
TL;DR
This paper explores methods to extend and reduce means across multiple variables, establishing that inequalities between two-variable quasi-arithmetic means suffice to infer inequalities among multiple variables, with applications to symmetrization and compounding.
Contribution
It introduces a technique linking two-variable mean inequalities to multi-variable cases, simplifying analysis and connecting to Markov chains.
Findings
A reduction to two-variable inequalities suffices for multi-variable mean inequalities.
The technique relates to Markov chains and applies to symmetrization and compounding of means.
Provides a new approach to extending and shrinking means across multiple variables.
Abstract
We begin the study of how to extend few variable means to several variable ones and how to shrink means of several variables to less variables. With the help of one of the techniques we show that it is enough to check an inequality between two quasi-arithmetic means in 2-variables and that simply implies the inequality in m-variables. The technique has some relation to Markov chains. This method can be applied to symmetrization and compounding means as well.
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Extending means to several variables
Attila Losonczi
(30 Oct 2018)
Abstract
We begin the study of how to extend few variable means to several variable ones and how to shrink means of several variables to less variables. With the help of one of the techniques we show that it is enough to check an inequality between two quasi-arithmetic means in 2-variables and that simply implies the inequality in m-variables. The technique has some relation to Markov chains. This method can be applied to symmetrization and compounding means as well.
00footnotetext: AMS (2010) Subject Classifications: 26E60, 39B12
Key Words and Phrases: generalized mean, iteration of mean, functional equation of mean
1 Introduction
In this paper we are going to study the ways of extensions of an -variable mean to an -variable mean () and vice versa shrinking an -variable mean to an -variable mean.
The origin of the problem was raised by M. Hajja in [6] Problem 14: is there a natural way of deriving the definition of the -variable arithmetic mean from the definition of the 2-variable version. And what can one say in general? Can we define when an -variable mean is concordant to an -variable mean i.e. they are the different variable versions of the same mean (where ”mean” in this last context is just a variableless generic notion). Can we go that far? We start to answer these questions by presenting both positive and negative results.
On basic facts on means the reader has to consult [4]. However we provide some basic definitions.
A n-variable mean is called strictly internal if
[TABLE]
provided that the set has at least two distinct elements. An n-variable mean is said to be monotone if implies that . is called continuous if then i.e. is continuous as an n-variable function. is symmetric if for all permutations .
All means considered in this paper are symmetric, strictly internal, monotone and continuous if we do not say otherwise.
Sometimes we will denote a 2-variable mean by a , so instead of we will write .
** Definition 1.1****.**
A 2-variable mean is called round if it fulfills functional equation for all where .
1.1 Some basic observations
Unfortunately we cannot expect one generic, unique way to extend/shrink a mean such that it keeps concordance. E.g. let us consider the following three 3-variable means defined on .
For all three means we may expect being the corresponding 2-variable mean. But when we extended K, we cannot expect to get all three 3-variable means, or better to say there should be three extending methods at least. And in the opposite when we reduce the means to 2-variable means, we cannot expect one generic way.
2 Extensions
We are going to extend means from n-variable to m-variable where .
Let real numbers be given. We are going to describe a kind of recursive method when we create sequences from them in a way that a new element of a sequence is based on the -mean of some of the previous step sequence elements and always from the same ones.
In order to describe such generic method we need some definitions first.
** Definition 2.1****.**
Let .
.
If then by writing we will mean that is one of its coordinates of i.e. in this context we think of as a set .
A partial order on is defined by .∎
** Definition 2.2****.**
Let . Let a -variable mean be given and with . Let a system be given as well where . Let us use the notation: .
Now we define sequences in the following way.
Let .
Set .∎
We also prefer the following four properties of :
(1)
(2)
(3) ; if then
(4) such that .
** Definition 2.3****.**
* is called admissible if it satisfies properties (1), (2), (3), (4).*
** Theorem 2.4****.**
If is admissible for then all sequences converges to the same limit that is between the minimum and maximum of the underlying points.
Proof.
Property (3) gives that and (1) implies that if then .
