Notes on Higher-Order Convex Functions (III)

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T. Popoviciu, Notes sur les fonctions convexes d’ordre supérieur (III), Mathematica, 16 (1940), pp. 74-86 (in French).

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[MR0002560, JFM 66.0241.03]

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NOTES ON HIGHER ORDER CONVEX FUNCTIONS (III)

BY
TIBERIU POPOVICIU
(Cluj)

On certain inequalities verified by convex functions

  1. 1.
    • Eitherf(x)f(x)a non-concave function (of order 1) in the interval (has,ba,b). This function is characterized by the inequality

[x1,x2,x3;f]0,()1\left[x_{1},x_{2},x_{3};f\right]\geq 0,\left({}^{1}\right) (1)

verified by any group of three distinct pointsx1,x2,x3x_{1},x_{2},x_{3}of(has,b)(a,b).
From (1) follow other well-known inequalities. Such is Jensen's inequality ( 2 )

f(ΣpixiΣpi)Σpif(xi)Σpi,pi0,Σpi>0f\left(\frac{\Sigma p_{i}x_{i}}{\Sigma p_{i}}\right)\leqq\frac{\Sigma p_{i}f\left(x_{i}\right)}{\Sigma p_{i}},\quad p_{i}\geqq 0,\quad\Sigma p_{i}>0 (2)

mM G. Hardy, JE Littlewood and G. Polya determined all inequalities of the form

i=1mf(xi)i=1mf(yi)()3\sum_{i=1}^{m}f\left(x_{i}\right)\geqq\sum_{i=1}^{m}f\left(y_{i}\right)\left({}^{3}\right) (3)

()1\left({}^{1}\right)For notations see my earlier works.
( 2 ) J.L.W.V. JENSEN, »On convex functions and inequalities between mean values. Acta Math., 30, 175-193 (1906).
( 3 ) G.H. Hardy, J.E. LITTLEWOOD, G. POLYA, »Some simple inequalities satisfied by convex functions. Mess. of Math. 58, 145-152 (1929). See also J. Karamata, »On an inequality relating to convex functions. Publ. Math. Univ. Belgrade, 1, 145-148 (1932).

ON HIGHER ORDER CONVEX FUNCTIONS

In particular, MK Toda demonstrated that

1mi=1mf(xi)1m1=1m1f(yi)\frac{1}{m}\sum_{i=1}^{m}f\left(x_{i}\right)\geqq\frac{1}{m-1}\sum_{=1}^{m-1}f\left(y_{i}\right) (4)

ifyiy_{i}are the zeros of the derivative of the polynomiali=1m(xxi)()4\prod_{i=1}^{m}\left(x-x_{i}\right)\left({}^{4}\right). This result has already been established for the particular functionf(x)=xpf(x)=x^{p}, in the case ofpppositive integer by MH Bray ( 5 , and in the case ofp1p\geqq 1any by MS Kakeya (').
2. - It is easy to find the necessary and sufficient conditions that non-zero constants must fulfillpip_{i}and the pointsx1<x2<<xmx_{1}<x_{2}<\cdots<x_{m}of (has,ba,b) so that we have (m3m\geqq 3)

i=1mpif(xi)0,\sum_{i=1}^{m}p_{i}f\left(x_{i}\right)\geqq 0, (5)

whatever the non-concave functionf(x)f(x).
We can write

i=1mpif(xi)=HAS0f(x1)+HAS1[x1,x2;f]+r=1n2CrΔ2r,\sum_{i=1}^{m}p_{i}f\left(x_{i}\right)=\mathrm{A}_{0}f\left(x_{1}\right)+\mathrm{A}_{1}\left[x_{1},x_{2};f\right]+\sum_{r=1}^{n-2}\mathrm{C}_{r}\Delta_{2}^{r}, (6)

Or

Δ2r=[xr,xr+1,xr+2;f],r=1.2,,m2,\Delta_{2}^{r}=\left[x_{r},x_{r+1},x_{r+2};f\right],\quad r=1,2,\ldots,m-2,

the constantsHAS0,HAS1,Cr\mathrm{A}_{0},\mathrm{\penalty 10000\ A}_{1},\mathrm{C}_{r}are completely determined and are independent of the functionf(x)f(x). The necessary and sufficient conditions are

HAS0=0,HAS1=0,Cr0;r1.2,,m2.\mathrm{A}_{0}=0,\quad\mathrm{\penalty 10000\ A}_{1}=0,\quad\mathrm{C}_{r}\geqq 0;\quad r\simeq 1,2,\ldots,m-2.

Indeed, we can construct a non-concave functionf(x)f(x)such asf(x1),[x1,x2;f]f\left(x_{1}\right),\left[x_{1},x_{2};f\right]have any values ​​andΔ2r\Delta_{2}^{r}any non-negative values.

To determine the coefficients𝐀0,𝐀1,𝐂r\mathbf{A}_{0},\mathbf{A}_{1},\mathbf{C}_{r}just choose (xx) properly. If we first takef(x)=αx+β,α,βf(x)=\alpha x+\beta,\alpha,\beta

00footnotetext: (1) K. TODA, “On certain functional inequalities”. Journal of the Hiroshima Univ. (A), 4. 27-40, (1934), and »A method of approximation of convex functions. The Tohoku Math. Journal, 42, 311-317 (1936).
( 5 ) HE Bray, "On the zeros of a polynomial and of its derivatives. Amer. Journal of Math. 53, 864-872 (1931).
( 6 ) S. KAKEYA, "On an inequality between the roots of an equation and its derivatives Proc. Phys.-Math. Soc. Japan, (3), 15, 149-154 (1933).

being any constants, we find

HAS0=i=1mpi,HAS1=i=1mpixix1i=1mpi=i=2mpi(xix1).\mathrm{A}_{0}=\sum_{i=1}^{m}p_{i},\quad\mathrm{\penalty 10000\ A}_{1}=\sum_{i=1}^{m}p_{i}x_{i}-x_{1}\sum_{i=1}^{m}p_{i}=\sum_{i=2}^{m}p_{i}\left(x_{i}-x_{1}\right).

