Alexandrov theorem

In mathematical analysis, the Alexandrov theorem, named after Aleksandr Danilovich Aleksandrov, states that if $U$ is an open subset of $R n$ and $f : U \to R m$ is a convex function, then $f$ has a second derivative almost everywhere.

In this context, having a second derivative at a point means having a second-order Taylor expansion at that point with a local error smaller than any quadratic.

The result is closely related to Rademacher's theorem.

References

Niculescu, Constantin P.; Persson, Lars-Erik (2005). Convex Functions and their Applications: A Contemporary Approach. Springer-Verlag. p. 172. ISBN 0-387-24300-3. Zbl 1100.26002.
Villani, Cédric (2008). Optimal Transport: Old and New. Grundlehren Der Mathematischen Wissenschaften. 338. Springer-Verlag. p. 402. ISBN 3-540-71049-3. Zbl 1156.53003.

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