EDB β€” 192

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[192] Let \(f:[0,∞)→ℝ\) be concave, with \(f(0)=0\) and \(f\) continuous in zero.

  • Prove that \(f\) is subadditive, i.e.

    \[ f(t)+f(s)β‰₯ f(t+s) \]

    for every \(t,sβ‰₯ 0\). If moreover \(f\) is strictly concave and \(t{\gt}0\) then

    \[ f(t)+f(s){\gt} f(t+s)~ . \]
  • Prove that, if \(βˆ€ x, f(x)β‰₯ 0\), then \(f\) is weakly increasing.

  • The other way around? Find an example of \(f:[0,∞)β†’[0,∞)\) with \(f(0)=0\), continuous, monotonic increasing and subadditive, but not concave.

Solution 1

[193]

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  • convex function
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