Is $f(x)=e^{-x}$ a convex function?
I know that $e^x$ is convex. If I take the second order derivative of $f(x)$:
$$f''(x)=e^{-x}$$
Then we can see for all the $x$, $f''(x)>0$. I'm not sure about the case $f''(\infty)=0$. But it looks satisfy the convex definition.
Convexity is a purely local property. We call a function convex if it is convex at every point in its domain, and $\pm\infty$ is not usually considered part of the domain.