n) in rectangle R if the inequality

[x1,x2,,xm+2;fy1,y2,,yn+2]>,,=,,<0\left[\begin{array}[]{l}x_{1},x_{2},\ldots,x_{m+2};f\\ y_{1},y_{2},\ldots,y_{n+2}\end{array}\right]>,\rightleftarrows,=,\leq,<0

is satisfied, regardless of the points(xi,yj),i=1,2,,m+2\left(x_{i},y_{j}\right),i=1,2,\ldots,m+2,
i=1,2,,n+2i=1,2,\ldots,n+2, belonging to R and forming the nodes of a network of order (m,nm,n).

All these functions are order functions (m,nm,n).
The -1 values ​​ofmmAndnnare not excluded. A convex, non-convex, etc. function of order(m,1)(m,-1)is a function that is convex, non-concave, ..., etc., of ordermmcompared toxxshames the values ​​ofyy.

A polynomial function of order (m,nm,n) is a pseudo-polynomial of order (m,nm,n). Ifffis of order (m,nm,n) and if

x1,x2,,xm+2y1,y2,,yn2;t=0,\left\lfloor\begin{array}[]{l}x_{1},x_{2},\ldots,x_{m+2}\\ y_{1},y_{2},\ldots,y_{n-2}\end{array};t=0,\right.

it reduces to a pseudo-polynomial of order (m,nm,n) in the rectangle

(x1xxm+2;y1yyn+2).\left(x_{1}\leqq x\leqq x_{m+2};y_{1}\leqq y\leqq y_{n+2}\right).

A geometric definition, analogous to that given in the case of a single variable, can be obtained using pseudopolynomials. Consider the pseudopolynomial

P(x1,x2,,xm+1y1,y2,,yn+1;f(xy)\mathrm{P}\left(\begin{array}[]{l}x_{1},x_{2},\ldots,x_{m+1}\\ y_{1},y_{2},\ldots,y_{n+1}\end{array};f\binom{x}{y}\right.

Non-concavity or convexity of order (m,nm,n) is expressed by the fact that the function must be, at every point of the rectangle

(xi<x<xi+1,yj<y<yj+1)\left(x_{i}<x<x_{i+1},y_{j}<y<y_{j+1}\right)

not below or above, or not above or below, the following pseudo-polynomialm+nijm+n-i-jis even or odd. This also applies toi=0,m+1,j=0,n+1i=0,m+1,j=0,n+1, in the rectangles

(hasx<x1,cy<y1),(hasx<x1,(xn+1<xb,cy<y1)(xn+1<xb,yn+1<yb).\begin{array}[]{ll}\left(a\leqq x<x_{1},\right.&\left.c\leqq y<y_{1}\right),\\ \left(a\leqq x<x_{1},\right.&\left(x_{n+1}<x\leqq b,\quad c\leqq y<y_{1}\right)\\ \left(x_{n+1}<x\leqq b,\quad y_{n+1}<y\leqq b\right).\end{array}

It follows immediately that if a function of order(m,n)(m,n)is bounded on a network

x=xi,y=yn,i=1,2,,m+2,j=1,2,,n+2,x=x_{i},\quad y=y_{n},\quad i=1,2,\ldots,m+2,\quad j=1,2,\ldots,n+2,

order (m+2,n+2m+2,n+2), it is bounded within the rectangles

(hasxb,y1yyn+2),(x1xxm+2,cyd)\left(a\leq x\leq b,\quad y_{1}\leq y\leq y_{n+2}\right),\quad\left(x_{1}\leq x\leq x_{m+2},\quad c\leq y\leq d\right)

It can still be easily seen that, when the order dd (m+1,nm+1,n) And (m,n+1m,n+1), of an order function (m,nm,n), are bounded on a network

x=xi,y=yj,i=1,2,,2m+2,j=1,2,,2n+2,x=x_{i},\quad y=y_{j},\quad i=1,2,\ldots,2m+2,\quad j=1,2,\ldots,2n+2,

diorder (2m+2,2n+22m+2,2n+2), these dd are bounded in the reeLauge
(30)

(xm+1xxm+2,yn+1yyn+3).\left(x_{m+1}\leq x\leq x_{m+2},y_{n+1}\leq y\leq y_{n+3}\right).

