1. Introduction
In 1918, Steffensen proved an inequality that intrigued many mathematicians. Over the years, various generalizations and refinements have been proven not only in the classical sense, but also in the theory of measures, time scales, quantum calculus, fractional calculus, special functions, functional equations and many others. Some of the results dealing with the topic can be found in [
1,
2,
3,
4,
5,
6,
7,
8,
9,
10,
11,
12]. A complete overview of the results related to Steffensen’s inequality can be found in monographs [
13,
14].
Theorem 1 (Steffensen’s inequality, [
15]).
Suppose that f is non-increasing and g is integrable on with and Then, we haveThe inequalities are reversed for f non-decreasing. Steffensen’s inequality is closely related to many other well-known inequalities such as Gauss’, Gauss–Steffensen’s, Hölder’s, Jenssen–Steffensen’s, Iyengar’s and other inequalities. Therefore, the Steffensen type inequalities proved in this paper can be used to obtain different generalizations and refinements of these inequalities. For more details about the connection of Steffensen’s inequality to other inequalities see in [
14].
In [
16], Pečarić and Smoljak introduced the following class of functions.
Definition 1. Let be a function and . We say that f belongs to class () if there exists a constant A such that the function is non-increasing (non-decreasing) on and non-decreasing (non-increasing) on .
Further, in [
16] Pečarić and Smoljak proved the following.
Theorem 2. If () for every , then f is convex (concave).
Remark 1. As noted in [16], the class of functions introduced in Definition 1 can be described as a class of functions convex in point c. Therefore, the function f is convex on if and only if it is convex in every . Throughout the paper, we will use the notation for the Borel -algebra which is generated on segment .
In the following two theorems, we recall Steffensen’s inequality for positive measures on
proved in [
9].
Theorem 3. Let μ be a positive, finite, measure on and let f and g be measurable functions such that f is non-increasing and If there exists such thatthenIf f is non-decreasing, the reverse inequality in (1) holds. Theorem 4. Let μ be a positive, finite, measure on and let f and g be measurable functions such that f is non-increasing and If there exists such thatthenIf f is non-decreasing, the reverse inequality in (2) holds. Let us also recall weaker conditions for Steffensen’s inequality for positive finite measures on
given in [
10].
Theorem 5. Let μ be a finite, positive measure on let be a μ—integrable function.
- (a)
Let λ be a positive constant such that The inequality (1) holds for every non-increasing, right-continuous function if and only if - (b)
Let λ be a positive constant such that The inequality (2) holds for every non-increasing, right-continuous function if and only if
The generalization of the classical Steffensen inequality proved by Pečarić [
17] was intensively used by many mathematicians. The following generalization in the theory of measures was proved in [
11].
Theorem 6. Let μ be a positive finite measure on , let and h be measurable functions on such that h is positive, is non-increasing and .
- (a)
If there exists such thatthen - (b)
If there exists such thatthen
If is non-decreasing, the reverse inequalities in (5) and (6) hold. In addition to generalization obtained by Pečarić in [
17], another generalization of Steffensen’s inequality which was proved by Mercer in [
18] is often used. As the original Mercer generalization is wrong, there are many corrected versions of it. One corrected version was not only proved but also refined by Wu and Srivastava in [
19]. Their refinement extended to the theory of measures was proved in [
11]. Here, we recall the refinement of Pečarić generalization which can easily be obtained from the refinement proved in [
11].
Theorem 7. Let μ be a positive finite measure on , let and h be measurable functions on such that and is non-increasing.
- (a)
If there exists such thatthen - (b)
If there exists such thatthen
If is non-decreasing, the reverse inequalities in (8) and (10) hold. In [
19], Wu and Srivastava also proved that the correction of Mercer’s generalization can be sharper. Their result was extended to Borel
-algebra in [
11]. We recall this extension in the following theorem.
Theorem 8. Let μ be a positive finite measure on , let and ψ be measurable functions on such that and f is non-increasing.
- (a)
If there exists such thatthen - (b)
If there exists such thatthen
If is non-decreasing, the reverse inequalities in (11) and (12) hold. In [
16,
20], the authors proved the classical Steffensen type inequalities for functions which are convex in point and also extended their result to convex functions. In this paper, we prove measure theoretic generalization of the above mentioned Steffensen type inequalities. For that purpose, we use measures on Borel
-algebra
.
2. Main Results
Let us begin by proving Steffensen type inequalities for the functions from ) on .
Theorem 9. Let μ be a positive, finite measure on and let . Let f and g be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (15) holds, the inequality in (16) is reversed. Proof. Let A be the constant as in the Definition 1. Assume that . We consider the function .
The function
F is non-increasing on
so we can apply the inequality (
1) to the function
F and obtain
Similarly, the function
F is non-decreasing on
so we can apply the reverse inequality (
2) to the function
F and obtain
Combining (
17) and (
18), we have
Therefore, if
, then (
16) holds.
