All Questions
6 questions
1
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Convexity at a point and Jensen inequality
I am looking for a reference for the following claim:
Let $\phi:\mathbb (a,b) \to \mathbb R$ be a continuous function, and let $c \in (a,b)$ be fixed.
Suppose that "$\phi$ is convex at $c$". ...
4
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1
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256
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Is there a non-convex function with non-decreasing average rate of change?
$\newcommand{\R}{\mathbb R}$
Let $f$ be a function from $\R$ to $\R$. It is said that $f$ is midpoint-convex if for any real $x$ and $y$ we have $f(x-y)+f(x+y)\ge2f(x)$ or, equivalently, $f(x+y)-f(x)\...
0
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1
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339
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Expectations, double integrals and Jensen's inequality
$\def\anonfunc#1{#1(\cdot)}$Consider two random variables distributed $v\sim \anonfunc G$ and
$c \sim \anonfunc F$ with pdfs $\anonfunc g$ and $\anonfunc f$. Let the supports of $c$ and
$v$ be $[x,y]$....
0
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0
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81
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Example of a sequence of logarithmically convex functions on $\mathbb{R}$ and for all $n\in\mathbb{N}$ in the spirit of one evoked in an article
To ask this question I was inspired in some words, if I understand well, from the authors of a preprint on arXiv in section 4.1, that I believe that is [1], to ask next question.
We consider the ...
7
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3
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986
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Mixtures of log-convex functions are log-convex: a reference
A referee of a submitted paper requested details on the statement that $\int_0^a e^{-tx^2}\,dx$ is log-convex in real $t$, for each $a>0$. While there are a number of ways to prove this statement, ...
0
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1
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264
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Convex functions: bounding the difference
Suppose you are given a convex function $f: R^d \rightarrow R$. Let us say you are given $x,x' \in R^d$ and $x_1, x_2, \ldots, x_n \in R^d$ such that
$$\sum_{i=1}^n (x_i - x') = x - x'.$$
Is it ...