Comp760, Lecture 1: Basic Functional Analysis

نویسنده

  • HAMED HATAMI
چکیده

In 1906 Jensen founded the theory of convex functions. This enabled him to prove a considerable extension of the AM-GM inequality. Recall that a subset D of a real vector space is called convex if every convex linear combination of a pair of points of D is in D. Equivalently, if x, y ∈ D, then tx+ (1− t)y ∈ D for every t ∈ [0, 1]. Given a convex set D, a function f : D → R is called convex if for every t ≤ [0, 1], f(tx+ (1− t)y) ≤ tf(x) + (1− t)f(y). If the inequality is strict for every t ∈ (0, 1), then the function is called strictly convex. Trivially f is convex if and only if {(x, y) ∈ D×R : y ≥ f(x)} is convex. Also note that f : D → R is convex if and only if fxy : [x, y]→ R defined as fxy : tx+ (1− t)y 7→ tf(x) + (1− t)f(y) is convex. By Rolle’s theorem if fxy is twice differentiable, then this is equivalent to f ′′ xy ≥ 0. A function f : D → R is concave if −f is convex. The following important inequality is often called Jensen’s inequality.

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تاریخ انتشار 2011