Moreover and is increasing and is decreasing hence both converges. We show that all converges to the same limit. Let . Suppose there is such that does not converge to . Let denote the least such index. Then by (4) there is such that . All sequences are bounded hence we can find a subsequence of say such that all sequences are convergent, say . Obviously . Let us choose such that . By assumption . By definition . being strictly internal gives that . Let
[TABLE]
is continuous therefore there exists such that implies that
[TABLE]
There is such that implies and implies . We get that
[TABLE]
which is a contradiction. ∎
** Definition 2.5****.**
If are given, is admissible then let us denote the common limit point of the sequences by which is a mean of .
** Remark 2.6****.**
If is fixed, can be considered as a function of i.e. an -variable function. We will use the notation a^{(i)}_{k}\big{(}a^{(1)},\dots,a^{(m)}\big{)}.
** Proposition 2.7****.**
If is a continuous (monotone) mean then the function is continuous (monotone) as well.
Proof.
The statement for both attributes can be shown by induction on . ∎
** Remark 2.8****.**
If is fixed, can be considered as an m-variable mean. However we are not going to discuss such means because they are not natural enough.
** Theorem 2.9****.**
If is strictly internal, monotone, continuous and is admissible then is strictly internal, monotone and continuous.
Proof.
Let be strictly internal and , moreover let hold. First we are going to show that hold for some . We show it for the first inequality, the second is similar.
Assume the contrary: . Now let us examine the points and let be the greatest index for which . If for some then obviously that is a contradiction. However if then by property (3) . Then we get that . Hence has to hold for some and we get a contradiction.
Property (3) gives that hence is increasing and is decreasing. Which yield strict internality of .
If is monotone then implies that where are the sequences belonging to the points , while are the sequences belonging to the points . Now if then hence is monotone.
In order to prove that is continuous let be given and let . For we can find such that implies that . By Proposition 2.7 are both continuous functions of hence there is such that if then
[TABLE]
(the intervals are closed deliberately). If then
[TABLE]
[TABLE]
where we used that is increasing, ) is decreasing and are monotone. Hence we can conclude that is continuous. ∎
** Theorem 2.10****.**
There exists an admissible for .
Proof.
We show a way how to construct such . First we present an admissible for n=2 i.e. for : Let . One can readily check that it has properties (1),(2),(3),(4).
Then we go on by recursion on . Let us suppose we have an admissible for \big{(}(n-1),(m-1)\big{)} and we construct for . Let . Let us define
[TABLE]
We now show that is admissible.
Obviously .
In the definition of let us call the elements of in the first line: type 1, in the second line: type 2, in the third line: type 3 elements.
(1): If satisfies (1) then so does using also that is the greatest element in .
(2): If it is clear.
If then we know that . Take the type 2 element that starts with . With that element we get .
If then the type 3 element will provide the missing point.
(3): It is easy to check for type 1, 2 and 3 elements.
(4): If then will satisfies the condition. If is given, we know that there is such that . Hence . ∎
The following theorem gives that the -variable quasi-arithmetic means are concordant in this way.
** Theorem 2.11****.**
For a quasi-arithmetic -variable mean , is the associated -variable quasi-arithmetic mean.
Proof.
If is quasi-arithmetic than there is a strictly monotone, continuous function such that
[TABLE]
Let be given.
Let , a^{(i)}_{0}=a^{(i)},\ a^{(i)}_{k+1}=a^{(i)}_{k+1}(T)=K\big{(}a^{(j_{i,1})}_{k},\dots,a^{(j_{i,n})}_{k}\big{)}\ \ \ (1\leq i\leq m,\ k\in\mathbb{N}\cup\{0\}).
First we show that there exist coefficients such that
[TABLE]
and , holds. Clearly
[TABLE]
We go on by induction and suppose the assertion is true for .
[TABLE]
[TABLE]
In the numerator if we calculate the coefficient of it will be non-negative and the sum of all coefficients will be which altogether give the statement.
Now we going to express those factors in a useful way. First let us define the following matrix M:
[TABLE]
Clearly . We show by induction that when . Suppose it is true for . By equation (1) we get that in the coefficient of equals to
[TABLE]
Our next aim is to prove that that would prove the theorem completely since is continuous.
Let us have a stationary Markov chain with states and with transition matrix defined in equation (2). In the theory of Markov chains there is a theorem that says that for an irreducible, aperiodic, positive recurrent and doubly stochastic Markov chain with states it holds that for any state . This would prove the our theorem since it means that for all .
