A Concept of Synchronicity Associated with Convex Functions in Linear Spaces and Applications
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CONVEX FUNCTIONS IN LINEAR SPACES AND APPLICATIONS
S.S. DRAGOMIR
Abstract. A concept of synchronicity associated with convex functions in linear spaces and a µCebyšev type inequality are given. Applications for norms, semi-inner products and for convex functions of several real variables are also given.
1. Introduction
The Jensen inequality for convex functions plays a crucial role in the Theory of Inequalities due to the fact that other inequalities such as that arithmetic mean- geometric mean inequality, Hölder and Minkowski inequalities, Ky Fan’s inequality etc. can be obtained as particular cases of it.
LetC be a convex subset of the linear spaceX andf a convex function onC:If p= (p1; : : : ; pn)is a probability sequence andx= (x1; : : : ; xn)2Cn;then
(1.1) f
Xn i=1
pixi
! n X
i=1
pif(xi); is well known in the literature as Jensen’s inequality.
For re…nements of the Jesen inequality and applications related to Ky Fan’s inequality, the arithmetic mean-geometric mean inequality, the generalised triangle inequality, thef-divergence measures etc. see [1]-[7].
Assume thatf :X !Ris aconvex function on the real linear space X. Since for any vectors x; y2X the functiongx;y :R!R; gx;y(t) :=f(x+ty)is convex it follows that the following limits exist
r+( )f(x) (y) := lim
t!0+( )
f(x+ty) f(x) t
and they are called theright(left) Gâteaux derivatives of the functionf in the point xover the directiony:
It is obvious that for anyt >0> swe have (1.2) f(x+ty) f(x)
t r+f(x) (y) = inf
t>0
f(x+ty) f(x) t
sup
s<0
f(x+sy) f(x)
s =r f(x) (y) f(x+sy) f(x) s
Date: 01 July, 2009.
Key words and phrases. Convex functions, Gâteaux derivatives, Norms, Semi-inner products, Synchronous sequences, µCebyšev inequality.
1
for anyx; y2X and, in particular,
(1.3) r f(u) (u v) f(u) f(v) r+f(v) (u v)
for any u; v2X:We call this the gradient inequality for the convex functionf: It will be used frequently in the sequel in order to obtain various results related to Jensen’s inequality.
The following properties are also of importance:
(1.4) r+f(x) ( y) = r f(x) (y);
and
(1.5) r+( )f(x) ( y) = r+( )f(x) (y) for anyx; y2X and 0:
The right Gâteaux derivative issubadditive while the left one is superadditive, i.e.,
(1.6) r+f(x) (y+z) r+f(x) (y) +r+f(x) (z) and
(1.7) r f(x) (y+z) r f(x) (y) +r f(x) (z) for anyx; y; z2X .
Some natural examples can be provided by the use of normed spaces.
Assume that(X;k k)is a real normed linear space. The function f :X !R, f(x) := 12kxk2 is a convex function which generates the superior and the inferior semi-inner products
hy; xis(i):= lim
t!0+( )
kx+tyk2 kxk2
t :
For a comprehensive study of the properties of these mappings in the Geometry of Banach Spaces see the monograph [6].
For the convex functionfp:X!R,fp(x) :=kxkp withp >1;we have r+( )fp(x) (y) =
8<
:
pkxkp 2hy; xis(i) ifx6= 0
0 ifx= 0
for anyy2X:
Ifp= 1;then we have
r+( )f1(x) (y) = 8<
:
kxk 1hy; xis(i) ifx6= 0 + ( )kyk ifx= 0 for anyy2X:
This class of functions will be used to illustrate the inequalities obtained in the general case of convex functions de…ned on an entire linear space.
In the recent paper [9] the following re…nement and reverse of the Jensen in- equality in terms of the gradient have been obtained:
Theorem 1. Letf :X !Rbe a convex function de…ned on a linear spaceX:Then for any n-tuple of vectors x = (x1; :::; xn) 2 Xn and any probability distribution p= (p1; :::; pn)2Pn we have the inequality
(1.8) Xn k=1
pkr f(xk) (xk) Xn k=1
pkr f(xk) Xn i=1
pixi
!
Xn i=1
pif(xi) f Xn i=1
pixi
!
