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test with a pfr chapter
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RemyDegenne committed Dec 26, 2023
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28 changes: 28 additions & 0 deletions blueprint/src/chapter/jensen.tex
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\chapter{Applications of Jensen's inequality}

In this chapter, $h$ denotes the function $h(x) := x \log \frac{1}{x}$ for $x \in [0,1]$.

\begin{lemma}[Concavity]\label{concave}
\lean{Real.strictConcaveOn_negMulLog}\leanok
$h$ is strictly concave on $[0,1]$.
\end{lemma}

\begin{proof} \leanok Check that $h'$ is strictly monotone decreasing.
\end{proof}

\begin{lemma}[Jensen]\label{jensen}
\lean{Real.sum_negMulLog_le} \leanok
If $S$ is a finite set, and $\sum_{s \in S} w_s = 1$ for some non-negative $w_s$, and $p_s \in [0,1]$ for all $s \in S$, then
$$ \sum_{s \in S} w_s h(p_s) \leq h(\sum_{s \in S} w_s p_s).$$
\end{lemma}

\begin{proof} \uses{concave}\leanok Apply Jensen and Lemma \ref{concave}.
\end{proof}

\begin{lemma}[Converse Jensen]\label{converse-jensen}
\lean{Real.sum_negMulLog_eq}\leanok
If equality holds in the above lemma, then $p_s = \sum_{s \in S} w_s h(p_s)$ whenever $w_s \neq 0$.
\end{lemma}

\begin{proof} \uses{concave}\leanok Need some converse form of Jensen, not sure if it is already in Mathlib. May also wish to state it as an if and only if.
\end{proof}
2 changes: 1 addition & 1 deletion blueprint/src/chapter/main.tex
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% Add chapters of the blueprint here.
% This file is not meant to be built. Build src/web.tex or src/print.text instead.

%\input{chapter/jensen}
\input{chapter/jensen}

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