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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 &, PUBLISHERS
6, Rue de la Sorbonne, 6
solei
1944
INTRODUCTION
Since Jensen wrote these lines in his now classic memoir [27]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.of which the usual convex functions are a special caseOrder functionsare defined by certain inequalities and verify others which have, especially for, 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 functionsIn the third chapter, I examine some generalizations of order functions.The 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.
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 functions, real, of the real variable, finite and uniform on any linear set.
We will refer to,the extremities (left and right) ofWhen we say that a set is closed, we assume that it contains its endpoints, and therefore that it is bounded. To simplify, we writeinstead of, and we writeif the pointofis within the intervalA subsetofis completely internal toif its endpoints are within the intervalSuch a subset is therefore always bounded. In this case, we writeA subsetofis a section ofif, either it is formed by a single point, or else, with, all the points ofbelonging to the intervalbelong toIf a section contains its endpointswe will also refer to it asThe intersection of two sections is either empty or a section of 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 by; then there exists at least one point ofwhich is to the left of all points in one section and to the right of all points in the other section. Several sections ofare separate sections ofif they are separated in pairs byWe will refer to it, as usual, asthe successive derivatives ofThe near-closureofis the set of all points ofandexcept for the extremities ofthat do not belong to. If, we will say that the wholeis almost closed.
We will say that a functionis continuous on a setif it is continuous at every point ofWe will say thathas a derivative (of a certain order and with a certain definition) if this derivative exists at every pointwhere it is possible to define it, and we will say thathas a continuous derivative onif this derivative is continuous on its domain.
We will refer tothe difference divided by orderofon the pointsThese divided differences are defined by the recurrence relation.
and we can see that they are symmetrical with respect to the pointsLet us designate bythe Vandermonde determinant of numbersand bywhat happens to this determinant if we replace the elementsfrom the last column byrespectively. We have
We will refer tothe Lagrange polynomial, therefore the polynomial of minimum effective degree, taking the valuesat the pointsIt is a polynomial of degree, by agreeing to call by this name a polynomial of effective degreeIf we ask, We have
And
Unless otherwise stated, or unless the writing expressly indicates otherwise, we will assume in these notations thatand then we have, SO
(depending on).
Let us also note the important property
identically in theand which characterizes divided differences. In Chapter IV, we consider functionsreal, real variables, finite and uniform within a certain planar domainWe will always assume thatis a bounded convex domain, closed or not. A subdomain ofis completely internal toif its border has no point in common with the border ofWe will, moreover, always assume that the subdomain under consideration is also convex. More specifically, we will assume thatis a closed rectangle,
According to A. Marchaud [36], a network of orderis a system ofparallel to the axisandparallel to the axisThe 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 orderis a function of the form
Orare functions of a variableInAndfunctions of a variableInA pseudo-polynomial is therefore defined in the rectangleA pseudo-polynomial of orderis completely determined by its values ​​on an order networkConsiderpoints,,, ofThese are the nodes of the network., of orderBy taking the difference divided by orderofon the points,being considered fixed, we have the function of,
and taking the difference divided by orderofon the points,being considered fixed, we have the function of,
We immediately check that
The common value of these numbers can be designated by
and is called the divided difference of orderofon the pointsWe will ask
and we can write
The difference divided by orderof a pseudo-polynomial of orderis null and void. Unless otherwise stated, we will assume thatWe
will refer to it asthe largest wholeWe
will askifAndFinally, we use the abbreviations max and min for the upper and lower bounds, and dd for the divided difference.
CHAPTER I
ORDER FUNCTIONS
1. Definition. The functionis said to be convex, non-concave, polynomial, non-convex, concave of orderonif inequality
| (1) |
is satisfied, whatever thepointsAll these functions are functions of order . ForWe have monotonic functions: increasing, non-decreasing, constant, non-increasing, and decreasing.We have convex, non-concave functions. Ifis convex, non-concave, etc., of order, the functionis concave, non-convex, etc., of order, and vice versa. Let's consider the functiondefined onpoints
| (2) |
and let's use the notation
| (3) |
SO
| (4) |
| (5) |
is verified, regardless ofThis
definition is equivalent to the definition ofWe
can replace inequality (5) with
Forsee L. Galvani [19]. In this case, limiting ourselves to non-concave functions, the property means that the pointis neither above nor below the line joining the pointsdepending onis inside or outside the intervalIt follows that every point on the curveis 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.
Ifis of orderand if, it is a polynomial of orderon, therefore reduces in this section to the values ​​of a polynomial of degree.
A convex or concave function of ordercannot coincide with a polynomial of degreein addition topoints. The converse is true if the function is continuous.
Suppose thatlet the intervaland eitherthe function attached to, taking into accountall values ​​between the minimum and maximum ofat this point (this function is generally multifaceted). So that the functioneither convex or concave of orderInIt is necessary, and sufficient, that the attached functiondoes not coincide with a polynomial of degreein addition topointsIn general, order functionscan be characterized by the fact that, if a polynomial of degreecoincides with the attached functionin addition topoints, it coincides within a closed interval.
3.—Any function of orderis bounded along any section. Ifthe function is bounded on. Whenis bounded, every non-concave function of odd order is bounded below on.
For a function of orderAnd, the limit ofForexists. Moreover, any order functionis uniformly continuous over allFor what we have said to have precise meaning, we must define continuity inby the existence of the limit ofwhen, which is not an essential extension in the case of order functions.
IfOr,For, exists or isOr. Ifwe haveOrdepending onis non-concave of even or odd order. A similar property holds true for the right endWe haveOrdepending onis non-concave or non-convex of orderFor a non-concave function of ordersuch asAndForwe can find a numbersuch asForbig enough. Ifis non-concave of orderand if it is not non-convex of orderon, one can find, under the same conditions, asuch asIndeed, one can then findpointssuch asand the inequality of definitiongives us
the unwritten terms forming a polynomial of degreein4.
—Supposeclosed. Any non-concave function of orderThe 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 function, which is non-concave of any odd order inA function of even order may never reach its maximum or minimum. Such is the function, which is of any even order in.