Xn k=1
pkr+f Xn i=1
pixi
!
(xk) r+f Xn i=1
pixi
! n X
i=1
pixi
! 0:
A particular case of interest is forf(x) =kxkpwhere(X;k k)is a normed linear space. Then for any p 1; for any n-tuple of vectorsx = (x1; :::; xn) 2Xn and any probability distributionp= (p1; :::; pn)2Pn with Pn
i=1pixi 6= 0we have the inequality
(1.9) Xn i=1
pikxikp Xn i=1
pixi p
p Xn i=1
pixi p 22
4 Xn k=1
pk
* xk;
Xn j=1
pjxj
+
s
Xn i=1
pixi 23
5 0:
Ifp 2the inequality holds for anyn-tuple of vectors and probability distribution.
Also, for anyp 1;for anyn-tuple of vectors x= (x1; :::; xn)2Xnn f(0; :::;0)g and any probability distributionp= (p1; :::; pn)2Pn we have the inequality (1.10) p
" n X
k=1
pkkxkkp Xn k=1
pkkxkkp 2
* n X
i=1
pixi; xk +
i
#
Xn i=1
pikxikp Xn i=1
pixi p
: Motivated by the above results we introduce in this paper a class of sequences associated with convex functions in linear spaces and establish a µCebyšev type inequality and some new inequalities for convex functions. Applications for norms, semi-inner products and for convex functions of several real variables are also given.
2. rf Synchronicity
Considerf :X !Ra convex function on the linear spaceX:We also assume that u= (u1; : : : ; un)and v= (v1; : : : ; vn) are twon tuples of vectors withui; vi 2X;
i2 f1; : : : ; ng:
De…nition 1. We say thatv isrf synchronous with uif (2.1) r f(uk) (vk vj) r+f(uj) (vk vj)
for any k; j 2 f1; : : : ; ng: If the inequality is reversed in (2.1) for each k; j 2 f1; : : : ; ng; then we say thatv isrf asynchronous withu:
We notice that in general, ifv isrf asynchronous withu;this does not imply thatuisrf synchronous withv:
As general examples of such convex functions we can consider f(x) = kxkp; p 1 where(X;k k)is a normed linear space. Since (see Introduction)
r f(x) (y) =pkxkp 2hy; xii forx; y2X withx6= 0;
r f(0) (y) = 8<
:
0 if p >1 kyk if p= 1
; fory2X;
r+f(x) (y) =pkxkp 2hy; xis forx; y2X withx6= 0;
r+f(0) (y) = 8<
:
0 if p >1 kyk if p= 1
; fory2X;
whereh; isis thesuperior semi-inner product andh; iiis theinferior semi-inner product, then we can de…ne the following concepts of synchronicity for the two n tuples of vectorsu= (u1; : : : ; un)andv= (v1; : : : ; vn):
Letp 1andu; v 2Xn be as above. We say thatvis p r synchronous with uif
(2.2) kukkp 2hvk vj; ukii kujkp 2hvk vj; ujis
for anyk; j2 f1; : : : ; ng:
We observe that forp2[1;2)we should assume thatuk 6= 0fork2 f1; : : : ; ng: Forp= 2;the equation (2.2) reduces to
(2.3) hvk vj; ukii hvk vj; ujis for anyk; j2 f1; : : : ; ng:
If(X;k k)is a smooth normed space, meaning that the norm is Gâteaux di¤er- entiable on anyx2X; x6= 0 and if we denote by[; ]the semi-inner product gen- erating the normk k(see [6, pp. 19-20]), then the fact thatvisp r synchronous withumeans that
(2.4) kukkp 2[vk vj; uk] kujkp 2[vk vj; uj] for anyk; j2 f1; : : : ; ng:Forp= 2;we have
(2.5) [vk vj; uk] [vk vj; uj] for anyk; j2 f1; : : : ; ng:
Moreover, if the norm k k is generated by an inner product h; i; then v is p r synchronous withumeans that
(2.6) D
vk vj;kukkp 2uk kujkp 2vj
E
0 for anyk; j2 f1; : : : ; ng while forp= 2;it reduces to
(2.7) hvk vj; uk uji 0 for anyk; j2 f1; : : : ; ng;
which is the concept of synchronous sequences in inner product spaces that has been introduced in [13]. For some inequalities for synchronous sequences in inner product spaces, see [13] and [14].
