Notes on Higher-Order Convex Functions (I)

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T. Popoviciu, Notes sur les fonctions convexes d’ordre supérieur (I), Mathematica, 12 (1936), pp. 81-92 (in French).

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NOTES ON HIGHER ORDER CONVEX FUNCTIONS (I)

by
Tiberiu Popoviciu

Received on January 10, 1936.

On a generalization of the notion of higher-order convexity.

  1. 1.
    • Let
      (1)

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

a finite or infinite sequence of real, uniform functions defined in the finite and closed interval (has,ba,b).

We will call it a linear combination of ordernnan expression of form

c0f0(x)+c1f1(x)++cnfn(x)c_{0}f_{0}(x)+c_{1}f_{1}(x)+\ldots+c_{n}f_{n}(x)

where thecLc_{l}are constants (which can also be zero).
We will say that the functions (1) form a basis when a linear combination of ordernnis determined completely by its values ​​onn+1n+1distinct points and this whatevernnand then+1n+1points considered.

Let's ask

V(f0,f1,,fnx1,x2,,xn+1)=|f0(x4)f1(x1)fn(x1)f0(x2)f1(x2)fn(x2)f0(xn+1)f1(xn+1)fn(xn+1)|.\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n}}{x_{1},x_{2},\ldots,x_{n+1}}=\left|\begin{array }[]{lllll}f_{0}\left(x_{4}\right)&f_{1}\left(x_{1}\right)&\ddots&f_{n}\left(x_{1}\right)\\ f_{0}\left(x_{2}\right)&f_{1}\left(x_{2}\right)&\cdots&f_{n}\left(x_{2}\right)\\ \cdots&\cdots&\cdots&\cdots&\cdots\\ f_{0}\left(x_{n+1}\right)&f_{1}\left(x_{n+1}\right)&\cdots&f_{n}\left(x_{n+1}\right)\end{array}\right|.

For functions (1) to form a basis it is necessary and sufficient that we haveV(f0,f1,,fnx1,x2,,xn+1)0V\binom{f_{0},f_{1},\ldots,f_{n}}{x_{1},x_{2},\ldots,x_{n+1}}\neq 0for all groups ofn+1n+1
distinct pointsx1,x2,,xn+1x_{1},x_{2},\ldots,x_{n+1}of the interval (has,ba,b) and forn=0,1,2,n=0,1,2,\ldots

In particular, the functions

f0=1,f1=x,f2=x2,,fn=xn,f_{0}=1,\quad f_{1}=x,\quad f_{2}=x^{2},\ldots,f_{n}=x^{n},\ldots (3)

form a base. In this case the determinant (2) becomes

V(1,x,,xnx1,x2,,xn+1)=V(x1,x2,,xn+1)V\binom{1,x,\ldots,x^{n}}{x_{1},x_{2},\ldots,x_{n+1}}=V\left(x_{1},x_{2},\ldots,x_{n+1}\right)

and is none other than the Van Der Monde determinant of quantitiesx1,x2,,xn+1x_{1},x_{2},\ldots,x_{n+1}. The base (3) is also the simplest that we can consider ( 1 ).

We will also say that the functions (1) form a Tahebychef system, or a system (T) if, in particular, we have ( 2 ).

V(f0,f1,,fnx1,x2,,xn+1)>0,x1<x2<<xn+1\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n}}{x_{1},x_{2},\ldots,x_{n+1}}>0,\quad x_{1}<x_{2}<\ldots<x_{n+1} (4)

When functions (1) are continuous, determinant (2) cannot change sign without canceling. We can therefore say that if functions (1) are continuous and if they form a basis, they also form a system (T), possibly changing the sign of some of these functions()3\left({}^{3}\right).
(1) From a sequence (1) we can deduce an infinity of others
(a)

ϕ0(x),ϕ1(x),,ϕn(x)\phi_{0}(x),\phi_{1}(x),\ldots,\phi_{n}(x)\ldots

Orϕn(x)\phi_{n}(x)is a linear combination of ordernn, this order being effective, that is to say that the coefficientcn0c_{n}\neq 0. If the functions (1) form a basis, the same is true for the functions (α\alpha.) and vice versa. We can regard all these sequences as equivalent.
(2) The essential thing in this definition is that the determinant (4) does not vanish and does not change sign for a given n. If a sequence (1) verifies this property we can deduce a system (T) from it according to the definition in the text, possibly changing the sign of some of these functions. Such changes of signs are of no importance to us.
(3) This property may not be true if the functions (1) are not continuous, e.g., the functions

f0(x)={1,0x121,12<x1f1(x)=xf_{0}(x)=\left\{\begin{array}[]{rl}1,&0\leq x\leq\frac{1}{2}\\ -1,&\frac{1}{2}<x\leq 1\end{array}\quad f_{1}(x)=x\right.

form a base but not a system (T).

