175

SUR LES FONCTIONS CONVEXES ET LES INI~GALITI~S ENTRE LES VALEURS MOYENNES'
PAR

J. L. W. V. JENSEN
~30PENHAGUE.

I. Des fonctions convexes et concaves. Ddfinition. Exemples. Dans sa e~l~bre A n a l y s e a l g ~ b r i q u e (note IX, pp. 4 5 7 - - 5 9 ) CAucHY dgmontre que ,Aa moyenne gdom6trique entre plusieurs nombres est toujours infdrieure h leur moyenne alg~brique,. La mdfhode employge par CAVCHY est extrgmement dldgante, et elle h passd sans changement dans tous los traitds d'analyse algdbrique. Elle eonsiste, comme on sait, en ceci, que, de l'in6galit6

-'(a+b), ~/~b < 2
oh a et b sont des nombres positifs, on est conduit ~t l'in6galitd analogue pour quatre hombres, savoir

~/.b~a < -' (a + b + c + d), 4
et aux suivantes, pour 8, I 6 , . . . , 2 m nombres, apr~s quoi ee nombre, par un artifice, est r6duit ~ un hombre arbitraire inf6rieur, n. Cette m6thode simple a gt6 mon point de d6part dans les recherches suivantes, qui conduisent, par une voie en r6alit6 tr6s simple et 616mentaire, ~ des r6sultats generaux et non sans imp ort~nee. 9 "

1 Oonf6rence faite ~ la Soci6t6 math6matique danoise le x7 janvier I9OS.
Acta av/rdhematica. ~0.

Imlarlm~ le 19 d~eem'are 1995.

puisque l'on passe si aisdment d'nne classe h l'autre. ment. duns l'intervalle doan~. avant d'entreprendre l'dtude plus approfondie des fonctions eonvexes eUes-m~mes. On suppose en outre que ces in6galitds ne se rdduisent pas eonstam. I1 ressort de ces d6finitions que les fonetions . et qu'elles doivent gtre consid~r~es comme des cus limites eommuns aux deux classes. forment une transition de la elasse des fonctions convexes ~ celle des fonctions concaves. et inversement. 3onsen. finie et uniforme.W. II serait par suite suffisant duns ee qui suit de consid~rer seulement les fonctions convexes. mais on devra se souvenir..L.(x) est une fonction concave. de la variable r6elle x. Si au contraire ~(x) satisfait ~ l'infigalit$ on dit qne ~. .linfiaires. nous allons ddvelopper d'abord les tMor~mes n~cessaires propres h e e but. Des ddfinitions donn6es il r$sulte imm6diatement q u e .176 J. J'introduirai la d~finition suivante. duns l'intervalle donn~.lin6aire. Comme toutefois il peut v avoir avantage ~ considdrer les deux classes de fonctions. Cette expression a Std adopf~e parceque l'6galit~ (3) est satisfaite par (x) = a + bx. les fonctions concaves seront aussi mentionn6es de temps en temps.(x) est dire . satisfait dans un certain intervalle ~ l'infigali~ =-'\ 2 / on dit que F(x) est une fonction convexe duns cet intervalle. comprenant comme cas particuliers presque routes les indgalif~s' jusqu'ici connues.e ( ~ ) est concave. lorsque f ( x ) est convexe. mgme lorsque ce ne sera pus tonjours mppeld. h l'figali~ dans ce cas la fonction ~.V. qu'~ route proposition relative aux fonctions convexes correspond une proposition analogue pour les fonctions concaves. r6elle. Comme l'objet principal de cette recherche est de presenter une s6rie d'in6galit~s d'un carac~re ggn~ral. Lorsqu'une fonction ~(x).

~ S i x et y sont positifs. De la dernibre in6galitd il r6sulte.x~. et x > y. 2~ Ixl est ~lin~aire~ dans tout intervalle qui ne comprend pas le z~ro. Une somme de fonctions convexes ou ~lin~aires. .pbt'-~(a .b).- r = I + a + a ' + .~ b ~ c x g est convexe ou concave suivant que c est positif ou n~gatif. et c u n e constante positive. 9lin~aire.Sur les fonctions convexes et les in~galit~s entre les valeurs moyennes.et .. Ix ~ x~[. ..' ( a . Donc a .a ~-1 - I--@ - p a r u n e m 6 t h o d e tout ~ f a i t 616mentaire. qui a lieu pour a ~ b > o . y I I \ 2zy ] ~ \z-i-y] 1 On peut facilement la d~duire de l'identit~ I . . en changeant x et y e n . est convexe. et de donner quelques exemples des classes de fonctions d~finies. 30.' ~ . Si ~(x) est convexe. Donc ~_~= c.. est bien connue. c~(x) est convexe.b) > a ~ b ~' :> . 177 I1 sera d'abord ngcessaire d'gnoncer quelques propositions clui rgsultent immgdiatement des d~finitions.. lorsque l'une au moins des fonctions est convexe. et pour route valeur d e p supfirieure ~ ~. est une fonction convexe. 23 .x~. Acta mathemativa. 3 ~ L'indgalitg p a ~ .. est convexe ou ~lin6aire~ dans tout intervaUe. pour des valeurs de x positives et une valeur de ~ sup~rieure I. .. I m p r h n 6 le 20 d6cembre 1905. Ces propositions sont 6galement vraies pour les fonctions concaves. si cela n'a pas lieu. on ddduit de cette indgalit~ x~ /~: + y \ t' ~^[~ + y \ . mais convexe dans le cas contraire.. oil l e s c sont des constantes positives. convexe si l'intervalle eomprend une ou plusieurs des valeurs x~. 4 . Exemples: I ~ x ~ es~ une fonetion convexe dans tout intervalle.y on Donc x ~..