Letall ofwhere maxonAndall ofwhere minonare reached. Ifis non-concave of order,is formed by at mostseparate sections ofand, if it is not formed by a single section, it contains at mostpoints.
5.—Definition
The functionenjoying certain convexity properties on, will be said to be extendable onif we can find a functiondefined on the meeting ofAnd, enjoying the same convexity properties and such thaton.
presents at mostsign variations.
For a function of orderand for a given k there exists an infinite number of decompositions (7) (E being infinite), such that on eachthe function is of orderThe numbersubsetsthen has a minimum. Ifthe function is not of orderon none of the setsThe function is then alternately non-concave and non-convex of orderon the setsMoreover, ifand ifis nonconcave of orderon E, it is non-concave of orderon.
Conversely, for the function to be of orderon, it suffices that, whatever the polynomialdegreeand the finite subset (2) of, the sequence (8), corresponding to (2) and to the function, presents at mostsign variations. In this statement, we can also consider only the sequences (2) havingpoints.
Functions that admit a decomposition (7) of the preceding nature constitute an important generalization of order functionsWe 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 thatOr -checks the inequality
This class includes not only first-order functions, but also all non-negative functions whose pth power,, is of order 1.
8. - The neighborhoodfrom one pointis a section ofhaving at leastpoints on the left and at leastpoints to the right ofIf, exceptionally, there is only(; points to the left (right)
ofmust contain all these points and at leastpoints to the right (left) ofThe neighborhoodmust be consistent withall points of the closed interval () belonging to the EU, the same applies to a.
Definition. - The functionis said to be locally convex, nonconcaceous, ..., etc., of order n on E if at allcorresponds to a poisinagewhere the function is convex, non-concave,… etc., of order n [47 1].
Any locally convex, non-concave, etc. function of orderon N, with, is convex, non-concave, … ote., of order n on E [47 1].
The condition cannot be replaced in the definitionby the less restrictive conditionE. For example, with this new definition, the function
is locally polynomial of order(for any k) and yet this function is not of order.
In the case of an interval, we can replaceby a neighborhood with ordinary sounds. Forwe find a property of J. Blaquier [8].
One can also impose on a neighborhoodother conditions leading to convexity. We can say that / locally has a line of support on E if, for allE, there exists a neighborhoodand a non-vertical line passing through the point (leaving the curveno, below this line forTherefore, 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:
Ifis defined and semi-continuous in a superior manner on an almost formed set E ot if, whateverE, we can find two pointssuch as in any neighborhoodthere are two pointsverifying the inequality, the function is non-concave of order 1 on[471].
For the demonstration, it suffices to note that, ifis not non-concave of order 1, we can find three points,of E so thatThe extremities of the (closed) set on which the maximumof the functionon the sectionis waiting, are pointsE for which points cannot be foundsatisfactory to the property requirements.
The property of being of order n is not a local property. But, if at allcorresponds to a neighborhood, with, Oris convex or concave of order, this function is convex or concave of orderon E [471].
9. - In the study of order functionsIt 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
Ifis a finite number the function is said to have nth difference, divisible and bounded on E.
Definition. - The nene total parity of the functiononis defined by
the maximum being taken for all finite subsets (2) of E.
Ifis a finite number the function is said to have nth parity bounded on E.
We will assume that E is bounded.
If, 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),coincides with the maximum of the
numbersFrom this it follows that, ifis arbitrary, one can find athe closure ofsuch as in any neighborhood, with, we have[47 1]. It follows that ifis at nth dd bounded in the neighborhood (in the ordinary sense) of every point, 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 tobounded variation. Similarly, any bounded function dd with nth d is at ()th bounded variation.
Any order functionis of bounded nth variation, therefore also of bounded nth variation dd on any sectionMoreover, ifis finished, we can find a numbersuch as(For example) either of orderFor this to be the case, it is sufficient that the order ddbe bounded above or below.
Any functionhasbounded variation is the difference between two non-concave functions of orderand whose nth total variations do not exceed that ofThis result was obtained by E. Hopf [23] in the case of an interval and forby A. Winternitz [65]. ForWe obtain a classical theorem of C. Jordan on ordinary functions of bounded variation. In the general case, such a decomposition exists., where the functions,are as small as possible.Ascoli [1 a, 1 b ] rediscovered these properties through very interesting considerations.
10. - We will now study the derivatives of order functionsWe will assume E is closed andbounded 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..
By definition, thederivativeto the pointis the limit, if it exists, ofwhen the pointstend in some way towardsThe derived term can thus be defined at any point of E' while thederivative in the ordinary sense is defined only on the points of.
So thatexists at a pointit is necessary and sufficient that at allcorresponds to a neighborhood(in the ordinary sense) such that one has
| (9) | |||
So thateither continue onIt is necessary and sufficient that this condition be satisfied uniformly on E'. Moreover, ifexists in every point ofit is continuous on. Ifexists in onethe function is named after horned in the vicinity of, done ifexists at every point of E', the functionis, at nth dd bomée on E. It is clear, on the other hand, that ifis at ()cane d.bounded onexists at every point of.
The relationships that exist betweenand 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, ifexists at a point,the derivative of orderordinary sound also exists at this point and is equal to it.
We can also define a left-handed direct derivative of order nand a direct derivative of orderrightto the pointBy definitionis equal to the limit, if it exists, ofwhen the pointsoftend, in some way, towardsFor the existence of these derivatives, there are necessary and sufficient conditions analogous to that expressed by inequality (9). It is clear that ifis limited only on one side, we only define the nth derivative of that side, which is then identical to. Ifis the limit on two sides ofOxiste,They also exist and are equal to it.can exist and even be equal withoutexists. For example, for the function,both exist and are both equal to zero, butdoes not exist. We also see that, ifexists 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 orderhas continuous derivatives of orderon mowing section-
tionE. It can even be shown that, ifis of orderin the meantime (), it has continuous derivatives of orderin the sense of Liouville-Riemann throughoutThis is, moreover, the case for any function tobounded 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 functionhas a left derivative of orderand a right-hand derivative of order, continues to the left or right over the entire sectionE. Well understoodis not defined at a pointwhich is limited only to the right (left), but thenexists at this point. To ensure consistency in what we say here, we can assume thatbe extended byon these points. The existence of derivatives of orderresults from the fact that the ddis monotonic, of the same direction, with respect to each of the variables. Besides,coincide with the left-hand derivative and the right-hand derivative ofat one pointIf at a pointwe havethe derivative of orderalso exists and is equal to them. The derivativeis continuous throughouton which it exists, as L. Galvani noted [19] for. If,we have
And
provided thateither non-concave of orderon E. The set ofon whichis moreover at most countable, as noted by F. Bernstein [5] and L. Galvant [19] for. Forthe existence of derivatives on both sides has already been established by O. Stolz [57] and JLWV Jensen [27].
