Proposition 8
Tag 0865, permanent. Cite it as [Bourbaki, Tag 0865].
Functions of a Real Variable, chapter I, § 4. CONVEX FUNCTIONS OF A REAL VARIABLE
For a finite real function to be convex (resp. strictly convex) on an open interval it is necessary and sufficient that it be continuous on , have a derivative at every point of the complement relative to of a countable subset of this interval, and that the derivative be increasing (resp. strictly increasing) on .
The condition is necessary, from prop. 6 and its corollary 2 (I, p. 27); let us show that it is sufficient. Suppose, therefore, that is increasing on , and that is not convex; there then exist (I, p. 27, prop. 5) three points of , such that , and ; but from the mean value theorem (I, p. 14, th. 1) one has
One thus has , contrary to the hypothesis that is increasing on .
If now we assume that is strictly increasing on , then is convex and cannot be equal to an affine linear function on any open interval contained in , for then would be constant on this interval, contrary to the hypothesis.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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