So that, moreover, the dd of everything, order! (m+1,n+1m+1,n+1) are, boxed in the rectangle (30), it is necessary and sufficient that the dd of order (m+1,0m+1,0) and order (0,n+10,n+1) are bounded on a network of order (m+1,n+1m+1,n+1) whose nodes belong to (30).

The differentiability properties of order functions (n,nn,n) result from those of the fonebions is dd homées. If the derivation (rens),rm+1,sn+1,r+s<m+n+2r\leq m+1,s\leq n+1,r+s<m+n+2exists, it is a union of order (mr,nsm-r,n-s), presupposing the same convexity. Whenfhasn+1(n+n+2)f_{a^{n+1}}^{(n+n+2)}It exists; it is non-negative. The conditionf(m+n+2)(m+1)0f_{(m+n+2)}^{(m+1)}\geq 0is, moreover, necessary and sufficient for non-conviviality, andf25+n+2)(m+1)0f_{25+n+2)}^{(m+1)}\geq 0is sufficient for the convexity of order (m,nm,n) in R.

The (m, n) order functions can also be defined in any domain D.

We can also define functions of order (ni, n) by simply imposing the condition that, for every group ofn+2n+2valuey1,y2,,yn+2y_{1},y_{2},\ldots,y_{n+2}ofyythe function ofx,[yn,y2,,yn+2;f]x,\left[y_{n},y_{2},\ldots,y_{n+2};f\right]either of ordernnot, for any group ofm+2m+2valuesx1,x2,,xm+2x_{1},x_{2},\ldots,x_{m+2}ofxx, the suspension ofy,[x1,x21,xm+2;f]y,\left[x_{1},x_{21}\ldots,x_{m+2};f\right]either of ordermmWe will not dwell on this generalization; we will only consider the partition cases.m=0,n=0m=0,n=0to the following numbers.
32. - Let's make the change of variables

x=αx+βy,y=γx+δy,αb^βy,0.x=\alpha x^{\prime}+\beta y^{\prime},\quad y=\gamma x^{\prime}+\delta y^{\prime},\quad\alpha\hat{b}-\beta y,0. (31)

We will say that this transformation defines a direction. This means that we have adopted a new system of axes Oæ'y'. In particular, the initial system Oæy defines the direction. We can assume, without restricting the generality, thatα2+γ2==β2+o2=1\alpha^{2}+\gamma^{2}==\beta^{2}+\mathrm{o}^{2}=1.

The change of variables (31) transforms the function / into a functionf1(x,y)f_{1}\left(x^{\prime},y^{\prime}\right)ofxx^{\prime}Andyy^{\prime}The dd offfin the directionttare then thed.dd.d. off1f_{1}as a function ofx;yx^{\prime};y^{\prime}We can then
define functions that exhibit a property of convexity in any direction, but these functions revert, through a simple change of variables, to the functions previously defined.

Or we can also consider functions that exhibit convoxity in two or more directions, whether distinct or not. For example, a function that is polynomial (not necessarily of the same order) in two directions generally reduces to a polynomial inxxAndyyThis is surely the case if the directions aret0t_{0}Andttwithαβγδ0\alpha\beta\gamma\delta\neq 0, up to a further change of variables. If, in addition, the function is polynomial of order (m,nm,n) in the directiont0t_{0}and polynomial of order (m,nm^{\prime},n^{\prime}) in the directionttit reduces to a polynomial of degreem+n+m+\leqq m+n+m^{\prime}+-n+2n^{\prime}+2The only polynomial functions of order(m,n)(m,n)in all directions are polynomials of degree<m+n+1<m+n+1but we can find polynomials of degreem+n+1m+n+1polynomials of order (m,nm,n) in an infinite number of directions [47 s].

Let us leave aside these generalities and return to the simplest cases, which are, moreover, the most important.
P. Mondex [39 e] studied the non-concave functions of order 1 with respect to a for all values ​​ofyyand non-concave of order 1 with respect toyyfor any value ofxx, calling them doubly convex, functions which have also been considered by N. Krutkos [34].

More generally, we will say that a functionffis of ordernninxxresponsible for ordernninyyif it is of ordernnwith respect to x for any value ofyyresp. d'ordeonncompared toyyfor any value ofxxWe will also say that a function is doubly of order[m,n][m,n]if it is of ordermminxxand ordernnonyyNote that in these definitions, the function is not required to exhibit the same convexity characteristic of function m with respect toxxfor all values ​​of y or that it exhibits the same convexity characteristic of order n with respect to y for all values ​​ofxxIn particular, if / is non-oonoavo of order n with respect toxx(ear relation toyy) for any value ofy[y[ofx]x]no, let's return to a function of order (n,0n,0) [of order (0,n0,n)]. It is clear what is meant by a doubly nonconcave function of order [m, n]. P. Montel's functions are doubly nonconcave of order [1,1].

