T. Popoviciu, Notes sur les généralisations des fonctions convexes d’ordre supérieur (IV), Disquisitiones mathematicae et physicae, 2 (1942), pp. 127-148 (in French)
Notes on generalizations of higher-order convex functions (IV)
BY
TIBERIU POPOVICIU
(Cluj)
ON A REPRESENTATION OF MONOTONE FUNCTIONS BY SEGMENTS
1.
In three notes on generalizations of higher-order convex functions 1 ) we introduced, in particular, segment-monotone functions. It is first necessary to recall the main properties of these functions.
A function, finite and uniform on the linear setis monotonic by segments onif we can decompose this set into a finite number of consecutive subsets
(1)
as on each, the function is monotone.
A segment-monotone function generally corresponds to an infinite number of decompositions (1). The numbersubsets of such a decomposition have a minimum. This numberis the characteristic of the function.
Among the decompositions (1) we have distinguished one that we have called the canonical decomposition ofrelative to the functionmonotonic by segments. This decomposition
(2)
00footnotetext:1) Note I: Disquisitiones Mathematicae et Physicae, 1, 35-42 (1940).
Note II: Bulletin of the sci. sec. of the Romanian Acad., 22, No. 10 (1940); Note III: ibid., 24, No. 6 (1942). The reader is requested to refer to these notes for everything concerning the theory of monotone functions by segments.
exactlyterms and is constructed as follows:is the subset offormed by all pointsssuch asbe monotonic on the intersection of. with the closed interval (), Oris the left end of. The wholeis deduced in the same way fromand, in general,in the same way as).
2. Eithermonotone by segments and (2) the corresponding canonical decomposition. Let us denote bythe ends (left and right) of. We haveunlessis formed by a single point and then, obviously,. Besidesis the left end ofAndis the right end of.
We have defined a sequence ofproper or improper numbers
in the following manner:ifAndifdoes not belong toAndtends towardson. LikewiseifAndifdoes not belong toAndtends towardson.
Consider the sequence of differences
(3)
and agree that
whenis a finite number.
Then the terms of the sequence (3) are either zero or have a determined sign. The sequence (3) therefore presents a numberof sign variations.
We say that the functionis of order () on.
Consider a finite and ordered sequenceof, SO. Let us pose, with the usual notations,
The sequel
(4)
then presents at mostvariations of signs. More precisely the numberenjoys the property that the maximum number of sign variations of (4), when considering the sequences (4) corresponding to all finite subsetsof, is equal to.
3. A monotonic function by segments and of characteristicis at least of order () and is at most of order () 1 ). There therefore existstypes of characteristic functions. These are the functions of order respectively. It is easy to construct functions of each type.
Definition 1. We will say that a function, monotonic by segments and of characteristic, is of the minimum type if it is of order ().
Let us study a little the functions of the minimum type. To do this, let us first demonstrate the
Lemma 1. For the functionis of the minimum type it is necessary. and it is sufficient that it is of the minimum type on each of the sets, which is equivalent to the
Lemma 1'. For the functionis of the minimum type it is necessary and sufficient that the sequence
presents exactlyvariations of signs and this for,.
The condition is obviously necessary because we know thatis the canonical decomposition of. The condition is also sufficient. Indeed, the sequence (5) has at leastvariations. It cannot present more thanvariations because then the sequence (3) would present at leastvariations.
Now let us consider the following:
(6)
havingterms. This sequence can have zero terms and terms of a given sign, in accordance with the conventions of No. 2. Two consecutive terms of the sequence (6) cannot be zero at the same time. Indeed, if, the function would be monotonic onwhich is impossible. Moreover
Lemma 2. Ifis of the minimum type, a zero term (other than the first and the last) of the sequence (6) is always included between two terms of the same signs.
So, indeed,, SO
00footnotetext: 1 ) L’ordre ( ) est au moins resp. au plus égal à l’ordre ( ) suivant que resp. .
