## Bounds for the normalised Jensen functional.(English)Zbl 1113.26021

This is a paper on bounds for the normalized Jensen functional. Jensen’s inequality for convex functions is one of the best known and extensively used inequalities in various fields. It is a source of many classical inequalities including the generalized triangle inequality, the arithmetic mean-geometric mean-harmonic mean inequality, the positivity of relative entropy, Shannon’s inequality, Levinson’s inequality and other results. Let
$\mathcal P_n : = \left\{ (p_1, p_2, \dots, p_n) \mid p_j \geq 0 \;(j=1, \dots, n),\;\sum_{j=1}^n p_j = 1\right\}.$
The author considers the normalized Jensen functional
$\mathcal J_n(f, X, P): = \sum_{j=1}^n p_j f(x_j) - f\left(\sum_{j=1}^n p_j x_j\right) \geq 0 ,$
where $$f: C \rightarrow \mathbb R$$ is a convex function on the convex set $$C$$, $$X= (x_1, \dots, x_n) \in C^n$$ and $$P=(p_1, \dots, p_n) \in \mathcal P_n$$, and proves that if $$P, Q \in \mathcal P_n$$, $$q_j >0 \;(j=1, \dots, n)$$, then
$\max_{1\leq j\leq n} \{{p_j}/{q_j}\} \mathcal J_n(f, X, Q)\geq \mathcal J_n(f, X, P) \geq \min_{1\leq j\leq n}\{{p_j}/{q_j}\} \mathcal J_n(f, X, Q) \geq 0 .$
As applications, a generalized arithmetic mean-geometric mean-harmonic mean inequality, the positivity of Kullback-Leibler divergence and a refinement of Shannon’s inequality are obtained.

### MSC:

 26D15 Inequalities for sums, series and integrals 26D10 Inequalities involving derivatives and differential and integral operators
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### References:

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