Mean value theorem (divided differences)

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The mean value theorem for divided differences generalizes the mean value theorem to higher derivatives. It states that for given n + 1 points of an n-times differentiable function f there exists an interior point where the nth derivative of f equals n! times n-th divided difference at these points.

\exists \xi\in[\min\{x_0,\dots,x_n\},\max\{x_0,\dots,x_n\}] \  f[x_0,\dots,x_n] = \frac{f^{(n)}(\xi)}{n!}

[edit] Special cases

For n = 1, that is two function points, you obtain the simple mean value theorem.

[edit] Applications

The theorem can be used to generalise the Stolarsky mean to more than two variables.