Bounds on the second derivative of a convex function.
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Edit: This question was answered in https://mathoverflow.net/questions/265256/how-bad-can-the-second-derivative-of-a-convex-function-be
Let $a<b$ and suppose that $f:(a,b)to mathbb{R}$ is a increasing convex function. From the Alexandrov’s theorem, $f$ is twice differentiable almost everywhere. My question is the following
Does $f''in L_{loc}^1(a,b)$?
If the answer to the previous question is negative, consider the set
$$
A={xin (a,b): mbox{there is no} delta>0, mbox{such that} fin L^1(x-delta,x+delta)}.
$$
What is the measure of $A$?
No ideas up to now. Any reference is appreciated.
For an accessible reference, take a look here.
real-analysis measure-theory
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add a comment |
$begingroup$
Edit: This question was answered in https://mathoverflow.net/questions/265256/how-bad-can-the-second-derivative-of-a-convex-function-be
Let $a<b$ and suppose that $f:(a,b)to mathbb{R}$ is a increasing convex function. From the Alexandrov’s theorem, $f$ is twice differentiable almost everywhere. My question is the following
Does $f''in L_{loc}^1(a,b)$?
If the answer to the previous question is negative, consider the set
$$
A={xin (a,b): mbox{there is no} delta>0, mbox{such that} fin L^1(x-delta,x+delta)}.
$$
What is the measure of $A$?
No ideas up to now. Any reference is appreciated.
For an accessible reference, take a look here.
real-analysis measure-theory
$endgroup$
$begingroup$
I know that this is an old question, but I would like to drop a comment. I guess that we have something like $f'(d) - f'(c) ge int_c^d f''(x) , mathrm{d}x ge 0$ for $[c,d] subset (a,b)$. This should give your assertion.
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– gerw
Nov 22 '18 at 12:36
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Or speaking differently: The second derivative of a convex function can be identified with a positive distribution, i.e., a measure. Then, your $f''$ should be the absolutely continuous part of this measure. Again, it belongs to $L^1_{text{loc}}(a,b)$.
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– gerw
Nov 22 '18 at 12:36
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@gerw take a look in mathoverflow.net/questions/265256/…
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– Tomás
Dec 3 '18 at 20:01
$begingroup$
I didn't know that this question was crossposted. You should link both questions.
$endgroup$
– gerw
Dec 3 '18 at 20:21
add a comment |
$begingroup$
Edit: This question was answered in https://mathoverflow.net/questions/265256/how-bad-can-the-second-derivative-of-a-convex-function-be
Let $a<b$ and suppose that $f:(a,b)to mathbb{R}$ is a increasing convex function. From the Alexandrov’s theorem, $f$ is twice differentiable almost everywhere. My question is the following
Does $f''in L_{loc}^1(a,b)$?
If the answer to the previous question is negative, consider the set
$$
A={xin (a,b): mbox{there is no} delta>0, mbox{such that} fin L^1(x-delta,x+delta)}.
$$
What is the measure of $A$?
No ideas up to now. Any reference is appreciated.
For an accessible reference, take a look here.
real-analysis measure-theory
$endgroup$
Edit: This question was answered in https://mathoverflow.net/questions/265256/how-bad-can-the-second-derivative-of-a-convex-function-be
Let $a<b$ and suppose that $f:(a,b)to mathbb{R}$ is a increasing convex function. From the Alexandrov’s theorem, $f$ is twice differentiable almost everywhere. My question is the following
Does $f''in L_{loc}^1(a,b)$?
If the answer to the previous question is negative, consider the set
$$
A={xin (a,b): mbox{there is no} delta>0, mbox{such that} fin L^1(x-delta,x+delta)}.
$$
What is the measure of $A$?
No ideas up to now. Any reference is appreciated.