As some natural examples of synchronous sequences in inner product spaces, we can consider the sequences fxigi2N and fAxigi2N whereA :X !X is a positive linear operator onX;i.e., hAx; xi 0 for anyx2X:
For a convex functionf :X !Rwe de…ner~f( ) ( )as (2.8) r~f(x) (y) :=1
2[r f(x) (y) +r+f(x) (y)]; wherex; y2X:
We observe that forf as above, we havethe homogeneity property: (2.9) r~f(x) ( y) = r~f(x) (y) for anyx; y2X;
and any 2R.
The following inequality forr f synchronous sequences holds.
Theorem 2. Assume thatv isr f synchronous withuandp= (p1; : : : ; pn)is a probability distribution. Then
(2.10)
Xn i=1
pir~f(ui) (vi) Xn i;j=1
pipjr~f(ui) (vj):
Proof. Sincer+( ) ( )is subadditive in the second variable, then we have (2.11) r+f(ui) (vi vj) r+f(ui) (vi) r+f(ui) (vj) for anyi; j2 f1; : : : ; ng:
Also, by the fact thatr ( ) ( )is superadditive in the second variable, we have that
(2.12) r f(ui) (vi) r f(ui) (vj) r f(ui) (vi vj) for alli; j2 f1; : : : ; ng:
Now, by (2.11), (2.12) and by the de…nition ofr f synchronicity, we deduce that
r f(ui) (vi) r f(ui) (vj) r+f(ui) (vi) r+f(ui) (vj); which is equivalent with
(2.13) r f(ui) (vi) +r+f(ui) (vj) r+f(ui) (vi) +r f(ui) (vj) for alli; j2 f1; : : : ; ng:
Therefore, by multiplying (2.13) withpipj 0and summing overi andj from 1to n;we get
(2.14) Xn i=1
pir f(ui) (vi) + Xn j=1
pjr+f(ui) (vj) Xn
i;j=1
pipjr+f(ui) (vi) + Xn i;j=1
pipjr f(ui) (vj): Now, observe that
Xn j=1
pjr+f(uj) (vj) = Xn i=1
pir+f(ui) (vi)
and Xn
i;j=1
pipjr+f(uj) (vi) = Xn i;j=1
pipjr+f(ui) (vj); which, by (2.14) divided by 2, provides the desired result (2.10).
Corollary 1. With the assumptions of Theorem 2 and, if in addition r~f(ui) ( ) is additive for any i2 f1; : : : ; ng; then we have
(2.15)
Xn i=1
pir~f(ui) (vi) Xn i;j=1
pipjr~f(ui) 0
@ Xn j=1
pjuj
1 A:
Remark 1. If f is Gâteaux di¤ erentiable at the points ui; i 2 f1; : : : ; ng; then r~f(ui) ( ) = rf(ui) ( ) and is therefore linear on X: With this assumption, the inequality (2.15) holds withrinstead ofr~:Moreover, there are examples of convex functions de…ned on linear spaces for whichr~f(x) ( )is linear for anyx6= 0without the function f being Gâteaux di¤ erentiable at that point (see[6, pp. 44-45]).
Following [15], we consider theg semi-inner product h; ig:X X !Rde…ned by
hy; xig:= 1
2[hy; xii+hy; xis]; x; y2X:
Utilising this notation, we have the following conditional inequality for semi-inner products and norms in normed linear spaces.
Proposition 1. Let (X;k k) be a normed linear space, u = (u1; : : : ; un), v = (v1; : : : ; vn)2Xn andp 1: If
(2.16) kukkp 2hvk vj; ukii kujkp 2hvk vj; ujis for any k; j2 f1; : : : ; ng;then
(2.17)
Xn k=1
pkkukkp 2hvk; ukig
Xn k;j=1
pkpjkukkp 2hvj; ukig
for any p a probability distribution. If p 2; then we should have in (2.16) all uk6= 0: Ifp= 2 and
(2.18) hvk vj; ukii hvk vj; ujis
for any k; j2 f1; : : : ; ng;then (2.19)
Xn k=1
pkhvk; ukig
Xn k;j=1
pkpjhvj; ukig;
for any pa probability distribution.