Similarly, for
we obtain the reversed inequality in (
16). □
Theorem 10. Let μ be a positive, finite measure on and let . Let f and g be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (21) holds, the inequality in (22) is reversed. Proof. Let A be the constant as in the Definition 1. Assume that . We consider the function .
The function
F is non-increasing on
so we can apply the inequality (
2) to the function
F and obtain
Similarly, the function
F is non-decreasing on
so we can apply the reverse inequality (
1) to the function
F and obtain
Combining (
23) and (
24) we have
Therefore, if
, then (
22) holds.
Similarly, for
we obtain the reversed inequality in (
22) □
Replacing the condition by the weaker one in Theorems 9 and 10 we obtain the following theorems.
Theorem 11. Let μ be a positive, finite measure on and let . Let be μ—integrable functions such thatandLet be a positive constant such that (13) holds and let be a positive constant such that (14) holds. If and (15) holds, then (16) holds. If and (15) holds, the inequality in (16) is reversed. Proof. Let A be the constant from Definition 1. Assume that . We consider the function .
The function
F is non-increasing on
and the condition (
25) holds, so we can apply Theorem 5(a) and obtain (
17).
Similarly, the function
F is non-decreasing on
and the condition (
26) holds so we can apply Theorem 5(b) to the function
F and obtain (
18). By similar reasoning as in the proof of Theorem 9 we obtain (
16). □
Theorem 12. Let μ be a positive, finite measure on and let . Let be μ—integrable functions such thatandLet be a positive constant such that (19) holds and let be a positive constant such that (20) holds. If and (21) holds, then (22) holds. If and (21) holds, the inequality in (22) is reversed. Proof. Let A be the constant from Definition 1. Assume that . We consider the function .
The function
F is non-increasing on
and the condition (
27) holds so we can apply Theorem 5(b) and obtain (
23).
Similarly, the function
F is non-decreasing on
and the condition (
28) holds so we can apply Theorem 5(a) and obtain (
24). By similar reasoning as in the proof of Theorem 10 we obtain (
22). □
2.1. Results for the Function of the Form
In [
16], Pečarić and Smoljak Kalamir observed Steffensen type inequalities for the functions of the form
from the class
. Similar to the Definition 1 they used the following definition of the class
for the functions of the form
:
Definition 2. Let be a positive function, be a function and . We say that belongs to the class () if there exists a constant A such that the function is non-increasing (non-decreasing) on and non-decreasing (non-increasing) on .
Now, let us prove Steffensen type inequalities for the function of the form .
Theorem 13. Let μ be a positive, finite measure on and let . Let h be positive measurable function on and let f and g be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (31) holds, the inequality in (32) is reversed. Proof. Let A be the constant as in the Definition 2. Assume that . We consider the function .
As
is non-increasing on
, from Theorem 6(a) we obtain
As
is non-decreasing on
, from Theorem 6(b) we obtain
Combining (
33) and (
34) we have
Therefore, if (
31) is satisfied, then (
32) holds.
For the proof is similar. □
Theorem 14. Let μ be a positive, finite measure on and let . Let h be positive measurable function on and let f and g be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (37) holds, the inequality in (38) is reversed. Proof. Let A be the constant as in the Definition 2. Assume that . We consider the function .
As
is non-increasing on
, from Theorem 6(b) we obtain
As
is non-decreasing on
, from Theorem 6(a) we obtain
The rest of the proof is the same as the proof of Theorem 13. □
Now, let us prove generalizations of corrected Mercer’s results for the functions which are convex in point.
Theorem 15. Let μ be a positive, finite measure on and let . Let h be positive measurable function on , and let f and g be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (41) holds, the inequality in (42) is reversed. Proof. Taking substitutions and in Theorem 13 we obtain the statement of this theorem. □
Theorem 16. Let μ be a positive, finite measure on and let . Let h be positive measurable function on , and let f and g be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (43) holds, the inequality in (44) is reversed. Proof. Taking substitutions and in Theorem 14 we obtain the statement of this theorem. □
We continue with another generalization of the Mercer type for the functions which are convex in point. It can be proved that it is equivalent to Theorems 9 and 10. For the details about this equivalence in the classical sense, the interested reader can see in [
21].
Theorem 17. Let μ be a positive, finite measure on and let . Let h be positive measurable function on , and let f, g and k be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (47) holds, the inequality in (48) is reversed. Proof. Taking substitutions and in Theorem 13 we obtain the statement of this theorem. □
Theorem 18. Let μ be a positive, finite measure on and let . Let h be positive measurable function on and let f, g and k be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (51) holds, the inequality in (52) is reversed. Proof. Taking substitutions and in Theorem 14 we obtain the statement of this theorem. □
In the following theorems, we prove refinements of Theorems 13 and 14.