For example, the functions (3) form a system (T), which is also the most important.

In the following we only consider systems (T).
2. - Consider a functionf(x)f(x)defined on a set E whose points are part of the interval (has,ba,b). Let us designate byP(f0,f1,,fnf;x) the linear combination of order n Who x1,x2,,xn+1\mathrm{P}\left(\begin{array}[]{l|l}f_{0},f_{1},\ldots,f_{n}&f;x)\text{ la combinaison linéaire d'ordre }n\text{ qui }\\ x_{1},x_{2},\ldots,x_{n+1}&\end{array}\right.takes the valuesf(xL)f\left(x_{l}\right)to the pointsxx

We will say thatf(x)f(x)is non-concave, convex, polynomial, non-convex or concave of order n with respect to the functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}depending on whether one of the inequalities

f(xn+2)P(f0,f1,,fnx1,x2,,fn+1|t;xn+2),>,=, Or <0\left.\begin{array}[]{c}f\left(x_{n+2}\right)-\mathrm{P}\left(\left.\begin{array}[]{l}f_{0},f_{1},\ldots,f_{n}\\ x_{1},x_{2},\ldots,f_{n+1}\end{array}\right\rvert\,t;x_{n+2}\right.\end{array}\right)\geq,>,=,\leq\text{ ou }<0

is verified on the whole set E .
We will also say that such a function is of ordernnin relation to functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}. It is therefore a function for which the first member of relation (5) does not change sign on the set E. In the following we delete the words "with respect to the functions . . ." whenever this does not cause confusion.

The previous definition is a geometric definition, but we can transform it into another analytical one which will better highlight the symmetry of inequality (5) with respect to the pointsxix_{i}.

We can write

P(f0,f1,fnx1,x2,,xn+1|f;x)==1V(f0,f1,,fnx1,x2,,xn+1)|f0(x1)f1(x1)fn(x1)f(x1)f0(x2)f1(x2)fn(x2)f(x2)f0(xn+1)f1(xn+1)fn(xn+1)f(xn+1)f0(x)f1(x)fn(x)0|\begin{gathered}\mathrm{P}\left(\left.\begin{array}[]{l}f_{0},f_{1},\ldots f_{n}\\ x_{1},x_{2},\ldots,x_{n+1}\end{array}\right\rvert\,f;x\right)=\\ =\frac{-1}{\mathrm{\penalty 10000\ V}\binom{f_{0},f_{1},\ldots,f_{n}}{x_{1},x_{2},\ldots,x_{n+1}}}\left|\begin{array}[]{lllll}f_{0}\left(x_{1}\right)&f_{1}\left(x_{1}\right)&\ldots&f_{n}\left(x_{1}\right)&f\left(x_{1}\right)\\ f_{0}\left(x_{2}\right)&f_{1}\left(x_{2}\right)&\ldots&f_{n}\left(x_{2}\right)&f\left(x_{2}\right)\\ \cdots&\cdots&\cdots&\cdots&\cdots\\ f_{0}\left(x_{n+1}\right)&f_{1}\left(x_{n+1}\right)&\ldots&f_{n}\left(x_{n+1}\right)&f\left(x_{n+1}\right)\\ f_{0}(x)&f_{1}(x)&\ldots&f_{n}(x)&0\end{array}\right|\end{gathered}

Condition (5), taking into account (4), becomes

V(f0,f1,,fn,fx1,x2,,xn+2),>,=, Or 0\displaystyle\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n},f}{x_{1},x_{2},\ldots,x_{n+2}}\geq,>,=,\leqq\text{ ou }0 (6)
x1<x2<<xn+1<xn+2\displaystyle x_{1}<x_{2}<\ldots<x_{n+1}<x_{n+2}

