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Jensen inequalities for functions with higher monotonicities
Authors:A M Fink  M Jodeit Jr
Institution:(1) Department of Mathematics, Iowa State University, 50011 Ames, IA, USA;(2) Department of Mathematics, University of Minnesota, 55455 Minneapolis, MN, USA
Abstract:Summary We investigate generalizations of the classical Jensen and Chebyshev inequalities. On one hand, we restrict the class of functions and on the other we enlarge the class of measures which are allowed. As an example, consider the inequality (J)phiv(intf(x) dmgr) les A int phiv(f(x) dmgr, dint dmgr = 1. Iff is an arbitrary nonnegativeL x function, this holds ifmgr ges 0,phiv is convex andA = 1. Iff is monotone the measure mgr need not be positive for (J) to hold for all convex phiv withA = 1. If phiv has higher monotonicity, e.g., phivprime is also convex, then we get a version of (J) withA < 1 and measures mgr that need not be positive.
Keywords:Primary 26D15  26D20
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