It is shown that any function of ordermminxxel continues with respect to y is at dd order (mm, 0) bounded in a rectangular end c . R. H is sufficient even, for it to be so, thatffeither bounded inyyin any intervalc(c,d)c\cdot(c,d), for any valuex(has,b)x\in\cdot(a,b)A doubly ordered function[m,n],m1,n1[m,n],m\geq 1,n\geq 1is therefore in order dd (m,0m,0) and order (0,n0,n) bounded, therefore is continuous and, according to P. Montel [39 a], has a partial derivativefhasrys(x+s)f_{a^{r}y^{s}}^{(x+s)}eontinue, pourru queFm+sn<1\frac{F}{m}+\frac{s}{n}<1, in any completely interior rectangle.

The double non-coneaves functions of order[0,0][0,0]were examined by WH Young and GC Young [66]. If (xn,ynx_{n},y_{n}) is, a point of R , these functions enjoy the property that, if a sequence of points(xp,yp),p=1,2,\left(x_{p},y_{p}\right),p=1,2,\ldotsfrom Retond towards(x1,y0)\left(x_{1},y_{0}\right)in such a way that one constantlyxp>x0,yp>y0x_{p}>x_{0},y_{p}>y_{0}Orxp<x0x_{p}<x_{0},yp<y0,f(xp,yp)y_{p}<y_{0},f\left(x_{p},y_{p}\right)end towards a limitf(x0,y0)\geq f\left(x_{0},y_{0}\right)Orf(x0,y0)\leqq f\left(x_{0},y_{0}\right)These authors also studied the case where, in addition, the function is non-conoave of order (0,0).

We can also consider doubly polynomial functions of order[m,n][m,n]which are polynomials of ordermminxxand polynomials of order n in y. These are obviously polynomials of degreemminxxdegree ofnnonyy, therefore what can be called a polynomial of degree (m, n).
33. - We can finally define functions in a domain D, which exhibit certain convexity properties in all directions.

In particular, we will say that / is completely of order n in D if it is of ordernnon any straight line intersecting the domain D, in other words it is of order (n,0n,0) in any direction. When n is even, there is no need to distinguish between convexity and concaveness. On the contrary, if n is odd, we can define completely convex, non-concave, ... functions of order n.

A completely orderly functionnnis, in particular, a doubling of order[n,n][n,n], therefore it is continuous at every point inside D ifn>0n>0A function of order 0 is bounded in allD1cDD_{1}c\cdot DA function completely of order 'n' has partial derivatives of order .<n<ncontinuous at every
interior point. If, in particular, the partial derivatives of ordern+1n+1exist, the function

i=0n+1(n+1i=0)cosni+1αsiiαn+1fxni+1yi\sum_{i=0}^{n+1}\binom{n+1}{i=0}\cos^{n-i+1}\alpha\sin^{i}\alpha\frac{\partial^{n+1}f}{\partial x^{n-i+1}\partial y^{i}} (32)

must have an invariable sign on any straight line making the angleα\alphawith the axis0x0xIf, in addition, the function is completely non-concave of ordernnodd, for allx,yx,yThe polynomial (32) must be non-negative. In particular, the conditions

fx2"0,fx2"fy2"(fxy")20f_{x^{2}}^{\prime\prime\prime}\geq 0,\quad f_{x^{2}}^{\prime\prime}f_{y^{2}}^{\prime\prime}-\left(f_{xy}^{\prime\prime}\right)^{2}\geq 0

are necessary and sufficient for complete non-concaveness, and

fx2">0,f2"fy2"(fxy")2>0f_{x^{2}}^{\prime\prime\prime}>0,\quad f_{2}^{\prime\prime}f_{y^{2}}^{\prime\prime}-\left(f_{xy}^{\prime\prime}\right)^{2}>0

are sufficient for the complete first-order convexity offfassuming, of course, that second derivatives exist.