According to Lemma 1' the following
can only present one of the following arrangements of signs
and Lemma 2 is proved.
Note also that
Lemma 3. Ifis of the minimum type two consecutive non-zero terms of the sequence (6) are always of opposite signs.
This is a consequence of Lemma 1'. More specifically, from the fact that the sequences
exhibit a variation of sign.
We can now state the following theorem
Theorem 1. For the function, monotone by segments and of characteristic h, is of the minimum type it is necessary and sufficient that it is alternately non-decreasing and non-increasing on the sets,of canonical decomposition.
The function is non-decreasing resp. non-increasing onfollowing thatis positive resp. negative. From this it immediately follows that the condition is sufficient. Lemmas 2 and 3 show us that it is also necessary. For the theorem to always be exact we assume, in accordance with the previous analysis, that a constant function (hence any function defined on a single point) is indifferently non-decreasing or non-increasing. If onthe function is constant we consider it as non-decreasing or non-increasing depending on whether onAndit is non-increasing or non-decreasing. In other words, we must replace the zero terms in the sequence (6) by signs such that this sequence presents the maximum possible number of sign variations.
4. We will now deal with the problem of the extension of monotonic functions by segments. We will examine, in particular, the extensions which preserve the order of the function.
Let us introduce the following definition
Definition 2. The functionof order () oncan be extended over the wholeif we can find a functionof urdre () onwhich coincides withon.
An order function () is not always extendable. For example, the function
which is in order, cannot be extended to any point in the interval [ 0,2 ].
Suppose that the functionbe bounded onand let us examine a special extension of this function. Let us define the functionin the following manner:
on.
. At one pointofwhich does not belong towe take forone of the limit values ​​(the left limit or the right limit) ofat this point.
. Ifis a contiguous interval of the closureofwe takelinearly in the closed interval. IfOris constantly equal toOrInOr.
I say that the functionsame order as the function. We can easily see that it is sufficient to demonstrate that the addition of an accumulation point todoes not change the order and likewise the addition of an interval contiguous todon't change the order.
If we add tothe accumulation point(not belonging to), this point is added to aof canonical decomposition. The fact thatmeans thatwas defined as the right limit and the factmeans thatwas defined as the left limit. We then see that
is a decomposition of. The sequence (3) corresponding to this decomposition is the same as the sequence (3) corresponding to the canonical decomposition of. The invariance of order results from this.
If we add toa contiguous interval (), two cases can arise. Orboth belong to the same subsetof the canonical decomposition ofand then the order obviously does not change. Orbelongs to aAndhas. In this casemust be the right end ofAndthe left end of. In this case, the canonical decomposition ofbeing 1 ).
(7)
The characteristic ofonis actually equal to that ofon.
Forwe have the decomposition 1 )
(8).
The sequence (3) corresponding to (8) differs from that corresponding to (7) only by the intercalation of two zero terms. The invariance of the order is still established.
We can therefore state
Theorem 2. Any function of order () and bounded onis extendable (by conservation of order) on the entire real axis ().
This extension is carried out by the function).
The hypothesis that the functionis not necessary to be bounded. Let alwaysthe ends ofand eitherthe end intervaland which is closed or open on the left or right depending on whetherresp.belongs or not to.It is easy to see that we then have the following property.
Theorem 3. Any function of order () onand bounded on any completely interior subset.) is extendable (by preservation of order) throughout the entire interpalle.
5. Let's take a look at the functions defined in an interroom..
Definition 3. We will say that the function, monotonic by segments in the interval, is normal if the subsetsof the canonical decomposition are all intervals of non-zero length.
For a normal function we therefore have
(9)
THEalways being the right ends of the sets.
The function is therefore monotonic in each of the intervals
(10)
being the ends of.
Here we assume that:
. () is closed or open on the left depending on whetherbelongs or not to.
.is closed or open on the right depending on whetherbelongs or not to.
00footnotetext: 1 ) Qui n’est d’ailleurs pas la décomposition canonique, mais ceci n’a pas d’importance.