Note that condition (6) can still be written

V(f0,f1,,fn,fx1,x2,,xn+2)V(f0,f1,,fn+1x1,x2,,xn+2),>, Or <0\frac{\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n},f}{x_{1},x_{2},\ldots,x_{n+2}}}{\mathrm{\penalty 10000\ V}\binom{f_{0},f_{1},\ldots,f_{n+1}}{x_{1},x_{2},\ldots,x_{n+2}}}\geq,>,\leq\text{ ou }<0 (7)

and in this form we see that analytically the character of convexity is written independently of the order of the pointsxix_{i},

The non-concave function of ordernncan be considered as a type of function of order n. Convexity and polynomiality are special cases of non-concavity and non-convexity is obtained by a change of sign.

In short, the convexity (or concavity) of ordernnof the functionf(x)f(x)expresses this property that functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}Andf(x)f(x)(or the function -f(x)f(x)) form a system (T). For a system (T) any function in the sequence is convex with respect to the others preceding it.

In the case of the sequence (3) we have the usual functions of ordernnIn this case the first member of relation (7) is also written[x1,x2,,xn+2;f]\left[x_{1},x_{2},\ldots,x_{n+2};f\right]and is what is called the divided difference of ordern+1n+1of the function on the pointsxi()4x_{i}\left({}^{4}\right).
3. - A polynomial function is reduced to the values ​​on E of a linear combination of ordernn.

Iff(x)f(x)is an order functionnnand if

V(f0,f1,,fn,fx1,x2,,xn+2)=0\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n},f}{x_{1},x_{2},\ldots,x_{n+2}}=0 (8)

it is polynomial of ordernnon the part of E included in the smallest interval containing the pointsxLx_{l}. Indeed, let us suppose thatx1<x2<<xn+2x_{1}<x_{2}<\ldots<x_{n+2}. The property results from the fact that the functionf(x)f(x)remains included, in the interval (x1,xn+4x_{1},x_{n+4}), between the two linear combinations of ordernn

P(f0,f1,,fnx1,x2,,xn+1|f;x),P(f0,f1,,fnx2,x3,,xn+2|f;x)\mathrm{P}\left(\left.\begin{array}[]{l}f_{0},f_{1},\ldots,f_{n}\\ x_{1},x_{2},\ldots,x_{n+1}\end{array}\right\rvert\,f;x\right),\quad\mathrm{P}\left(\left.\begin{array}[]{l}f_{0},f_{1},\ldots,f_{n}\\ x_{2},x_{3},\ldots,x_{n+2}\end{array}\right\rvert\,f;x\right)

which, as a result of equality (8), coincide,
( 4 ) See: Tiberiu Popoviciu „On some properties of functions of one and two real variables". Mathematica t. Vlll, p. 1-85. In the following we constantly refer to this work.
4. - In a general way ifx1<x2<<xn+2x_{1}<x_{2}<\ldots<x_{n+2}are points of E andf(x)f(x)is an order functionnn, it remains included, in the interval (x1,xn+2x_{1},x_{n+2}), between the two linear combinations (yy). We easily deduce the following property:

For any order functionnnis bounded on any subset completely interior to E it is necessary and sufficient that the functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}are bounded on any subset completely interior to E.

A subset of𝐄\mathbf{E}is completely internal to𝐄\mathbf{E}if its ends are different from those of E. We call the ends of the set E its lower bound and its upper bound.

The condition is obviously necessary since the functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}are of ordernn.

If the set E contains its endpoints, the property is true for the entire set E.

In particular, we deduce the following property:
For all the functions of a system (T) to be bounded it is necessary and sufficient that the first functiont0(x)t_{0}(x)is bounded.
5. - Suppose thatf0,f1,,fn(n1)f_{0},f_{1},\ldots,f_{n}(n\geq 1)are continuous at a pointxxwhich belongs at the same time to E and to its derivativeE\mathrm{E}^{\prime}.