Ifis non-concave of orderis non-concave of order. Likewise,are non-decreasing and,are non-negative wherever they exist.
It remains to examine what happens at the extremities of E. If
a EE la dd n I ,tends towards a limit on yours, Or, if thetend towards a. If ae E' limit coincides with the limit, in the proper or improper sense, ofandwhentends towardsFurthermore, if the function is continuous at a and if the limit exists (in the proper or improper sense),, doneexists (in the literal or literal sense) and is equal to the limit. It is clear, moreover, that this limit is ¡ +if the function is non-concave of order n and is - - os if the function is non-convex of orderIf the function is bounded in the neighborhood of a, then all derivatives,exist and ceoi forSimilar remarks can be made regarding the extremity.
According to a remark (in the case(a hypothesis which, moreover, is not essential here) by W. Blasumke and C. Pick [9], ifis of order 1 on E and ifwe have
ifa tends towardsTaking into account the results of theand inequalities against the derivatives of a function of order(see further no. 16), we can demonstrate that in the case of a function of orderwe have the same,
whentends towardsA similar property occurs at the right end.of E. We must not forget that we assume E is closed, therefore bounded, thereforeis bounded on E.
In the caseopen interval, the properties are more precise. For / to be non-convex resp. convex of orderit is necessary or it is sufficient that, exists in () and be non-concave of order n - . k. Similarly, it is necessary and it suffices thatexists and is either non-decreasing or increasing, except perhaps on a set that is at most countable (forsee [19]). Ifexists, the conditionis necessary and sufficient for non-concavity euis sufficient for the convexity ofWe also have in this caseAnd, whatever the limits and total variations, finite or infinite.
According to L. Gasvary [19], the existence of a single,
for everythingin the mean value formula, is necessary and sufficient for the first-order convexity or concavity of the differentiable functionin (a, b). A. Terracini [58] also notes that one hasdepending onassuming the existence of these derivatives.
Ifis of orderAndis the maximum ofin the closed interval (), we have
(10)
with
Inequalities (10) are analogous to inequalities
by A. Markofp [37] and S. Bernstein [7b], whenis a polynomial of degreeP.
Montel [39 b] noted, in the casethat the integral, of a non-concave or convex function of order, is non-concave resp convex of orderMoreover, we can see that ifis a positive integer, andsummable and non-concave of orderIn, the integral of order
is non-concave of orderIn.
Ifis a non-decreasing and bounded function in the interval (), the complete works of Stieltjes
| (11) |
Or
exists and represents a non-concave function of order n with a bounded name. d.Moreover, we can see that if,
W. Blaschke and G. Pick [9] demonstrated, in the casethat representation by a Stieltjes integral is always possible. Indeed, the integral
Orexists forand is a non-decreasing function, bounded in the open interval (By advocating fora suitable valueand fora suitable value□ (), we have the representation
lawyer
valid for all pointsinside the interval (12.
- We can also study derivatives defined differently.
To simplify, supposedefined within the bounded interval (Suppose that at allcorresponds a setof pairs of points (), such asand that all
kingshipcontains at least one pair (). The max. of the min. oftend, for, when the pointsremain in the interval (), towards the limits (proper or improper)We can calla generalized upper second derivative inAnda generalized lower second derivative inIf, in every respectwe have defined the numbers, we have a generalized upper second derivative resp lower second derivative in (). Ifis twice differentiable, obviously..
We then have the following property:
Ifis semi-continuous from above and if there exists an upper second derivativesuch as
the functionis non-concave of order 1 inIndeed
, eitherminIn. We have. If, ownership results from ownership demonstrated in paragraph 8. For, the property results from the fact that thenOris in the caseThe functionsare therefore non-concave of order 1, the same is true for their limitif(see further on)).
In the particular case,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
-
13.
-
•
For a non-concave function of order 1 we have the classic inequality
-
•
| (12) |
Or, given in a particular case by O. Hölder [22], and in the general case by JLWV Jensen [27]. Ifis convex, equality is only possible forA.
del Chiaro [15] generalized this inequality with the following
| (13) |
the integrals being taken fromhasand whereis summable and almost everywheremeasurable and bounded innonconcave of order 1 in. Ifis 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: Eithernon-concave of order 1 on E and F. a family of functionsof one or more variables, defined on a setso that:is uniform and all its values ​​belong to E, 20 ifwe also havebeing a real constant,ifwe also haveLet Ω[φ] then be a non-negative linear functional operation, defined for the family, whose values ​​belong to E and such thatWe have done:
ifis a constant,
,
ifInequality
​
then results from (6) as noted by B. Jessen [28 a]. By particularizing the family sh and choosing the operation appropriatelyEJ 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 numberof variables and the operationexpressed by an integrate-uple.
HP Mulholland [40] demonstrates that, in order for one to have
Given two positive constants A and B, it is necessary and sufficient that we can find a functionnon-concave of order 1 such that
Let us consider the quasi-arithmetic mean
being a suitable function ofAndthe inverse function of. B. Jessen [28 a, 28 b] demonstrates that if,are continuousmonotonous,growing inequalityfor allor the functionsThis amounts to Jensen's inequality. Indeed, for this to be the case, it is necessary and sufficient thateither nonconcave of order 1. K. Knopp [32 a] remarks, moreover, that, for this to be so, it is necessary and sufficient that
for allin 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 theor on the functions.
