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Convex combinations, barycenters and convex functions
Journal of Inequalities and Applications volume 2013, Article number: 61 (2013)
Abstract
The article first shows one alternative definition of convexity in the discrete case. The correlation between barycenters, Jensen’s inequality and convexity is studied in the integral case. The Hermite-Hadamard inequality is also obtained as a consequence of a concept of barycenters. Some derived results are applied to the quasi-arithmetic means and especially to the power means.
MSC:26A51, 26D15, 28A10, 28A25.
1 Introduction
Sets with the common barycenter are observed in geometry, mechanics dealing with mass densities and probability theory in the study of random variables. Development and application of the theory of convex functions also includes barycenters. The following result, expressed by the measure and integral, is the most commonly used.
‘Let be bounded closed intervals so that and μ be a finite measure on B so that . If the barycenter equality
is valid, then the inequality
holds for every μ-integrable convex function .’
The related problems with different types of measures and mathematical expectations were investigated in [1]. The inequality in (1.2) under the condition in (1.1) was extended in [2]. The intention of this paper is still more to connect the quoted implication (in the extended form) with convex functions, in the discrete and integral case. We also wanted to insert the quasi-arithmetic means into this implication.
The quoted result was actually observed in Banach spaces. So, it was assumed that A and B are bounded closed convex subsets of a Banach space E such that and is a convex function. The opposite examples are found in [2] already for and .
Throughout the whole paper, we suppose that is a non-degenerate interval. Subintervals from I will also be non-degenerate. Convex hull of a set X will be denoted by coX.
The main results of the paper are presented in Sections 2 and 3.
2 Convex combinations with convex functions
In this section, we show the connection between the convex combinations and the convex functions. The basic form of Jensen’s inequality is obtained using the assumption of the equality of convex combinations. An alternative definition of convexity is also presented.
Throughout the section, we will assume that n is a positive number greater than or equal to 2, i.e., .
An elementary mean of points is the arithmetic mean . A discrete generalization of the arithmetic mean is the convex combination or the weighted mean with coefficients such that .
Theorem A Let be points such that
Let be non-negative numbers such that
If one of the equalities
is valid, then the double inequality
holds for every convex function .
Theorem A was realized in [[2], Proposition 2]. The proof of Theorem A can be done by direct application of convexity on the model of the proof in [[2], Proposition 1] with the chord line (the line through points and of the graph of f)
using and and by putting the sums instead of integrals. So, the implication of Theorem A can be proved without applying the basic Jensen inequality.
Corollary 2.1 Let and be as in Theorem A with the additional condition
If the equality
is valid, then the inequality
holds for every function which satisfies the implication of Theorem A.
The next consequence is the basic form of Jensen’s inequality, as the main result in this section.
Theorem 2.2 If is a convex combination of points with coefficients so that , then the inequality
holds for every function which satisfies the implication of Theorem A.
Proof Let with . Without loss of generality, suppose that all are pairwise different and all .
If for all i, then we apply Corollary 2.1 to the sets of points and with associated coefficients and for . It follows
If for some , then
is also the convex combination. Since for all , we can apply the previous case. It follows
and therefore
so we have
because . □
So, using Theorem A, we can derive the basic Jensen inequality. The previous results can be written in the following theorem as the alternative definition of convexity.
Theorem 2.3 A function is convex if and only if it satisfies the implication of Theorem A.
3 Integral arithmetic means with convex functions
In this section, we show the connection between the convexity and the barycenters. The integral form of Jensen’s inequality for the measures which satisfy some conditions is obtained using the barycenters.
Integral generalizations of the concept of arithmetic mean in the finite measure spaces are the integral arithmetic mean or the barycenter of measurable set and the integral arithmetic mean of integrable function; see [[3], p.44]. In particular, if we have a probabilistic measure, then the integral arithmetic mean of a random variable is just its mathematical expectation.
Let μ be a finite measure on I and be a μ-measurable set with . We define the μ-barycenter of A by
If is a μ-integrable function on A, then we define the μ-arithmetic mean of f on A by
Note that , where is an identity function on A. If A is the interval, then its μ-barycenter belongs to A. If A is the interval and f is continuous on A, then its μ-arithmetic mean on A belongs to .