Therefore we only have to show that has all required properties:
By property (2) of , M is doubly stochastic.
M is irreducible since there is only one communication class because state ”” and state ”” communicate () by property (4) of .
Aperiodic: By property (3) of , therefore hence for state ”1” the period is 1 and all states in a communication class have the same period.
Positive recurrent: An irreducible finite-state Markov chain is always positive recurrent. ∎
We can also answer one of the questions of Hajja, namely: is there a natural way to derive the -variable arithmetic mean from the 2-variable arithmetic mean? Our method just provides that (use Theorem 2.11 with ).
** Example 2.12****.**
Property (2) cannot be abandoned if we want to keep Theorem 2.11 valid.
Proof.
Let . One can readily check that properties (1),(3),(4) are satisfied, (2) is not. Let . Easy calculation shows that and because is decreasing, is not the 4-variable arithmetic mean. ∎
** Example 2.13****.**
Properties (1),(2),(3),(4) do not imply that is unique i.e. for given pair there can be more than one such system.
Proof.
Let .
System 1: .
System 2: . ∎
** Proposition 2.14****.**
For there is a unique system for which satisfies properties (1),(2),(3),(4).
Proof.
By (3),(4) . By (2) there is with some . By (2) are the only elements containing 1. By (1) . By (4) . By (4) . By (2),(3) i.e. . We can go on by induction and get . By (1) we get that has to be . ∎
** Proposition 2.15****.**
If are two n-variable means and then .
Proof.
The associated sequences satisfy the same inequality. ∎
Now we can formulate one of our main results namely that an inequality between quasi-arithmetic means is enough to check in 2 variables only.
** Theorem 2.16****.**
If are n-variable quasi-arithmetic means and holds in n variables then holds as well where denotes the associated m-variable quasi-arithmetic mean .
Proof.
Theorem 2.11 and Proposition 2.15. ∎
** Proposition 2.17****.**
*If then
i.e. are not quasi-constant.*
Proof.
We show it for , the other is similar.
Suppose indirectly that if . We will show by induction on that if .
Assume that if . Let be fixed. Then . By property (3) there are such that . By induction , therefore by strict internality of , all other terms have to be equal to as well, e.g. . But we know that i.e. which gives that too.
Now let be chosen such that and . This means that . Now . By property (3) which by strict internality of yields that have to hold. But by assumption which gives that which is a contradiction. ∎
** Proposition 2.18****.**
Let be an -variable mean and let be admissible for , and . Then has the following properties:
- (1)
** 2. (2a)
** 3. (2b)
If then . If is strictly internal then ”” can be replaced by ””. 4. (3)
** 5. (4)
If then such that . 6. (5)
*If then *
.
Proof.
- (1)
. 2. (2a)
Obvious from the first element of the associated sequences:
. 3. (2b)
The first inequality is obvious. For the second let us take the associated sequences for the 3-tuples . We get and being increasing gives the second inequality. For the third consider and is decreasing. The rest are similar.
Showing the ”” part, it is enough to refer to 2.17 because . 4. (3)
If we examine the associated sequences for as starting points and for then we can see that they are the same, more precisely the indexes in the first are shifted by to the indexes of the second. 5. (4)
Let us define . By Theorem 2.9 is continuous. Clearly which implies the existence of such that . 6. (5)
By monotonity .
∎
** Example 2.19****.**
It can happen that . I.e. in 2.18 (2a) ”” cannot be replaced by ””.
Proof.
Let . Let and . Clearly is admissible (the only such for (5,6)).
Let
[TABLE]
Evidently is strictly internal, monotone and continuous.
Let . Then . ∎
We state a theorem regarding equivalent means. We recall the classic definition.
** Definition 2.20****.**
Two means and are equivalent if there is a homeomorphism of (or between the domains of ) such that where K_{f}(a_{1},\dots,a_{n})=f^{-1}\big{(}K(f(a_{1}),\dots,f(a_{n}))\big{)}.
** Theorem 2.21****.**
Let be an admissible system for . Let two n-variable means are equivalent by function . Then are equivalent means as well and the same function testifies that.
Proof.