Let's take two groups ofnnpoints

x1,x2,,x\displaystyle x_{1},x_{2},\ldots,x (10)
x1,x2,,xn\displaystyle x_{1}^{\prime},x_{2}^{\prime},\ldots,x_{n}^{\prime} (11)

distinct from each other and fromxx, belonging toEEin such a way that if there are anyiiAndii^{\prime}points to the left ofxxin both groups (10) and (11) respectively, the numberi+ii+i^{\prime}is odd. We can always obtain this arrangement if we assume thatxxdoes not coincide with an end of E.

To fix the ideas we assume that

x\displaystyle x <x1<x2<<xn\displaystyle<x_{1}<x_{2}<\ldots<x_{n}
x1\displaystyle x_{1}^{\prime} <x<x2<<xn\displaystyle<x<x_{2}^{\prime}<\ldots<x_{n}^{\prime}

Be it nowf(x)f(x)an order functionnnAndxx^{\prime}a point of E neighboringxx. If we apply inequality (6) to sequences of points

x<x< (Or x<x<)x1<x2<<xn\left.x<x^{\prime}<\text{ (ou }x^{\prime}<x<\right)x_{1}<x_{2}<\ldots<x_{n}

x1<x<x<(x_{1}^{\prime}<x<x^{\prime}<\left(\right.Orx1<x<x<)x2<x3<<xn\left.x_{1}^{\prime}<x^{\prime}<x<\right)\quad x_{2}^{\prime}<x_{3}^{\prime}<\ldots<x_{n}^{\prime}
we easily find that

HASf(x)f(x)B\mathrm{A}\leq f(x)-f\left(x^{\prime}\right)\leq\mathrm{B}

where A, B are two quantities tending to zero whenxxx\rightarrow x^{\prime}in an arbitrary manner.

We deduce thatf(x)f(x)is continuous at the pointxx.
We therefore have the following property:
For any function of order n to be continuous on any subset completely interior to E it is necessary and sufficient that the functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}are continuous on any subset completely interior to E.

We cannot, of course, say anything about the ends of the set E.

We have, in particular, the property:
For all functions of a system (T) to be continuous in the open interval (σ,b\sigma,b) it is necessary and sufficient that the first two functionsf0(x),f1(x)f_{0}(x),f_{1}(x)are continuous in this interval.
6. - Let the two sequences of points (10), (11). Suppose that an interval (c,dc,d) does not contain any points (10)," (11) and that there arei,ii,i^{\prime}points to the left ofccin the two groups (10), (11) respectively, the sumi+ii+i^{\prime}being odd. To clarify the ideas, we will still assume that

c<d<x1<x2<<xn\displaystyle c<d<x_{1}<x_{2}<\ldots<x_{n}
x4<c<d<x2<xn\displaystyle x_{4}^{\prime}<c<d<x_{2}^{\prime}\ll\ldots<x_{n}^{\prime}

Now consider a functionf(x)f(x)of ordernnand two points ofEx<x\mathrm{E}x<x^{\prime}located in the interval (c,dc,d).

Inequalities

V(f0,f1,,fn,fx,x,x1,,xn)0,V(f0,f1,,fn,fx1,x,x,x2,,xn)0\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n},f}{x,x^{\prime},x_{1},\ldots,x_{n}}\geq 0,\quad\mathrm{\penalty 10000\ V}\binom{f_{0},f_{1},\ldots,f_{n},f}{x_{1}^{\prime},x,x,x_{2}^{\prime},\ldots,x_{n}^{\prime}}\geq 0

