ANALYSIS QUALIFYING EXAM PROBLEMS BRIAN LEARY ...
ANALYSIS QUALIFYING EXAM PROBLEMS BRIAN LEARY ...
ANALYSIS QUALIFYING EXAM PROBLEMS BRIAN LEARY ...
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8 <strong>ANALYSIS</strong> QUALS<br />
Problem 2: Prove the following form of Jensen’s inequality:<br />
If f : [0, 1] → R is continuous, then<br />
1<br />
e f(x) 1 <br />
dx ≥ exp f(x)dx .<br />
0<br />
Moreover, if equality occurs then f is a constant function.<br />
Solution. Let a = min [0,1] f, b = max [0,1] f, and t = 1<br />
f(x)dx. Let<br />
0<br />
Then for a < s < t, we have that<br />
e<br />
β = sup<br />
a