English

Cumulative Riemann sums, distribution functions, and a universal inequality

Classical Analysis and ODEs 2026-03-11 v1

Abstract

We study discrete expressions of the form Tn(g)=i=1naig(Si),Si=j=1iaj, T_n(g)=\sum_{i=1}^n a_i g(S_i), \qquad S_i=\sum_{j=1}^i a_j, where ai>0a_i>0 and i=1nai=1\sum_{i=1}^n a_i=1. If g:[0,1]Rg:[0,1]\to\mathbb{R} is a decreasing integrable function, we have i=1naig(Si)01g(x)dx, \sum_{i=1}^n a_i g(S_i) \le \int_0^1 g(x)\,dx, from which classical inequalities can be obtained, for instance for the choice g(x)=1xkg(x)=1-x^k. Although elementary, this inequality admits a natural interpretation in terms of Riemann sums, Abel summation, and the probability integral transform. The aim of this paper is to present a unified perspective emphasizing that the discrete inequality is a consequence of a distribution-free continuous identity. Beyond the specific example, we establish a general discrete theorem for monotone functions and discuss connections with majorization theory and Karamata's inequality.

Keywords

Cite

@article{arxiv.2603.08959,
  title  = {Cumulative Riemann sums, distribution functions, and a universal inequality},
  author = {Jean-Christophe Pain},
  journal= {arXiv preprint arXiv:2603.08959},
  year   = {2026}
}