[Math] Let $f$ be a bounded twice differentiable real valued function on $\mathbb R$ such that $f”(x) \geq 0$ for all $x$. Then $f$ is constant

real-analysis

Let $f$ be a bounded twice differentiable real valued function on $\mathbb R$ such
that $f''(x) \geq 0$ for all $x$. Then how to show that $f$ is a constant function.
please give me some hint.

Best Answer

Given that $f''\geq0$, $f$ is convex. This implies that $f$ lies weakly above its tangent line at any point. Formally, for any $x_0\in\mathbb R$, $$f(x)\geq f(x_0)+f'(x_0)(x-x_0).$$ Now, if $f'(x_0)>0$, then the right-hand side goes to infinity as $x\to\infty$, which contradicts $f$ being bounded. Similarly, if $f'(x_0)<0$, then the right-hand side diverges to $\infty$ as $x\to-\infty$, which implies that $\lim_{x\to-\infty}f(x)=\infty$, another contradiction. It follows that $f'(x_0)=0$. Since this is true for any $x_0\in\mathbb R$, $f'=0$, so that $f$ is constant.

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