Let be given. Let us create the associated sequences to .
Let .
Set a^{(i)}_{k+1}=f^{-1}\big{(}K(f(a^{(j_{i,1})}_{k}),\dots,f(a^{(j_{i,n})}_{k}))\big{)}\ (1\leq i\leq m,k\in\mathbb{N}) where depend on only.
Let us investigate these sequences: where
.
If we run the same process for and then we end up with that equals to . I.e. or \lim\limits_{k\to\infty}a^{(i)}_{k}=f^{-1}\big{(}K^{(T)}(f(a^{(1)}),\dots,f(a^{(m)}))\big{)} but this limit gives as well. ∎
We close this section with some small statements regarding the cases and .
** Proposition 2.22****.**
Suppose is a 2-variable, round mean, . Then .
Proof.
: For the associated sequences . By roundness we get that . If we apply this for we get that . By induction and .
: By the definition of the usual sequences () we get that and by roundness. From this point we can go by induction and get that hence . ∎
** Proposition 2.23****.**
If implies then is round.
Proof.
Let . When we create the associated sequences for then holds. By Proposition 2.18 (3) . Because we have . By uniqueness that is being round. ∎
3 Shrinking
We descibe a generic way of reducing the number of variables of a mean that is similar the technique that we had in the previous section.
Let be a stricly internal, monotone, continuous -variable mean. Let and be given. We create sequences in the following way:
Let .
Set a^{(i)}_{k+1}=K\big{(}a^{(1)}_{k},\dots,a^{(i-1)}_{k},a^{(i)}_{k},\dots,a^{(i)}_{k},a^{(i+1)}_{k},\dots,a^{(n)}_{k}\big{)}\ (1\leq i\leq n) where in the middle there are pieces of .
Therefore the associated defining system is the following: where , and there are pieces of in .
For these we can prove all previous statements:
** Proposition 3.1****.**
* is admissible.*
Proof.
All four properties obviously hold. ∎
** Corollary 3.2****.**
If is given then and all associated sequences converges to the same limit. ∎
** Definition 3.3****.**
Let us denote the common limit point by .
** Corollary 3.4****.**
* is stricly internal, monotone, continuous n-variable mean. ∎*
** Theorem 3.5****.**
For a quasi-arithmetic m-mean , is the associated n-variable quasi-arithmetic n-mean .
Proof.
We follow the proof of Theorem 2.11 i.e. we use the theory of Markov chains.
If is quasi-arithmetic than there is a strictly monotone, continuous function such that
[TABLE]
Let be given.
In exactly the same way as in 2.11 one can show that there exist coefficients such that
[TABLE]
and , holds. Clearly
[TABLE]
In this case the associated stohastic matrix M is
[TABLE]
Similarly to Theorem 2.11 it can be shown that .
For it can be proved that it is irreducible, aperiodic, positive recurrent and doubly stohastic because for showing that we just need properties (2),(3) and (4) of (see Theorem 2.11). Therefore it provides a uniform limit distribution i.e. . Using the continuity of we get the statement. ∎
We can formulate a similar statement to Theorem 2.16. We omit the proof as it is similar.
** Theorem 3.6****.**
If are m-variable quasi-arithmetic means and holds in m variables then holds in n variables as well. ∎
We just formulate the corresponding theorem on shrinking of equivalent means since the proof is the same (see Theorem 2.21).
** Theorem 3.7****.**
Let two m-variable means are equivalent by function . Then are equivalent means as well and the same function testifies that (). ∎
3.1 Other ways of shrinking
For shrinking means there are many other ways as well, we provide two more.
** Definition 3.8****.**
If is a n-variable strictly internal and continuous mean, then let .
The definition makes sense because 2.18 gives that the above set is not empty. We remark that the infimum is a minimum because of continuity of . Similar type of means (and shrinking) are extensively examined in [7].
** Proposition 3.9****.**
The definition of provides a strictly internal, monotone and lower semi continuous mean.
Proof.
Strict internality comes from the facts that the infimum is a minimum and cannot hold.
For monotonicity let i.e. . Suppose that . Then would contradict to . Hence has to hold because being monotone implies that . Set . Then therefore there is such that which is a contradiction.
