In mathematics, a function f is logarithmically convex or superconvex if log ∘ f {\displaystyle {\log }\circ f} , the composition of the logarithm with f, is itself a convex function.
Definition Let X be a convex subset of a real vector space, and let f : X → R be a function taking non-negative values. Then f is:
Logarithmically convex if log ∘ f {\displaystyle {\log }\circ f} is convex, and Strictly logarithmically convex if log ∘ f {\displaystyle {\log }\circ f} is strictly convex. Here we interpret log 0 {\displaystyle \log 0} as − ∞ {\displaystyle -\infty } . Explicitly, f is logarithmically convex if and only if, for all x1, x2 ∈ X and all t ∈ [0, 1], the two following equivalent conditions hold:
log f ( t x 1 + ( 1 − t ) x 2 ) ≤ t log f ( x 1 ) + ( 1 − t ) log f ( x 2 ) , f ( t x 1 + ( 1 − t ) x 2 ) ≤ f ( x 1 ) t f ( x 2 ) 1 − t . {\displaystyle {\begin{aligned}\log f(tx_{1}+(1-t)x_{2})&\leq t\log f(x_{1})+(1-t)\log f(x_{2}),\\f(tx_{1}+(1-t)x_{2})&\leq f(x_{1})^{t}f(x_{2})^{1-t}.\end{aligned}}}
Similarly, f is strictly logarithmically convex if and only if, in the above two expressions, strict inequality holds for all t ∈ (0, 1). The above definition permits f to be zero, but if f is logarithmically convex and vanishes anywhere in X, then it vanishes everywhere in the interior of X.
Equivalent conditions If f is a differentiable function defined on an interval I ⊆ R, then f is logarithmically convex if and only if the following condition holds for all x and y in I:
log f ( x ) ≥ log f ( y ) + f ′ ( y ) f ( y ) ( x − y ) . {\displaystyle \log f(x)\geq \log f(y)+{\frac {f'(y)}{f(y)}}(x-y).}
This is equivalent to the condition that, whenever x and y are in I and x > y,
( f ( x ) f ( y ) ) 1 x − y ≥ exp ( f ′ ( y ) f ( y ) ) . {\displaystyle \left({\frac {f(x)}{f(y)}}\right)^{\frac {1}{x-y}}\geq \exp \left({\frac {f'(y)}{f(y)}}\right).}
Moreover, f is strictly logarithmically convex if and only if these inequalities are always strict. If f is twice differentiable, then it is logarithmically convex if and only if, for all x in I,
f ″ ( x ) f ( x ) ≥ f ′ ( x ) 2 . {\displaystyle f''(x)f(x)\geq f'(x)^{2}.}
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