Monday, 6 June 2016

calculus - Strictly increasing, strictly convex function: is the second derivative positive?



Consider a twice continuously differentiable function f:RR. While f(x)>0 x implies strict convexity of f, the converse is not true (e.g. f(x)=x4, strictly convex but f(0)=0).




I was wondering whether the additional requirement of f being strictly increasing can ensure f(x)>0. It would at least rule out the example above.



From how I understand this answer, the requirement is sufficient for (once) differentiable functions, but for twice differentiable ones it says:




f is strictly convex if and only if f everywhere and f'' does not vanish on any non-empty open interval J \subset I.




Is it correct that this is satisfied under strict increasingness and hence for f as above, strict increasingness and strict convexity together imply f''(x)>0\ \forall x?


Answer




\newcommand{\Reals}{\mathbf{R}}Let h:\Reals \to \Reals be a continuous, non-negative function that does not vanish on any open interval, and whose integral over \Reals exists. The function
g(x) = \int_{0}^{x} h(t)\, dt
is strictly increasing and bounded, say |g| < M for some M > 0, and the function
f(x) = Mx + \int_{0}^{x} g(t)\, dt = Mx + \int_{0}^{x} (x - t) h(t)\, dt
is strictly increasing and strictly convex. By construction, f'' = h; the function h, however, can vanish at infinitely many points (the integers, the terms of a convergent sequence, a Cantor set...).



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