Remark
Tag 0863, permanent. Cite it as [Bourbaki, Tag 0863].
Functions of a Real Variable, chapter I, § 4. CONVEX FUNCTIONS OF A REAL VARIABLE
If is a strictly convex function on an open interval I then is strictly increasing on I, so there are three possible cases, according to prop. 2 of I, p. 13: 1. is strictly decreasing on I; 2. is strictly increasing on I; 3. there is an such that is strictly decreasing for , and is strictly increasing for .
When is convex on I, but not strictly convex, can be constant on an interval contained in I; let be the largest open interval on which is constant (that is to say, the interior of the interval where ); then is strictly decreasing on the interval formed by the points such that (if it exists), strictly increasing on the interval formed by the points such that (if it exists).
In all cases one sees that possesses a right limit at the left-hand endpoint of (in ), and a left limit at the right-hand endpoint; these limits may be finite or infinite (cf. I, p. 46, exerc. 5, 6 and 7). By abuse of language one sometimes says that the continuous function (with values in ), equal to on the interior of , and extended by continuity to the endpoints of , is convex on .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
Cited by
Nothing.