Jensen's inequality [27] can be extended to completely non-concave functions of order 1. We have the inequality, established by F. Sibrani [53],

f(ΣpixiΣpi,ΣpiyiΣpi)Σpif(xi,yi)Σpi,pi>0.f\left(\frac{\Sigma p_{i}x_{i}}{\Sigma p_{i}},\frac{\Sigma p_{i}y_{i}}{\Sigma p_{i}}\right)\leqq\frac{\Sigma p_{i}f\left(x_{i},y_{i}\right)}{\Sigma p_{i}},\quad p_{i}>0. (33)

EJ McSuane [38] generalized this inequality for two or more variables, as in the case of a single variable.

A completely polynomial function of ordernnreduces to a polynomial of degreennin D.
34. – Ifff, g are two non-concave functions of order (m,nm,n), cf andf+gf+g, Orccis a positive constant, are still non-concave functions of order (m,nm,nThe limit of a convergent sequence of non-concave functions of order(m,n)(m,n)is still nonconcave of order (m,nm,nMoreover, any continuous function in R exhibiting one or more well-defined convexity properties is the limit of a uniformly convergent sequence in R of polynomials exhibiting the same convexity properties, as shown by the polynomials of S. Barnsterin in soft variables.

1(bhas)p(dc)pi=0;0;0η(pi)(qj)fihas+ibhasp,c+jdcdcq).\left.\frac{1}{(b-a)^{p}(d-c)^{p}}\sum_{i=0;0;0}^{\eta}\binom{p}{i}\binom{q}{j}f_{i}^{\prime}a+i\frac{b-a}{p},c+j^{d-c}\frac{d-c}{q}\right).

M. Nicoresco [41] demonstrated, as in the case of a variable, that a family of doubly non-concave functions of order 1 and equally bounded above inDDis normal inside doDDand deduces that any non-decreasing sequence of doubly non-concave functions of order 1 that converges at a point e. D, converges uniformly inside D.
J.L.W.V. Jensen [27] already noted that a doubly non-concave function of order 1 is not necessarily completely of order 1.
F. Riesz [50-6] generalizes non-concave functions of order 1 of one variable by subharmonic functions of two or more variables. A functionffis subharmonic in D if,D1\mathrm{D}_{1}being any subdomain of D, it is, at every point ofD1D_{1}, not above any harmonic function that it does not exceed at any point on the boundary ofD1\mathrm{D}_{1}If the subharmonic function is continuous, or more generally if the following integral exists, it is characterized by the fact that it remains at every point e . D, not above its average value taken over a circumference having co as its opposite point and belonging to D. The subharmonic functionffis therefore characterized by inequality

f(x,y)12π02πf(x+rcosθ,y+rsiθ)dθf(x,y)\leq\frac{1}{2\pi}\int_{0}^{2\pi}f(x+r\cos\theta,y+r\sin\theta)d\theta

whatever(x,y)D(x,y)\in\cdot\mathrm{D}Andr<r<(if D is closed)\leqq) that the distance from the point(x,y)(x,y)at the border of D.

The study of subharmonic functions is beyond the scope of this book. We will limit ourselves to recalling a few results related to convex functions.
P. Montel [39b] demonstrated that every doubly non-concave function of order 1 is subharmonic. This property is not true for doubly 1st-order functions.
P. Montel [39b] and T. Rado [48a] demonstrated that the necessary and sufficient condition forffeither subharmonic is thatef+αx+βye^{f+\alpha x+\beta y}that is, for all values ​​of the constantsα,β\alpha,\beta. P. Montel [39 c] showed that the property also remains for doubly non-concave functions of order 1 and completely non-concave functions of order 1.

SoilF(t)F(t)a continuous function in(,+)(-\infty,+\infty)And//continued
in DS Saks [51 a] demonstrates that ifF(f+αx+βy+γ)\mathrm{F}(f+\alpha x+\beta y+\gamma)is subharmonic for all values ​​of the constantsα,β,γ\alpha,\beta,\gamma, the functionFFis non-concave of order 1 and:11^{\circ}orFFis a constant;22^{\circ}orffis harmonic;3030^{\circ}or F is non-decreasing andffis subharmonic;44^{\circ}or finallyFFis non-increasing and - / is subharmonic. These properties remain for doubly non-concave functions of order 1 and completely non-concave functions of order 1. In the case22^{\circ}, the harmonic function must then be a polynomial of the formHASxy+Bx+Cy+D\mathrm{A}xy+\mathrm{B}x+\mathrm{C}y+\mathrm{D}, respectively a polynomial of the formHASx+By+C\mathrm{A}x+\mathrm{B}y+\mathrm{C}35.
- As in the case of a variable, we can also define more general functions by considering only dd on lattices formed by equidistant lines. Let us consider the difference of order (m,nm,n)

