On a generalization of the notion of higher-order convexity.
1.
—
Let
(1)
a finite or infinite sequence of real, uniform functions defined in the finite and closed interval ().
We will call it a linear combination of orderan expression of form
where theare constants (which can also be zero).
We will say that the functions (1) form a basis when a linear combination of orderis determined completely by its values ​​ondistinct points and this whateverand thepoints considered.
Let's ask
For functions (1) to form a basis it is necessary and sufficient that we havefor all groups of
distinct pointsof the interval () and for
In particular, the functions
(3)
form a base. In this case the determinant (2) becomes
and is none other than the Van Der Monde determinant of quantities. 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 ).
(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.
(1) From a sequence (1) we can deduce an infinity of others
(a)
Oris a linear combination of order, this order being effective, that is to say that the coefficient. If the functions (1) form a basis, the same is true for the functions (.) 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
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 functiondefined on a set E whose points are part of the interval (). Let us designate bytakes the valuesto the points
We will say thatis non-concave, convex, polynomial, non-convex or concave of order n with respect to the functionsdepending on whether one of the inequalities
is verified on the whole set E .
We will also say that such a function is of orderin relation to functions. 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 points.
We can write
Condition (5), taking into account (4), becomes
(6)
Note that condition (6) can still be written
(7)
and in this form we see that analytically the character of convexity is written independently of the order of the points,
The non-concave function of ordercan 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 orderof the functionexpresses this property that functionsAnd(or the function -) 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 orderIn this case the first member of relation (7) is also writtenand is what is called the divided difference of orderof the function on the points.
3. - A polynomial function is reduced to the values ​​on E of a linear combination of order.
Ifis an order functionand if
(8)
it is polynomial of orderon the part of E included in the smallest interval containing the points. Indeed, let us suppose that. The property results from the fact that the functionremains included, in the interval (), between the two linear combinations of order
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 ifare points of E andis an order function, it remains included, in the interval (), between the two linear combinations (). We easily deduce the following property:
For any order functionis bounded on any subset completely interior to E it is necessary and sufficient that the functionsare bounded on any subset completely interior to E.
A subset ofis completely internal toif 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 functionsare of order.
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 functionis bounded.
5. - Suppose thatare continuous at a pointwhich belongs at the same time to E and to its derivative.
Let's take two groups ofpoints
(10)
(11)
distinct from each other and from, belonging toin such a way that if there are anyAndpoints to the left ofin both groups (10) and (11) respectively, the numberis odd. We can always obtain this arrangement if we assume thatdoes not coincide with an end of E.
To fix the ideas we assume that
Be it nowan order functionAnda point of E neighboring. If we apply inequality (6) to sequences of points
Or
we easily find that
where A, B are two quantities tending to zero whenin an arbitrary manner.
We deduce thatis continuous at the point.
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 functionsare 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 () it is necessary and sufficient that the first two functionsare continuous in this interval.
6. - Let the two sequences of points (10), (11). Suppose that an interval () does not contain any points (10)," (11) and that there arepoints to the left ofin the two groups (10), (11) respectively, the sumbeing odd. To clarify the ideas, we will still assume that
Now consider a functionof orderand two points oflocated in the interval ().
Inequalities
divided bygive us
-1
[]
-
0
. : .
Now suppose that the functionsare with first bounded divided difference on any subset completely interior to E. They are therefore, as well as the function, bounded and continuous on any subset completely interior to E. On the other hand,remaining in the interval (), the quantities
have a positive lower bound.
Finally, we see that we have the following property:
For any function of orderis with first divided difference bounded on any subset completely interior to . E, it is necessary and sufficient that it is so for the functions.
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 leastpoints 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 () it is necessary and sufficient that it be so for the first two functions.
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 pointsare not all distinct. Generally speaking, if in
pointsare confused at one pointall the othersbeing distinct from, the symbol means the determinant
(2) where the rows of rankare replaced by the lines:
respectively. This change amounts to a passage to the limit. It is obtained by dividing the primitive symbol by the Van Der Monde determinantand then making it tend towardsthe points. 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,is none other than the Wronski determinant Wor more simplyfunctions.
Let us now return to the (T) systems.
We can easily see that we have
whateverand the points.
In particular, we have
for any pointof the intervaland for everything.
We will say that a system (T) is regular from oráreif :
. THEfirst functionshave derivatives: of orderthroughout the interval.
2. On
(12)
for any pointof the interval (ab) and for.
In the case where this property is verified whateverthat is, if the functions (1) are indefinitely differentiable and if the inequality (12) holds for alland for everything, 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 order, the functionsare
linearly independent integrals of a linear differential equation of order
with continuous coefficients in the interval.
8. - To keep things simple, we will assume that the subsetof E is closed and is such that E has a sufficient number of points not located in the intervalformed by the ends ofWe will specify this number later.
If a functionis a kth bounded divided difference, it is also a bounded divided difference of order 0 (the function is bounded),and it has continuous derivativesof orderon the derived setof. These derivatives are defined as limits of divided differences of ordercoincide with the successive derivativesin the oral sense if the latter exist and, in particular, at the points which belong to the derivativesof orderof the whole
Now suppose that the system (T) is regular of orderand that moreover the functionsare at kth bounded divided difference on. Eitheran order functionand suppose it has a bounded divided difference onuntil orderinclusively. We want to demonstrate thatis also at the bounded divided difference.
Let us suppose the opposite. There then exists a sequence of systems ofpoints of E
such that the divided difference of order
(13)
tends towards infinity and more exactly and to fix the ideas towards
We can always assume that the limits
exist. We then have
But, the functionbeing assumed to ()th bounded divided difference, we can easily see that we must always have
Now let's take thepoints of E
(14)
We have the condition of non-concavity of order
If we divide the first member by the determinantwhich is positive and if we make suitable transformations, which are easy to see, we deduce an inequality of the form
(15)
Whenthe quantityremains limited by virtue of the assumptions made.
For quantity A we have
Now, we will demonstrate that we can choose the points.so that this quantity is different from zero, therefore positive.
Letpoints to the left ofand consider thedeterminants
by choosing thepointsin all possible ways among the points.
I say that at least one of these determinants is positive. Indeed, otherwise, we would have a system oflinear and homogeneous equations with respect toorder determinantsof the matrix
The determinant of this system is, perhaps up to the sign, the order determinantformed by the order minersof the determinant
(17)
The determinant of the system considered is therefore equal to the powerof determinant (17) and is, therefore, different from zero.
It follows that all order determinantsof the matrix (16) should be zero, which is impossible since by hypothesis.
We see that we can choose the pointsamongfixed points located to the left ofsuch as by doingwe surely arrive at a contradiction in formula (15). This is true regardless of the point, points limit.
It is therefore demonstrated thatis at kèmc divided difference bounded on.
9. - If the divided difference (15) tends towardsthe demonstration is done, of course, in the same way by choosing the points appropriatelyoutside the interval ().
In general, either
(18)
We see, by analogous reasoning, that we can first choose the points(or the points) among(Orfixed points located to the right of(or left of) such that the determinant
Or
is different from zero and then we can choose the points(or the points) amongfixed points located to the left of(or to the right of) such that the determinant (18) is different from zero.