Let us then takef(x)=xxr+1+|xxr+1|,1rm2f(x)=x-x_{r+1}+\left|x-x_{r+1}\right|,\quad 1\leqq r\leqq m-2, We have

[xi,xi+1,xi+2;f]={0,ir2xr+2xr,i=r\left[x_{i},x_{i+1},x_{i+2};f\right]=\begin{cases}0,&i\neq r\\ \frac{2}{x_{r+2}-x_{r}},&i=r\end{cases}

and equality (6) gives us

Cr=(xr+2xr)i=r+2mpi(xixr+1),r=1.2,,m2.\mathrm{C}_{r}=\left(x_{r+2}-x_{r}\right)\sum_{i=r+2}^{m}p_{i}\left(x_{i}-x_{r+1}\right),\quad r=1,2,\ldots,m-2.

So we have the following property:
For inequality (5) to be verified for any nonconcave function (of order 1)f(x)f(x), it is necessary and sufficient that we have
(7)i=1mpi=i=1mpixi=0,i=r+2mpi(xixr+1)0,r=1.2,,m2\quad\sum_{i=1}^{m}p_{i}=\sum_{i=1}^{m}p_{i}x_{i}=0,\sum_{i=r+2}^{m}p_{i}\left(x_{i}-x_{r+1}\right)\geqq 0,r=1,2,\ldots,m-2.

If these relationships are verified and if moreoverf(x)f(x)is convex, we have

i=1mpif(xi)>0.\sum_{i=1}^{m}p_{i}f\left(x_{i}\right)>0.

The last part of the statement results from the fact that one cannot havei=r+2mpi(xixr+1)=0,r=1.2,,m2\sum_{i=r+2}^{m}p_{i}\left(x_{i}-x_{r+1}\right)=0,r=1,2,\ldots,m-2, THEpip_{i}being0\neq 0by hypothesis.
3. - Under the term (7) the preceding conditions are not very convenient for applications.

Let us first consider inequality (3). Suppose that thexix_{i}are given and let us say that:

THEy1,y2,,ymy_{1},y_{2},\ldots,y_{m}verify condition (C) if we can findm2m^{2}non-negative numberspiIp_{ij}such as

  1. 1.

    i=1mpiI=I=1mpiI=1,i,I=1.2,,m\sum_{i=1}^{m}p_{ij}=\sum_{j=1}^{m}p_{ij}=1,\quad i,j=1,2,\ldots,m.
    20.yi=pi1x1+pi2x2++pinxm,i=1.2,,m2^{0}.y_{i}=p_{i1}x_{1}+p_{i2}x_{2}+\cdots+p_{in}x_{m},\quad i=1,2,\ldots,m.
    Applying Jensen's inequality (2), we see that:
    Ify1,y2,,ymy_{1},y_{2},\ldots,y_{m}verify condition (C), inequality (3) is verified regardless of the non-concareous functionf(x)f(x).

Consider, in ordinary space atmmdimensions, the pointP(y1,y2,,ym)\mathrm{P}\left(y_{1},y_{2},\ldots,y_{m}\right)of coordinatesy1,y2,,ymy_{1},y_{2},\ldots,y_{m}. We will say that this point verifies condition (C) if its coordinatesy1,y2,,ymy_{1}^{\prime},y_{2},\ldots,y_{m}verify this condition.

Let's suppose thatx1x2xm,y1y2ymx_{1}\leqq x_{2}\leqq\ldots\leqq x_{m},y_{1}\leqq y_{2}\leqq\ldots\leqq y_{m}and then let's say that:

THEy1,y2,,ymy_{1},y_{2},\ldots,y_{m}check the condition (C\mathrm{C}^{\prime}) if we have

{x1+x2++xiy1+y2++yi,i=1.2,,m1x1+x2++xm=y1+y2++ym(η).\left\{\begin{array}[]{l}x_{1}+x_{2}+\cdots+x_{i}\leqq y_{1}+y_{2}+\cdots+y_{i},i=1,2,\ldots,m-1\\ x_{1}+x_{2}+\cdots+x_{m}=y_{1}+y_{2}+\cdots+y_{m}(\eta).\end{array}\right.

We then have that (8)
The necessary and sufficient condition for inequality (3) to be verified whatever the non-concave functionf(x)f(x)is that they1,y2,,ymy_{1},y_{2},\ldots,y_{m}check the condition (C\mathrm{C}^{\prime}).
4. - We now propose to demonstrate that the conditions ( C ) and (C\mathrm{C}^{\prime}) are equivalent ( 9 ). To do this it is sufficient to demonstrate that ify1,y2,,ymy_{1},y_{2},\ldots,y_{m}check the condition (CC^{\prime}) the pointP(y1,y2,,ym)\mathrm{P}\left(y_{1},y_{2},\ldots,y_{m}\right)verifies condition (C).