δh,km,nf(x,y)=i=0mj=0n(1)m+niy(mi)(nj)f(x+ih,y+jk),\delta_{h,k}^{m,n}f(x,y)=\sum_{i=0}^{m}\sum_{j=0}^{n}(-1)^{m+n-i-y}\binom{m}{i}\binom{n}{j}f(x+ih,y+jk),

which is, up to a factor independent of the function, a d of order (m,nm,n),

εh,km,nf(x,y)=m!n!hmkn[x,x+h,,x+mhy,y+k,,y+nk;f].\varepsilon_{h,k}^{m,n}f(x,y)=m!n!h^{m}k^{n}\left[\begin{array}[]{l}x,x+h,\cdots,x+mh\\ y,y+k,\cdots,y+nk\end{array};f\right].

Using these differences, we can define convex, non-concave, etc. functions of order (mm,nn) (JJ) in R, which coincide, moreover, with convex, non-concave functions, etc. of order (m,nm,n) in the ordinary sense, if the function is continuous in R. It can easily be seen that this is still the case if the function is bounded or linearly measurable in R. Indeed, in these cases, for each value ofyyel,k,y,y+(n+1)k(c,d)k,y,y+(n+1)k\in(c,d), the functionohas,ko,n+1f(x,y){\underset{a,k}{o}}_{o,n+1}^{\prime}f(x,y)ofxx, is horned, or measurable, and of ordermm, therefore of order m in the ordinary sense. We therefore have Pinegality

[x1,x2,,xm+2y,y+k,,y+(n+1)k;f]0,\left[\begin{array}[]{l}x_{1},x_{2},\ldots,x_{m+2}\\ y,y+k,\ldots,y+(n+1)k;f\end{array}\right]\equiv 0,

assuming the non-concave function of order(m,n)(J)(m,n)(J)The general inequality (29) then results from the fact that by fixingx1,x2,,xn+3x_{1},x_{2},\ldots,x_{n+3}, the function ofy,[x1,x2,xn+2;]y,\left[x_{1},x_{2},\ldots x_{n+2};\right]is bounded, or measurable, nonconcave of order r (J). It is important to note that linear measurability cannot be replaced by surface measurability.

measurement, from the equation (24) in the interval (a,b), and oloisag do manióroquoχ(has)=χ(b)=0\chi(a)=\chi(b)=0We have olopχ(r)=0\chi(r)=0on tomb point. a which divides Pinbervalle raljennellement (has,ba,b). The sonebion

f(x,c+has2)=x(x),x(has,b),\displaystyle f\left(x,\frac{c+a}{2}\right)=x(x),\quad x\in(a,b),
f(has+b2,y)=χ(hasdbc+u(bhas)dc),y(c,d),\displaystyle f\left(\frac{a+b}{2},y\right)=\chi\left(\frac{ad-bc+u(b-a)}{d-c}\right),\quad y\in(c,d),
f(x,y)=0,xhas+b2,y=c+d2\displaystyle f(x,y)=0,x-\frac{a+b}{2},y=\frac{c+d}{2}

mi well polynomial of orderm (m,mm,m) (J),m1,n1m\geq 1,n\geq 1, but is obviously not a proudo-polynomo.

We can also delineate functions completely in order (I). Let us consider, parlioulior, the casen=1n=1Let us consider a functionf(P)=f(x1,x2),,xm)\left.f(\mathrm{P})=f\left(x_{1},x_{2}\right),\ldots,x_{m}\right)desinine, completely non-concave of order1(J)1(J)in the convex and bounded domain D. These forchions are characterized by inequality

f(P+P2)12(f(P)+f(P))f\left(\frac{\mathrm{P}+\mathrm{P}^{\prime}}{2}\right)\leq\frac{1}{2}\left(f(\mathrm{P})+f\left(\mathrm{P}^{\prime}\right)\right)

