Hermite–Hadamard inequality

From Wikipedia, the free encyclopedia
Jump to: navigation, search
Not to be confused with Hadamard's inequality.

In mathematics, the Hermite–Hadamard inequality, named after Charles Hermite and Jacques Hadamard and sometimes also called Hadamard's inequality, states that if a function ƒ : [ab] → R is convex, then the following chain of inequalities hold:

Generalisations - The concept of a sequence of iterated integrals[edit]

Suppose that −∞ < a < b < ∞, and let f:[a, b] → be an integrable real function. Under the above conditions the following sequence of functions is called the sequence of iterated integrals of f,where asb.:

Example 1[edit]

Let [a, b] = [0, 1] and f(s) ≡ 1. Then the sequence of iterated integrals of 1 is defined on [0, 1], and

Example 2[edit]

Let [a,b] = [−1,1] and f(s) ≡ 1. Then the sequence of iterated integrals of 1 is defined on [−1, 1], and

Example 3[edit]

Let [a, b] = [0, 1] and f(s) = es. Then the sequence of iterated integrals of f is defined on [0, 1], and

Theorem[edit]

Suppose that −∞ < a < b < ∞, and let f:[a,b]→R be a convex function, a < xi < b, i = 1, ..., n, such that xixj, if ij. Then the following holds:

where

In the concave case ≤ is changed to ≥.

Remark 1. If f is convex in the strict sense then ≤ is changed to < and equality holds iff f is linear function.

Remark 2. The inequality is sharp in the following limit sense: let and
Then the limit of the left side exists and

References[edit]