2 ) La propriété de est même plus précise. Elle conserve l’ordre ou avec un signe (voir la Note I de cette série). Cette remarque est valable aussi pour le théorème 3.
3 ) est complètement intérieur à si ses extrémités sont des points intérieurs de .
. Of two consecutive intervalsifthe first is closed on the right and the second open on the left and ifthe first is open on the right and the second closed on the left.
In this way (10) is precisely the canonical decomposition of.
If in addition the function is of the minimum type, this function is alternately non-decreasing and non-increasing in the intervals (10).
The points (9) can be called the nodes of the function.
We still have
Theorem 4. Any function, monotonous by segments and continuous in the interpalle, is normal and of the minimum type.
The demonstration is easy and there is no need to do it here. The nodes are points of relative maxima and minima. In particular, continuous functions with a finite number of relative extrema are segmentally monotone.
In the case of continuous functions the canonical decomposition is
Forthe conventionsof the highest remaining valid and the other intervals being open on the left and closed on the right.
6. Leta segmentally monotonic and normal function in the interval. Let (9) be the nodes of this function.
Consider an intervalwhich is at the same time asopen or closed at both ends and are
(11)
points inside.
The intervalcan be, for example, the intervalhimself.
Eithera continuous and increasing function, defined inso that
Orare the ends ofAndthe ends
is normal, of the same characteristic as. The functionsare at the same time of the minimum type and at the same time continuous. We also have
7.
Let us return to any monotonic forictions by segments. Let us still denote bythe ends of.
Let us now establish a one-to-one correspondencebetweenand the subsetof the interval [] in the following manner:
. Ifis bounded and contains more than one point,
. Ifcontains a single point,is equal tofor this value of.
. Ifis not limited,
. Ifis not bounded (),
The functionis uniform and increasing onand its inverse functionis uniform and increasing on.
Let's define the functiononby the formula
We then have
The correspondence betweenAndestablishes a correspondence betweenand a subsetof.
We immediately see thatis segmentally monotone and the canonical decomposition ofand precisely
The numberscorresponding to the canonical decompositions ofForand ofForare the same. The functionsare of the same orderand have the same characteristic.
8. Now suppose that the functionis limited, then, which takes the same values, is also bounded. Consider the extended functionas we explained in No. 4. Sois, in the meantime, of the same orderthat the function. Let us demonstrate more precisely that
Theorem 5. The functionis normal, of the minimum type and of order () in the interroom.
If we consider the canonical decomposition ofForwe see that each term of this decomposition must contain at least one of the intervals (),. The functionis therefore normal. Nodes can only be points. The pointcan only be a node ifis of opposite monotony in the intervals, as a result of the construction of the function. Indeed, the functionis monotonic in the intervals. The functionis therefore of the minimum type by virtue of Theorem 1.
Let's remember the formulas
9.
A polynomialis always segmentally monotone. It is therefore always normal, and of the minimum type. A polynomial of degreeis at most of order ().
Theorem 6. Ifis a polynomial of orderAnda non-decreasing function on, the functionis monotone by segments and of order at most equal to () on.
Indeed, otherwise, we can findpointsofsuch as the following
presentsvariations. In this hypothesis, SO
This would result ineither of order () at least, which is impossible.
The aim of this work is precisely to demonstrate the converse of this property.
10. We will first demonstrate the
Theorem 7. Any function, segmentally monotonic, bounded; normal, of minimum type and characteristicin the meantimeis of the form, Oris a polynomial of degree h anda non-decreasing function in the interroom.
To demonstrate this property, let
the nodes of the function. The function is alternately non-decreasing and non-increasing in the intervalsof the canonical decomposition. Moreover there exists a positive numbersuch as
We will now make a restrictive assumption. Suppose that we can find a polynomialof degreehaving all its real zeros and included within the intervaland having the nodesas zeros of its derivative. The numbers
.
