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题:设\(\,f\,\)是\(\,\mathbb{R}\,\)上的凸函数, 则
\(\quad(1)\quad\displaystyle\lim_{x\to\infty}\frac{f(x)}{x}\,\)存在(可为\(\infty\)).
\(\quad(2)\quad\)若\(\displaystyle\;\lim_{x\to\pm\infty}\frac{f(x)}{x}=0,\;\)则\(\,f\,\)是常数.
证:设\(\,x\cdot h>0,\;\)则\(\,\small\dfrac{f(x+h)-f(0)}{x+h}-\dfrac{f(x)-f(0)}{x}\)
\(\qquad=\small\dfrac{f(x+h)}{x+h}+\dfrac{hf(0)}{x(x+h)}-\dfrac{f(x)}{x}\quad\)(注意\(\frac{x}{x+h}{\small(x+h)+}\frac{h}{x+h}{\scriptsize 0}\small=x\))
\(\qquad=\small\dfrac{1}{x}\big(\dfrac{x}{x+h}f(x+h)+\dfrac{h}{x+h}f(0)-f(x)\big)\)
\(\therefore\quad g(x)=\small\dfrac{f(x)-f(0)}{x}\,\)单调不减,\(\;\displaystyle\lim_{x\to\infty}{\small\frac{f(x)}{x}}=\lim_{x\to\infty}g(x)\le\infty\;\)恒存在.
\(\qquad\)若有某\(\,a\ne 0\,\)使\(\,f(a)\ne f(0)\;\text{i.e.}\,g(a)\ne 0,\;\)则
\(\qquad g(a)>0\implies\displaystyle\lim_{x\to\infty}{\small\frac{f(x)}{x}}\ge g(a)>0,\)
\(\qquad g(a)< 0\implies\displaystyle\lim_{x\to-\infty}{\small\frac{f(x)}{x}}\le g(a)< 0.\)
\(\qquad\)综上\((1),\,(2)\,\)得证. |
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