. . 4~ I~/~1 est eonvexe pour a > o . Si en effet f(x) est r6elle et u n i f o r m e duns u n certain intervalle.lin6aire>. 1 _ 4 ~-< 1 1-- < . (fl) il rdsulte 1 2 .~P + yP 1 I ! 1 "it-. pour les valeum positives de x. tandis que log x est concave dans l'intervalle (o. t o u r n a n t sa convexit6 vers les y ndgatifs. est une fonction convexe pour les valeurs posi1 1 t i r e s de x. 5 ~ e~ est uno fonction convcxe dans t o u t intervalle. W .. . La signification g6om6trique d e ce fair est dvidente. la fonction est . L.178 D o n e x P. . c o m m e on l'a vu plus hunt. on obtient 1 (fl) : > zp+ De x p est donc une fonction concave. V. b > o . ou n6gatif. finie et continne..c ( x ) ddfinit unc courbe. vraie pour p ~ i. lorsque o < p < I. Done f ( x ) sera convexe rant clue f"(x) sera positive. + oo). . Jensen. pour x positif.. E n effet. 5% Le calcul diff6rentiel nous f o u r n i t u n m o y e n g6ndral de d6cider si des fonctions qui p e u v e n t 6tre diffSrentides s e n t convexes ou concaves.. . concave pour a b < o . en vertu du thdor~me de ROLLE fix) + f(y)-- \ + 2 Y] / = r"(x . x' dtant un u o m b r e intermddiaire entre x et y.. Si p ~ I. . Si au contruire on met duns (a) x p et y~' i~ la place de x e t de y. on volt que x p est convexe lorsque p e s t plus g r a n d que I. lorsque p > J.' ~ ' iT) qui est encore o<p<I. Ainsi x -~ est aussi convexe lorsque E n r~sum6. et poss~de une deuxi~me ddriv6e d6terminde. et concave lorsque o < p < I. si une fonction convexe 9 ( x ) est susceptible d'une reprdsentation o'6olndtrique en coordonn6es reetangulaires l'6quation y . concave rant clue f"(x) sera ndgative. I. on aura. rant que le binbme sons le signe radical reste positif.

x et y positifs. 179 Remarque. r -. soient tous situds dans cet intervalle ou ~ ses limites. .f ( x ) .. § § 4 et ggn6ralement. et que x~. et si l'on choisit m tel que 2 ~ > n. on peut poser Xn+ 1 ~ Xn+ s ~ . x et y positifs. Si alors n est un entier positif.. m 6rant un entier positif comme on le voit faeilement par l'induetion complete. ]ogr -.). x2.. Supposons que f ( x ) soit une fonetion convexe quelconque dans un intervalle donng. . peuvent gtre ramen6es h (I) par des substitutions simples. ~ Xf~ E t on trouve alors ( OU ) n ~=1 (4) x~ < - ~(x.. respectivement: log r ---. x~. ~b(x) positif. Les trois inggalit~s suivantes r162 r > Ir + 0(y)~2r ~+y ~b(x) positif.Sur les fonctions convexes et les inggalit~s entre les valeurs moyennes. De (I) il suit que 2 ~P~ ... GdnOralisation de l'indgalitd (i)..~ > = +. savoir..~(x).~(~).. 2. r > [r (~/~-~)]2.

tt __ a . .n . ._l ~ a.n I -4.lin~aires. . I1 rgsulte de (4). des nombres positifs queleonques dont la somme est a. Soit encore n ---. (v~ a~y t ~-.. mais de telle sorte que lim n. . l'inggafit~ devient simplement une ~gaht~. + a . a ei~ par suite.~. d'oh il rdsultera lira n. Nous savons qu'il existe de telles fonetions par les exemples prde~dents. a lira % = 7~ a~ a tim n. Lorsque ~(x) est une fonction continue et convexe dens un intervaUe donn~. < ce qui ddmontre le thdor~me suivan~: = _ . a~. I1 es~ clair qu'une in6galitd semblable s'appfique aux fonetions coneaves: fl suffit de renverser le signe d'in6gaht6. Supposons maintenant que ~(x) es~ une fonction continue et convexe dans un certain intervalle.180 J. . . sont des hombres positifs. Soit a l .. ~(x) 6rant continue par hypoth~se. + . a~. laquelle est une g6ndralisation de l'in6galif~ (I). . et faisons croi~re les n indgfmiment. . Pour les fonetions . . + n. av f(z~) \ ~_la~ i ~a. W. Jensen..(z. mais d'ailleurs quelconques. et oft. L. x 2 ..)). . oft xa.. on aura l'indgalit2 5) f . . en ehoisissant les x d'une mani~re eonvenable. a2. . . .n~ -b . . off tous les n~ sont des entiers positifs._~ a. reprdscmtent des hombres tous situds dans l'intervaUe. a + a.-1 a a. a . .. A. V. qui sort h d6finir los fonetSons eonvexes.

cir.. formule due ~ CAucHY (loc. b. que peut-gtre routes l e s in6galitds eonnues entre les valeurs m o y e n n e s y sont comprises c o m m e eas tr~s partieuliers. 1888. Applications de la formule (5). . les hombres reprdsent6s par a. 455).. qui en donne d'ailleurs une d6monstration route diff~rente. Elle reste aussi valable p o u r p < o . . 1 1 1 1 2 Posons dans (7) a~ x~ p o u r a~. Smo~r. Z e i t s c h r i f t fiir Math. r 33. par -a~ ' on trouve by (7) \~--1 a~b~ --<--~=l a b~. P.. L'indgalit6 (6) se r6duit ~ une simple identif~ p o u r x 1 -----x2 ~ . D a n s ce qui suig. le signe d'in6galitfi doit gtre renvers~e. x>o. . a. 3.Sur les fonctions convexes et les in6galit6s entre les valeurs moyennes. u. ~ x on retrouve u n r~sultat donn6 auparavant par M. P > I. = x . 181 P o u r les fonctions concaves. . a. donc ~(x) est convexo.x p .. 1 E n y faisant p ~ 2 ' et en remplagant a~ par a~. 1:[. nous avons V=I ay v=~l a~ x~ = ~v y= l 1 t)ber einige Ungleichungen. p. r. 57. e. P h y s i k . . . Posons dans la formule ( 5 ) ~ ( x ) . On aura av ou Z a~ oh tous les x son~ positifs..2 x~ n n pour b~. Cette proposition est d ' u n e telle g6n6ralitd. comme on l'a vu. tandis qu'elle dolt ~tre renvers6e pour o < p < i. "" 8eront supposgs positifs. . x. P o u r a 1 ~ a~ ~ . fl.

