Bourbaki

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 ff to be convex (resp. strictly convex) on an open interval I⊂RI \subset \mathbf{R} it is necessary and sufficient that it be continuous on II, have a derivative at every point of the complement BB relative to II of a countable subset of this interval, and that the derivative be increasing (resp. strictly increasing) on BB.

The condition is necessary, from prop. 6 and its corollary 2 (I, p. 27); let us show that it is sufficient. Suppose, therefore, that f′f' is increasing on BB, and that ff is not convex; there then exist (I, p. 27, prop. 5) three points a,b,ca, b, c of II, such that a<c<ba < c < b, and f(c)−f(a)c−a>f(b)−f(c)b−c\frac{f(c) - f(a)}{c - a} > \frac{f(b) - f(c)}{b - c}; but from the mean value theorem (I, p. 14, th. 1) one has

f(c)−f(a)c−a≤sup⁡x∈B, a<x<cf′(x)andf(b)−f(c)b−c≥inf⁡x∈B, c<x<bf′(x). \frac{f(c) - f(a)}{c - a} \leq \sup_{x \in B,\ a < x < c} f'(x) \quad \text{and} \quad \frac{f(b) - f(c)}{b - c} \geq \inf_{x \in B,\ c < x < b} f'(x).

One thus has sup⁡λ∈B, a<λ<cf′(λ)>inf⁡λ∈B, c<λ<bf′(λ)\sup_{\lambda \in B,\ a < \lambda < c} f'(\lambda) > \inf_{\lambda \in B,\ c < \lambda < b} f'(\lambda), contrary to the hypothesis that f′f' is increasing on BB.

If now we assume that f′f' is strictly increasing on BB, then ff is convex and cannot be equal to an affine linear function on any open interval contained in II, for then f′f' 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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Cites

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