Let us pose. The polynomialtakes onall values ​​ofonand only once each of these values. Ifwe then takesuch as. Likewisetakes in(closed or open on the right depending on whetherbelongs or not to) only once each value ofIn. For awe take againsuch as. We proceed in the same way in.
We see that in this way ifare two points ofwe have. The functionis therefore non-decreasing.
Let us now free ourselves from the restrictive hypothesis that theare the zeros of the derivative of the polynomial.
For this, let us consider a polynomialof degreehaving all its real zeros included insideand bethe zeros of the derivative. Now consider the functiondefined in No. 6 () and either
We can then chooseand the non-decreasing functionsuch as
We deduce from this
The functionis still non-decreasing and Theorem 7 is completely proven.
11. We can now prove our fundamental theorem
Theorem 8. Any functionbounded and orderly () on the wholeis of the form, Oris a polynomial of degreeAnda non-decreasing function on.
To demonstrate this property let us return to the functionsdefined in No. 7. The functionsatisfies the conditions of Theorem 7. This function being of characteristicwe can find a polynomialof degreeand a functionnon-decreasing in [] such as
But
done
And
Just takeand the theorem is proven.
12. The equation
is verified by an infinity of polynomials and an infinity of non-decreasing functions.
We can easily see that we can choose fora bounded function.
We could have demonstrated Theorem 8 directly without going through the transformationsAndand without using the extension, but we preferred to establish at the same time some properties of monotone functions by segments.
The assumption that the function is borried is not necessary. It is easy to see that Theorem 8 remains true for any function of orderwhich is limited except perhaps in the vicinity of the ends ofwhich do not belong to.
Thus the theorem applies, for example, to the function
which is of order (), but does not apply to the function
which is of order ().
13. We will complete Theorem 8 a little, in the case where the functionis continuous. From our demonstration it does not follow that we can then choose the functioncontinue on. We will demonstrate that
Theorem 9. Any functioncontinuous bounded and of order () onis of the form, Oris a polynomial of degreeAnda continuous and non-decreasing function on).
We can easily see that it is sufficient to demonstrate in the case whereis reduced to an interval. Indeed, the extended functionis also continuous. In the case of an intervalis normal and of the minimum type.
Note, in passing, that Theorem 9 will remain true for certain unbounded functions, like Theorem 8 (see the previous No.).
Let us therefore prove Theorem 9 in the case whereis an interval. Ifare the nodes of the function, by examining the proof of Theorem 7, we see that Theorem 9 is correct. if we can find a polynomialof degreesuch that we have
Now passing through the transformation of No. 6, we see that Theorem 9 will be completely proven if we prove the following theorem:
Theorem 10. GivenNumbers, such as
or
—
we can find a polynomialof degreesuch that ifare the zeros (assumed to be all real) of the derivation, we have
14.
Let us first show that Theorem 10 follows from the following lemma: Lemma 4. Givenpositive numberswe can always troopNumberssuch that we have
OrAndis a positive number.
1 ) This is the answer to a question that was asked to me by Prof. S. Stoilo w. It is this problem that led me to undertake the study of functions of orderby segments.
Indeed, let us take
and determine the polynomialfrom Lemma 4. We have
Let us now takefollowing thatis positive or negative. We have
and the polynomial
verifies Theorem 10.
15. It remains to prove Lemma 4. To do this we will prove the following more general property, which is also of interest in itself,
Theorem 11. Given:
positive numbers.
. A functioncontinuous and positive in the open interval ().
. Two pointsfrom the interroom.
We can always troopother pointssuch that we have:
I..
II.
OrAndis a positive number.
Lemma 4 is obtained by takingAndarbitrarily.
Let us now consider Theorem 11.
Theorem 11 is an existence theorem. We will attach a uniqueness theorem and a continuity theorem to it.
The uniqueness theorem is as follows:
Theorem 12. If the positive numbers, the functionpositive and continuous in the intervaland the pointsofare given, there is only one system ofNumbers,such that conditions I and II of Theorem 11 are verified.