Theorem B Let μ be a finite measure on I. Let be a μ-measurable set and be a bounded interval such that
If one of the equalities
is valid, then the double inequality
holds for every convex μ-integrable function .
The version of Theorem B for the bounded closed intervals A and B was proved in [[2], Proposition 1] by using the chord line when . The proof was realized without applying the integral Jensen inequality. The same proof can be applied to Theorem B with and .
It is unfortunate that Theorem B is not valid for the convex functions of several variables. Such examples for the convex function of two and three variables are shown in [[2], Example 1,2].
The next corollary is the generalization of Theorem B. It can be also useful in some applications, especially in applications on quasi-arithmetic means.
Corollary 3.1 Let μ be a finite measure on I. Let be a continuous μ-integrable function and . Let be a μ-measurable set and be a bounded interval such that
If one of the equalities
is valid, then the double inequality
holds for every convex function provided that is μ-integrable.
The following is the integral analogy of Corollary 2.1.
Corollary 3.2 Let μ and be as in Theorem B with the addition
If the equality
is valid, then the inequality
holds for every μ-integrable function which satisfies the implication of Theorem B.
The concept of barycenter enables the realization of the most important inequalities such as the Jensen inequality and the Hermite-Hadamard inequality. This approach requires fine measures.
A measure μ on I is said to be continuous if for every point . Take an interval . If μ is a continuous finite measure on I, then the functions
are continuous and monotone on . If additionally the measure μ is positive on the intervals from I, then the above functions are strictly monotone.
In the rest of this section, we will use the continuous finite measure on I which is positive on the intervals from I, that is, for every interval .
Lemma 3.3 Let μ be a continuous finite measure on I which is positive on the intervals from I.
If a is a point from the interior of I, then a decreasing series of intervals exists so that
Proof Take a point a from the interior of I.
In the first step, we choose points such that and determine the μ-barycenter of the interval :
If , then we take . If , then we observe the function defined by
Since g is continuous, and , there must be a point such that . In this case we can take . If , then we increase until we obtain one of the previous two cases.
In the next step, if , we take points
and repeat the previous procedure to determine . □
Remark 3.4 The function , where is defined by
is strictly decreasing continuous on with .
The following consequence is the integral form of Jensen’s inequality, as the main result in this section.
Theorem 3.5 Let μ be a continuous finite measure on I which is positive on the intervals from I.
If is a union of intervals, then the inequality
holds for every continuous μ-integrable function which satisfies the implication of Theorem B for unions B of intervals from I and bounded intervals .
Proof Let be a union of intervals and let
be its μ-barycenter. We observe three cases depending on the μ-barycenter a.
If a belongs to the interior of B, then using the procedure described in Lemma 3.3, we can determine a decreasing series of intervals so that
and
We have
and since μ-integrable function f satisfies the implication of Theorem B, from the left-hand side of the inequality in (3.4), we get
After allowing , since f is continuous, we get
which ends the proof of this case.
If a is the boundary point of B, then we take small and put or . It provides that μ-barycenter of belongs to the interior of . First, we apply the above procedure to and its μ-barycenter , and after that allow .
If a does not belong to B and if a is not the boundary point of B, then we take small and put . It provides that μ-barycenter of belongs to the interior of . We apply the procedure from the first case to , and after that let . □
Remark 3.6 The function f from Corollary 3.5 must be continuous; otherwise, it may happen
where the series of the μ-barycenters of intervals converges to a.
Thus, using Theorem B, we can realize the integral form of Jensen’s inequality for continuous functions, unions of intervals and continuous finite measures which are positive on intervals. The following is the equivalent connection between convexity and Theorem B.
Theorem 3.7 Let μ be a continuous finite measure on I which is positive on the intervals from I. A continuous μ-integrable function is convex if and only if it satisfies the implication of Theorem B for finite unions B of intervals from I and bounded intervals .
