Jensen's Inequality: Complex Analysis vs. Measure Theory

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Discussion Overview

The discussion revolves around the relationship between Jensen's inequality in complex analysis and its counterpart in measure theory. Participants explore whether the inequalities are related or if they represent distinct findings by Jensen, focusing on the properties of convex functions involved.

Discussion Character

  • Debate/contested
  • Technical explanation

Main Points Raised

  • Some participants suggest that the complex analysis inequality is a special case where ln|f| serves as the convex function in the measure theory theorem.
  • Others point out that while ln|f| is used, it is not convex on the real axis, raising questions about its applicability in this context.
  • There is a discussion about the requirements for convexity, with some participants emphasizing that ln(x) is convex, while ln|f| may not meet this criterion.
  • Participants note that the only requirement for |f| is that it be L1 with respect to the measure, which leads to further exploration of the implications of this condition.
  • Clarifications are made regarding the definition of convexity, with some participants explaining that a straight line connecting two points on a convex curve does not cross the curve.

Areas of Agreement / Disagreement

Participants express differing views on the convexity of ln|f| and its implications for Jensen's inequality, indicating that multiple competing perspectives remain without a clear consensus.

Contextual Notes

There are unresolved questions regarding the assumptions about the convexity of ln|f| and the specific conditions under which Jensen's inequalities apply in both complex analysis and measure theory.

lark
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Is the Jensen's inequality in complex analysis related to the one in measure theory, or did Jensen just go around finding inequalities?
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It looks like the complex analysis inequality is a special case, where ln|f| is the convex function of the measure theory theorem. By dividing by 2pi, the measure on the unit circle is normalized to 1.
 
mathman said:
It looks like the complex analysis inequality is a special case, where ln|f| is the convex function of the measure theory theorem. By dividing by 2pi, the measure on the unit circle is normalized to 1.
Only ln |f| isn't convex on the real axis - exp is convex - and f is complex, not real.
It looks tantalizingly close, so I wonder if it can be twisted somehow.
Laura
 
lark said:
Only ln |f| isn't convex on the real axis - exp is convex - and f is complex, not real.
It looks tantalizingly close, so I wonder if it can be twisted somehow.
Laura
As I read the theorem, ln(x) has to be convex (which it is), not ln|f|. Ln corresponds to phi in the general theorem. The only requirement on |f| is that it be L1 with respect to the measure.
 
Last edited:
mathman said:
As I read the theorem, ln(x) has to be convex (which it is), not ln|f|. Ln corresponds to phi in the general theorem. The only requirement on |f| is that it be L1 with respect to the measure.
Convex means that if you draw a line between 2 points on the graph of [tex]\phi[/tex]
then the graph between those 2 points is below or on the line. Ln isn't convex but its inverse exp is.
Laura
 
lark said:
Convex means that if you draw a line between 2 points on the graph of [tex]\phi[/tex]
then the graph between those 2 points is below or on the line. Ln isn't convex but its inverse exp is.
Laura
Convex can be convex down or convex up. The main idea is that a straight line connecting any two points on the curve does not cross the curve. For example, circles are convex.
 

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