divided byxxx^{\prime}-xgive us

-1 f0(x1)f_{0}\left(x_{1}^{\prime}\right) f1(x1)f_{1}\left(x_{1}^{\prime}\right) fn(x4)f_{n}\left(x_{4}^{\prime}\right) f(x1)f\left(x_{1}^{\prime}\right)
f0(x)f_{0}(x) f1(x)f_{1}(x) fn(x)f_{n}(x) f(x)f(x)
[x,x;f0x,x^{\prime};f_{0}] [x,x;f1]\left[x,x^{\prime};f_{1}\right] -[x,x;fn]\left[x,x^{\prime};f_{n}\right] 0
f0(x)2f_{0}\left(x^{\prime}{}_{2}\right) f1(x2)f_{1}\left(x_{2}^{\prime}\right) fn(x)2f_{n}\left(x^{\prime}{}_{2}\right) f(x)2f\left(x^{\prime}{}_{2}\right) \leq
V(f0,f1,,fnx1,x,x2,,xn)\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n}}{x_{1}^{\prime},x,x_{2}^{\prime},\ldots,x_{n}^{\prime}} f0(x)nf_{0}\left(x^{\prime}{}_{n}\right) f1(x)nf_{1}\left(x^{\prime}{}_{n}\right) fn(x)nf_{n}\left(x^{\prime}{}_{n}\right) f(x)nf\left(x^{\prime}{}_{n}\right)
(1)n+1[x,x;f]\leq(-1)^{n+1}\left[x,x^{\prime};f\right]\leq
1V(f0,f1,,fnx,x1,x2,,xn)\leq\frac{1}{\mathrm{\penalty 10000\ V}\binom{f_{0},f_{1},\ldots,f_{n}}{x,x_{1},x_{2},\ldots,x_{n}}} f0(x)f_{0}(x) [x,x;f0]\left[x,x^{\prime};f_{0}\right] [x,x;f1]\left[x,x^{\prime};f_{1}\right] [x,x;fn]\left[x,x^{\prime};f_{n}\right] f(x)f(x)
f0(x1)f_{0}\left(x_{1}\right) f1(x1)f_{1}\left(x_{1}\right) fn(x1)f_{n}\left(x_{1}\right) f(x1)f\left(x_{1}\right)
. : . f1(xn)f_{1}\left(x_{n}\right) fn(xn)f_{n}\left(x_{n}\right) f(xn)f\left(x_{n}\right)

Now suppose that the functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}are with first bounded divided difference on any subset completely interior to E. They are therefore, as well as the functionf(x)f(x), bounded and continuous on any subset completely interior to E. On the other hand,xxremaining in the interval (c,dc,d), the quantities

V(f0,f1,,fn(x,x1,,xn),V(f0,f1,,fnx1,x,x2,,xn)\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n}}{\left(x,x_{1},\ldots,x_{n}\right.},\quad\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n}}{x_{1}^{\prime},x,x_{2}^{\prime},\ldots,x_{n}^{\prime}}

have a positive lower bound.
Finally, we see that we have the following property:
For any function of ordern(n1)n(n\geq 1)is with first divided difference bounded on any subset completely interior to . E, it is necessary and sufficient that it is so for the functionsf0,f4,,fnf_{0},f_{4},\ldots,f_{n}.

The condition for a function to have bounded first divided difference is none other than the ordinary Lipschitz condition.

It should be noted that our demonstration shows that the subset considered cannot be completely arbitrary. It must exist at leastn+1n+1points of E not located in the interval formed by the ends of the subset in question and not all on the same side of this interval.

In particular:
For all functions of a system (T) to have a first divided difference bounded in any interval completely interior to (has,ba,b) it is necessary and sufficient that it be so for the first two functionsf0(x),f1(x)f_{0}(x),f_{1}(x).

Let us first specify the assumptions that we are going to make about the system (T).

Let us extend the meaning of determinant (2) to the case where the pointsxix_{i}are not all distinct. Generally speaking, if in

V(f0,f1,,fnx1,x2,,xn+1)\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n}}{x_{1},x_{2},\ldots,x_{n+1}}

pointsxi1,xi2,,xiIx_{i_{1}},x_{i_{2}},\ldots,x_{i_{j}}are confused at one pointxxall the othersxix_{i}being distinct fromxx, the symbol means the determinant
(2) where the rows of ranki1,i2,,iIi_{1},i_{2},\ldots,i_{j}are replaced by the lines:

f0(x)f1(x)fn(x)f0(x)f1(x)fn(x)f0(I1)(x)f1(I1)(x)fn(I1)(x)\begin{array}[]{ccccc}f_{0}(x)&f_{1}(x)&\cdots&f_{n}(x)\\ f_{0}^{\prime}(x)&f_{1}^{\prime}(x)&\cdots&f_{n}^{\prime}(x)\\ \cdots&\cdots&\cdots&\cdots&\cdots\\ f_{0}^{(j-1)}(x)&f_{1}^{(j-1)}(x)&\cdots&f_{n}^{(j-1)}(x)\end{array}

respectively. This change amounts to a passage to the limit. It is obtained by dividing the primitive symbol by the Van Der Monde determinantV(xi1,xi2,,xi1)\mathrm{V}\left(x_{i_{1}},x_{i_{2}},\ldots,x_{i_{1}}\right)and then making it tend towardsxxthe pointsxi1,xi2,,xiIx_{i_{1}},x_{i_{2}},\ldots,x_{i_{j}}. We remove, of course, certain positive numerical factors. We make this change for any group of points combined and we always assume that all the written derivatives exist.