The continuity theorem is stated as follows:
Theorem 13. Letpositive numbers anda positive continuous function in the interpalle (). Let's takepointsof the interval () verifying conditions I and II of Theorem 11. Then ifremains fixed,are continuous functions ofand have continuous derivatives with respect toin the interroom ().
To demonstrate, we will proceed by complete induction by demonstrating the following lemmas:
Lemma 5. Continuity Theorem 13 is a consequence of Uniqueness Theorem 12.
Lemma 6. Theorems 11 and 12 are taken for.
Lemma 7. The existence theorem and the uniqueness theorem forare consequences of Theorems 11, 12 and 13 for.
The theoremsare then completely demonstrated. Indeed, if we assume that they are true forwe deduce, from Lemma 7, that Theorems 11 and 12 are true for. Theorem 13 forthen results from Lemma 5.
ForTheorem 13 follows from Lemmas 5 and 7.
It remains to prove Lemmas 5, 6 and 7.
16. First part of the proof of Lemma 5. In both Theorems 12 and 13 we assume, of course, that these are the same numbersand of the same function.
To demonstrate continuity of functionscompared toit is necessary and sufficient to demonstrate that ifis a solution to the problem expressed by Theorem 11 and if
(11)
is an infinite sequence of solutions to the problem such that
And
we have
(12)
To do this, it is sufficient to demonstrate that
Indeed, ifare the numberscorresponding to solutions (11), sinceare continuous functions of,, it follows that if we have (13)tends towards a positive limit for. So (13) is a solution to the problem and from Theorem 12 it follows that we have (12).
It remains to show that we have the inequalities (13), therefore that two consecutive pointscannot coincide. This easily follows from the following lemma:
Lemma 8. Ifis a solution to the problem expressed by conditions I and II of Theorem 11 and if, we adopt
Oris a number independent of the points. (depends only onnumbersand function).
Let us note, in fact, that
It follows that
1) This minimum is obtained by looking for the polynomial, of degree, minimizing the integral
See: Mr. Fujiwara. Uber die Polynome von der kleinsten totalen Schwankung, The Tôhoku Math. Journal, 3, 129-136 (1913).
So just take
17.
Second part of the proof of Lemma 5. We will show that derivability is still a consequence of continuity and uniqueness, hence of uniqueness alone.
With our previous notations, the functionsare given by the system of equations
(14)
THE, therefore also the first members of equations (14), are continuous and admit continuous partial derivatives with respect to the variables, as is easily verified.
Let us first prove the following more general property:
Lemma 9. If:
arecontinuous functions and admitting continuous partial derivatives with respect to the pariables,in the field
. At eachcorresponds to a unique solutionof the system
(15)
. The functionsdetermined by the system (15) are continuous in ().
. We apons
So the functionsare differentiable at the pointand these drifts are continuous in any interval where the conditionis perified.
The proof of this lemma follows easily from the fact that if we poseAnd
as a result of the uniqueness, the solution of the system
is precisely
We complete the demonstration, as usual, by applying, for example, the formula for finite increments and noting that, as a result of continuity,For.
It follows that for Lemma 5 to be completely proven it is sufficient to show that the functional determinant
is different from zeros,, being a solution to problem 11.
18. Third and last part of the proof of lemma 5. Let us set
(16)
We then have
(17)
.
But, a simple calculation shows us that
(18)and we check, in passing, that the partial derivatives are continuous with respect to the variables.
We see that we have the following inequalities:
The determinant of the second member of formula (17) can be written (with the signclose),
where theare positive and
(21)
(here, moreover, the signsare valid). We obtain this result by successively subtracting the elements of one column from those of the following column and taking into account the inequalities (19).
The property we are looking for is then a special case of the following more general property:
Lemma 10. If the numbersare positive and if the inequalities (21) are perified, the determinant (20) is positive 1 ).