OrP,PDP,P^{\prime}\in D, AndP+P2\frac{P+P^{\prime}}{2}is the midpoint of the segmentPPPP^{\prime}These functions constitute the generalization given by JLWW IExsem [27] of the functions of a single variable that he studied. These functions: are non-concave of order 1. (J) on any line intersecting the domain D. We deduce from this, with P. Tontonca [60a], that a function entirely non-concave of order 1 (3), and bounded above in D, is completely non-concave of order 1 in the ordinary sense. If D is closed, we can observe, with II. Budarsmo [10], that it is even sufficient for the function to be bounded above, on the border F of D. In general, soib P m poini inside of D. A line passes through Po or the border Fen Pa, Pa. The ratio of the segments P.,1PP2{}_{1},\mathrm{PP}_{2}varies in a continuous way when the right hour aroundPPand is not generally constant, therefore necessarily takes on a reasonable value. It is reasonable that one can choose the pointsP1,P2\mathrm{P}_{1},\mathrm{P}_{2}so thatf(P2)f\left(\mathrm{P}^{2}\right)max[/(P1),f(P2)]\left[/\left(\mathrm{P}_{1}\right),f\left(\mathrm{P}_{2}\right)\right]This reasoning is flawed only if Is is a hypersphere with centerPP, therefore at most for one point, hence the property. A. Corucer [13] remarked that, if (P) is bounded above
on a segmentHAS0B0\mathrm{A}_{0}\mathrm{~B}_{0}, it is bounded on any segment parallel toHAS0B0\mathrm{A}_{0}\mathrm{~B}_{0}, of extremitiesD\in\cdot\mathrm{D}We can conclude that, ifffis measurable, it is completely non-concave of order 1 in the ordinary sense.
P. Tortorici [60 b] also notes that, if D is closed, the maximum off(P)f(\mathrm{P}), assumed to be continuous, is only attained on the boundary, unless the function is not constant. Iff(P)f(P)reaches its minimum on the borderFFThis is the case everywhere.D1D\mathrm{D}_{1}\subset\mathrm{D}This property is analogous to the one that defines the monotonicity pattern in the case of a single variable. This author also specifies the set of points P or min f(P) is ableint.

The surface representing the functionf(P)f(\mathrm{P})enjoys ownership only in every respect corresponding toPD\mathrm{P}\in\cdot\mathrm{D}There exists a supporting hyperplane, that is to say, through such a point, one can draw a hyperplane leaving the surface not above. L. Galvan1 [19] demonstrates, in the case of two variables, that, for a tangent plane to exist at a representative point corresponding toPPIt is necessary and sufficient that the function be differentiable on two distinct lines passing throughPP, therefore, in particular, that the partiolles derivativesfx,fyf_{x}^{\prime},f_{y}^{\prime}exist at this point. Moreover, the set of points P for which the tangent plane does not exist, is of first category, therefore is formed by the union of a finite number or a countably infinite number of non-dense sets in D.

Note also that, if the set where the function continuesf+α1x1+α2x2++αnxmf+\alpha_{1}x_{1}+\alpha_{2}x_{2}+\ldots+\alpha_{n}x_{m}The curve that reaches its minimum is convex, regardless of the constants.α1,α2,,xn\alpha_{1},\alpha_{2},\ldots,x_{n}the functionffis completely non-concave of order 1. For the maximum, S. Saks' theorem [51 a] does not extend, since it is known that / +x1x1+x_{1}x_{1}++α3x2++αmxm\alpha_{3}x_{2}+\ldots+\alpha_{m}x_{m}reached its maximum on the frontion ofD1,D_{1,}whatever they may be,α1,α2,,αn\alpha_{1},\alpha_{2},\ldots,\alpha_{n}and the domainD1D2D_{1}\subset D_{2}, characterizes subharmonic functions, which are not, in general, completely non-concave of order 1 [5% a].
36. - L. Galvani [19] also defined a convexity (of order 1) on an arbitrary planar set E.
ba functionffis non-concave on E if, for all pointsΛ(x1,y1),B(x2,y2),C(x3,y3)\Lambda\left(x_{1},y_{1}\right),\mathrm{B}\left(x_{2},y_{2}\right),\mathrm{C}\left(x_{3},y_{3}\right)of E, not colinóaros, the value offfin every respect (x,yx,y) belonging to the triangle formed ABG, is not above the plane determined by the three points representing
it(xi,yi,f(xi,yi)),t=1,2,3\left(x_{i},y_{i},f\left(x_{i},y_{i}\right)\right),t=1,2,3. Convexity, polynomiality, etc., are defined in the same way on E.