Note that if any number of pointsP1,P2,\mathrm{P}_{1},\mathrm{P}_{2},\ldotsverify condition (C) any point that belongs to the smallest convex domain that contains the pointsP1,P2,P_{1},P_{2},\ldotsalso verifies the condition ( C ). We see, on the other hand, that the points P verifying the condition (CC^{\prime}) form a convex and bounded domainDD. Now, the domain D is formed by the hyperplanes

{yi=yi+1,y1+y2++yi=x1+x2++xi,i=1.2,,m1y1+y2++ym=x1+x2++xm.\left\{\begin{array}[]{c}y_{i}=y_{i+1},y_{1}+y_{2}+\cdots+y_{i}=x_{1}+x_{2}+\cdots+x_{i},i=1,2,\ldots,m-1\\ y_{1}+y_{2}+\cdots+y_{m}=x_{1}+x_{2}+\cdots+x_{m}.\end{array}\right.

(7) The condition ( ) can be put in the symmetric form

min(xi1+xi2++xik)yI1+yI2++yIkmax(xi1+xi0++xik)k=1.2,,m\begin{gathered}\min\left(x_{i_{1}}+x_{i_{2}}+\ldots+x_{i_{k}}\right)\leqq y_{j_{1}}+y_{j_{2}}+\ldots+y_{j_{k}}\leqq\max\left(x_{i_{1}}+x_{i_{0}}+\ldots+x_{i_{k}}\right)\\ k=1,2,\ldots,m\end{gathered}

where the min and max are relative to all combinationsi1,i2,,iki_{1},i_{2},\ldots,i_{k}numbers1.2,,m1,2,\ldots,mtakenkkhaskkAndI1,I2,,Ikj_{1},j_{2},\ldots,jkarekkany numbers in the sequence1.2,,m1,2,\ldots,m.
()8\left({}^{8}\right)see loc. cit.()9\left({}^{9}\right).
( 9 ) This property is due to Messrs. Hardy, JE Littlewood and G. Polya. See: „Inequalities" Cambridge Univ. Press, XII-314 pp. (1934). (Note after the correction).

This domain can also be considered as the smallest convex domain containing those intersection points of the hyperplanes (9) which verify the condition (CC^{\prime}). It is easy to see that there is in all2m12^{m-1}such points. These points are

(ξ1,ξ1,,ξ1i1,ξ2,ξ2,,ξ2i2,,ξk,ξk,,ξkik)(\underbrace{\xi_{1},\xi_{1},\ldots,\xi_{1}}_{i_{1}},\underbrace{\xi_{2},\xi_{2},\ldots,\xi_{2}}_{i_{2}},\ldots,\underbrace{\xi_{k},\xi_{k},\ldots,\xi_{k}}_{i_{k}})

Or
i1+i2++ik=m,ξr=1irs=1irxi1+i2++ir1+s,r=1.2,,ki_{1}+i_{2}+\cdots+i_{k}=m,\quad\xi_{r}=\frac{1}{i_{r}}\sum_{s=1}^{i_{r}}x_{i_{1}+i_{2}+\cdots+i_{r-1}+s}\quad,\quad r=1,2,\ldots,k.
But, all these points obviously verify condition (C). The equivalence of the two conditions (CC) And (CC^{\prime}) is therefore demonstrated.
5. - We can therefore state the following property:

The necessary and sufficient condition for inequality (3) to hold, regardless of the non-concareous functionf(x)f(x), is that they1,y2,,ymy_{1},y_{2},\ldots,y_{m}verify condition (C).

We can always put an inequality (b) in the form

i=1rαif(xi)i=1sβif(yi)(r+s3)\sum_{i=1}^{r}\alpha_{i}f\left(x_{i}\right)\geqq\sum_{i=1}^{s}\beta_{i}f\left(y_{i}\right)\quad(r+s\geqq 3) (10)

Orαi>0,βi>0,α1+α2++αr=β1+β2++βs=1,x1<x2<<xr\alpha_{i}>0,\beta_{i}>0,\alpha_{1}+\alpha_{2}+\cdots+\alpha_{r}=\beta_{1}+\beta_{2}+\cdots+\beta_{s}=1,x_{1}<x_{2}<\cdots<x_{r},y1<y2<<ysy_{1}<y_{2}<\cdots<y_{s}. We obtain this inequality of (3) by first assuming that some of the pointsxi,yIx_{i},y_{j}come to coincide and then by passages at the limit (if theαi,βi\alpha_{i},\beta_{i}are not all rational). It is then easy to deduce from the above the following general property:

The necessary and sufficient condition for inequality (10) to hold, regardless of the non-concave functionf(x)f(x), is that we can find rs non-negative numberspiIp_{ij}so that we have
10.I=1rpiI=1,i=1.2,,s1^{0}.\sum_{j=1}^{r}p_{ij}=1,\quad i=1,2,\ldots,s
(11)20.i=1sβipiI=αI,I=1.2,,r2^{0}.\sum_{i=1}^{s}\beta_{i}p_{ij}=\alpha_{j},j=1,2,\ldots,r
30.yi=pi1x1+pi2x2++pirxr,i=1,,s3^{0}.y_{i}=p_{i1}x_{1}+p_{i2}x_{2}+\cdots+p_{ir}x_{r},\quad i=1,\ldots,s.
It is clear that iff(x)f(x)is convex it is the sign>>which is still suitable in (10).
6. - As an application let us take up inequality (4) of MK Toda.

Consider the polynomial𝐏(x)=(xx1)(xx2)(xxm)\mathbf{P}(x)=\left(x-x_{1}\right)\left(x-x_{2}\right)\ldots\left(x-x_{m}\right)where we can assume that the (real) zerosx1,x2,,xmx_{1},x_{2},\ldots,x_{m}are
distinct and arey1,y2,,ym1y_{1},y_{2},\ldots,y_{m-1}the zeros of the derivative𝐏(x)\mathbf{P}^{\prime}(x). We will show that we can indeed satisfy conditions (11) where, in this case,

α1=α2==αm=1m,β1=β2==βm1=1m1.\alpha_{1}=\alpha_{2}=\ldots=\alpha_{m}=\frac{1}{m}\quad,\quad\beta_{1}=\beta_{2}=\ldots=\beta_{m-1}=\frac{1}{m-1}.

