Jensen's Inequality for Finite Convex Combinations
theoremAnalysisMultivariable Calculusthm:jensen-inequality-finite-2026aLet and be natural numbers with and , let be the real numbers with the order of its ordered field structure, and let be the initial segment determined by . Let be a convex subset of Euclidean space , regarded as a real vector space by Euclidean Space is a Real Vector Space, and let be convex on .
Let take all of its values in and let be a system of convex weights of length . The convex combination lies in by claim 3 of Small Cases, Reduction, and Membership for Convex Combinations, and
the sum on the right being a finite sum in the field .
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