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Exercises

  1. [1BF] Prerequisites:convex functions.Let IβŠ‚β„ be an open interval, and x0∈I. Prove that these two facts are equivalent:

    1. F:I→ℝ is convex.

    2. There exists f:I→ℝ monotonic (weakly) increasing, and such that F(x)=F(x0)+∫x0xf(s)ds,

    and verify that you can choose f be the right (or left) derivative of F.

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  • Riemann integral
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