As a particular case of interest, we state the following result that holds in inner product spaces.
Corollary 2. Let (X;h; i) be a real inner product space, u= (u1; : : : ; un), v = (v1; : : : ; vn)2Xn andp 1: If
(2.20) D
vk vj;kukkp 2uk kujkp 2vj
E 0 for any k; j2 f1; : : : ; ng;then
(2.21)
Xn k=1
pkkukkp 2hvk; uki
* n X
j=1
pjuj; Xn k=1
pkkukkp 2uk
+
for any pa probability distribution.
Remark 2. We observe that if then tuplesuandv above are synchronous, i.e., (2.22) hvk vj; uk uji 0 for anyj; k2 f1; : : : ; ng;
then we have the following µCebyšev type inequality (2.23)
Xn k=1
pkhvk; uki
* n X
k=1
pkvk; Xn k=1
pkuk
+ :
This result was …rst obtained in [13].
3. Inequalities for Convex Functions The following result for convex functions may be stated:
Theorem 3. Let f : X ! R be a convex function on the linear space X and x; y2Xn:Letpbe a probability distribution so thatPn
i=1pixi =Pn
i=1piyi:Ifx y is r~ f synchronous with y and r~f(yi) ( ) is additive for each i 2 f1; : : : ; ng; then we have the inequality:
(3.1)
Xn i=1
pif(xi) Xn i=1
pif(yi): Proof. Sincef is convex, then for anyx; y2X we have
(3.2) f(x) f(y) r+f(y) (x y) r~f(y) (x y): Then from (3.2) we have the inequality:
(3.3) f(xi) f(yi) r~f(yi) (xi yi) for eachi2 f1; : : : ; ng:
Now, if we multiply (3.3) withpi 0and then sum overifrom 1 ton;we get (3.4)
Xn i=1
pif(xi) Xn i=1
pif(yi) Xn i=1
pir~f(yi) (xi yi):
Now, if we use Corollary 1 forui =yi and vi=xi yi; i2 f1; : : : ; ng;we deduce the inequality
Xn i=1
pir~f(yi) (xi yi) Xn i=1
pir~f(yi) Xn i=1
pi(xi yi)
! (3.5)
= Xn i=1
pir~f(yi) (0) = 0:
Combining (3.4) with (3.5), we deduce the desired inequality (3.1).
Remark 3. It is clear that if f is Gâteaux di¤ erentiable at all the points yi; i 2 f1; : : : ; ng; thenr~f(yi) ( ) =rf(yi) ( ); i2 f1; : : : ; ng; which are linear onX:
In the case of Gâteaux di¤erentiable functions, we can state the following result as well.
Theorem 4. Let f : X !R be a convex and Gâteaux di¤ erentiable function on the linear space X: Assume that x; y2 Xn andp is a probability distribution. If x y isr~ f synchronous with y and
Xn i=1
pixi
Xn i=1
piyi2
\n i=1
ker (rf(yi) ( )); then
(3.6)
Xn i=1
pif(xi) Xn i=1
pif(yi):
The proof is as in that of Theorem 3 when in (3.5) we take into account that rf(yi)
Xn i=1
pixi Xn i=1
piyi
!
= 0 for alli2 f1; : : : ; ng since
Xn i=1
pixi
Xn i=1
piyi2
\n i=1
ker (rf(yi) ( )):
The following result in smooth normed linear spaces may be stated.
Proposition 2. Let (X;k k) be a smooth normed linear space and let [; ] be the semi-inner product that generates its norm k k: If x; y2 Xn andp 1 are such that
(3.7) kykkp 2[xk yk xj+yj; yk] kyjkp 2[xk yk xj+yj; yj]
for anyk; j 2 f1; : : : ; ng; then for any probability distribution pwith the property that
(3.8)
Xn j=1
pjxj = Xn j=1
pjyj
we have the inequality (3.9)
Xn k=1
pkkxkkp Xn k=1
pkkykkp: If p2[1;2)we shall assume thatyk6= 0 fork2 f1; : : : ; ng:
If p= 2 and
(3.10) [xk yk xj+yj; yk] [xk yk xj+yj; yj]
for any k; j 2 f1; : : : ; ng; then for any probability distribution p satisfying (3.8), we have
(3.11)
Xn k=1
pkkxkk2 Xn k=1
pkkykk2:
The case of inner product spaces is incorporated in:
Corollary 3. Let(X;h; i)be an inner product space. Ifx; y2Xn andp 1 are such that
(3.12) D
xk xj;kykkp 2yk kyjkp 2yj
E D
yk yj;kykkp 2yk kyjkp 2yj
E
for any k; j 2 f1; : : : ; ng; then for any p satisfying (3.8), we have the inequality (3.9).