We have

P(x)P(x)=1xx1+1xx2++1xxm\frac{\mathrm{P}^{\prime}(x)}{\mathrm{P}(x)}=\frac{1}{x-x_{1}}+\frac{1}{x-x_{2}}+\ldots+\frac{1}{x-x_{m}}

from where

1yix1+1yix2++1yixn=0,i=1.2,,m1\frac{1}{y_{i}-x_{1}}+\frac{1}{y_{i}-x_{2}}+\cdots+\frac{1}{y_{i}-x_{n}}=0,\quad i=1,2,\ldots,m-1

who gives us

yi=i=1mxi(yixI)2I=1m1(yixI)2,i=1.2,,m1.y_{i}=\frac{\sum_{i=1}^{m}\frac{x_{i}}{\left(y_{i}-x_{j}\right)^{2}}}{\sum_{j=1}^{m}\frac{1}{\left(y_{i}-x_{j}\right)^{2}}},\quad i=1,2,\ldots,m-1.

It remains to be demonstrated that

i=1m11(yixi)2L=1m1(yixL)2=i=1m1Pyi)P"(yi)1(xIyi)2=m1m\displaystyle\sum_{i=1}^{m-1}\frac{\frac{1}{\left(y_{i}-x_{i}\right)^{2}}}{\sum_{l=1}^{m}\frac{1}{\left(y_{i}-x_{l}\right)^{2}}}=-\sum_{i=-1}^{m-1}\frac{\left.\mathrm{P}y_{i}\right)}{\mathrm{P}^{\prime\prime}\left(y_{i}\right)}\cdot\frac{1}{\left(x_{j}-y_{i}\right)^{2}}=\frac{m-1}{m} (12)
I=1.2,,m\displaystyle j=1,2,\ldots,m

Consider the polynomial

F(x)=P(x11m(xx1+x2+xmm)P(x)\mathrm{F}(x)=\mathrm{P}\left(x_{1}-\frac{1}{m}\left(x-\frac{x_{1}+x_{2}+\cdots x_{m}}{m}\right)\mathrm{P}^{\prime}(x)\right.

of degreem2m-2. We have

F(x)P(x)=i=1m1F(yi)P"(yi)(xyi)=i=1m1P(yi)P"(yi(xyi).\frac{\mathrm{F}(x)}{\mathrm{P}^{\prime}(x)}=\sum_{i=1}^{m-1}\frac{\mathrm{\penalty 10000\ F}\left(y_{i}\right)}{\mathrm{P}^{\prime\prime}\left(y_{i}\right)\left(x-y_{i}\right)}=\sum_{i=1}^{m-1}\frac{\mathrm{P}\left(y_{i}\right)}{\mathrm{P}^{\prime\prime}\left(y_{i}\left(x-y_{i}\right)\right.}.

The first member of (12) can therefore be written

[F(x)P(x)]x=xI=[P(x)P(x)1m(xx1+x2++xmm)]x=xI=m1m.\left[\frac{\mathrm{F}(x)}{\mathrm{P}^{\prime}(x)}\right]_{x=x_{j}}^{\prime}=\left[\frac{\mathrm{P}(x)}{\mathrm{P}^{\prime}(x)}-\frac{1}{m}\left(x-\frac{x_{1}+x_{2}+\cdots+x_{m}}{m}\right)\right]_{x=x_{j}}^{\prime}=\frac{m-1}{m}.

We see therefore that the inequality of MK Toda is in this way an immediate consequence of the inequality (2).
7. - To fix the ideas supposous that

x1y1x2y2hasm1ym1xmx_{1}\leqq y_{1}\leqq x_{2}\leqq y_{2}\leqq\cdots\leqq a_{m-1}\leqq y_{m-1}\leqq x_{m} (13)

we can then write the inequalities (7) which express the condition (C\mathrm{C}^{\prime}). The first two equalities (7) are obviously verified. There remain2m32m-3inequalities which, written in a suitable form, are

(m1)(x1+x2\displaystyle(m-1)\left(x_{1}+x_{2}\right. ++xi)+ixi+1m(y1+y2++yi)\displaystyle\left.+\cdots+x_{i}\right)+ix_{i+1}\leq m\left(y_{1}+y_{2}+\cdots+y_{i}\right) (14)
i\displaystyle i =1.2,,m2.\displaystyle=1,2,\ldots,m-2.
(m1)(x1+x2++xi)m(y+y2++yi)iyi\displaystyle(m-1)\left(x_{1}+x_{2}+\ldots+x_{i}\right)\leq m\left(y+y_{2}+\ldots+y_{i}\right)-iy_{i} (\prime)
i\displaystyle i =1.2,,m1.\displaystyle=1,2,\ldots,m-1.

We can easily see that the inequalities (14') result from (13) and (14) and from

x1+x2++xmm=y1+y2++ym1m1\frac{x_{1}+x_{2}+\ldots+x_{m}}{m}=\frac{y_{1}+y_{2}+\ldots+y_{m-1}}{m-1} (15)

so
ifx1x2xmx_{1}\leqq x_{2}\leqq\ldots\leqq x_{m}are the zeros of a polynomial of degreemmAndy1y2ym1y_{1}\leqq y_{2}\leqq\ldots\leqq y_{m-1}the zeros of the derived polynomial, we have the inequalities (14).

