Let be a natural number and let be the real numbers. Let be an open and convex subset of Euclidean space , a real vector space by Euclidean Space is a Real Vector Space, and let be of class on and convex on .
Let denote the real matrix all of whose entries are . Its entries satisfy , so is symmetric, and the Hessian matrix is symmetric by claim 2 of Equality of Mixed Second Partial Derivatives and Symmetry of the Hessian; both therefore lie in the set of symmetric real matrices, so the positive semidefinite ordering applies to them.
Then for every ,
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