Let f be a continuous, non-concave function of order 1 in the interval formedLet's ask.
where, to simplify, we can assume p is continuous in, such asJensen's inequality is written aloraFurthermore, ifis non-concave of orderwe have [47 1 ],
| (14) |
if
and.
(15)if.
Furthermore, if the functionis convex, the equality in (14) is only possible if φ is equal to the polynomial that appears as the argument ofin the second member and in (15) only if
These results lead to the upper limit ofAccording to K. Knopp [32 b], if p is non-decreasing,
The maximum of the right-hand side is reached for only one valueof, ifis convex. The maximum ofis then only reached by discontinuous functions, for example by
(1) We can easily move to a closed interval () any.
When e is continuous, one-decreasing and non-concave of order 1, we have [47, 4 ],
equality is only possible, if f is convex, for a single valueofand for the function
In the demonstration we gave of these results [47r], we further assumed thathas 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
if, is non-convex of order 1 inAndnon-concave (integrable into. IfFurthermore, since it is convex, equality is only possible for functions
15.
- We sought to determine inequalities of the form
(16)valid
for all non-concave functions of order n. The necessary and sufficient condition is that we have [47 h, 47 [],
| (17) | |||
We assume, of course, that this is a function defined on the pointsWhen the function is defined in an interval containing the pointsThe previous conditions are no longer
necessary forIn this case, the necessary and sufficient conditions are (17) and
When the function is convex of orderthe sign ¿ takes place in (16).
ConsiderpointsAndpositive numbersAmong all polynomials of degreeof the shapeThere is one and only onemaking minimum PexpressionWe thus have a sequence of polynomials.
which are orthogonal, in the sense that
The zeros of the polynomialare all real, distinct, and within the interval (Furthermore, the zeros of the polynomialare separated by zerosof,that is to say, the following
presentvariations [47 b], which greatly clarifies the distribution of points.
The zerosofare determined by the system
which also gave the positive numbers, which we call the weights of the polynomial. THEare the weights of.
Any function defined on the pointsand non-concave, odd order, checks the inequality
ForThe inequality is equivalent to the inequality of definition. If, in addition, the function is convex, we have the sign.
Let's nowthe zeros, all real and distinct, of the polynomialWe have the system
which also determines the positive weightsof the polynomialAny
non-concave function of even order, defined on the pointschecks the inequality
provided that thebe chosen in such a way that, which forreturns to the inequality of definition. When the function is convex the sign ¡ takes place [47 1].
Forwe can also see that, ifis continuous and increasing, or decreasing, there is only onesuch as
and, ifwe haveIn
the caseanything, we can doand thus obtain inequalities analogous to that of JLWV Jensen [see 47 1].
16. - Inequality (16) can also be written in the form
| (18) |
, if the mutual ratios of the coefficientsare rational.
For this inequality to hold true for any non-decreasing function, it is necessary and sufficient that, 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
This condition is equivalent to the following [21 b]: We can findnon-negative numberssuch as
This category includes the K. Tons inequality [59]
valid for first-order non-concave mowing functions, thebeing the zeros of the derivative of the polynomialequality is only possible for a convex function ifFor functions of the formOr, this inequality has already been studied by HE Bray [12] and S. Kakeya [30 c].
Mr. Pethovitch's inequality [44]
or the more general inequality
Oris non-concave of order 1 inclosed on the left, can. be linked to inequalities (16) and (18).
So that we may have,, being non-decreasing.
| (19) |
for any functioncontinuous and non-concave of order 1, it is necessary that eb it suffices that
or, in another form equivalent to this one,
whatever the constant[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 order, it is necessary and sufficient that it be true for a polynomial of degreeand for functions of the form,being a constant.
As an application of (19), we can consider the inequality
which is satisfied by any non-concave function of order 1 in (Conversely, any summable and semi-continuous function above, which satisfies this inequality, regardless ofotpossible, is non-concave of order 1 inT.
Rado [48b] generalized this inequality as follows: the inequality
| (20) | |||
is satisfied by any continuous, positive, and non-concave function of order 1 inif, and only if, Or, Oror, finally,. Ifand if the function is continuous and positivesatisfies inequality (20), it is nonconcave of order 1 inIt follows that continuous, positive, and non-concave functions of order 1 are characterized by inequality (2), ifOr17.
— Inequalities can also be established between the values ​​of the functionand its derivatives up to a certain order. To simplify, supposedefined in an interval containing the points. For inequality (21),
oinotdenotes one of the derivatives(not necessarily the same for everyone)), either verified for Touba, a non-concave function of order n, it is necessary that it suffices that
In particular, in the caseInequality (21) is simply the limit of the defining inequality (1) when the pointstend towards each other in groups of, …, sem +1 points. This inequality can be written in the form
and the first member is a quotient of two determinants that can be easily obtained from the determinant of orderby repeated application of LjHospital's rule. In particular, forwe obtain
If the functionis convex of orderIn all these inequalities, the symbol ¿ appears.
18. A function can possess several convexity properties simultaneously. In particular, functions that are non-concave of orderare also called (- 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 propertyis polynomial, any property of orderor also of polynomiality. Moreover, a polynomial function of ordermust necessarily be convex, polynomial or concave of orderWe can also find functions (polynomials) enjoying a finite number of convexity or concavity properties chosen arbitrarily within an interval[47 d]
The family of order functionsis invariant under a linear transformation. Ifare functions enjoying the same convexity properties, the functions cf,also enjoy the same properties ifis a positive constant, convexity and polynomiality being considered special cases of non-concavity. We can also specify the convexity characteristics of the productand the function of functionFor example, ifis non-concave of order -Andnon-concave order -or non-convex of order -the productis also non-concave or non-convex of order -1.0,. Ifare-moon-twisted,is also-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 sequenceof functions enjoying the same convexity properties, still enjoys the same properties. According to P. Montel [39b] if theare non-concave of order 1 and also bounded on a subset completely interior to E,and maxare 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 orderTo see this, one only needs to consider the family of two functions, -which are of order, but their maximum functionis not in orderin an interval containing the origin. G. Valiron [61 a] clarified the previous results by noting that ifis continuous inAndForand convex of order 1 infor everythingthe max functiononis also convex of order 1 inThe example
This
shows us that this property cannot be extended to the caseOn the contrary, as G. Valiron [al] also notes this in the casethe completeis non-concave or convex of orderifis non-concave resp convex of order n for LoutHere, it suffices that the integral exists in Lebesgue's sense, regardless ofand we can, of course, replace () by an arbitrary set E, and () 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 pointconverges uniformly on any section c. E.