The first of these inequalities is only an inequality of war. According to this inequality, zeroyiy_{i}is always included in the interval(xi+xi+1xim,xi+1xi+1xim)\left(x_{i}+\frac{x_{i+1}-x_{i}}{m},x_{i+1}-\frac{x_{i+1}-x_{i}}{m}\right). Mr. R. Godeau generalized this theorem of Laguerre by demonstrating an inequality which amounts to the following ( 10 )

(mi)xi+ri+1mi+1yiixi+1+xii+1\displaystyle\frac{(m-i)x_{i}+r_{i+1}}{m-i+1}\leqq y_{i}\leqq\frac{ix_{i+1}+x_{i}}{i+1} (16)
i=1.2,,m1\displaystyle i=1,2,\ldots,m-1

It should be noted that inequalities (14) do not generally result from (13), (15) and (16). To see this, it is sufficient to takem=5,{x1=0,x2=60,x3=120,x4=180,x5=240y1=15,y2=80,y3=163,y4=222.m=5,\left\{\begin{array}[]{c}x_{1}=0,x_{2}=60,x_{3}=120,x_{4}=180,x_{5}=240\\ y_{1}=15,y_{2}=80,y_{3}=163,y_{4}=222.\end{array}\right.

Inequalities (14) are therefore new unequalities between the zeros of a polynomial and the zeros of the derived polynomial.

00footnotetext: ( 10 ) R. Godeau "On algebraic equations with all real roots" Mathesis, 45, 245-252 (1931), This also results from the properties demonstrated in Chap. III of my work "On algebraic equations with all real roots" Mathematica, I, 157-181 (1935),

The general theorem of No. 4 allows us to establish other inequalities for convex functions. We do not want to dwell on this question further here.
8. - Let us now move on to non-concave functions of ordern>1n>1. Such a function is characterized by the inequality

[x1,x2,,xn+2;f]0\left[x_{1},x_{2},\ldots,x_{n+2};f\right]\geqq 0 (17)

verified by any group ofn+2n+2distinct pointsx1,x2,,xn+2x_{1},x_{2},\ldots,x_{n+2}of the set E on which the function is defined.

Let us again seek the necessary and sufficient conditions that non-zero constants must fulfill.pip_{i}and the pointsx1<x2<<xmx_{1}<x_{2}<\ldots<x_{m}of E so that we have the inequality (5 (mn+2m\geqq n+2) whatever the functionf(x)f(x), non-concave of ordernn.

In this case we can write

i=1pif(xi)=HAS0f(x1)+HAS1[x1,x2;f]++\displaystyle\sum_{i=1}p_{i}f\left(x_{i}\right)=\mathrm{A}_{0}f\left(x_{1}\right)+\mathrm{A}_{1}\left[x_{1},x_{2};f\right]+\ldots+ (18)
+HASn[x1,x2,,xn+1;f]+i=1mn1CiΔn+1i\displaystyle\ldots+\mathrm{A}_{n}\left[x_{1},x_{2},\ldots,x_{n+1};f\right]+\sum_{i=1}^{m-n-1}\mathrm{C}_{i}\Delta_{n+1}^{i}

where we posed

Δn+1i=[xi,xi+1,,xi+n+1;f],i=1.2,,mn1\Delta_{n+1}^{i}=\left[x_{i},x_{i+1},\ldots,x_{i+n+1};f\right],i=1,2,\ldots,m-n-1 (19)

and where theHASiA_{i}and theCiC_{i}do not depend on the functionf(r)f(r).
We can determine the coefficientsHASi,CiA_{i},C_{i}by an easy calculation which we do not insist on here. We find

HAS0=i=1mpi\displaystyle\mathrm{A}_{0}=\sum_{i=1}^{m}p_{i}
HAS1=i=1mpixix1i=1mpi=i=2mpi(xix1)\displaystyle\mathrm{\penalty 10000\ A}_{1}=\sum_{i=1}^{m}p_{i}x_{i}-x_{1}\sum_{i=1}^{m}p_{i}=\sum_{i=2}^{m}p_{i}\left(x_{i}-x_{1}\right)
HAS2=i=1mpixi2(x1+x2)i=1mpixi+x1x2i=1mpi=i=3mpi(xix1)(xix2)\displaystyle\mathrm{A}_{2}=\sum_{i=1}^{m}p_{i}x_{i}^{2}-\left(x_{1}+x_{2}\right)\sum_{i=1}^{m}p_{i}x_{i}+x_{1}x_{2}\sum_{i=1}^{m}p_{i}=\sum_{i=3}^{m}p_{i}\left(x_{i}-x_{1}\right)\left(x_{i}-x_{2}\right)
\displaystyle\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot\cdot
HASn=i=n+1mpi(xix1)(xix2)(xixn)\displaystyle\mathrm{A}_{n}=\sum_{i=n+1}^{m}p_{i}\left(x_{i}-x_{1}\right)\left(x_{i}-x_{2}\right)\ldots\left(x_{i}-x_{n}\right)
Cr=(xr+n+1xr)i=r+n+1mpi(xixr+1)(xixr+2)(xixr+n)\displaystyle\mathrm{C}_{r}=\left(x_{r+n+1}-x_{r}\right)\sum_{i=r+n+1}^{m}p_{i}\left(x_{i}-x_{r+1}\right)\left(x_{i}-x_{r+2}\right)\ldots\left(x_{i}-x_{r+n}\right)
r=1.2,;mn1.\displaystyle r=2,\ldots;m-n-1.

