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Jensen's Operator Inequality for Functions of Several Variables

Author

Listed:
  • Huzihiro Araki

    (The Science University of Tokyo)

  • Frank Hansen

    (Institute of Economics, University of Copenhagen)

Abstract

The operator convex functions of several variables are characterized in terms of a non-commutative generalization of Jensen's inequality, extending previous results of F. Hansen and G.K. Pedersen for functions of one variable and of F. Hansen for functions of two variables.

Suggested Citation

  • Huzihiro Araki & Frank Hansen, 1998. "Jensen's Operator Inequality for Functions of Several Variables," Discussion Papers 98-13, University of Copenhagen. Department of Economics.
    • Handle: RePEc:kud:kuiedp:9813
    as

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