Example 2
Tag 085S, permanent. Cite it as [Bourbaki, Tag 085S].
Functions of a Real Variable, chapter I, § 4. CONVEX FUNCTIONS OF A REAL VARIABLE
The function x2 is convex on R, since one has
λx2+(1−λ)(x′)2−(λx+(1−λ)x′)2=λ(1−λ)(x−x′)2≥0
for 0≤λ≤1.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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