Especially,V(f0,f1,,fnx,x,,x)\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n}}{x,x,\ldots,x}is none other than the Wronski determinant W[f0(x),f1(x),,fn(x)]\left[f_{0}(x),f_{1}(x),\ldots,f_{n}(x)\right]or more simplyW(f0,f1,,fn)\mathrm{W}\left(f_{0},f_{1},\ldots,f_{n}\right)functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}.

Let us now return to the (T) systems.
We can easily see that we have

V(f0,f1,,fnx1,x2,,xn+1)0,x1x2xn+1\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n}}{x_{1},x_{2},\ldots,x_{n+1}}\geq 0,\quad x_{1}\leq x_{2}\leq\ldots\leq x_{n+1}

whatevern1n\geq 1and the pointsxix_{i}.
In particular, we have

W(f0,f1,,fn)0\mathrm{W}\left(f_{0},f_{1},\ldots,f_{n}\right)\geq 0

for any pointxxof the interval(has,b)(a,b)and for everythingn1n\geq 1.
We will say that a system (T) is regular from oráremmif :
101^{0}. THEm+1m+1first functionsf0,f1,,fnf_{0},f_{1},\ldots,f_{n}have derivatives: of order1.2,,m1,2,\ldots,mthroughout the interval(has,b)(a,b).
2. Onhas15a_{1}^{5}

W(f0,,fn)>0\mathrm{W}\left(f_{0},\ldots,f_{n}\right)>0 (12)

for any pointxxof the interval (ab) and forn=1.2,,mn=1,2,\ldots,m.
In the case where this property is verified whatevermmthat is, if the functions (1) are indefinitely differentiable and if the inequality (12) holds for allxxand for everythingn1n\geq 1, we can say that the system (T) is completely regular. For example, the system (3). is completely regular.

The importance of regular systems comes from the fact that if a system (T) is regular of ordermm, the functionsf0,f1,,fm1f_{0},f_{1},\ldots,f_{m-1}are
mmlinearly independent integrals of a linear differential equation of ordermm

y(m)+ϕ1(x)y(m1)++ϕm(x)y=0y^{(m)}+\phi_{1}(x)y^{(m-1)}+\ldots+\phi_{m}(x)y=0

with continuous coefficients in the interval(has,b)(a,b).
8. - To keep things simple, we will assume that the subsetE1\mathrm{E}_{1}of E is closed and is such that E has a sufficient number of points not located in the interval(c,d)(c,d)formed by the ends ofE1\mathrm{E}_{1}We will specify this number later.

If a functionf(x)f(x)is a kth bounded divided difference, it is also a bounded divided difference of order 0 (the function is bounded),1.2,,k11,2,\ldots,k-1and it has continuous derivativesf(x),f"(x),,f(k1)(x)f(x),f^{\prime\prime}(x),\ldots,f^{(k-1)}(x)of order1.2,,k11,2,\ldots,k-1on the derived setE1\mathrm{E}_{1}^{\prime}ofE1\mathrm{E}_{1}. These derivatives are defined as limits of divided differences of order1.2,,k1et1,2,\ldots,k-1\mathrm{e}^{\mathrm{t}}coincide with the successive derivativesε\varepsilonin the oral sense if the latter exist and, in particular, at the points which belong to the derivativesE1,E1",,E1(k1)\mathrm{E}_{1}^{\prime},\mathrm{E}_{1}^{\prime\prime},\ldots,\mathrm{E}_{1}^{(k-1)}of order1.2,,k11,2,\ldots,k-1of the wholeE1\mathrm{E}_{1}

Now suppose that the system (T) is regular of orderk1k-1and that moreover the functionsf0,f1,,fn(nk)f_{0},f_{1},\ldots,f_{n}(n\geq k)are at kth bounded divided difference onE1\mathrm{E}_{1}. Eitherf(x)f(x)an order functionnnand suppose it has a bounded divided difference onE1\mathrm{E}_{1}until orderk1k-1inclusively. We want to demonstrate thatf(x)f(x)is also at the bounded divided difference.