19. - P. Montea [39 b] and G. Valiron [61 a] have shown that for thateither non-concave or convex of order 1, it is necessary and sufficient thateither non-concave or convex of order 1 for all values ​​of the constant.
Eithera function increasing in (). If the functionis non-concave or convex of orderon E, for any polynomial P of degreewithout a constant term, the functionis non-concave or convex of orderon E. Indeed, if we determine the polynomial P such that
We have
and inequality
gives us
Hence the property. ForThe property is commonplace. Ifis non-decreasing or increasing,obviously non-decreasing resp increasing on E.
But there are much more comprehensive results. Supposecontinues in (), and eithera continuous function in the interval (Following a line of reasoning by S. Saks [51c], it can be shown that, ifis non-concave of order 1, regardless of the constants, SO :is non-concave of order 1;oris, constant, oris linear, on F is non-decreasing olis non-concave of order 1, or finally F is non-increasing andis non-convex of order 1. IfThe questions become much simpler. Let's assume, to simplify things further, thatAndare () differentiable times. So, ifis non-concave of order n, for any polynomial P of degreeThe function F is necessarily linear. That is, in effect,a value ofa value ofAndany number. We can determine the polynomial P such that we have
The formula for the derivativethen gives us, for
being a number independent ofWe deduce from this,, doneis linear. Moreover, we can see that, furthermore, or bionis constant, or F is non-decreasing and f is non-concavo of orderoris 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 inthe functionis also non-concave resp. convex of order 1 in20.
– 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 function, continues in the closed intervalis 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].
Furthermore, any continuous and non-concave function of orderin (a, b) is the limit of a uniformly convergent sequence of polynomials of orderIn.
Thereone terminal ofEastthe kth terminal ofForand is generally the, like the boundary ofForSimilarly, the total heme variation ofEastthat ofForand is generally that of / for[47d].
Moreover, we have
being the oscillation modulus ofAny
continuous function of orderInis the limit of a uniformly convergent sequence of elementary functions (see no. 6) of order[47 c]. Let us suppose, first of all, thatgarlic a continuous derivative of orderin the closed intervalThis is then a non-concave function of order 1. A polygonal line can be found.inscribed in the curve, so that we have
& ¿ q arbitrarily given in advance. φ is an elementary function of order 1. The elementary function of order n
then verifies the inequality.
In the general case, it suffices to note that one can first find a functionhaving a ()th continuous derivative such that maxcan be as small as you want.
Let us note, moreover, as L. Galvani does [19] in the
case, that for any non-concave function of orderIn () we have a decomposition of the form
OrAndis non-concave of orderhaving a derivative of ordercontinues in the open intervalLeaare the points of discontinuity of thederived fromeb
-
21.
-
•
The Chebyshev polynomial, or the polynomial of best approximation of degreeof a continuous function, defined on a closed set E, is the polynomial that minimizes the expression maxon E, where P ranges over the set of polynomials of degreeThe polynomialis characterized completely by the fact thatreached the valuesin at leastconsecutive points with alternating signs, as demonstrated by E. Borel [11].
-
•
Ifis, moreover, non-concave of order, not reducing to a polynomial of degreeone can only findconsecutive points where
with alternating signs. In other words, ifis non-concave of order, without being polynomial of orderpolynomialsare distinct, thereforeis indeed of degree.
Conversely, ifis a continuous function in the closed intervaland if, for any closed interval, the Chebyshev polynomial of degreeofInis indeed of degree, the functionis convex or concave of orderIn .
It can also be noted that, ifis of orderthe maximum valueis necessarily reached at the extremitiesAndMoreover, we have
depending onis even or odd.
Conversely, ifis continuous in the closed intervaland if, for any closed intervalthe polynomialofInchecks the equalities
the functionis of orderIn .
22. Let us consider the integral
Ifis measurable and bounded within the closed interval (), the expressionhas a minimum when P ranges over the set of polynomials of degreeThis minimum is attained by at least one polynomial., which is unique ifis continuous, as demonstrated by D. Jackson [26]. In particular, for, A. Korkine, G. Zolotarefe [31 bis] and M. Fujewara [18] have shown that
(22)a doneis the derivative of the polynomial
who stands out, among all those of the form, the least possible number of zeros in the interval (). The zeros of polynomial (22) are
We can therefore say that the minimum ofis, realized by the Lagrange polynomial.
EitherAnda monotonic (non-constant) function that can be assumed to be non-decreasing. The problem then becomes determining the minimum ofas a function ofThe minimum is still reached bywhich results from inequality
equivalent to inequality, verified by the
function, non-concave of order 1. H. Steinhaus [55] demonstrated that, ifthe minimum is provided by the polynomialifis of order 1. Finally, V. Hruska [24] showed that, forfor any polynomial, the minimum is given by the polynomialwhenexists and isIt is easy to deduce that the result remains valid ifis only of order.
CHAPTER III
GENERALIZATIONS OF ORDER FUNCTIONS
-
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, 'And, at every point of an open interval () where the continuous functionis defined, it is sufficient that at allcorresponds to asuch as one has
-
•
| (23) |
ForThis author demonstrates that (23) entails inequality
But it was JLWV Jensen [27] who first studied systematically the functions satisfying inequality (23).
Let us consider the differences in order,
of the function, defined in the intervalThe differenceis, up to a factor independent of the function, a dd of order,
Definition. - We will say that the function, defined in the intervalis convex, non-concave, polynomial, non-convex resp. concave of order, or in Jensen's sense, in () following that inequality
, =, sesp.is satisfied.