The demonstration of this property is very simple and can be done by induction. Forthe property is immediate. Let us assume it to be true forand let's demonstrate it for. Consider the determinant (20) as a function of. The coefficient ofis an analogous determinant of order, so is positive. Since the determinant is a linear function ofit remains to be demonstrated that this determinant is positive if we take the signin all formulas (21). But, in this case, it reduces to the product ofby the minor of the last element of the first column. This minor is, at the signnear, an analogous determinant of order. Lemma 10 is therefore proven.
The property still remains true in one of the cases:
.
1) This property is analogous to a well-known lemma of H. Minkowski. Moreover, the minor of the last element is precisely a Minkowski determinant (if the signsare valid in (21)). See also: G. Scorza, A proposito di un lemma di Minkowski, Boll. Un. Mat. It., 5, 229-231 (1926).
, provided that in (21) at least one of the inequalitiesbe valid.
.
19. Before moving on to the proof of Lemmas 6 and 7, we will draw one more conclusion from Lemma 5.
Lemma 11. Expressionsregarded as functions ofare continuous and increasing.
Indeed, let us substitute indifferentiable functionsby their values ​​as a function of.
The definition system (1.4) shows us that
(22)
It follows that one of the derivativescannot be cancelled without all being zero. But this last case is impossible. Indeed, if
it would be necessary that
by extending notations (16) and (18) to.
But the inequalities (19) are completed by the following:
Then the first member of (23) transforms, as above, into a positive determinant (Minkowski determinant).
From (22) it follows that the derivativesare always of the same sign. It follows that the functionsare strictly monotone so, as is almost obvious, are increasing and Lemma 11 is proven.
00footnotetext: 1) Si nous admettons le lemme de Minkowski, le lemme 10 ainsi que d’autres propriété analogues, comme ou , résultent simplement par récurrence en développant le déterminant suivant la dernière ligne.
20. Proof of Lemma 6. Forjust look at the report. We can easily verify thatis a function ofcontinuous, positive and growing inAndis a function ofcontinuous, positive and decreasing in. It follows that the reportis continuous, positive and increasing. But this ratio tends towards 0 ifand tends towardsif. Theorems 11 and 12 result from this.
21. First part of the proof of Lemma 7.
Suppose that Theorems 11, 12 and 13 are true for. Let us consider the points, be,positive numbers anda continuous and positive function in. If we take a pointwe can determine the pointsbetween,such as
OrAnd.
The sumis a continuous positive and increasing function ofin the meantime (). This function tends to 0 when.
Now consider the expression
It is also a continuous and differentiable function of. Let's calculate its derivativecompared to. We have
Using notation (14) we have (here we assume, of course, thatis replaced by),
(24).
We know that
The determinant of the second member of formula (24) is written
still using the notations (16) forAnd,respectively and also(takinginstead of). We still have
It follows, as above, that the determinant has the sign of. From (24) it follows that
The functionis therefore decreasing. It obviously tends towards zero for.
The report
(25)
is therefore a continuous positive and increasing function ofIn () and tends towards 0 forand towardsFor. Existence theorem 11 follows for.
22. Second and last part of the proof of lemma 7. From the above it follows that the ratio (25) reaches the value
for a single value of. So if
would be two solutions to the problem, the
would constitute two solutions to the problem for(takinginstead of). But, as a result of the uniqueness,
which demonstrates the property.
23. By the above, Theorem 9 is completely demonstrated.
Finally, let's make an application.
A functionis said to be of orderonif its difference divided by order, does not change sign on. Such a function is always continuous on any subset completely interior toand can only be unbounded in the neighborhoods of the ends ofwhich do not belong to. An order functionis always segmentally monotone and of the minimum type. It is at most of order. So we have the following property:
Theorem 14. Any function of order n onis of the form, Oris a polynomial of degree at most equal toAnda non-decreasing function on, continues on any subset completely interior to.
Ifis defined in an interval and is convex of orderwe can even choose an increasing function.