Log-concavity from positive cross-derivative order without second derivatives
ProvedAvramDividend.Classical.positive_cross_derivative_log_concavityanalysisavram-classicalesscherlog-concavity
For a positive differentiable function f on the positive half-line, pairwise cross-derivative comparison f'(y)f(x) ≤ f'(x)f(y) at every 0<x≤y implies log-concavity of f. Cross multiply by positive f(x)f(y) to obtain antitonicity of the logarithmic derivative and import the established positive-differentiable concavity criterion. This deterministic bridge completes the transition from the corrected Esscher tilted-scale cross-derivative theorem to the global logarithmic concavity theorem, subject only to the original exit identity and smoothness assumptions.
Preamble
import Theorems.Thm_AvramDividend_Classical_concave_log_of_antitone_log_derivative import Mathlib.Algebra.Order.Field.Basic open AvramDividend.Classical Set
Formal statement
theorem AvramDividend.Classical.positive_cross_derivative_log_concavity
(f : ℝ → ℝ)
(hpos : ∀ x : ℝ, 0 < x → 0 < f x)
(hdiff : ∀ x : ℝ, 0 < x → HasDerivAt f (deriv f x) x)
(hcross : ∀ x y : ℝ, 0 < x → x ≤ y →
deriv f y * f x ≤ deriv f x * f y) :
ConcaveOn ℝ (Ioi (0 : ℝ)) (fun z : ℝ => Real.log (f z)) := by sorrySource
Classical derivative criterion for logarithmic concavity and proved AvramDividend.Classical.concave_log_of_antitone_log_derivative.