All these functions are functions of order n (J).
It follows immediately that, for these functions, inequality (1) is satisfied, provided that the pointsare divided rationally, that is to say that the ratiosbe rational.
The definition can be extended to any set E such that withwe always. 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 orderonis convex, non-concave, etc. of orderin the ordinary sense on any subset ofwhose points divide rationally.
24.—Any convex, non-concave, … etc. function of orderin the ordinary senseis obviously convex, non-concave, etc., of orderIn. IfThe converse is naturally true since the two definitions coincide, but ifThe converse is only true if certain restrictive assumptions are made about the function.This is the case if the function is continuous inor, more generally, if the function is bounded inJLWV Jensen [27] demonstrated that, for the non-concave function of order, 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, as demonstrated forH. Blumberg [10] and W. Sierpiński [54b]. W. Sierpiński [54c] even demonstrated that, forand the non-concave function, it suffices that there exists a measurable functionsuch as. A. Ostrowski [42] demonstrates a similar property.
The study of linear functions (d) amounts to a summation at Téfade of Caveny's equality.
| (24) |
whose continuous solution is, A élant, a constant. Indeed, ifis linear (J) the function-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 thateither bounded on a measurable set of measurementMoreover, 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 orderany.
Let's make a brief digression on equations of the form
| (25) |
P. Montel [39 a] demonstrated that ifis continuous and (25) is verified for alland for two fixed valuesofwhose ratio is irrational, the functionis a polynomial of degreeThis is the case even ifis continuous only at n pointse]. We have studied the generalizations of equation (25) in another work [47 s].
25. - Let us say a few words about discontinuous functions of orderFrom the remarks made above, it follows that ifis. of order, it is uniformly continuous on the set of points that rationally divide the intervaland which belong to a subintervalThus, we find, for, a property of F. Berinstein [5].
Eithernon-concave of orderInclosed. F. Bennstenn and G. Doetser [6] have shown that, if f is not bounded below in the interval (), it is not bounded below at any point of (). These authors also demonstrated that, ifis the lower bound function ofand ifat one point, the functionis not bounded at any point above, and the representative pointscurveare dense everywhere aboveThe functionis, moreover, non-concave of order 1 if / is bounded below.
Otherwise, the representative points () are everywhere dense in the band between the ordinates a and b. G. Hamel. [20] also notes that, ifis linear (J) in (, +), 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
Orare rational numbers,the elements of a base H0 of real numbers, therefore numbers such that allcan be represented in a unique way in the form
with a finite number of rational numbersno, null and finallyare 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 (), which we can assume to be open, we can still define an nth bound, which is, by definition, the maximum of the absolute value of ddin the meantime. Ifis, finished, the functionis non-concave of order.
Any order ddof, taken at points that are rationally divisible, is contained between —And, from which we deduce that ifis continuousbeing, the nth boundary defined atIt also follows that, ifand ifis bomed or measurable andis finite, the function is continuous,
S. Saks [51 b] notes that, if the function / is differentiable, and
it is non-concave of order 2 in. S. Verblunsky 63 a] demonstrates, moreover, that, if / is differentiable in the interval formed (), and if the generalized third derivative
exists, we have, for,
and finds a similar property for the fourth-order difference.
Note also that, according to A. Marchauo [36], if f is bounded in the closed intervalAnduniformly with respect toThe function is continuous. Likewise, ifuniformly,has a continuous nth derivative equal toThese results remain valid if we assume the functionmeasurable [47 q], as demonstrated, for the second property, also by H. Wittmey [64].
27. - S. Bernstern [7 b] considers the functionswhich verify the inequalitiesin 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 of- a in an interval. For a function to be the difference between two completely monotonic functions in (), it is necessary and sufficient that it be analytical and developable according to the powers ofIn, withThe functions that are beautiful thatis of invariable sign for each positive integer, are ineove analybic and developable according to the powers ofIn, withS.
Bennstern [7e] made a systematic study of monotonic complementary functions inand determined those which take, with their first n or with all their derivatives, given values ​​forThis problem is closely related to the moment problem since a completely monotonic function in (, 0) is representable by an integral of the form
oì φ is non-decreasing.
28. - We can also generalize functions of order n in another way. Consider a finite and closed intervalcontaining the bounded set E. Let
| (26) |
a finite or infinite sequence of functions defined inThese functions are said to form a basis when a linear combinationwith constant coefficients, is completely determined by its values ​​indistinct points, and this regardless ofand thepoints considered.
Let us designate bythe determinant
and bythe determinant
being any function. For the functions (26) to form a basis, it is necessary and sufficient that we haveForand distinct and forWe will also say that the functions (26) form a system (T) if
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 functionis convex, nonconcave, polynomial, nonconvex, concave (T), or with respect to the functions, on E , if the inequality
is verified, regardless of[47 f].
To simplify the language we will say that all these functions are (T) functions.
Convexity (or concavity) (T) essentially expresses the property thatform 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 combinationfunctions (26). Moreover, we can geometrically characterize a function (T) using these linear combinations, just as in the particular casewhich we have hitherto eluded.
For any function (T) to be bounded on allIf necessary and sufficient, the functionsbe it, bomess on yourE Si, 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 aifIn particular, the functions of the system (T) are continuous in the interval ouport () if, and only if, the first two functionssoni 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 wherecancels out a finite number of times inIf, for example,And /are continuous, we can first consider the intervals wheredoes not cancel out, and then the intervals that contain a zero ofand wheree does not cancel out, intervals that exist, sincecannot cancel each other out at the same time. In these intervals, it suffices to reverse the roles of the functions..
The functions (), in the case, onli été informed by E. Phragmen and E. Lindelöf [45] who considered the case
which is important in the theory of functions of a complex variable. The functions (T) in the intervalare, then, those for which the determinant,
does not change sign. From what we have said, it follows that
is continuous and even satisfies an ordinary Lieschitz condition in every completely interior interval.
A. Winternitz [65] generalized these results, considering the case whereare bounded at first variation within an intervaland demonstrated that all functionsInis bounded at first variation in every intervaland therefore admits a left-hand derivative and a right-hand derivative at a pointwhich are of bounded variation (of order 0) in high interval.
