Converse Jensen Inequality
Converse Jensen Inequality
P.J. Fitzsimmons
(To appear in The Rocky Mountain
Journal of Mathematics)
We prove a converse to Jensen's inequality, using the Skorokhod embedding theorem
for Brownian motion.
A hard copy of this manuscript is available from the
author upon request.
The manuscript can also be downloaded in
dvi form (5K),
and pdf form (36K).
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July 17, 2007