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Jensen's inequality generalizes the statement that a secant line of a convex function lies above its graph. Visualizing convexity and Jensen's inequality. In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function.
A convex function of a martingale is a submartingale, by Jensen's inequality. For example, the square of the gambler's fortune in the fair coin game is a submartingale (which also follows from the fact that X n 2 − n is a martingale). Similarly, a concave function of a martingale is a supermartingale.
There are three inequalities between means to prove. There are various methods to prove the inequalities, including mathematical induction, the Cauchy–Schwarz inequality, Lagrange multipliers, and Jensen's inequality. For several proofs that GM ≤ AM, see Inequality of arithmetic and geometric means.
Indeed, convex functions are exactly those that satisfies the hypothesis of Jensen's inequality. A first-order homogeneous function of two positive variables x {\displaystyle x} and y , {\displaystyle y,} (that is, a function satisfying f ( a x , a y ) = a f ( x , y ) {\displaystyle f(ax,ay)=af(x,y)} for all positive real a , x , y > 0 ...
Jensen's formula can be used to estimate the number of zeros of an analytic function in a circle. Namely, if is a function analytic in a disk of radius centered at and if | | is bounded by on the boundary of that disk, then the number of zeros of in a circle of radius < centered at the same point does not exceed
Download as PDF; Printable version; ... In mathematics, Jensen's theorem may refer to: Johan Jensen's inequality for convex functions; Johan Jensen's formula in ...
Hölder's inequality; Jackson's inequality; Jensen's inequality; Khabibullin's conjecture on integral inequalities; Kantorovich inequality; Karamata's inequality; Korn's inequality; Ladyzhenskaya's inequality; Landau–Kolmogorov inequality; Lebedev–Milin inequality; Lieb–Thirring inequality; Littlewood's 4/3 inequality; Markov brothers ...
The finite form of Jensen's inequality is a special case of this result. Consider the real numbers x 1, …, x n ∈ I and let := + + + denote their arithmetic mean.Then (x 1, …, x n) majorizes the n-tuple (a, a, …, a), since the arithmetic mean of the i largest numbers of (x 1, …, x n) is at least as large as the arithmetic mean a of all the n numbers, for every i ∈ {1, …, n − 1}.