(e)" 1 y off les x sont des constantes positives avec la somme i.182 J.~_ G ] . xy= 1 . I1 est facile de g6n~raliser la formule (7). pour simplifier l'dcriture. de cette mani~re on d~montre par l'induction complete (8) 1 e) . Dans la formule (7). nous trouvons ee q ~ ddmontre l'in~galitd suivante a~ "'b~ " c~__< " a.b:. 1 Remplagons darts (6) . qtti peut gtre 6crite sous la forme symdtrique n / n ~ Xl / n "~:r v=l a~ : ) tl /. Jensen. .' = b. S ( ~ ) = ' ~ Y=I a. x~ ~tant des constantes positives avec la somme I. mettons a~ b~ h la place de a~.. b~ G En continuant z~.. l~levons les deux membres de l'indgalit~ ci-dessus h la puissance x' ~mr oh x' est positif et < I. L. nous aurons a~ ~b < y=l = (bye'. x et y dtant des hombres r6els quelconques. x~.) 6 ' ra. \ a~/ et extravons la racine ~iime des deux a. V. et posons.% par membres. W .-. et a~ b~ g la place de by. et nmltiplions par ~. On a . d'ofi suit que la moyenne h armonique entre plusieurs hombres positifs est plus petite que leur moyenne algdbrique. "~ l . xa dfant des constantes positives avec la somme I.

g~l . D'ofi il suit 1 1 \~(i[)! OU elleor(~ l = \s(~o)/ ' l 1 De (IO) il rdsulte que la fonction lorsque x erolt.<'..:...-~~ < (s(x. L a relation fondamentale (5) donne alors: at log S(zt..Xo ~ Xl . x o restant invariable.Sur les fonctions eoavexes et les in4galit4s entre les valeurs moyennes. et a~ ~ .-.)).. ) ~r It = 1 OU ~n IIX. 183 et l o g S ( x ) est par suite une fonetion convexe de x dans l'intervalle (~c~. + oo). .--_~x s(x) < (S(x~))=.-~...~ + \ ~q)~ / < (S(x. x--xo x.--.2.))=-~o(S(~o)) *. a~ . on a '. - ( o n trouve s(~.~o J al + at E n y faisant x. .- et s u p p o s a n t xi > x > xo.\":' \ ~ . (S(Xo)Y. ----xo. / P o u r m----. (8(x)'l'-*~ (~o)/ n'est jamais dgcroissante Si dans (Io') on p e r m u t e x 1 e$ x0.. ou bien (s(x)y..))o.(S(x.~.

xo) . n'est jamais Ce qui d d m o n t r e la proposition suivante: Les n o m b r e s a~. . 57. t)ber Mittelgr6ssen verschied~er Ordnungen. . ~et > ~-< <. et ~:o u n e eonstante r~elle queleonclue.V. + ~'. . Z e i t s c h r i f t ftir M a t h e m a t i k und P h y s i k .. Paris ! 84 I. . Jensen..e ) < O(x o -4. SIMo~ s a publi~ une d~monstration d ' u n cas spdcial. . b~" / I est m o n o t o n e et ne ddcrolt jamais lorsque l'on fair eroitre x. 3.r e ~tant positif. que dans l'intervalle (x0. 6gant positifs. . s A l'endroit "cit6. ' . b~ . et Sp --. Cette proposition e o m p r e n d c o m m e cas partieuliers quelques propositions de SCHLSMILCa 1 d o n t voici l'6noncg" Soit on aura n hombres positifs a.. -4-cx~). ' ~ . il faut supposer x~ > x > x~. . . . p. t. b 2. fl. /s.~ .184 J.3oi.W.L. et l'on en conclut que [ \S eroissante lorsque x d~erolt. 7 . .a" + ~ + . . a 2.

> .o 0 . . D u reste BIENAYM~ ~ a ~nonc~ sans ddmonstration u n e proposition qui est tr~s voisine de notre proposition ci-dessus. 1 S((zzo )) ~/.. P. x giant one variable r~elle queleonciue . 2 Soci6t6 philomatique de Paris. Extraits des proc~s-verbaux des s~ances pendan~ l'ann6e 1840 . P l u s tard M. On a d'ailleurs 4~(xo .~) e o m m e on l'a vu plus haut. t a n t darts rintervalle ( . H . I858. L a derni~re partie de la proposition r~sulte de ee que (s(x0))'< S(xo + s)S(zo . la fonetion 1 n Z a.. .

l ~=| k s ( o ) ~ lira [S(z)~ ~ = b . Pour faire une autre application de la formule fondamentale (5). . b . . + a~b~ + . + a. . . L. Ces exemples doivent suffire pour montrer c0mbien la formule (5) est f6conde. 30. . que ~=o k S ( o ) / et = ( b ? ' bg~ . =. due ~ M.. La voici (i2) a . of M a t h e m a t i c s . b . ROGERS 1..+. = a 2 = . 1 a I 4. posons ~ ( x ) = logx.Sur les fonetions eonvexes et les in6galit6s entre les valeurs moyennes. . b. b2. I a aussi dtd donnd par M. + a . I7. ~(x) est concave et on aura parsuite n log 1---.u 1 ' ce qui est unc forme gdndralisge. . . t. + a. ~4 I m p r i m ~ le 20 d~cembre 1905. b:-) ~247 .s... . b ? . . b:")"'+~'+'''+'. On trouve facilement pour notre fonction. . . b. 1 3{essenger Aeta mathemati~a.. oh b est le plus grand des nombres b. . 4. . b . = a.. Le cas spdcial oh a. 1 a~ b~ > = ~ a~ log b~ ' n 1 on a .~. .~ = "" b~. a1"% ~ ~ a..b. > (b~.% 4.b~ + . < (b. On trouve une autre indgalitd d'un caract~re semblable en remarquant que x log x est convexe pour x positive. 1888. de la proposition classique sur la moyenne gdomdtrique. 185 SCnLOM:LCrI ddtermine aussi les valeurs limites 1 p=~ lim( ) 1 pa~ iim. ROGERS. ..).a . J. .

