Skip to main content
2 of 4
added 50 characters in body
Asaf Shachar
  • 6.7k
  • 2
  • 20
  • 70

A question about asymptotic affinity and strict convexity with unbounded means

Let $F:[0,\infty) \to [0,\infty)$ be a $C^1$ strictly convex function.

Let $\lambda_n \in [0,1],a_n\le c<b_n \in [0,\infty)$ satisfy $$ \lambda_n a_n +(1-\lambda_n)b_n=c_n $$ and assume that $c_n \to ֿ\infty$. (which implies $b_n \to ֿ\infty$). $c>0$ is just some constant, to make $a_n$ bounded.

Set $D_n=\lambda_nF(a_n)+(1-\lambda_n)F(b_n)-F\big(c_n\big) $, and assume that $\lim_{n \to \infty}D_n=0$

Question: Does $\lambda_n \to 0$?

My intuition is that even if $F$ becomes "less convex" (closer to being affine) when $x \to \infty$, then we cannot put to much weight on the $a_n$-since otherwise we get hit by the "convexity gap" between $a_n$ and $b_n$ by a non-negligible amount, which should make $D_n$ large.

Asaf Shachar
  • 6.7k
  • 2
  • 20
  • 70