Sunday 17 April 2016

calculus - $f$ convex strictly decreasing function , is $f'(x+delta)-f'(x)$ convex



Assume you have a strictly decreasing convex differentiable function $f(x)$, $x \in \Bbb R^+$, I am wondering if the increment of the first derivative is also convex; i.e.,

$$g(x) = f'(x+\delta) - f'(x)$$ where $\delta$ is any positive number.



What I concluded :



I can say that $f'(x)$ is a strictly increasing function, also since $f(x)$ is strictly decreasing, $f'(x)$ is always negative, meaning that it increases and approaches zero as $x \to \infty $, now I can visualize $f'$ as concave and the difference : $f'(x+\delta)-f'(x)$ to be decreasing but not sure how to show its convexity (if it is).


Answer



To complete gerw's comment and to avoid leaving the question unanswered, let me give an explicit counterexample.



The question (letting $g=f'$) is equivalent to the following one: If $g\colon(0,\infty)\to\mathbb{R}$ is continuous, strictly increasing and bounded above, is $g(x+\delta)-g(x)$ convex for $\delta>0$? Here is a counterexample:
$$

g(x)=\frac{x-\sin x}{1+x-\sin x}.
$$
We have
$$
g'(x)=\frac{1-\cos x}{(1+x-\sin x)^2}\ge0,\quad 0\le g(x)\le1.
$$
$g$ is increasing, bounded above and $\lim_{x\to\infty}g(x)=1$, but it is not concave. Here is the graph of $g(x+\delta)-g(x)$ for $\delta=0,1+0,2\,k$, $k=0,1,2,3,4$.
enter image description here



Clearly $g(x+\delta)-g(\delta)$ is not convex.




If you want a counterexample in terms of $f$ let
$$
f(x)=\int_0^x(g(t)-1)\,dt.
$$


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