524 Real Analysis
=
f(x 1 )+···+f(x 2 k)+f(x 2 k+ 1 )+···+f(x 2 k+ 1 )
2 k+^1
.
Next, we show that
f
(
x 1 +x 2 +···+xn
n
)
≤
f(x 1 )+f(x 2 )+···+f(xn)
n
, for allx 1 ,x 2 ...,xn.
Assuming that the inequality holds for anynpoints, we prove that it holds for anyn− 1
points as well. Consider the pointsx 1 ,x 2 ,...,xn− 1 and definexn=x^1 +x^2 +···+n− 1 xn−^1. Using
the induction hypothesis, we can write
f
(
x 1 +···+xn− 1 +x^1 +···+n− 1 xn−^1
n
)
≤
f(x 1 )+···+f(xn− 1 )+f
(x 1 +···+xn− 1
n− 1
)
n
.
This is the same as
f
(
x 1 +···+xn− 1
n− 1
)
≤
f(x 1 )+···+f(xn− 1 )
n
+
1
n
f
(
x 1 +···+xn− 1
n− 1
)
.
Moving the last term on the right to the other side gives the desired inequality. Starting
with a sufficiently large power of 2 we can cover the case of any positive integern.
In the inequality
f
(
x 1 +x 2 +···+xn
n
)
≤
f(x 1 )+f(x 2 )+···+f(xn)
n
that we just proved, for somem<nsetx 1 =x 2 = ··· =xm=xandxm+ 1 =xm+ 2 =
··· =xn=y. Then
f
(m
n
x+
(
1 −
m
n
)
y
)
≤
m
n
f(x)+
(
1 −
m
n
)
f(y).
Becausefis continuous we can pass to the limit withmn→λto obtain the desired
f (λx+( 1 −λ)y)≤λf (x)+( 1 −λ)f (y),
which characterizes convex functions.
430.First solution: Fixn≥1. For each integeri, define
(^) i=f
(
i+ 1
n
)
−f
(
i
n
)
.
If in the inequality from the statement we substitutex=i+n^2 andy=in, we obtain