Theorem 19. Let μ be a positive, finite measure on and let . Let h be positive measurable function on , and let f and g be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (53) holds, the inequality in (54) is reversed. Proof. Similar to the proof of Theorem 13 applying Theorem 7(a) for non-increasing on and Theorem 7(b) for non-decreasing on . □
Theorem 20. Let μ be a positive, finite measure on and let . Let h be positive measurable function on , and let f and g be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (55) holds, the inequality in (56) is reversed. Proof. Similar to the proof of Theorem 14 applying Theorem 7(b) for non-increasing on and Theorem 7(a) for non-decreasing on . □
Let us prove sharpened and generalized Steffensen type inequalities on .
Theorem 21. Let μ be a positive, finite measure on and let . Let h be positive measurable function on , and let f, g and ψ be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (57) holds, the inequality in (58) is reversed. Proof. Similar to the proof of Theorem 13 applying Theorem 8(a) for non-increasing on and Theorem 8(b) for non-decreasing on . □
Theorem 22. Let μ be a positive, finite measure on and let . Let h be positive measurable function on , and let f, g and ψ be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf andthenIf and (59) holds, the inequality in (60) is reversed. Proof. Similar to the proof of Theorem 14 applying Theorem 8(b) for non-increasing on and Theorem 8(a) for non-decreasing on . □
2.2. Weaker Conditions for the Function of the Form
Replacing the condition in Theorems 17 and 18 by the weaker one we obtain the following theorems.
Theorem 23. Let μ be a positive, finite measure on and let . Let be μ—integrable functions such that k is positive, h is non-negative andandLet be a positive constant such that (45) holds and let be a positive constant such that (46) holds. If and (47) holds, then (48) holds.If and (47) holds, the inequality in (48) is reversed. Proof. Similar to the proof of Theorem 11 using the weaker conditions proved in [
11] (Theorem 3.1). □
Theorem 24. Let μ be a positive, finite measure on and let . Let be μ—integrable functions such that k is positive, h is non-negative andandLet be a positive constant such that (49) holds and let be a positive constant such that (50) holds. If and (51) holds, then (52) holds. If and (51) holds, the inequality in (52) is reversed. Proof. Similar to the proof of Theorem 12 using the weaker conditions proved in ([
11], Theorem 3.1). □
Replacing the condition in Theorems 13 and 14 by the weaker one we obtain the following theorems.
Theorem 25. Let μ be a positive, finite measure on and let . Let be a positive μ—integrable function, and let be μ—integrable functions such thatandLet be a positive constant such that (29) holds and let be a positive constant such that (30) holds. If and (31) holds, then (32) holds. If and (31) holds, the inequality in (32) is reversed. Proof. Similar to the proof of Theorem 11 using modification of the weaker conditions proved in [
11]. □
Theorem 26. Let μ be a positive, finite measure on and let . Let be a positive μ—integrable function and let be μ—integrable functions such thatandLet be a positive constant such that (35) holds, and let be a positive constant such that (36) holds. If and (37) holds then (38) holds. If and (37) holds, the inequality in (38) is reversed. Proof. Similar to the proof of Theorem 12 using modification of the weaker conditions proved in [
11]. □
Remark 2. In a similar way we can obtain the weaker conditions for refinements given in Theorems 19 and 20. Further, we can obtain weaker conditions for sharpened and generalized Steffensen type inequalities given in Theorems 21 and 22.
3. Concluding Remarks
Results obtained in this paper hold not only for the functions which are convex in point, but also for convex functions.
If f is a convex function on , from Remark 1 we have that f is convex in every point , i.e., for every . Therefore, from Theorem 9 we obtain that for convex functions the following theorem holds.
Corollary 1. Let μ be a positive, finite measure on and let . Let f and g be measurable functions on such that . Let be a positive constant such thatand let be a positive constant such thatIf f is convex function andthenIf f is concave function and (66) holds, the inequality in (67) is reversed. Therefore, taking convex function
f (or convex function
) instead of
(or
) in all theorems proved in
Section 2 we can obtain Steffensen type inequalities for convex functions on Borel
-algebra.
Further, let us show that the condition (
15) in Theorem 9 can be weakened.
For
from the proof of Theorem 9 we see that we can replace the condition (
15) by
where
A is the constant from the Definition 1.
In [
20], the following property was proved:
Remark 3. If or and exists, then
Using Remark 3, for a non-decreasing function
f it holds that
, so the condition (
68) can be further weakened to
Therefore, taking non-decreasing function
in Theorem 9 the condition (
15) can be replaced by the weaker condition (
69).
By similar reasoning, taking non-decreasing functions
(or non-decreasing functions
) in other theorems proved in
Section 2 we can obtain results with weaker conditions.