For an accessible reference, take a look here.
real-analysis measure-theory
real-analysis measure-theory
edited Dec 4 '18 at 15:12
Tomás
asked Mar 20 '17 at 18:03
TomásTomás
15.8k32177
15.8k32177
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I know that this is an old question, but I would like to drop a comment. I guess that we have something like $f'(d) - f'(c) ge int_c^d f''(x) , mathrm{d}x ge 0$ for $[c,d] subset (a,b)$. This should give your assertion.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
Or speaking differently: The second derivative of a convex function can be identified with a positive distribution, i.e., a measure. Then, your $f''$ should be the absolutely continuous part of this measure. Again, it belongs to $L^1_{text{loc}}(a,b)$.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
@gerw take a look in mathoverflow.net/questions/265256/…
$endgroup$
– Tomás
Dec 3 '18 at 20:01
$begingroup$
I didn't know that this question was crossposted. You should link both questions.
$endgroup$
– gerw
Dec 3 '18 at 20:21
add a comment |
$begingroup$
I know that this is an old question, but I would like to drop a comment. I guess that we have something like $f'(d) - f'(c) ge int_c^d f''(x) , mathrm{d}x ge 0$ for $[c,d] subset (a,b)$. This should give your assertion.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
Or speaking differently: The second derivative of a convex function can be identified with a positive distribution, i.e., a measure. Then, your $f''$ should be the absolutely continuous part of this measure. Again, it belongs to $L^1_{text{loc}}(a,b)$.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
@gerw take a look in mathoverflow.net/questions/265256/…
$endgroup$
– Tomás
Dec 3 '18 at 20:01
$begingroup$
I didn't know that this question was crossposted. You should link both questions.
$endgroup$
– gerw
Dec 3 '18 at 20:21
$begingroup$
I know that this is an old question, but I would like to drop a comment. I guess that we have something like $f'(d) - f'(c) ge int_c^d f''(x) , mathrm{d}x ge 0$ for $[c,d] subset (a,b)$. This should give your assertion.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
I know that this is an old question, but I would like to drop a comment. I guess that we have something like $f'(d) - f'(c) ge int_c^d f''(x) , mathrm{d}x ge 0$ for $[c,d] subset (a,b)$. This should give your assertion.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
Or speaking differently: The second derivative of a convex function can be identified with a positive distribution, i.e., a measure. Then, your $f''$ should be the absolutely continuous part of this measure. Again, it belongs to $L^1_{text{loc}}(a,b)$.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
Or speaking differently: The second derivative of a convex function can be identified with a positive distribution, i.e., a measure. Then, your $f''$ should be the absolutely continuous part of this measure. Again, it belongs to $L^1_{text{loc}}(a,b)$.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
@gerw take a look in mathoverflow.net/questions/265256/…
$endgroup$
– Tomás
Dec 3 '18 at 20:01
$begingroup$
@gerw take a look in mathoverflow.net/questions/265256/…
$endgroup$
– Tomás
Dec 3 '18 at 20:01
$begingroup$
I didn't know that this question was crossposted. You should link both questions.
$endgroup$
– gerw
Dec 3 '18 at 20:21
$begingroup$
I didn't know that this question was crossposted. You should link both questions.
$endgroup$
– gerw
Dec 3 '18 at 20:21
add a comment |
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$begingroup$
I know that this is an old question, but I would like to drop a comment. I guess that we have something like $f'(d) - f'(c) ge int_c^d f''(x) , mathrm{d}x ge 0$ for $[c,d] subset (a,b)$. This should give your assertion.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
Or speaking differently: The second derivative of a convex function can be identified with a positive distribution, i.e., a measure. Then, your $f''$ should be the absolutely continuous part of this measure. Again, it belongs to $L^1_{text{loc}}(a,b)$.
$endgroup$
– gerw
Nov 22 '18 at 12:36
$begingroup$
@gerw take a look in mathoverflow.net/questions/265256/…
$endgroup$
– Tomás
Dec 3 '18 at 20:01
$begingroup$
I didn't know that this question was crossposted. You should link both questions.
$endgroup$
– gerw
Dec 3 '18 at 20:21