It is clear that we obtain sufficient conditions for inequality (5) by writing

HAS0=HAS1==HASn=0,Cr0,r=1.2,,mn1\mathrm{A}_{0}=\mathrm{A}_{1}=\ldots=\mathrm{A}_{n}=0\quad,\quad\mathrm{C}_{r}\geqq 0,r=1,2,\ldots,m-n-1

We can easily see that these relationships are equivalent to the following

{i=1mpi=i=1mpixi==i=1npixin=0i=r+n+1mpi(xixr+1)(xixr+2)(rixr+n)0r=1.2,,mn1.\left\{\begin{array}[]{c}\sum_{i=1}^{m}p_{i}=\sum_{i=1}^{m}p_{i}x_{i}=\ldots=\sum_{i=1}^{n}p_{i}x_{i}^{n}=0\\ \sum_{i=r+n+1}^{m}p_{i}\left(x_{i}-x_{r+1}\right)\left(x_{i}-x_{r+2}\right)\ldots\left(r_{i}-x_{r+n}\right)\geq 0\\ r=1,2,\ldots,m-n-1.\end{array}\right.

THEmn1m-n-1The latter inequalities can also be written differently. If we assume, in fact, that then+1n+1first equalities (20) are verified, we have

i=1mpi(xixr+1)(xixr+2)(xixr+n)=0r=1.2,,mn1\begin{gathered}\sum_{i=1}^{m}p_{i}\left(x_{i}-x_{r+1}\right)\left(x_{i}-x_{r+2}\right)\ldots\left(x_{i}-x_{r+n}\right)=0\\ r=1,2,\ldots,m-n-1\end{gathered}

which gives us, in this case,

Cr=(xr+n+1xr)i=1rpi(xixr+1)(xixr+2)(xixr+n)\displaystyle\mathrm{C}_{r}=-\left(x_{r+n+1}-x_{r}\right)\sum_{i=1}^{r}p_{i}\left(x_{i}-x_{r+1}\right)\left(x_{i}-x_{r+2}\right)\ldots\left(x_{i}-x_{r+n}\right) (21)
r=1.2,,mn1\displaystyle r=1,2,\ldots,m-n-1

We can therefore write the inequalities (20) in the form

i=1rpi(xixr+1)(xixr+2)(xixr+n)0r=1.2,,mn1\begin{gathered}\sum_{i=1}^{r}p_{i}\left(x_{i}-x_{r+1}\right)\left(x_{i}-x_{r+2}\right)\ldots\left(x_{i}-x_{r+n}\right)\leqq 0\\ r=1,2,\ldots,m-n-1\end{gathered}

If we now assume that the function is defined only on themmpointsxix_{i}, we can obviously take forf(x1),[x1,x2;f],,[x1,x2,,xn+1;f]f\left(x_{1}\right),\left[x_{1},x_{2};f\right],\ldots,\left[x_{1},x_{2},\ldots,x_{n+1};f\right]any values ​​and forΔn+1r,r=1.2,,mn1\Delta_{n+1}^{r},r=1,2,\ldots,m-n-1any non-negative values. It therefore follows that:

The necessary and sufficient condition for inequality (5) to be verified for any non-concave function of order n defined on the pointsx1,x2,,xmx_{1},x_{2},\ldots,x_{m}is that relations (20) are checked.

If in addition the function is convex of ordernnthis is the sign>>which fits in (5).
9. - Now suppose that it is a function defined in an interval (has,ba,b) which contains the pointsxix_{i}. Conditions (20) are still sufficient but they are no longer necessary. This results from my work on the extension of convex functions ( 11 ). Indeed, in this case the numbersΔn+1r\Delta_{n+1}^{r}verify certain inequalities, apart from the obvious inequalities÷n+1r0\div_{n+1}^{r}\geq 0. Let us first recall these results. Consider the functionsψi(x)\psi_{i}(x)defined in the interval(x1,xm)\left(x_{1},x_{m}\right)in the following manner

ψi(x)={0, In (x1,xi)I=0k(xi+Ix)nQi(xi+I), In (xi+k,xi+k+1),k=0.1,,n0, In (xi+n+1,xm)\psi_{i}(x)=\left\{\begin{array}[]{l}0,\text{ dans }\left(x_{1},x_{i}\right)\\ -\sum_{j=0}^{k}\frac{\left(x_{i+j}-x\right)^{n}}{Q_{i}^{\prime}\left(x_{i+j}\right)},\text{ dans }\left(x_{i+k},x_{i+k+1}\right),k=0,1,\ldots,n\\ 0,\text{ dans }\left(x_{i+n+1},x_{m}\right)\end{array}\right.

where we posed

Qi(x)=(xxi)(xxi+1)(xxi+n+1),i=1.2,,mn1\mathrm{Q}_{i}(x)=\left(x-x_{i}\right)\left(x-x_{i+1}\right)\ldots\left(x-x_{i+n+1}\right),i=1,2,\ldots,m-n-1

We then demonstrated the following result:
For there to exist a non-concave function of order n defined in the interval(x1,xm)\left(x_{1},x_{m}\right)and taking the valuesf(xi)f\left(x_{i}\right)to the pointsxix_{i}it is necessary and sufficient that one has

r=1mn1λrΔn+1r0\sum_{r=1}^{m-n-1}\lambda_{r}\Delta_{n+1}^{r}\geqq 0

whatever the numbersλ1,λ2,,λmn1\lambda_{1},\lambda_{2},\ldots,\lambda_{m-n-1}choose so that the function