La ddmons~ration de cette proposition peut ~tre ddduite immddiatement de (I I) en y faisant les b d6pendants d'un indice nouveau u. . En se rappelant la ddfinition d'une int~grale ddfinie comme limite des valeurs d'une somme. . Or on salt que le produit de deux fonetions int~grables est une fonetion int~grable. I). et soit a~ . Supposons que a(x) et f ( x ) sent des fonetions intdgrables dans l'intervalle (o.----i. ce qui pr6c~de nous donne route une suite d'indgalif~s int~ressantes entre des int6grales. On peut employer autrement la formule (I I) dans la th~orie des sgries.~. g0 et g~ ~tant les limites inf~rieure et sup~rieure de la fonetion f(x) darts l'intervalle (o. Soit ~b. a~. . et que a(x) est constamment positive.. L. . . L'in6galit~ (5) donne off ~ ( z ) est supposde continue et conveze dans l'intervaUe (g0.~ (.{ b. b.~. lorsque E. W.x. . On trouve alors. gl).~b. dans les formules prdeddentes. V. i). en faisant cro~tre n inddfiniment 91 / 1 I (5') r r - "I ~ 0 . . Applications sur le calcul intdgral.a.. a= des constantes _positives dent la somme est I. 4.I . Jensen: I1 est ~vident que l'on peut.) sera aussi convergente. donne une fonction int~grable. . des sdries convergentes tt termes positifs. la sdrie E b. . faire eroltre n inddfiniment. . 2 b ~ . . .a. + a. et qu'une fone~Jon int~grable. et faisant la somme dans les deux membres pour v---. . Y. 2. par substitution dans une fonction continue.. I1 y a encore d'autres cas oh l'on peut faire eroltre n ind6finiment.186 J.. sont des s6ries convergentes.. et l'on obtient ainsi une suite d'indgaht~s entre eertaines sdries infinies. etc.... posant a~-{-a~-t-.

. 1 187 11 va sans dire qu'on peut remplacer les in~grales f 0 b d~ cede formule par des int~grales correspondantes f .I . noum avons mon~r~ que la formule (4) a lieu pour t~ute fonction convexe .(x))". (ai(x))'~d~c / 1 XZi/ 1 \xl / 1 \zt . I 1 f~ log ~xid= f o a(a:)b(z)dz 1 ~_~e T-----. f (al(x))~'(a..>.. + z~ ~. Etude plus apwofondie des fonctions convexes.'.<.. 5. 0 (i a(x)b(z)dx 7 < f(a(x))'dx f(b(x))'dx. je citerai les exemples suivants d'application de la formule (5') 1 \p / 1 \ p--1 1 . Par analogie avec les formules pr6c~dentes.x2 + . comme je le montrerai ailleurs. ' I 0 b(x) i n ~ b l c et positif..-facx)a~ ~ f a(z)dz $ | f a c x ) log b(z)dz I fa(x)b(x)ds --. En posant dans la demi~re a ( x ) = i on retrouve une formule de SCHL0mLCa qui est partieuli~rement intfiressante parcequ'elle conduit ~ un r~sultat important dans la recherche des zgros d'une s6rie de TAYLOR. Dans le w 2. [es a(z) &ant positives et intggrables..fonction convexe~.. et x~ -4.. Apr~s avoir mont-r~ l'ufilitfi de la notion de . nous reviendrons h l'&ude de ees fonctions on g6n~ral..-<e ~ De ces formules la deuxi~me et la quatri~me sent des g~n~ralisations de formules connues.o.Sur les fonctions eonvexes et les in6galit6s entre les v a l e u r s m o y e n n e s .<:)..

par suite d e la ddfinition... on trouve r 011 + . les in~galitds (a) et (fl) peuvent s'dcrire Supposons alors que ~(x) a une limite supdrieure finie g clans l'iutervalle donnd.) . si !'on fair ddcroltre 3 jusqu'~ o.188 J. L.... V.3) =< ~ r + .too'). on trouve Oomme on a.~) -4 " -"~T ~ (*) (~) ~(z + n3) -. h m (~(x + 3 ) . en m6me temps que n crolt inddfiniment.r Mettant ~ 3 'k la place de 3. et supposant x -4. Si l'on y fair.~.~(x)) -----o. (x) > ~( . en prenant m----I d'ofi il rdsulte. mais assez leutemenf pour que x _+ n3 ne sorte pas de l'intervalle.o Ainsi est d~montrde la proposition suivante: . ~.~(*) > r + m3) . on aura.nd et x ~ n3 eompris darts l'inte~walle donng. n dtant ~ m . Jonsen.~ ( x . W. I~1.(x + m 3 ) .