Let us suppose the opposite. There then exists a sequence of systems ofk+1k+1points of E

x1(i)<x(i)<<xk1(i),i=1.2,x_{1}^{(i)}<x_{\ell}^{(i)}<\ldots<x_{k-1}^{(i)},\quad i=1,2,\ldots

such that the divided difference of orderkk

[x1(i),x2(i),,xk+1(i);f]\left[x_{1}^{(i)},x_{2}^{(i)},\ldots,x_{k+1}^{(i)};f\right] (13)

tends towards infinity and more exactly and to fix the ideas towards-\infty
We can always assume that the limits

limixI(i)=xI,I=1.2,,k+1\lim_{i\rightarrow\infty}x_{j}^{(i)}=x_{j}^{*},\quad j=1,2,\ldots,k+1

exist. We then have

x1x2xk+1x_{1}^{*}\leq x_{2}^{*}\leq\ldots\leq x_{k+1}^{*}

But, the functionf(x)f(x)being assumed to (k1k-1)th bounded divided difference, we can easily see that we must always havex10=x2==xk1=x0x_{1}^{0}=x_{2}^{*}=\ldots=x_{k-1}^{*}=x_{0}

Now let's take thenk+1n-k+1points of E
(14)

x1<x2<<xnk+1<cx_{1}<x_{2}<\ldots<x_{n-k+1}<c

We have the condition of non-concavity of ordernn

V(f0,f1,.xnk+1,x1(i),x2(i),,fn,xk+1(i)x1,x2,,xn1)0.\mathrm{V}\binom{f_{0},f_{1},\ldots\ldots\ldots.x_{n-k+1},x_{1}^{(i)},x_{2}^{(i)},\ldots,f_{n},x_{k+1}^{(i)}}{x_{1},x_{2},\ldots,x_{n-1}}\geq 0.

If we divide the first member by the determinantV(x1(i),x2(i),,xk+1(i))\mathrm{V}\left(x_{1}^{(i)},x_{2}^{(i)},\ldots,x_{k+1}^{(i)}\right)which is positive and if we make suitable transformations, which are easy to see, we deduce an inequality of the form

 HAS. [x1(i),x2(i),,xk+1(i);t]+B0\text{ A. }\left[x_{1}^{(i)},x_{2}^{(i)},\ldots,x_{k+1}^{(i)};t\right]+\mathrm{B}\geq 0 (15)

Whenii\rightarrow\inftythe quantityBBremains limited by virtue of the assumptions made.

For quantity A we have

HASV(f0,f1,,,tnx1,x2,,xnk+1,,x,x,,x)0\mathrm{A}\rightarrow\mathrm{\penalty 10000\ V}\binom{f_{0},f_{1},\ldots,\ldots\cdot\cdot\cdot\cdot\cdot\cdot,t_{n}}{x_{1},x_{2},\ldots,x_{n-k+1},\ldots,x,x,\ldots,x}\geq 0

Now, we will demonstrate that we can choose the pointsx1,x2,.x_{1},x_{2},..,xnk+1\ldots,x_{n-k+1}so that this quantity is different from zero, therefore positive.

Letx1<x2<<xn+1n+1x_{1}<x_{2}<\ldots<x_{n+1}n+1points to the left ofccand consider the(n+1nk+1)\binom{n+1}{n-k+1}determinants

V(f0,f1,..,fnxi1,xi2,,xink+1,x,x,,x)\mathrm{V}\binom{f_{0},f_{1},\ldots........,f_{n}}{x_{i_{1}},x_{i_{2}},\ldots,x_{i_{n-k+1}},x,x,\ldots,x}

by choosing thenk+1n-k+1pointsxi1<xi2<<xink+1x_{i_{1}}<x_{i_{2}}<\ldots<x_{i_{n-k+1}}in all possible ways among the pointsxix_{i}.