ψ(x)=r=1mn1λrψr(x)\psi(x)=\sum_{r=1}^{m-n-1}\lambda_{r}\psi_{r}(x)

be non-negative in the interval(xi,xm)()12\left(x_{i},x_{m}\right)\left({}^{12}\right)
Furthermore we know that we can take, for example,

Δn+1r=ψr(x),r=1.2,,mn1\Delta_{n+1}^{r}=\psi_{r}(x),r=1,2,\ldots,m-n-1

xxbeing a point of (x1,xmx_{1},x_{m}).
Now let's get back to our problem. Then+1n+1first equalities (20) are still necessary. To see this, simply re-
()11\left({}^{11}\right)Tiberiu Popoviciu "On the extension of convex functions of higher order" Bull. Math. Soc. Romania of Sc. 36, 75-108 (1934).
()12\left({}^{12}\right)We take as interval(has,b)(a,b)the interval(x1,xm)\left(x_{1},x_{m}\right). This does not restrict generality since we know that we can extend a function of ordernnoutside the interval. See loc. cit.()11\left({}^{11}\right).
mark that can be chosen as a functionf(x)f(x)any polynomial of degreen\leqq n.

According to the previous remark the condition

ψ(x)=r=1mn1Crψr(x)0, For x1xxm\psi^{*}(x)=\sum_{r=1}^{m-n-1}\mathrm{C}_{r}\psi_{r}(x)\geqq 0,\quad\text{ pour }\quad x_{1}\leqq x\leqq x_{m} (23)

is necessary and we immediately see that this condition is also sufficient.

For inequality (5) to be verified for any nonconcave function of ordernf(x)nf(x), defined in an interval(has,b)(a,b)containing the pointsxix_{i}it is necessary and sufficient that one has

i=1mpi=i=1mpixi==i=1mpixin=0\displaystyle\sum_{i=1}^{m}p_{i}=\sum_{i=1}^{m}p_{i}x_{i}=\ldots=\sum_{i=1}^{m}p_{i}x_{i}^{n}=0
ψ(x)0, For x1xxm\displaystyle\psi^{*}(x)\geqslant 0,\text{ pour }x_{1}\leqq x\leqq x_{m}

ψ(x)\psi^{*}(x)being the function (23).
If the function is convex of ordernnThis is the sign>>which fits in (5).
10. - Inequality (23) can be put in another form. Taking into account (21) and (22) we find, by a calculation on which it is useless to insist,

ψ(x)=s=1rps(xsx)n, In (xr,xr+1),r=1.2,,m1\psi^{*}(x)=-\sum_{s=1}^{r}p^{s}\left(x^{s}-x\right)^{n},\text{ dans }\left(x_{r},x_{r+1}\right),r=1,2,\ldots,m-1 (24)

Taking into account then+1n+1first equalities (20) we also have
therefore

s=1mps(xsx)n=0\sum_{s=1}^{m}p_{s}\left(x_{s}-x\right)^{n}=0

(24)ψ(x)=s=r+1mμs(xsx)n\left(24^{\prime}\right)\psi^{*}(x)=\sum_{s=r+1}^{m}\mu_{s}\left(x_{s}-x\right)^{n}, In(xr,xr+1),r=1.2,,m1\left(x_{r},x_{r+1}\right),r=1,2,\ldots,m-1.
We can therefore state the property sought in the following form

For inequality (5) to hold for any nonconcave functionf(x)f(x), defined "in an interval (has,ba,b) containing the pointsxix_{i}, it is necessary and sufficient that

10i=1mpi=i=1mpiri==i=1mpixin=01^{0}\sum_{i=1}^{m}p_{i}=\sum_{i=1}^{m}p_{i}r_{i}=\ldots=\sum_{i=1}^{m}p_{i}x_{i}^{n}=0

202^{0}The polynomial -s=1mpsxsx)n[\left.\sum_{s=1}^{m}p_{s}{}^{\prime}x_{s}-x\right)^{n}\left[\right.Ors=r+1mps(xsx)n]\left.\sum_{s=r+1}^{m}p_{s}\left(x_{s}-x\right)^{n}\right]be non-negative in the interval (xr,xr+1x_{r},x_{r+1}) Forr=1.2,,m1r=1,2,\ldots,m-1.

Let us note, in passing, that the necessary and sufficient condition of prolongability can also be stated in the following way

For the non-concave function of ordernf(x)nf(x), defined on the pointsx1<x2<<xmx_{1}<x_{2}<\ldots<x_{m}be extendable in the meantime(x1,xm)\left(x_{1},x_{m}\right)it is necessary and sufficient that whatever the numbersμ1,μ2,,μm\mu_{1},\mu_{2},\ldots,\mu_{m}chosen so that
10i=1mμi=i=1mμixi==i=1mμixin=01^{0}\sum_{i=1}^{m^{\prime}}\mu_{i}=\sum_{i=1}^{m}\mu_{i}x_{i}=\ldots=\sum_{i=1}^{m}\mu_{i}x_{i}^{n}=0.
20. The polynomials=1rμs(xsx)n[-\sum_{s=1}^{r}\mu_{s}\left(x_{s}-x\right)^{n}\left[\right.Ors=r+1mμs(xsx)n]\left.\sum_{s=r+1}^{m}\mu_{s}\left(x_{s}-x\right)^{n}\right]be non-negative in the interval (xr,xr+1x_{r},x_{r+1}) Forr=1.2,,m1r=1,2,\ldots,m-1, we have the inequality

i=1mμif(xi)0\sum_{i=1}^{m}\mu_{i}f\left(x_{i}\right)\geqq 0
  1. 11.
    • Let us return to inequality (5). Takingr=m1r=m-1we see that the conditionpm>0p_{m}>0is necessary. Takingr=1r=1we find that it is necessary thatp1(x1x)n>0-p_{1}\left(x_{1}-x\right)^{n}>0In(x1,x2)\left(x_{1},x_{2}\right), SO(1)n+1p1>0(-1)^{n+1}p_{1}>0is also necessary. We can therefore say that

If inequality (5) is verified for any non-concave function of ordernndefined in an interval (has,ba,b) containing the pointsx1<x2<<xmx_{1}<x_{2}<\ldots<x_{m}it is necessary that one has
(25)(1)n+1p1>0,pm>0\quad(-1)^{n+1}p_{1}>0,\quad p_{m}>0.

