Jensen's Inequality: Complex Analysis vs. Measure Theory

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In summary, Jensen's inequality is a special case of a theorem in measure theory where ln(x) is the convex function of the measure. ln|f| is the convex function of the measure theory theorem, but only if f is complex and not real.
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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.
 
  • #3
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
 
  • #4
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.
 
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  • #5
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
 
  • #6
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.
 

FAQ: Jensen's Inequality: Complex Analysis vs. Measure Theory

What is Jensen's Inequality and how is it used in complex analysis and measure theory?

Jensen's Inequality is a mathematical concept that relates to the convexity of a function. In complex analysis, it is used to prove the subharmonicity of a function, while in measure theory, it is used to prove the monotonicity of integrals.

What is the difference between complex analysis and measure theory in the context of Jensen's Inequality?

Complex analysis deals with functions of a complex variable, while measure theory deals with the integration of functions over a set. The use of Jensen's Inequality in these two fields reflects their different applications and approaches to mathematical problems.

Can Jensen's Inequality be applied to any function?

No, Jensen's Inequality can only be applied to convex functions. A function is convex if the line segment connecting any two points on the function's graph lies above or on the graph itself.

How does Jensen's Inequality relate to other mathematical concepts?

Jensen's Inequality is closely related to the concepts of convexity and concavity, as well as the Mean Value Theorem. It can also be used to prove other important theorems in mathematics, such as the Cauchy-Schwarz Inequality and the Hölder's Inequality.

What is the significance of Jensen's Inequality in mathematics and beyond?

Jensen's Inequality has numerous applications in various fields of mathematics, including complex analysis, measure theory, and optimization. It also has practical applications in economics, finance, and engineering, making it a fundamental concept in modern mathematics.

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