The case of first-order functions incomes back to the caseJ. Radon [49] has already demonstrated these results in the caseInThe 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 () of a non-convex, first-order, non-negative union inis 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) ifis an odd positive integer.
Let us suppose, more generally, thatare linearly independent solutions of a linear differential equation of order,
where the coefficients of continuous functions in. Aloxs houte function (T) is at nth dd bounded on tonF.
The case of Chapter I corresponds to the equationCase (27) in equationThe case of J. Radon with the equationwithin an interval.
If the function (T) has in this case a () 4. In derivative, noncavity (T) is expressed by inequalityThe conditionost 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 ftimes differentiable, such thatand engaging, with itsfirst derivatives, the given values
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 (), a family of functionsdepending on two parametersand meeting the following conditions:each function of the family is continuous inthere is one and only one function of the family that satisfies the system
| (28) |
for any pair of distinct points, ofand for everything.
EF Beckenbach then said that the function, defined in the open interval (), is a sub- functionyes, whatever the pointswe havethe second member designating the functionwhich verifies the equalities (28) forThe main result obtained is that any function subF is continuous in.
We can generalize further by considering convexities with respect to a familydepending onparameterssuch as the system
always have a single functionas a solution. We can also consider functions defined only on an arbitrary set E belonging to ().
CHAPTER IV
CONVEX HONCTIONS
OF TWO OR MORE VARIABLOS
-
30.
-
•
A pseudo-polynomial of order () is not necessarily boné el eneore less continu in R. But, if it is boné resp. continu on a lattice of order (,), it is a bounded function, respectively continuous in R. Similarly, if such a pseudopolynomial admits partial derivativesresp. of continuous partial derivativeson an order network (It has partial derivatives in R.resp. of continuous partial derivatives.
-
•
In the study of functionsInit is convenient to introduce the number
which we call the order boundaryof the function / in R. Ifis finished the function is at dd of order (; n) bounded.
In particular, a function with dd of order () bounded is at mane dd bounded with respect tofor all values ​​of, but the converse is obviously not true. A boone function is a function ìdd of orderbomée.
A pseudo-polynomial of order () is obviously in dd orderBomée, but its order ddmay not be bounded in R. So that it may be so for all order, it is necessary and sufficient that its dd of order (m, 0) and of orderare, bounded on a network of orderFurthermore, if the pseudo-polynomial is dd of orderel d'orárelimited, with, it is, to give () bounded, with
Any function with dd of order () bounded is the sum of a function ayont all its dd of orderbounded eb of a pseudo-polynomial of order (Done, so that all the order ddof a function are bounded, it is necessary and sufficient that its dd of order () is bounded and its dd of orderand orderare bounded on a network of order ().
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.bounded and continuous with respect to y is continuous in R. It follows that any function with dd of order () bounded, with, continues on a network of order (), is continuous in R.
If a functionto dd orderbounded to a partial derivativethis derivative is a function with dd of orderbounded. We deduce that, if in addition the derivatives,are continuous on a network of order (), the function has partial derivatives, to dd in order () bounded in R.
P. Montex [39 a] and A. Marchaud [36] also demonstrated that, for a function with dd of orderand orderbounded, all partial derivativesexist and are continuous in R., provided thatIt follows that, if a function is at dd of order (- m', n) and of order (-) bounded, it is also at dd of order () limited, provided that.
$1. - Let's now move on to the definition of convexity.
First of all, the following definition is necessary.
Definition. - The functionis said to be convex, non-concave, polynomial, non-convex, concave of order () in rectangle R if the inequality
is satisfied, regardless of the points,
, belonging to R and forming the nodes of a network of order ().
All these functions are order functions ().
The -1 values ​​ofAndare not excluded. A convex, non-convex, etc. function of orderis a function that is convex, non-concave, ..., etc., of ordercompared toshames the values ​​of.
A polynomial function of order () is a pseudo-polynomial of order (). Ifis of order () and if
it reduces to a pseudo-polynomial of order () in the rectangle
A geometric definition, analogous to that given in the case of a single variable, can be obtained using pseudopolynomials. Consider the pseudopolynomial
Non-concavity or convexity of order () is expressed by the fact that the function must be, at every point of the rectangle
not below or above, or not above or below, the following pseudo-polynomialis even or odd. This also applies to, in the rectangles
It follows immediately that if a function of orderis bounded on a network
order (), it is bounded within the rectangles
It can still be easily seen that, when the order dd () And (), of an order function (), are bounded on a network
diorder (), these dd are bounded in the reeLauge
(30)
So that, moreover, the dd of everything, order! () are, boxed in the rectangle (30), it is necessary and sufficient that the dd of order () and order () are bounded on a network of order () whose nodes belong to (30).
The differentiability properties of order functions () result from those of the fonebions is dd homées. If the derivation (rens),exists, it is a union of order (), presupposing the same convexity. WhenIt exists; it is non-negative. The conditionis, moreover, necessary and sufficient for non-conviviality, andis sufficient for the convexity of order () 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 ofvalueofthe function ofeither of orderot, for any group ofvaluesof, the suspension ofeither of orderWe will not dwell on this generalization; we will only consider the partition cases.to the following numbers.
32. - Let's make the change of variables
| (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, that.
The change of variables (31) transforms the function / into a functionofAndThe dd ofin the directionare then the. ofas a function ofWe 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 inAndThis is surely the case if the directions areAndwith, up to a further change of variables. If, in addition, the function is polynomial of order () in the directionand polynomial of order () in the directionit reduces to a polynomial of degree-The only polynomial functions of orderin all directions are polynomials of degreebut we can find polynomials of degreepolynomials of order () 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 ​​ofand non-concave of order 1 with respect tofor any value of, calling them doubly convex, functions which have also been considered by N. Krutkos [34].