Ifffis non-eonare with this definition it is non-concave of order 1 on every subset of E belonging to a line. L. GALFANI [19] has demonstrated a certain number of properties of cos functions. If (x,y),(x,y)x,y),\left(x^{\prime},y^{\prime}\right)are two points of F, belonging to the triangleBC\triangle BC, the point(x,y,f(x,y))(x,y,f(x,y))is at the axterior of the three-point angle formed by the point (x,y,(x,y))\left.x^{\prime},y^{\prime},\left(x^{\prime},y^{\prime}\right)\right)and the points A, B, C. The function is defined in any triangle ABC, provided that the points where the values ​​of / are taken relative to E.

If E reduces to a domain D, these functions are identical to completely non-convex functions of order 1.
37. - To conclude, we will also point out some generalizations of convex functions of several variables.
G. Aumann[2has][2\mathrm{a}]defines the non-coneave sonelionf(x1,x2,,xm)f\left(x_{1},x_{2},\ldots,x_{m}\right)in the rectanglehasxi=b,i=1,2,a\leqq x_{i}=b,i=1,2,\ldots, but with the help of the means he introduced [2 b]. An averageM(x1,x2,,xn)M\left(x_{1},x_{2},\ldots,x_{n}\right)is defined by the following properties:

10 M is continuous and symmetrical inx2x_{2}belonging to J interval(has,b)(a,b);

20 there is ap>0p>0such as ifx1x2xnx_{1}\geqslant x_{2}\ldots\ldots x_{n}we have

xnMp(xnx1),Mx1p(xnx1)30 if xixi,i=1,2,n, on hasM(x1,x2,,xn)M(x1,x2,,xn)\begin{gathered}x_{n}-M\geq p\left(x_{n}-x_{1}\right),\quad M-x_{1}\geq p\left(x_{n}-x_{1}\right)\\ 30\text{ si }x_{i}\leq x_{i}^{\prime},i=1,2,\ldots n,\text{ on }a\\ M\left(x_{1},x_{2},\ldots,x_{n}\right)\leq M\left(x_{1}^{\prime},x_{2}^{\prime},\ldots,x_{n}^{\prime}\right)\end{gathered}

From this average ofnnNumbersxix_{i}we deduce another one fromn+1n+1numbers by the following method. Letx1x1xn=1x_{1}\leq x_{1}\geq\ldots\leq x_{n=1}points of (hasa, B) and let

xn+2,i=M(x1,x2,,xi1,xi+1,,xn+1),i=1,2,,n+1.x_{n+2,i}^{\prime}=\mathrm{M}\left(x_{1},x_{2},\ldots,x_{i-1},x_{i+1},\ldots,x_{n+1}\right),\quad i=1,2,\ldots,n+1.

Nors

hasx1x2xn+1"b.a\leqq x_{1}^{\prime}\leqq x_{2}^{\prime}\leqq\cdots\leqq x_{n+1}^{\prime\prime}\leqq b.

From these numbers, we deduce, by the same method,

ux1"x2"xn+1"bu\leqq x_{1}^{\prime\prime}\leqq x_{2}^{\prime\prime}\leqq\cdots\leqq x_{n+1}^{\prime\prime}\leq b

and so on.
Then we have
limitx1(p)=limitx2(p)==limitxn+1(p)=M(x1,x2,,xn+1)\lim x_{1}^{(p)}=\lim x_{2}^{(p)}=\cdots=\lim x_{n+1}^{(p)}=\mathrm{M}^{\prime}\left(x_{1},x_{2},\cdots,x_{n+1}\right)Forpp\rightarrow\infty,
which is still an average, but ofn+1n+1numbers. The author calls it the upper average (Obermittel) ofM(x1,x2,,xn)\mathrm{M}\left(x_{1},x_{2},\ldots,x_{n}\right).