If p2[1;2);then we shall assume that yk 6= 0,k2 f1; : : : ; ng: If p= 2 and
(3.13) hxk xj; yk yji kyk yjk2 for any k; j2 f1; : : : ; ng then for any psatisfying (3.8), we have the inequality (3.11).
4. Applications for Convex Functions onRm
Now, consider an open and convex setCin the real linear spaceRm; m 1:For a convex and di¤erentiable functionf :C!R, we have
(4.1) rf(x) (y) = @f(x)
@x ; y ; x2C; y2Rm; where
@f(x)
@x = @f(x)
@x1 ; : : : ;@f(x)
@xm ; x= x1; : : : ; xm 2C and h; iis the usual inner product in Rm; i.e., hu; vi =Pm
k=1ui vi; where u= u1; : : : ; um andv= v1; : : : ; vm 2Rm:
Now, ifv:= (v1; : : : ; vn)2Rm andu:= (u1; : : : ; un)2Cm;then we say that v isr f synchronous withuif
(4.2) @f(uk)
@x
@f(uj)
@x ; vk vj 0 for anyk; j2 f1; : : : ; ng: The following result may be stated.
Proposition 3. Let f : C ! R be a di¤ erentiable convex function on the open and convex set C Rm: If v := (v1; : : : ; vn) 2 Rm and u := (u1; : : : ; un) 2 Cm are such thatv isr f synchronous withu, then for any probability distribution p= (p1; : : : ; pn);we have the inequality
(4.3)
Xn i=1
pi @f(ui)
@x ; vi
* n X
i=1
pi@f(ui)
@x ; Xn i=1
pivi +
: The proof is obvious by Corollary 1.
Now, ifuk = u1k; : : : ; umk ; k2 f1; : : : ; ngandvk = v1k; : : : ; vmk ;then (4.4) @f(uk)
@x
@f(uj)
@x ; vk vj = Xm
`=1
@f(uk)
@x
@f(uj)
@x v`k v`j :
Remark 4. The above relation (4.4) shows that a su¢ cient condition forv to be r f synchronous withuis that all the sequencesn
@f(uk)
@x`
o
k=1;:::;nand v`k k=1;:::;n are synchronous, where`2 f1; : : : ; mg;i.e.,
(4.5) @f(uk)
@x
@f(uj)
@x vk` vj` 0 for anyk; j2 f1; : : : ; ng and for all`2 f1; : : : ; mg:
The following result is an obvious consequence of Theorem 4.
Proposition 4. Letf :C!Rbe a di¤ erentiable convex function on the open and convex set C Rm:If x= (x1; : : : ; xn)2Rm andy= (y1; : : : ; yn)2Cm are such that
(4.6) @f(yk)
@x
@f(yj)
@x ; xk xj @f(yk)
@x
@f(yj)
@x ; yk yj ;
for each k; j 2 f1; : : : ; ng; then for any probability distribution p = (p1; : : : ; pn) with
(4.7)
Xn i=1
pixi= Xn i=1
piyi
we have the inequality (4.8)
Xn i=1
pif(xi) Xn i=1
pif(yi):
Remark 5. As above, a su¢ cient condition for (4.6) to hold is that the sequences n@f(y
k)
@x`
o
k=1;:::;n and x`k y`k k=1;:::;n are synchronous for each`2 f1; : : : ; mg: References
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Mathematics, School of Engineering and Science, Victoria University, PO Box 14428, Melbourne City, VIC, Australia. 8001
E-mail address: [email protected]
URL:http://www.staff.vu.edu.au/rgmia/dragomir/