3') I Cette proposition s'applique 6galement s une fonction concave. q u i a u n e limite s u p & i e u r e f i n i e d a m un certain est c o n t i n u e darts cet intervalle. a et b 6tant des constantes.. qui a dans un certain intervalle soit une limite sup6rieure.. et que ce quotient reste constamment plus grand que ~ ( z ) . est continue. convexe.vers un nombre positif quelconque. De ce qu'une ~fonction lin6aire~ pout ~tre consid6r6e comme un cas particulier des deux classes de fonctions.. plus petit que i 3 = a3 ~ a3 ~ 3 Cette formule montre que ~(z + 33 ) . D'ofi il suit que ~ ( x . P a r lh esC pleinement justifi6e la d6nomination que nous avons introduite.-~ 3 m 3 n ~ ( z + 3) .9 ( z ) ne crolt jamais lorsque 3 ddcrolt.~ ( ~ ) > --~(z) > 9('~)--9 x ~ m 3 (m) n3 > r ~ . ~ La formule (5) s'applique donc ~t route reaction semblable.Sur les fonctions convexes et los in6galit6s entre les valeurs moyennes. en faisant converger m . mais il est plus simple de partir de la formule (r)Si l'on met dans celle-ci 3 h la place de 3.3) 3 3 ce qui devient. 189 Une jbnction intervalle. il r~sulte: Uno >)fonction lin6aire>..3' est positif mais d'ailleurs quelconque.9'(x -. en y remplagant 9limito sup6rieure~) p a r ~limite inf~rieure~.. On pourraiL en ddduire ce qui suit. D e ce r6sultat on conclue ais6ment la proposition suivante: une .. on trouve.fonction lin6aire)) a y a n t ou une limite sup6rieure ou une limite inf~rieure dans un intervalle donn6 a toujours la forme a T bx dans cet intervalle. ~b a.33 3' J oh lim f ( z + 3) .. soit uno limite inf6rioure. en supposan~ ddsormais 3 p o s i t i f z + .9 ( z . .~ ( z ) > f ( e ) ..

..+ . f(. I f(z) ~(~) convexe convexe concave concave f(~x) convsxe concave coiIvexe concave I convexe.r est convexe.v(x)) est aussi convexe.W. de ~{~. puisque . d6croissante convexe. croissante .. clans lequel trouve lieu l'inegalitd . et l'on voit de mgme que a= +o 3 = 3' est aussi ddterminde.. Si. qu'~t gauche ~o'_(x). dlcroissante concave. 6.. Ainsi est demontr~e ee thdor~me: Une jbnction convexe F(x). dans l'intervalle (g. qui a dans un certain intervalle une limite su_pdrieure finie. Quelques propositions de jbnctions de fonctions.. et si V(x) est convexe dans un interval]e.V. Aux fonctions concaves r s'applique une proposition analogue.190 J. qui r$sulte de ee qui precede.L. a une fonction ddrivde rant h droite.. En effet.. F'+(x).. existe. q ' . On ddmontre de mgme le schdma suivant: i ' I t .q < F ( x ) < . Jensen.9 " ( x ) est positive ou nulle.~ < ~(~) + ~(y) \ 2 / il suit que ce qui ddmontre la proposition. f(x) est une fonction convexe qui ne ddcrolt pas lorsque x crolt. croissante concave. la difference 9 ' + ( x ) . g')..

I1 rdsulte des recherches sur le principe de CA~TOa concernant la condensation des singularitds qui sont exposdes dans DI~I-LOROTn (Theorie der Funktionen ether vergnderlichen reellen Gr6sse. on choisit les nombres rationnels de l'intervalle (o.c2. . ~ i o8") que la fonction qui est convexe comme nous avons vu plus haut a partout une d6rivde unique. En ees points la fonction a une fonetion dgrivde h droite et une autre h gauche. nne suite infinie de nombres rdels et bornds. et aura une d6riv~e finie en tous les points irrationnels.. . Nous avons vu plus haut quo ~jlc~]x--x~] est convexe dans tout intervalle qui comprend au moins un des points x l . . Si par exemple. Sur une certaine fonction convexe.. et l'on a f.Sur l e a fonctions convexes et les indgalit6s entre les valeurs moyennes. 191 Si ~(x) et r le schema: sont des fonctions inverses on ddmontre de mgmo ~(z) convexe..~(x~)--f'_(x~)=2c~. . . . . tandis qu'aux points rationnels les fonetions d6riv6es h droite et h gauche different par un hombre positif. d6croissante r concave. . I) dans un ordre d6termind. d6croissante concave. En terminant je ne puts m'empdeher d'ajouter quelques remarques.. une suite infinie de hombres positifs. x2. croissante convexe. et supposons la s6rie 2'c~ convergente. donn6 ~ l'avance. Soit en effet c~. x~. .. pour rensemble (x~). f(x) sera convexe dans eet intervalle. d6croissante 7.. Si je ne me trompe pas en ceci la notion devra trouver sa place dans les expositions dldmentaires de la thdorie des fonctions r6elles. d6croissante concave.fonction positive>.fonetion eroissante. saul aux points x~. x~. croissante convexe.. I1 me semble que la notion >>fonction convexe>> est h peu pros aussi fondamentale que eelles-ci: . x2. x3. . Ceci peut servir h former une fonction convexe dont les dgrivdes ~ droite et ~ gauche sont diffdrentes en tous les points d'un ensemble dgnombrable rdel..

Akad. Nachtrag. PRIXGSIIEIM donne une ddmonstration 616gante. W. Naehr. A. z . L0- ~:~OTH. . zu GSttingen. k. Je viens de trouver. 32 . 295--303. d. O. Jensen. ibid. W. L'inverse n'a pas lieu eomme on le voit par un exemple2 f(x. d. p. L. + x:. ) est eonvexe. S i t z u n g s b e r . Apr~s avoir faite la confdrenee ci-dessus j'ai remarqud que ]a formule fondamentale (5) n'&ait pas enti~rement nouvelle comme je le croyais. k. math. bayer..s importante (5') n'est pas mentionnde davanfage que la plupart des applications que j'ai donndes plus haut. Gesellsch. la plus naturelle.y)----Ixvl :~ . C l a s s e d . V. 38~47 9 . Dans une addition ~ h sa mdmoire pr6citde ~{.> i. de l'indgalit6 oh les b sont positives et ~. Quant h la d6finition d'une fonetion convexe de plusieurs variables la suivante esf. . x889. + x. p. Addition. d. p. Uber einen Mittelwertsalz. W.. PRINGSHEIM. . En m~me temps je veux ddmontrer une indgalitd d ' u n autre caract~re que celles donndes plus haut.~) = :~' + y~ I1 est 6vident qu'une tetle fonction est toujours fonction convexe de chaeune des variables. A la v&itd les hypotheses de M. y . La fonction rdelle ~(X) du point analytique rdelle X---= ( x ..192 J. HOLDER sont bien diff&entes des miennes en ce qu'il suppose que r existe.. HOLDEn ~ dans laquclle se trouve ddmontrde la formule en question. v. dans une mdmoire de M. '"-' (X~) + ~2. La fornmle trb. t. Zur Theorie der ganzen transcendenten Funktionen.r oh 2 ( x . 1 une citation d'une note de 3[. si dans un domaine simplement eonnexe et convexe on a toujours 9 (x. d.) <i . 163~I92. qu'il attribue ~ M. phys. 2.