Let us nowMi(x1,x2,,xn),i=1,2,,m,mM_{i}\left(x_{1},x_{2},\ldots,x_{n}\right),i=1,2,\ldots,m,maverages in(has,b)(a,b)AndN(y1,y2,,yn)\mathrm{N}\left(y_{1},y_{2},\ldots,y_{n}\right)an(α,β)(\alpha,\beta)Orz=minfβ=z=\min f_{\text{, }}\beta=max 1. The non-concavity of the functionffis then defined by the inequality

f(M1(x11,x12,,x1n),M2(x21,x22,,x2n),,Mm(xm1,xm2,,xmn))N(f(x11,x21,,xm1),,f(x1n,x2n,,xmn))\begin{gathered}f\left(M_{1}\left(x_{11},x_{12},\ldots,x_{1n}\right),M_{2}\left(x_{21},x_{22},\ldots,x_{2n}\right),\ldots,M_{m}\left(x_{m1},x_{m2},\ldots,x_{mn}\right)\right)\leqq\\ \leqq\mathrm{N}\left(f\left(x_{11},x_{21},\ldots,x_{m1}\right),\ldots,\quad f\left(x_{1n},x_{2n},\ldots,x_{mn}\right)\right)\end{gathered}

whateverxij(has,b),i=1,2,,m,j=1,2,,nx_{ij}\in(a,b),i=1,2,\ldots,m,j=1,2,\ldots,nG.
Aumann [2 a] then said thatffis convex with respect to[M1,M2,,Mm;N]\left[\mathrm{M}_{1},\mathrm{M}_{2},\ldots,\mathrm{M}_{m};\mathrm{N}\right]and demonstrates that the function is then also convex with respect to[M1,M2,,Mm;N]\left[M_{1}^{\prime},M_{2}^{\prime},\ldots,M_{m}^{\prime};N^{\prime}\right], OrMi,NM_{i}^{\prime},N^{\prime}are the upper averages ofMi,N\mathrm{M}_{i},\mathrm{~N}and that, if the function is bounded, it is continuous. By specifying the means that enter into this definition and the functionffWe obtain several interesting inequalities.
I. Schur [52] considers symmetric functions/(x1,x2,,xm)/\left(x_{1},x_{2},\ldots,x_{m}\right)which verify the inequality

f(x1,x2,,xm)f(X1,X2,,Xm)f\left(x_{1},x_{2},\ldots,x_{m}\right)\leqq f\left(\mathbf{X}_{1},\mathbf{X}_{2},\ldots,\mathbf{X}_{m}\right) (34)

Or

Xk=i=1mhaskixi,k=1,2,,m,haski0,i=1mhaski=k=1mhaski=1.\mathrm{X}_{k}=\sum_{i=1}^{m}a_{ki}x_{i},\quad k=1,2,\ldots,m,\quad a_{ki}\geq 0,\quad\sum_{i=1}^{m}a_{ki}=\sum_{k=1}^{m}a_{ki}=1.

If such a function is differentiable, we have(xkxi)(fxkfxi)0\left(x_{k}-x_{i}\right)\left(f_{x_{k}}^{\prime}-f_{x_{i}}^{\prime}\right)\leqq 0Assuming thatfxk=fxif_{x_{k}}^{\prime}=f_{x_{i}}^{\prime}leadsfxk"2fxkxi"+fxi2"<0f_{x_{k}}^{\prime\prime}-2f_{x_{k}x_{i}}^{\prime\prime}+f_{x_{i}^{2}}^{\prime\prime}<0The equality in (34) is only possible if theXkX_{k}are a permutation ofxix_{i}.

This convexity property is verified by the fundamental symmetric functions.ci=Σx1x2xic_{i}=\Sigma x_{1}x_{2}\cdots x_{i}, through the functionsci+1ci\frac{c_{i+1}}{c_{i}}, through the functionsi=1i=1mφ(xi)\sum_{\begin{subarray}{c}i=1\\ i=1\end{subarray}}^{m}\varphi\left(x_{i}\right), Orφ\varphiis a non-convex function of order 1 and even by the contractions

φφ(x1)φ(x2)φ(xi)\varphi\varphi\left(x_{1}\right)_{\varphi}\left(x_{2}\right)\cdots\varphi\left(x_{i}\right)

if φ is, moreover, non-negative.

BIBLIOGRAPHY

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    Ascora, G.: a. This is a new algorithm to represent the real-time variable functions. Annali della R. Sc. Norm. Sup. di Pisa (2), 3, 243-253 (1934). b. Only minimal weight is concentrated and the analysis of the functions continues. ibid., (2), 4, 251-266 (1935).

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    Aumann, G.: a. These functions and induction are unrelated to other conditions. Sitzungsberichte der Bayerischen Akad. Wiss., 11. 3, 403-415 (1933), b. Aufbau son Mittelwerten mehrerer Argumente I. Math. Annalen, 109, 235-253 (1934).

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