Convex Karamata inequality from ordered partial sums #
theorem
Verification.majorization_sum_convex_interior
(a b : ℕ → ℝ)
(n : ℕ)
(hb : ∀ i < n - 1, b (i + 1) ≤ b i)
(hp : ∀ k ≤ n, ∑ i ∈ Finset.range k, b i ≤ ∑ i ∈ Finset.range k, a i)
(ht : ∑ i ∈ Finset.range n, a i = ∑ i ∈ Finset.range n, b i)
(ha : ∀ i < n, a i ∈ Set.Icc 0 1)
(hbi : ∀ i < n, b i ∈ Set.Ioo 0 1)
(φ : ℝ → ℝ)
(hφ : ConvexOn ℝ (Set.Icc 0 1) φ)
:
An interior version; endpoint values will follow by continuity.
theorem
Verification.majorization_sum_convex_unitInterval
(a b : ℕ → ℝ)
(n : ℕ)
(hb : ∀ i < n - 1, b (i + 1) ≤ b i)
(hp : ∀ k ≤ n, ∑ i ∈ Finset.range k, b i ≤ ∑ i ∈ Finset.range k, a i)
(ht : ∑ i ∈ Finset.range n, a i = ∑ i ∈ Finset.range n, b i)
(ha : ∀ i < n, a i ∈ Set.Icc 0 1)
(hbi : ∀ i < n, b i ∈ Set.Icc 0 1)
(φ : ℝ → ℝ)
(hc : Continuous φ)
(hφ : ConvexOn ℝ (Set.Icc 0 1) φ)
:
Karamata's inequality on the full closed interval, including endpoint singularities of slopes.
theorem
Verification.majorization_fin_sum_convex
{n : ℕ}
(a b : Fin n → ℝ)
(hb : Antitone b)
(hp : ∀ (k : Fin (n + 1)), (∑ i : Fin n, if ↑i < ↑k then b i else 0) ≤ ∑ i : Fin n, if ↑i < ↑k then a i else 0)
(ht : ∑ i : Fin n, a i = ∑ i : Fin n, b i)
(ha : ∀ (i : Fin n), a i ∈ Set.Icc 0 1)
(hbi : ∀ (i : Fin n), b i ∈ Set.Icc 0 1)
(φ : ℝ → ℝ)
(hc : Continuous φ)
(hφ : ConvexOn ℝ (Set.Icc 0 1) φ)
:
Finite-index form used for equal-width copula sections.