en effet. seulemen~ le signe cl'dgalit6 est ~ dcarter.x ~-~. ~ b . 2 ... . 80. soit a 1 .'. f(~) u n e fonel. .J r .rouvons l'indgali~d (a). . b : . f(b. des eonsl.. E n m u l t i p l i a n t p a r G Ies deux m e m b r e s de l'indgalil.. n.. Pour a. en s o m m a u t p o u r p ~ I . a. . b dtant la s o m m e b l .ion ~ositive et croissante avec x. +z~> :. ct f(x) ---. Aeta ~t~matioo. nous rel. n .1 . Posons en effet z clans celle-ci a ~ p o u r G~. . . Imprim~ le 2! d~cembre 1905. . 25 . . A l'aide de ceUe-ci il esl.b. 2 . a s . n o u s avons f(b~)<f(b) p o u r ~--. . . 193 I1 esl. . el. el.----. valable. . .Sur les fonctions convexes et los in6galit~s entre les valeurs moyennes. nous avons =' =' v=l =' a.) < Otl n . ..[ . ~ u n e variable positive el.. b~. .antes dgalemeut positives. . voir que la formule (8) rest~e encore valable pour z~ + z ~ + . .. . n C'est l'in~galitd clue j'avais en rue.~. E a. . on trouve n "::: . facile de gdn~raliser cet~e ddmonstration.. ee qui fail. x > I.b ~ . Soil. .d ci-dessus. aisd de gdndraliser lee conditions sous lesquelles la formule (8) esl. .

Related Interests

> .o 0 . . D u reste BIENAYM~ ~ a ~nonc~ sans ddmonstration u n e proposition qui est tr~s voisine de notre proposition ci-dessus. 1 S((zzo )) ~/.. P. x giant one variable r~elle queleonciue . 2 Soci6t6 philomatique de Paris. Extraits des proc~s-verbaux des s~ances pendan~ l'ann6e 1840 . P l u s tard M. On a d'ailleurs 4~(xo .~) e o m m e on l'a vu plus haut. t a n t darts rintervalle ( . H . I858. L a derni~re partie de la proposition r~sulte de ee que (s(x0))'< S(xo + s)S(zo . la fonetion 1 n Z a.. .

l ~=| k s ( o ) ~ lira [S(z)~ ~ = b . Pour faire une autre application de la formule fondamentale (5). . b . . + a~b~ + . + a. . . L. Ces exemples doivent suffire pour montrer c0mbien la formule (5) est f6conde. 30. . que ~=o k S ( o ) / et = ( b ? ' bg~ . =. due ~ M.. La voici (i2) a . of M a t h e m a t i c s . b . ROGERS 1..+. = a 2 = . 1 a I 4. posons ~ ( x ) = logx.Sur les fonetions eonvexes et les in6galit6s entre les valeurs moyennes. . b. b2. I a aussi dtd donnd par M. + a . I7. ~(x) est concave et on aura parsuite n log 1---.u 1 ' ce qui est unc forme gdndralisge. . . t. + a. ~4 I m p r i m ~ le 20 d~cembre 1905. b:-) ~247 .s... . b ? . . b:")"'+~'+'''+'. On trouve facilement pour notre fonction. . . b. 1 3{essenger Aeta mathemati~a.. oh b est le plus grand des nombres b. . 4. . b . = a.. Le cas spdcial oh a. 1 a~ b~ > = ~ a~ log b~ ' n 1 on a .~. .~ = "" b~. a1"% ~ ~ a..b. > (b~.% 4.b~ + . < (b. On trouve une autre indgalitd d'un caract~re semblable en remarquant que x log x est convexe pour x positive. 1888. de la proposition classique sur la moyenne gdomdtrique. 185 SCnLOM:LCrI ddtermine aussi les valeurs limites 1 p=~ lim( ) 1 pa~ iim. ROGERS. ..).a . J. .

La ddmons~ration de cette proposition peut ~tre ddduite immddiatement de (I I) en y faisant les b d6pendants d'un indice nouveau u. . En se rappelant la ddfinition d'une int~grale ddfinie comme limite des valeurs d'une somme. . Or on salt que le produit de deux fonetions int~grables est une fonetion int~grable. I). et soit a~ . Supposons que a(x) et f ( x ) sent des fonetions intdgrables dans l'intervalle (o.----i. ce qui pr6c~de nous donne route une suite d'indgalif~s int~ressantes entre des int6grales. On peut employer autrement la formule (I I) dans la th~orie des sgries.~. g0 et g~ ~tant les limites inf~rieure et sup~rieure de la fonetion f(x) darts l'intervalle (o. Soit ~b. a~. . et que a(x) est constamment positive.. L. . . L'in6galit~ (5) donne off ~ ( z ) est supposde continue et conveze dans l'intervaUe (g0.~ (.{ b. b.~. lorsque E. W.x. . On trouve alors. gl).~b. dans les formules prdeddentes. V. i). en faisant cro~tre n inddfiniment 91 / 1 I (5') r r - "I ~ 0 . . Applications sur le calcul intdgral.a.. a= des constantes _positives dent la somme est I. 4.I . Jensen: I1 est ~vident que l'on peut.) sera aussi convergente. donne une fonction int~grable. . des sdries convergentes tt termes positifs. la sdrie E b. . faire eroltre n inddfiniment. . 2 b ~ . . .a. + a. et qu'une fone~Jon int~grable. et faisant la somme dans les deux membres pour v---. . Y. 2. par substitution dans une fonction continue.. I1 y a encore d'autres cas oh l'on peut faire eroltre n ind6finiment.186 J.. sont des s6ries convergentes.. et l'on obtient ainsi une suite d'indgaht~s entre eertaines sdries infinies. etc.... posant a~-{-a~-t-.

