Bourbaki

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 ff is a strictly convex function on an open interval I then fd′f'_d is strictly increasing on I, so there are three possible cases, according to prop. 2 of I, p. 13: 1. ff is strictly decreasing on I; 2. ff is strictly increasing on I; 3. there is an a∈Ia \in I such that ff is strictly decreasing for x≤ax \leq a, and is strictly increasing for x≥ax \geq a.

When ff is convex on I, but not strictly convex, ff can be constant on an interval contained in I; let J=]a,b[J = ]a, b[ be the largest open interval on which ff is constant (that is to say, the interior of the interval where fd′(x)=0f'_d(x) = 0); then ff is strictly decreasing on the interval formed by the points x∈Ix \in I such that x≤ax \leq a (if it exists), strictly increasing on the interval formed by the points x∈Ix \in I such that x≥bx \geq b (if it exists).

In all cases one sees that ff possesses a right limit at the left-hand endpoint of II (in R‾\overline{\mathbf{R}}), 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 R‾\overline{\mathbf{R}}), equal to ff on the interior of II, and extended by continuity to the endpoints of II, is convex on I‾\overline{I}.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Cites

Transcribed from the printed volume. Not translated.