Lemma 6.2.3. Let where and with , and for . Fix increasing with for all .
Consider continuous with and for . We have
with equality if, for all , the map is affine.
Lemma 6.2.3. Let where and with , and for . Fix increasing with for all .
Consider continuous with and for . We have
with equality if, for all , the map is affine.
Proof. Without loss of generality, we can assume . The lemma follows by applying the intermediate value theorem to and using Lemma 6.2.2, considering four cases according to the signs of and . ∎
Original source: arXiv:2009.09627v2