Bourbaki

Exercise 21, § 1

Functions of a Real Variable, II, 83

Let ff be a real increasing convex continuous function on an interval [0,a][0, a], and such that f(0)=0f(0) = 0. If a1≥a2≥⋯≥an≥0a_1 \geq a_2 \geq \cdots \geq a_n \geq 0 is a finite decreasing sequence of points in [0,a][0, a], show that one has

f(a1)−f(a2)+⋯+(−1)nf(an)≥f(a1−a2+⋯+(−1)n−1an). f(a_1) - f(a_2) + \cdots + (-1)^n f(a_n) \geq f(a_1 - a_2 + \cdots + (-1)^{n-1} a_n ).
(One can restrict oneself to the case where n=2mn = 2m is even; remark that for 1≤j≤m1 \leq j \leq m one has
∫αβf′(t) dt≤∫a2j−1a2jf′(t) dt \int_\alpha^\beta f'(t)\,dt \leq \int_{a_{2j-1}}^{a_{2j}} f'(t)\,dt
where α=a2j+1−a2j−2+⋯+a2m−1−a2m\alpha = a_{2j+1} - a_{2j-2} + \cdots + a_{2m-1} - a_{2m} and β=α+(a2j−1−a2j)\beta = \alpha + (a_{2j-1} - a_{2j}).)

Solution

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Transcribed from the printed volume. Not translated.