I say that at least one of these determinants is positive. Indeed, otherwise, we would have a system of(n+1nk+1)\binom{n+1}{n-k+1}linear and homogeneous equations with respect to(n+1nk+1)\binom{n+1}{n-k+1}order determinantskkof the matrix

(f0(x)f1(x)fn(x)f0(x)f1(x)fn(x)f0(k1)(x)f1(k1)(x)fn(k1)(x)).\left(\begin{array}[]{cccccc}f_{0}(x)&f_{1}(x)&\cdots&\cdots&f_{n}(x)\\ f_{0}^{\prime}(x)&f_{1}^{\prime}(x)&\cdots&\cdots&f_{n}^{\prime}(x)\\ f_{0}^{(k-1)}(x)&f_{1}^{(k-1)}(x)&\cdots&\cdots&f_{n}^{(k-1)}(x)\end{array}\right).

The determinant of this system is, perhaps up to the sign, the order determinant(n+1nk+1)\binom{n+1}{n-k+1}formed by the order minersnk+1n-k+1of the determinant

V(f0,f1,,fnx1,x2,,xn+1)\mathrm{V}\binom{f_{0},f_{1},\ldots,f_{n}}{x_{1},x_{2},\ldots,x_{n+1}} (17)

The determinant of the system considered is therefore equal to the power(nnk)th \binom{n}{n-k}^{\text{ème }}of determinant (17) and is, therefore, different from zero.

It follows that all order determinantskkof the matrix (16) should be zero, which is impossible since by hypothesisW(f0,f2,,fk1)>0\mathrm{W}\left(f_{0},f_{2},\ldots,f_{k-1}\right)>0.

We see that we can choose the pointsx1,x2,,xnk+1x_{1},x_{2},\ldots,x_{n-k+1}amongn+1n+1fixed points located to the left ofccsuch as by doingii\rightarrow\inftywe surely arrive at a contradiction in formula (15). This is true regardless of the pointxx, points limitxI(i)x_{j}^{(i)}.

It is therefore demonstrated thatf(x)f(x)is at kèmc divided difference bounded onE1\mathrm{E}_{1}.
9. - If the divided difference (15) tends towards++\inftythe demonstration is done, of course, in the same way by choosing the points appropriatelyx1,x2,,xnk+1x_{1},x_{2},\ldots,x_{n-k+1}outside the interval (r,xr,x).

In general, either

V(f0,f1,,fnx1,x2,,xr,x,x˙,,x,x1,x2,,xs)\mathrm{V}\binom{f_{0},f_{1},\ldots\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot,f_{n}}{x_{1},x_{2},\ldots,x_{r},x,\dot{x},\ldots,x,x_{1}^{\prime},x_{2}^{\prime},\ldots,x_{s}^{\prime}} (18)
x1<x2<<xr<c<d<x1<x2<<xsr+s=nk+1\begin{gathered}x_{1}<x_{2}<\cdots<x_{r}<c<d<x_{1}^{\prime}<x_{2}^{\prime}<\cdots<x_{s}^{\prime}\\ r+s=n-k+1\end{gathered}

We see, by analogous reasoning, that we can first choose the pointsx1,x2,,xsx_{1}^{\prime},x_{2}^{\prime},\ldots,x_{s}^{\prime}(or the pointsx1,x2,,xsx_{1},x_{2},\ldots,x_{s}) amongk+sk+s(Ork+r)k+r)fixed points located to the right ofdd(or left ofcc) such that the determinant
V(f0,f1,x1,fk+s1x,x,,x,x1,x2,,xs)[\mathrm{V}\binom{f_{0},f_{1},\ldots\ldots x_{1}\ldots,f_{k+s-1}}{x,x,\ldots,x,x_{1}^{\prime},x_{2}^{\prime},\ldots,x_{s}^{\prime}}\quad\left[\right.OrV(f0,f1,,fk+r1x1,x2,,xr,x,x,,x)]\left.\mathrm{V}\binom{f_{0},f_{1},\ldots\ldots\ldots,f_{k+r-1}}{x_{1},x_{2},\ldots,x_{r},x,x,\ldots,x}\right]
is different from zero and then we can choose the pointsx1,x2,,xrx_{1},x_{2},\ldots,x_{r}(or the pointsx1,x2,,xsx_{1}^{\prime},x_{2}^{\prime},\ldots,x_{s}^{\prime}) amongn+1n+1fixed points located to the left ofcc(or to the right ofdd) such that the determinant (18) is different from zero.

1936

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