Proof The necessity follows from Theorem B. Let us prove the sufficiency on the interior of I. Take any convex combination of two different points x and y from the interior of I with the positive coefficients p and q. Suppose .
The basic idea of the proof is to determine the small intervals and with the barycenters x and y such that . Suppose we have and with barycenters x and y. If , then we decrease . If , then we decrease .
Using the procedure from Lemma 3.3, we can determine the decreasing series , , of pairwise disjoint intervals , , from I satisfying the following conditions:
If
then it follows
Applying the inequality in (3.4) from Theorem B, we have
and letting , since f is continuous, we obtain
which ends the proof. □
For details on global bounds for generalized Jensen’s inequality, see [4].
The Hermite-Hadamard inequality is also the consequence of Theorem B.
Corollary 3.8 Let μ be a continuous finite measure on I which is positive on the intervals from I.
If and
then the inequality
holds for every continuous function which satisfies the implication of Theorem B for finite unions B of intervals from I and bounded intervals .
Proof Let us prove the corollary when belongs to the interior of I. Let , , be the decreasing series of pairwise disjoint intervals , , from I as in Theorem 3.7, with a instead of x and b instead of y. Let us introduce also the increasing series of intervals so that
We construct an interval by increasing the interval , after we have constructed intervals and by decreasing the intervals and .
If
then we have the barycenter equalities
After applying the inequality in (3.4) to the pairs , and , , we get
that is,
Letting , we obtain the inequality in (3.10). □
An interesting version of the Hermite-Hadamard inequality in a non-positive curvature space was obtained in [5].
4 Applications on quasi-arithmetic means
In the applications of convexity, we often use strictly monotone continuous functions such that ψ is convex with respect to φ (ψ is φ-convex), that is, is convex by [[6], Definition 1.19]. A similar notation is used for concavity.
Let be points and be numbers such that . The discrete basic φ-quasi-arithmetic mean of points (particles) with coefficients (weights) is the point
which belongs to I because belongs to .
Theorem C Let be strictly monotone continuous functions. Let be points such that
Let be non-negative numbers such that
If ψ is either φ-convex and increasing or φ-concave and decreasing, and if one of the equalities
is valid, then the double inequality
holds.
If ψ is either φ-convex and decreasing or φ-concave and increasing, then the reverse double inequality is valid in (4.3).
Theorem C was proved in [[2], Corollary 1] by application of Theorem A. The application of Theorem C on the discrete basic power means can be found in [[2], Corollary 2].
If μ is a finite measure on I and is a measurable set with the positive measure, then we define the integral φ-quasi-arithmetic mean on the set A with respect to the measure μ by
If A is the interval, then its φ-quasi-arithmetic mean belongs to A because the point belongs to . If A is not connected, then may be outside of A.
Theorem 4.1 Let μ be a finite measure on I. Let be strictly monotone continuous μ-integrable functions. Let be a μ-measurable set and be a bounded interval such that
If ψ is either φ-convex and increasing or φ-concave and decreasing, and if one of the equalities
is valid, then the double inequality
holds.
If ψ is either φ-convex and decreasing or φ-concave and increasing, then the reverse double inequality is valid in (4.6).
Proof Let us prove the case when ψ is φ-convex and increasing. If we apply the function φ to the equalities in (4.5), then it follows
Now, we can apply Corollary 3.1 with convex function , and since , we have
Finally, we apply the increasing function to the above inequalities and get the double inequality in (4.6). □
As a special case of the mean in (4.4) with , for and , we get the integral power mean on the set A:
Respecting the mark for integral power mean, it comes next .
Corollary 4.2 Let μ be a finite measure on I. Let be a μ-measurable set and be a bounded interval such that
If one of the equalities
is valid, then the double inequality
holds for , at the same time as the double inequality
holds for .
Proof The proof of corollary follows from Theorem 4.1 with functions and for or for . □
General forms and refinements of quasi-arithmetic means can be found in [7].
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Pavić, Z. Convex combinations, barycenters and convex functions. J Inequal Appl 2013, 61 (2013). https://doi.org/10.1186/1029-242X-2013-61
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DOI: https://doi.org/10.1186/1029-242X-2013-61