More generally, we will say that a functionis of orderinresponsible for orderinif it is of orderwith respect to x for any value ofresp. d'ordeocompared tofor any value ofWe will also say that a function is doubly of orderif it is of orderinand orderonNote that in these definitions, the function is not required to exhibit the same convexity characteristic of function m with respect tofor all values ​​of y or that it exhibits the same convexity characteristic of order n with respect to y for all values ​​ofIn particular, if / is non-oonoavo of order n with respect to(ear relation to) for any value ofofno, let's return to a function of order () [of order ()]. 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 orderinel continues with respect to y is at dd order (, 0) bounded in a rectangular end c . R. H is sufficient even, for it to be so, thateither bounded inin any interval, for any valueA doubly ordered functionis therefore in order dd () and order () bounded, therefore is continuous and, according to P. Montel [39 a], has a partial derivativeeontinue, pourru que, in any completely interior rectangle.
The double non-coneaves functions of orderwere examined by WH Young and GC Young [66]. If () is, a point of R , these functions enjoy the property that, if a sequence of pointsfrom Retond towardsin such a way that one constantlyOr,end towards a limitOrThese 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 orderwhich are polynomials of orderinand polynomials of order n in y. These are obviously polynomials of degreeindegree ofon, 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 orderon any straight line intersecting the domain D, in other words it is of order () 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 functionis, in particular, a doubling of order, therefore it is continuous at every point inside D ifA function of order 0 is bounded in allA function completely of order 'n' has partial derivatives of order .continuous at every
interior point. If, in particular, the partial derivatives of orderexist, the function
| (32) |
must have an invariable sign on any straight line making the anglewith the axisIf, in addition, the function is completely non-concave of orderodd, for allThe polynomial (32) must be non-negative. In particular, the conditions
are necessary and sufficient for complete non-concaveness, and
are sufficient for the complete first-order convexity ofassuming, 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],
| (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 orderreduces to a polynomial of degreein D.
34. – If, g are two non-concave functions of order (), cf and, Oris a positive constant, are still non-concave functions of order (The limit of a convergent sequence of non-concave functions of orderis still nonconcave of order (Moreover, 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.
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 inis normal inside doand 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 functionis subharmonic in D if,being any subdomain of D, it is, at every point of, not above any harmonic function that it does not exceed at any point on the boundary ofIf 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 functionis therefore characterized by inequality
whateverAnd(if D is closed)) that the distance from the pointat 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 foreither subharmonic is thatthat is, for all values ​​of the constants. 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.
Soila continuous function inAndcontinued
in DS Saks [51 a] demonstrates that ifis subharmonic for all values ​​of the constants, the functionis non-concave of order 1 and:oris a constant;oris harmonic;or F is non-decreasing andis subharmonic;or finallyis 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 case, the harmonic function must then be a polynomial of the form, respectively a polynomial of the form35.
- 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 ()
which is, up to a factor independent of the function, a d of order (),
Using these differences, we can define convex, non-concave, etc. functions of order (,) () in R, which coincide, moreover, with convex, non-concave functions, etc. of order () 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 ofel,, the functionof, is horned, or measurable, and of order, therefore of order m in the ordinary sense. We therefore have Pinegality
assuming the non-concave function of orderThe general inequality (29) then results from the fact that by fixing, the function ofis 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 manióroquoWe have olopon tomb point. a which divides Pinbervalle raljennellement (). The sonebion
mi well polynomial of orderm () (J),, but is obviously not a proudo-polynomo.
We can also delineate functions completely in order (I). Let us consider, parlioulior, the caseLet us consider a functiondesinine, completely non-concave of orderin the convex and bounded domain D. These forchions are characterized by inequality
Or, Andis the midpoint of the segmentThese 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.varies in a continuous way when the right hour aroundand is not generally constant, therefore necessarily takes on a reasonable value. It is reasonable that one can choose the pointsso thatmaxThis reasoning is flawed only if Is is a hypersphere with center, therefore at most for one point, hence the property. A. Corucer [13] remarked that, if (P) is bounded above
on a segment, it is bounded on any segment parallel to, of extremitiesWe can conclude that, ifis 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 of, assumed to be continuous, is only attained on the boundary, unless the function is not constant. Ifreaches its minimum on the borderThis is the case everywhere.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 functionenjoys ownership only in every respect corresponding toThere 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 toIt is necessary and sufficient that the function be differentiable on two distinct lines passing through, therefore, in particular, that the partiolles derivativesexist 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 continuesThe curve that reaches its minimum is convex, regardless of the constants.the functionis completely non-concave of order 1. For the maximum, S. Saks' theorem [51 a] does not extend, since it is known that / ++reached its maximum on the frontion ofwhatever they may be,and the domain, 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 functionis non-concave on E if, for all pointsof E, not colinóaros, the value ofin every respect () belonging to the triangle formed ABG, is not above the plane determined by the three points representing
it. Convexity, polynomiality, etc., are defined in the same way on E.
Ifis 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 (are two points of F, belonging to the triangle, the pointis at the axterior of the three-point angle formed by the point (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. Aumanndefines the non-coneave sonelionin the rectangle, but with the help of the means he introduced [2 b]. An averageis defined by the following properties:
10 M is continuous and symmetrical inbelonging to J interval;
20 there is asuch as ifwe have
From this average ofNumberswe deduce another one fromnumbers by the following method. Letpoints of (, B) and let
Nors
From these numbers, we deduce, by the same method,
and so on.
Then we have
For,
which is still an average, but ofnumbers. The author calls it the upper average (Obermittel) of.
Let us nowaverages inAndanOrmax 1. The non-concavity of the functionis then defined by the inequality
whateverG.
Aumann [2 a] then said thatis convex with respect toand demonstrates that the function is then also convex with respect to, Orare the upper averages ofand that, if the function is bounded, it is continuous. By specifying the means that enter into this definition and the functionWe obtain several interesting inequalities.
I. Schur [52] considers symmetric functionswhich verify the inequality
| (34) |
Or
If such a function is differentiable, we haveAssuming thatleadsThe equality in (34) is only possible if theare a permutation of.
This convexity property is verified by the fundamental symmetric functions., through the functions, through the functions, Oris a non-convex function of order 1 and even by the contractions
if φ is, moreover, non-negative.
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