Alphabeta Math
TheoremStatement: AI-adaptedProof: AI-generatedprecheck passaudited 2026-08-02
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Finite Jensen inequality for a convex function and nonnegative weights summing to one

Statement

Let f:I→R be convex. If N≥1, x1,…,xN∈I, and λ1,…,λN≥0 satisfy ∑i=1Nλi=1, then

f(∑i=1Nλixi)≤∑i=1Nλif(xi).

Facts & Assumptions

Given: A convex f:I→R, a positive finite family x1,…,xN∈I, and nonnegative weights summing to 1.

[L1]

A function is convex when the convex-combination inequality holds for every weight in [0,1] (Convex, strictly convex, concave, strictly concave, and midpoint-convex real functions on an interval).

Proof

technique · induction
1.1

For N=1, the sole weight is 1, so the two sides are both f(x1).

baseL1
2.1

Assume the assertion for N−1 terms. If λN=1, all earlier nonnegative weights vanish and the assertion is immediate; otherwise put s=1−λN>0 and normalize the earlier weights as μi=λi/s.

ihstep 1.1algebra
3.1

The induction hypothesis bounds f(∑i<Nμixi) by ∑i<Nμif(xi); applying [L1] to this point and xN with weights s,λN gives the asserted N-term inequality.

step 1.1step 2.1discharge-induction∎

Depends on

Used by

Dependency tree · two levels

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Sources