. 1 187 11 va sans dire qu'on peut remplacer les in~grales f 0 b d~ cede formule par des int~grales correspondantes f .I . noum avons mon~r~ que la formule (4) a lieu pour t~ute fonction convexe .(x))". (ai(x))'~d~c / 1 XZi/ 1 \xl / 1 \zt . I 1 f~ log ~xid= f o a(a:)b(z)dz 1 ~_~e T-----. f (al(x))~'(a..>.. + z~ ~. Etude plus apwofondie des fonctions convexes.'.<.. 5. 0 (i a(x)b(z)dx 7 < f(a(x))'dx f(b(x))'dx. je citerai les exemples suivants d'application de la formule (5') 1 \p / 1 \ p--1 1 . Par analogie avec les formules pr6c~dentes.x2 + . comme je le montrerai ailleurs. ' I 0 b(x) i n ~ b l c et positif..-facx)a~ ~ f a(z)dz $ | f a c x ) log b(z)dz I fa(x)b(x)ds --. En posant dans la demi~re a ( x ) = i on retrouve une formule de SCHL0mLCa qui est partieuli~rement intfiressante parcequ'elle conduit ~ un r~sultat important dans la recherche des zgros d'une s6rie de TAYLOR. Dans le w 2. [es a(z) &ant positives et intggrables..fonction convexe~.. et x~ -4.. Apr~s avoir mont-r~ l'ufilitfi de la notion de . nous reviendrons h l'&ude de ees fonctions on g6n~ral..-<e ~ De ces formules la deuxi~me et la quatri~me sent des g~n~ralisations de formules connues.o.Sur les fonctions eonvexes et les in6galit6s entre les v a l e u r s m o y e n n e s .<:)..

par suite d e la ddfinition... on trouve r 011 + . les in~galitds (a) et (fl) peuvent s'dcrire Supposons alors que ~(x) a une limite supdrieure finie g clans l'iutervalle donnd.) . si !'on fair ddcroltre 3 jusqu'~ o.188 J. L.... V.3) =< ~ r + .too'). on trouve Oomme on a.~) -4 " -"~T ~ (*) (~) ~(z + n3) -. h m (~(x + 3 ) . en m6me temps que n crolt inddfiniment.r Mettant ~ 3 'k la place de 3. et supposant x -4. Si l'on y fair.~.~(x)) -----o. (x) > ~( . en prenant m----I d'ofi il rdsulte. mais assez leutemenf pour que x _+ n3 ne sorte pas de l'intervalle.o Ainsi est d~montrde la proposition suivante: . ~.~(*) > r + m3) . on aura.nd et x ~ n3 eompris darts l'inte~walle donng. n dtant ~ m . Jonsen.~ ( x . W. I~1.(x + m 3 ) .

3') I Cette proposition s'applique 6galement s une fonction concave. q u i a u n e limite s u p & i e u r e f i n i e d a m un certain est c o n t i n u e darts cet intervalle. a et b 6tant des constantes.. qui a dans un certain intervalle soit une limite sup6rieure.. et que ce quotient reste constamment plus grand que ~ ( z ) . est continue. convexe.vers un nombre positif quelconque. De ce qu'une ~fonction lin6aire~ pout ~tre consid6r6e comme un cas particulier des deux classes de fonctions.. plus petit que i 3 = a3 ~ a3 ~ 3 Cette formule montre que ~(z + 33 ) . D'ofi il suit que ~ ( x . P a r lh esC pleinement justifi6e la d6nomination que nous avons introduite.-~ 3 m 3 n ~ ( z + 3) .9 ( z ) ne crolt jamais lorsque 3 ddcrolt.~ ( ~ ) > --~(z) > 9('~)--9 x ~ m 3 (m) n3 > r ~ . ~ La formule (5) s'applique donc ~t route reaction semblable.Sur les fonctions convexes et los in6galit6s entre les valeurs moyennes. en faisant converger m . mais il est plus simple de partir de la formule (r)Si l'on met dans celle-ci 3 h la place de 3.3) 3 3 ce qui devient. 189 Une jbnction intervalle. il r~sulte: Uno >)fonction lin6aire>..3' est positif mais d'ailleurs quelconque.9'(x -. en y remplagant 9limito sup6rieure~) p a r ~limite inf~rieure~.. On pourraiL en ddduire ce qui suit. D e ce r6sultat on conclue ais6ment la proposition suivante: une .. on trouve.fonction lin6aire)) a y a n t ou une limite sup6rieure ou une limite inf~rieure dans un intervalle donn6 a toujours la forme a T bx dans cet intervalle. ~b a.33 3' J oh lim f ( z + 3) .. soit uno limite inf6rioure. en supposan~ ddsormais 3 p o s i t i f z + .9 ( z . .~ ( z ) > f ( e ) ..

..+ . f(. I f(z) ~(~) convexe convexe concave concave f(~x) convsxe concave coiIvexe concave I convexe.r est convexe.v(x)) est aussi convexe.W. de ~{~. puisque . d6croissante convexe. croissante .. clans lequel trouve lieu l'inegalitd . et l'on voit de mgme que a= +o 3 = 3' est aussi ddterminde.. Si. qu'~t gauche ~o'_(x). dlcroissante concave. 6.. Ainsi est demontr~e ee thdor~me: Une jbnction convexe F(x). dans l'intervalle (g. qui a dans un certain intervalle une limite su_pdrieure finie. Quelques propositions de jbnctions de fonctions.. et si V(x) est convexe dans un interval]e.V. Aux fonctions concaves r s'applique une proposition analogue.190 J. qui r$sulte de ee qui precede.L. a une fonction ddrivde rant h droite.. En effet.. F'+(x).. existe. q ' . On ddmontre de mgme le schdma suivant: i ' I t .q < F ( x ) < . Jensen.9 " ( x ) est positive ou nulle.~ < ~(~) + ~(y) \ 2 / il suit que ce qui ddmontre la proposition. f(x) est une fonction convexe qui ne ddcrolt pas lorsque x crolt. croissante concave. la difference 9 ' + ( x ) . g')..

