Superadditive Utility

In mathematics, a function $f$ is superadditive if
$f(x+y) \geq f(x) + f(y)$
for all $x$ and $y$ in the domain of $f.$

Similarly, a sequence $\left\,$ $n \geq 1,$ is called superadditive if it satisfies the inequality
$a_ \geq a_n + a_m$
for all $m$ and $n.$

The term "superadditive" is also applied to functions from a boolean algebra to the real numbers where $P(X \lor Y) \geq P(X) + P(Y),$ such as lower probabilities.

Properties

If $f$ is a superadditive function, and if 0 is in its domain, then $f(0) \leq 0.$ To see this, take the inequality at the top: $f(x) \leq f(x+y) - f(y).$ Hence $f(0) \leq f(0+y) - f(y) = 0.$

The negative of a superadditive function is subadditive.

Fekete's lemma

The major reason for the use of superadditive sequences is the following lemma due to Michael Fekete.

:Lemma: (Fekete) For every superadditive sequence $\left\,$ $n \geq 1,$ the limit $\lim a_n/n$ is equal to $\sup a_n/n.$ (The limit may be positive infinity, for instance, for the sequence $a_n = \log n!.$)

For example, $f(x) = x^2$ is a superadditive function for nonnegative real numbers because the square of $x+y$ is always greater than or equal to the square of $x$ plus the square of $y,$ for nonnegative real numbers $x$ and $y$:
$f(x + y) = (x + y)^2 = x^2 + y^2 + 2 xy = f(x) + f(y) + 2 xy$.

The analogue of Fekete's lemma holds for subadditive functions as well.
There are extensions of Fekete's lemma that do not require the definition of superadditivity above to hold for all $m$ and $n.$
There are also results that allow one to deduce the rate of convergence to the limit whose existence is stated in Fekete's lemma if some kind of both superadditivity and subadditivity is present. A good exposition of this topic may be found in Steele (1997).

Examples of superadditive functions

* The determinant is superadditive for nonnegative Hermitian matrix, that is, if $A, B \in \text_n(\Complex)$ are nonnegative Hermitian then $\det(A+B) \geq \det(A) + \det(B).$
This follows from the Minkowski determinant theorem, which more generally states that $\det(\cdot)^$ is superadditive (equivalently, concave) for nonnegative Hermitian matrices of size $n$: If $A,B \in \text_n(\Complex)$ are nonnegative Hermitian then $\det(A+B)^ \geq \det(A)^ + \det(B)^.$
* Mutual information
* Horst Alzer proved that Hadamard's gamma function $H(x)$ is superadditive for all real numbers $x, y$ with $x, y \geq 1.5031.$

See also

*
*
*
*

References

Notes

*

{{PlanetMath attribution, id=4616, title=Superadditivity

Mathematical analysis
Sequences and series