Consider the polynomialP(x)=(xx1)(xx2)(xxm)\mathrm{P}(x)=\left(x-x_{1}\right)\left(x-x_{2}\right)\ldots\left(x-x_{m}\right)having as zeros the numbersx1x2xmx_{1}\leqq x_{2}\leqq\ldots\leqq x_{m}distinct or not and let us pose

Mf(𝐏)=f(x1)+f(x2)++f(xm)m.\mathrm{M}_{f}(\mathbf{P})=\frac{f\left(x_{1}\right)+f\left(x_{2}\right)+\cdots+f\left(x_{m}\right)}{m}.

We have analogous expressionsMf(P),Mf(P"),\mathrm{M}_{f}\left(\mathrm{P}^{\prime}\right),\mathrm{M}_{f}\left(\mathrm{P}^{\prime\prime}\right),\ldotsfor successive derivativesP,P",\mathrm{P}^{\prime},\mathrm{P}^{\prime\prime},\ldotsof the polynomial P .

Let us then form the following expression

Fnf(P)=(n0)Mf(P)(n1)Mf(P)++(1)n(nn)Mf(P(n))\mathrm{F}_{n}f(\mathrm{P})=\binom{n}{0}\mathrm{M}_{f}(\mathrm{P})-\binom{n}{1}\mathrm{M}_{f}\left(\mathrm{P}^{\prime}\right)+\cdots+(-1)^{n}\binom{n}{n}\mathrm{M}_{f}\left(\mathrm{P}^{(n)}\right)

which is a kind of difference in ordern()13n\left({}^{13}\right).
( 13 ) IfP(x)=(xx1)(xx1mh)n1\mathrm{P}(x)=\left(x-x_{1}\right)\left(x-x_{1}-mh\right)^{n-1}the expressionΓnf(P)\Gamma_{n}f(\mathrm{P})differs only by a constant positive factor from the divided difference[xi,xi+h,xi+2h,,xi+nh,xi+mh;f]\left[x_{i},x_{i}+h,x_{i}+2h,\ldots,x_{i}+nh,x_{i}+mh;f\right].

A problem of MK Toda, examined in his cited works()14\left({}^{14}\right)can be asked as follows:

The expressionFnf(P)\mathrm{F}_{n}f(\mathrm{P})does it remain non-negative whatever the functionf(x)f(x)non-concave ordernnand whatever the polynomialP(x)\mathrm{P}(x)having its zeros in the interval(has,b)(a,b)  ?

The answer is that this is only possible ifn=1n=1.
MK Toda has clearly demonstrated thatFnf(P)\mathrm{F}_{n}f(\mathrm{P})is zero whenf(x)f(x)is a polynomial of degreen\leqq nand this property constitutes very interesting relations between the zeros of a polynomial and those of its successive derivatives.

The expressionFnf(P)\mathrm{F}_{n}f(\mathrm{P})is an expression of the form of the first member of (5).

It is now clear that the property cannot be true fornnpair. It is enough, in fact, to takeP(x)\mathrm{P}(x)such asx1<x2x_{1}<x_{2}\leqq\ldotsxm1<xm\leqq x_{m-1}<x_{m}and then the first and last coefficientpip_{i}are both equal to1m\frac{1}{m}. The necessary conditions (25) are not verified.

In the case ofnnodd>1>1let's take the polynomialP(x)==(xx1)2(xx2)m2,x1<x2,mn+3\mathrm{P}(x)==\left(x-x_{1}\right)^{2}\left(x-x_{2}\right)^{m-2},x_{1}<x_{2},m\geqq n+3. The first coefficientp1p_{1}is equal to

2mnm1=(n2)m+2m(m1)<0\frac{2}{m}-\frac{n}{m-1}=-\frac{(n-2)m+2}{m(m-1)}<0

and the last coefficientpip_{i}is equal to

m2m(n1)m3m1+(n2)m4m2+(1)nmn2mn==(1)n+12[1mn(n1)1mn+1++(1)n1(nn1)1m1+(1)n1m]==(1)n+1201xmn1(1x)n𝑑x>0\begin{gathered}\frac{m-2}{m}-\binom{n}{1}\frac{m-3}{m-1}+\binom{n}{2}\frac{m-4}{m-2}-\cdots+(-1)^{n}\frac{m-n-2}{m-n}=\\ =(-1)^{n+1}2\left[\frac{1}{m-n}-\binom{n}{1}\frac{1}{m-n+1}+\cdots+(-1)^{n-1}\binom{n}{n-1}\frac{1}{m-1}+(-1)^{n}\frac{1}{m}\right]=\\ =(-1)^{n+1}2\int_{0}^{1}x^{m-n-1}(1-x)^{n}dx>0\end{gathered}

It therefore follows that the property cannot be true fornnodd>1>1.

It can easily be seen that, more generally,Fnf(P)F_{n}f(P)cannot be a constant sign for everythingPPand for any non-concave function of ordernnthat ifn=1n=1.

1940

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