Some new estimates of the ‘Jensen gap’

• Let (μ,Ω) be a probability measure space. We consider the so-called ‘Jensen gap’ J(φ,μ,f)=∫ Ω φ(f(s))dμ(s)−φ(∫ Ω f(s)dμ(s)) for some classes of functions φ. Several new estimates and equalities are derived and compared with other results of this type. Especially the case when φ has a Taylor expansion is treated and the corresponding discrete results are pointed out.

Ämnesord

NATURVETENSKAP  -- Matematik -- Matematisk analys (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Mathematical Analysis (hsv//eng)

Nyckelord

Matematik

Mathematics

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