I1 rdsulte des recherches sur le principe de CA~TOa concernant la condensation des singularitds qui sont exposdes dans DI~I-LOROTn (Theorie der Funktionen ether vergnderlichen reellen Gr6sse. on choisit les nombres rationnels de l'intervalle (o.c2. . ~ i o8") que la fonction qui est convexe comme nous avons vu plus haut a partout une d6rivde unique. En ees points la fonction a une fonetion dgrivde h droite et une autre h gauche. nne suite infinie de nombres rdels et bornds. et aura une d6riv~e finie en tous les points irrationnels.. . Nous avons vu plus haut quo ~jlc~]x--x~] est convexe dans tout intervalle qui comprend au moins un des points x l . . Si par exemple. Sur une certaine fonction convexe.. et l'on a f.Sur l e a fonctions convexes et les indgalit6s entre les valeurs moyennes. 191 Si ~(x) et r le schema: sont des fonctions inverses on ddmontre de mgmo ~(z) convexe..~(x~)--f'_(x~)=2c~. . . . . tandis qu'aux points rationnels les fonetions d6riv6es h droite et h gauche different par un hombre positif. d6croissante r concave. . I) dans un ordre d6termind. d6croissante concave. En terminant je ne puts m'empdeher d'ajouter quelques remarques.. une suite infinie de hombres positifs. x2. croissante convexe. et supposons la s6rie 2'c~ convergente. donn6 ~ l'avance. Soit en effet c~. x~. .. pour rensemble (x~). f(x) sera convexe dans eet intervalle. d6croissante 7.. Si je ne me trompe pas en ceci la notion devra trouver sa place dans les expositions dldmentaires de la thdorie des fonctions r6elles. d6croissante concave.fonction positive>.fonetion eroissante. saul aux points x~. x~. croissante convexe.. I1 me semble que la notion >>fonction convexe>> est h peu pros aussi fondamentale que eelles-ci: . x2. x3. . Ceci peut servir h former une fonction convexe dont les dgrivdes ~ droite et ~ gauche sont diffdrentes en tous les points d'un ensemble dgnombrable rdel..

Akad. Nachtrag. PRIXGSIIEIM donne une ddmonstration 616gante. W. Naehr. A. z . L0- ~:~OTH. . zu GSttingen. k. Je viens de trouver. 32 . 295--303. d. O. Jensen. ibid. W. L'inverse n'a pas lieu eomme on le voit par un exemple2 f(x. d. p. L. + x:. ) est eonvexe. S i t z u n g s b e r . Apr~s avoir faite la confdrenee ci-dessus j'ai remarqud que ]a formule fondamentale (5) n'&ait pas enti~rement nouvelle comme je le croyais. k. math. bayer..s importante (5') n'est pas mentionnde davanfage que la plupart des applications que j'ai donndes plus haut. Gesellsch. la plus naturelle.y)----Ixvl :~ . C l a s s e d . V. 38~47 9 . Dans une addition ~ h sa mdmoire pr6citde ~{.> i. de l'indgalit6 oh les b sont positives et ~. Quant h la d6finition d'une fonetion convexe de plusieurs variables la suivante esf. . x889. + x. p. Addition. d. p. Uber einen Mittelwertsalz. W.. PRINGSHEIM. . En m~me temps je veux ddmontrer une indgalitd d ' u n autre caract~re que celles donndes plus haut.~) = :~' + y~ I1 est 6vident qu'une tetle fonction est toujours fonction convexe de chaeune des variables. A la v&itd les hypotheses de M. y . La fonction rdelle ~(X) du point analytique rdelle X---= ( x ..192 J. HOLDER sont bien diff&entes des miennes en ce qu'il suppose que r existe.. HOLDEn ~ dans laquclle se trouve ddmontrde la formule en question. v. dans une mdmoire de M. '"-' (X~) + ~2. La fornmle trb. t. Zur Theorie der ganzen transcendenten Funktionen.r oh 2 ( x . 1 une citation d'une note de 3[. si dans un domaine simplement eonnexe et convexe on a toujours 9 (x. d.) <i . 163~I92. qu'il attribue ~ M. phys. 2.

en effet. seulemen~ le signe cl'dgalit6 est ~ dcarter.x ~-~. ~ b . 2 ... . 80. soit a 1 .'. f(~) u n e fonel. .J r .rouvons l'indgali~d (a). . b : . f(b. des eonsl.. E n m u l t i p l i a n t p a r G Ies deux m e m b r e s de l'indgalil.. n.. Pour a. en s o m m a u t p o u r p ~ I . a. . b dtant la s o m m e b l .ion ~ositive et croissante avec x. +z~> :. ct f(x) ---. Aeta ~t~matioo. nous rel. n .1 . Posons en effet z clans celle-ci a ~ p o u r G~. . . Imprim~ le 2! d~cembre 1905. . 25 . . A l'aide de ceUe-ci il esl.b. 2 . a s . n o u s avons f(b~)<f(b) p o u r ~--. . . 193 I1 esl. . el. el.----. valable. . .Sur les fonctions convexes et los in6galit~s entre les valeurs moyennes. nous avons =' =' v=l =' a.) < Otl n . ..[ . ~ u n e variable positive el.. b~. .antes dgalemeut positives. . voir que la formule (8) rest~e encore valable pour z~ + z ~ + . .. . n C'est l'in~galitd clue j'avais en rue.~. E a. . on trouve n "::: . facile de gdn~raliser cet~e ddmonstration.. ee qui fail. x > I.b ~ . Soil. .d ci-dessus. aisd de gdndraliser lee conditions sous lesquelles la formule (8) esl. .

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