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For which $p \in (0, +\infty)$ is the set $\{x \in \mathbb{R}^n : (\sum_{i=1}^n |x_i|^p)^{1/p} \leq 1\}$ convex?

I should be able to answer this question just using the definition of a convex set:

A set $S$ is said to be convex if for every $x$ and $y$ in $S$, and every $\lambda \in [0,1]$, we have that $\lambda x + (1 - \lambda) y \in S$.

That was easy to see for $p=1$, but I have no clue how to prove it in a more general way.

Salae
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    Have you tried just sketching this set for the simplest cases:
    1. $n = 2, p = 1/2$
    2. $n = 2, p = 1$
    3. $n = 2, p = 2$
    4. $n = 3, p = 1$?
    – avs Jan 19 '21 at 22:37
  • @avs sketching it seems that the set is convex for $p \in [1, +\infty]$. – Salae Jan 19 '21 at 22:43
  • Good. How does the set look for case 3 that I listed? – avs Jan 19 '21 at 23:27

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