Convex Functions and Some Classical Inequalities
Convex functions arise in a variety of contexts and are basic to a number of results. For more extensive discussions of convexity, see Roberts and Varberg (1973), Rockafeller (1970), Stoer and Witzgall (1970), van Tiel (1984), Pecărić, Proschan, and Tong (1992), Webster (1994), or Niculescu and Persson (2006). The book by Pachpatte (2005, Chapter 1) provides a compendium of inequalities involving convex functions.
KeywordsConvex Function Full Rank Hermitian Matrice Classical Inequality Nonnegative Random Variable
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