Let . If then implies that that gives i.e. is lower semi continuous. ∎
We provide one more way of shrinking.
** Proposition 3.10****.**
(1) If are given, is a 2n-variable strictly internal, monotone and continuous mean then is strictly internal, monotone, continuous where there are n pieces of a and n-pieces of b inside.
(2) Similarly is strictly internal, monotone, continuous. ∎
** Proposition 3.11****.**
Suppose is a 2-variable, round mean. If we construct then .
Proof.
Let . By the definition of the usual sequences () we get that and . By roundness we have . From this point we can go on by induction and get that hence . ∎
** Proposition 3.12****.**
If is a 2n-variable quasi-arithmetic mean then is the corresponding 2-variable quasi-arithmetic mean and similarly is the corresponding n-variable quasi-arithmetic mean.
Proof.
K^{(s_{2})}(a,b)=f^{-1}\big{(}\frac{n\cdot f(a)+n\cdot f(b)}{2n}\big{)}=f^{-1}\big{(}\frac{f(a)+f(b)}{2}\big{)}.
K^{(s_{3})}(a^{(1)},\dots,a^{(n)})=f^{-1}\big{(}\frac{2f(a^{(1)})+\dots+2f(a^{(n)})}{2n}\big{)}=f^{-1}\big{(}\frac{f(a^{(1)})+\dots+f(a^{(n)})}{n}\big{)}. ∎
We close this section with some counterexamples.
** Example 3.13****.**
* in general.*
Proof.
Let . Then is strictly internal, monotone and continuous.
When calculating , we have to solve for . The solution is x=\Big{(}\frac{\sqrt{a}+\sqrt{b}+\sqrt{a+b+7\sqrt{ab}}}{5}\Big{)}^{2}.
However for we get . ∎
** Example 3.14****.**
Let . Then is strictly internal, monotone and continuous. An easy calculation shows that
(1) .
(2) When we use the general shrinking method for e.g. then we get hence the limit will be less than because is decreasing.
** Example 3.15****.**
Let . Then is strictly internal, monotone and continuous. An easy calculation shows that
(1) .
(2) When we use the general shrinking method it gives a different result, for e.g. then we get hence the limit will be less than that because is decreasing. And for the same values the method in (1) gives approx. .
** Example 3.16****.**
Let . Then
(a) there does not exist a 2-variable strictly internal, monotone, continuous mean such that
(b) .
Proof.
First note that is symmetric, strictly internal, monotone and continuous hence our method is applicable.
(a) Suppose there is such . By 2.18 (2b) we have which obviously does not hold for .
(b) Obviously because all sequences are equal to that value. But this is the 2-variable arithmetic mean and then since is the 3-variable arithmetic mean. ∎
4 On compounding
We can simply generalize our extension method from -variable to -variable by interchanging to pieces of -variable means.
** Theorem 4.1****.**
Let and -variable means be given such that . Let and be an admissible system for . Let us define sequences in the following way.
Let and set where .
Then all sequences converge to the same limit that is between and . If we consider it as a mean of then this mean is strictly internal, monotone and continuous.
Proof.
For convergence replace by in the proof of 2.4.
For showing the second part, copy the proof of 2.9 substituting by and remark that 2.7 remains valid as well. ∎
If and then clearly it is a generalization of compounding of two means.
5 Symmetrization
Using similar technique we can symmetrize a non-symmetric 2-variable mean. Let be a non-symmetric, strictly internal, monotone, continuous mean. Let be given. Let us define two sequences:
.
.
Obviously is increasing while is decreasing, therefore both converges. By continuity they must converge to the same limit point. Let us denote it by .
** Proposition 5.1****.**
* is symmetric.*
Proof.
The associated sequences for and are the same. ∎
The reference list from the paper itself. Each links out to its DOI / PubMed record.
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- 3[3] J. M. Borwein, P. B. Borwein, The way of all means , Amer. Math. Monthly 94 (1987), 519–-522.
- 4[4] P. S. Bullen, Handbook of means and their inequalities , vol. 260 Kluwer Academic Publisher, Dordrecht, The Netherlands (2003).
- 5[5] Z. Daróczy and Zs. Páles, On functional equations involving means , Publ. Math. Debrecen 62 no. 3–4 (2003), 363–377.
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