Let f : R + → R a C 1 function.
Suppose that f ( x ) x → + ∞ ∼ x and f is concave (ie f ′ is a decreasing function ).
Is it true that f ′ ( x ) x → + ∞ ∼ 2 x 1 ?
This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try
refreshing the page, (b) enabling javascript if it is disabled on your browser and,
finally, (c)
loading the
non-javascript version of this page
. We're sorry about the hassle.
I'll have to look at this proof more closely later, but I thought I had found a counterexample in functions that oscillate increasingly quickly about y = x , such that the increasing rate of oscillations balances out any decrease in amplitude required for it to converge to x . Trying to figure out where I went wrong...
Log in to reply
Ok I am curious to see it, but is your function still concave even of it oscillates?
I will add some note in my proof to clarify when an hypothesis is used
Log in to reply
Oh, of, course, that's the part I forgot about. Thanks!
Problem Loading...
Note Loading...
Set Loading...
My proof is a proof by contradiction:
assume that f ′ ( x ) x → + ∞ ≁ 2 x 1
ie ∃ ε ∈ ] 0 , 1 [ , ∀ x 0 > 0 , ∃ x 1 ≥ x 0 , ( 1 − ε ) 2 x 1 1 > f ′ ( x 1 ) or f ′ ( x 1 ) > ( 1 + ε ) 2 x 1 1 ( ∗ )
I set ε satisfying ( ∗ ) .
Let x 0 > 0 , ∀ x ≥ x 0 , ( 1 − g ( ε ) ) x < f ( x ) < ( 1 + g ( ε ) ) x ( ∗ ∗ ) where g is a function which goes to 0 at 0 and strictly positive (it is the hypothesis concerning f ). We are going to find g to contradict this statement using ( ∗ ) .
Let x 1 ≥ ( 1 + ε ) 2 x 0 satisfying ( ∗ ) .
First case: ( 1 − ε ) 2 x 1 1 > f ′ ( x 1 )
let ( 1 − ε ) 2 x 1 1 = 2 x 2 1 ⇒ x 2 = ( 1 − ε ) 2 x 1 > x 1 ≥ x 0
f ′ is decreasing so :
f ( x 2 ) = f ( x 1 ) + ∫ x 1 x 2 f ′ ( x ) d x ≤ f ( x 1 ) + ( x 2 − x 1 ) 2 x 1 ( 1 − ε ) ≤ ( 1 + g ( ε ) ) x 1 + 2 x 1 ( 1 − ε 1 − 1 + ε ) ≤ x 1 ( g ( ε ) + 2 1 + ε + 2 − 2 ε 1 ) = ( 1 − ε ) x 2 ( g ( ε ) + 2 1 + ε + 2 − 2 ε 1 )
To contradict ( ∗ ∗ ) we only need that ( 1 − ε ) ( g ( ε ) + 2 1 + ε + 2 − 2 ε 1 ) < 1 − g ( ε ) ie ( 2 − ε ) g ( ε ) < 2 1 − 2 1 − ε 2 = 2 ε 2
Finally, the first condition is g ( ε ) < 2 ( 2 − ε ) ε 2
Second case: ( 1 + ε ) 2 x 1 1 < f ′ ( x 1 )
let ( 1 + ε ) 2 x 1 1 = 2 x 3 1 ⇒ x 3 = ( 1 + ε ) 2 x 1 ≥ x 0
f ′ is decreasing so :
f ( x 1 ) = f ( x 3 ) + ∫ x 3 x 1 f ′ ( x ) d x ≥ f ( x 3 ) + ( x 1 − x 3 ) 2 x 1 1 + ε ≥ ( 1 − g ( ε ) ) x 3 + 2 x 1 ( 1 + ε − 1 + ε 1 ) ≥ ( 1 − g ( ε ) ) 1 + ε x 1 + 2 x 1 ( 1 + ε − 1 + ε 1 ) ≥ x 1 ( 1 + ε 1 − g ( ε ) + 2 1 + ε − 2 ( 1 + ε ) 1 )
To contradict ( ∗ ∗ ) we only need that 1 + ε 1 − g ( ε ) + 2 1 + ε − 2 ( 1 + ε ) 1 > 1 + g ( ε )
ie 1 + 2 ( 1 + ε ) 2 − 2 1 > 1 + ε + g ( ε ) ( 2 + ε )
ie ε + 2 ε 2 > ε + g ( ε ) ( 2 + ε )
ie g ( ε ) < 2 ( 2 + ε ) ε 2 , it is the second condition
We can take g ( ε ) = 6 ε 2 which ends the proof by contradiction.
BONUS: with the correct hypothesis ( f concave or convexe), you can generalize this to f : x ↦ x α for α ∈ R .