{ "id": "1307.3806", "version": "v4", "published": "2013-07-15T02:06:13.000Z", "updated": "2013-08-01T20:38:32.000Z", "title": "A necessary and sufficient condition on the stability of the infimum of convex functions", "authors": [ "Iosif Pinelis" ], "comment": "8 pages. Version 2: two references added; discussion expanded, including now Example 6. Version 3: discussion further expanded, including now a 5-line proof in the case when f and f_n are real-valued. Version 4: Theorem 9 is added about the equivalence of the sequential and topological variants of the infimum-stability", "categories": [ "math.OC", "math.CA" ], "abstract": "Let us say that a convex function f\\colon C\\to[-\\infty,\\infty] on a convex set C\\subseteq\\R is infimum-stable if, for any sequence (f_n) of convex functions f_n\\colon C\\to[-\\infty,\\infty] converging to f pointwise, one has \\inf_C f_n\\to\\inf_C f. A simple necessary and sufficient condition for a convex function to be infimum-stable is given. The same condition remains necessary and sufficient if one uses Moore--Smith nets (f_\\nu) in place of sequences (f_n). This note is motivated by certain applications to stability of measures of risk/inequality in finance/economics.", "revisions": [ { "version": "v4", "updated": "2013-08-01T20:38:32.000Z" } ], "analyses": { "subjects": [ "26A51", "90C25", "49J45", "49K05", "49K30" ], "keywords": [ "convex function", "sufficient condition", "condition remains necessary", "moore-smith nets", "simple necessary" ], "note": { "typesetting": "TeX", "pages": 8, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2013arXiv1307.3806P" } } }