Is there always a superlinear function which "strongly dominates" a given superlinear function?

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Consider the class $\mathcal{F}$ of functions $f:[0, \infty) \to [0, \infty)$ with the following properties

$(1)$ $f$ is strictly increasing with $f(0) = 0$.

$(2)$ $f \in \omega(x)$ as $x \to \infty$. That is to say, $$\lim_{x \to \infty} \frac{f(x)}{x} = \infty$$, or $f$ is superlinear.

The latter condition ensures that $f(x)$ is much larger than $x$ for large $x$, and hence iteratively composing any $f \in \mathcal{F}$ with itself any number of times will produce a function which grows at least as fast as $f$ asymptotically.

Define $$f^{[n]}(x) \stackrel{\text{def}}{=} (\overbrace{f \circ f \circ f \cdots \circ f}^{n \ \text{times}})(x)$$

For any two $f,g \in \mathcal{F}$, we say $f$ $\textbf{strongly dominates}$ $g$ if for all $n \in \mathbb{N}$, $f \in \omega(g^{[n]}(x)) $ as $x \to \infty$. (this is "strong" domination as opposed to weak domination, which is just $f \in \omega(g)$).

Problems:

Let $f \in \mathcal{F}$ be arbitrary. Does there exist a $g \in \mathcal{F}$ such that $g$ strongly dominates $f$? Additionally, does there exist an $h \in \mathcal{F}$ such that $f$ strongly dominates $h$? And can both $g,h$ be explicitly constructed?

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My previous comment gives a “yes” answer to the first question. This answer shows “yes” also is true for the second.

Fix $f \in \mathcal{F}$. We want to construct $h \in \mathcal{F}$ such that $f$ strongly dominates $h$. We construct $h$ piecewise linear over a sequence of switching times $\{S_k\}_{k=0}^{\infty}$ that satisfy $$ 0 < S_0 < S_1 < S_2 < S_3 < … $$ and $\lim_{k\rightarrow \infty} S_k = \infty$. For a given sequence $\{S_k\}_{k=0}^{\infty}$ (to be precisely defined later), define $h:[0,\infty)\rightarrow\mathbb{R}$ by: $$ h(x) = \left\{ \begin{array}{ll} x &\mbox{ if $x \in [0, S_0)$} \\ kx & \mbox{ if $x \in [S_{k-1}, S_k)$, $k \in \{1, 2, 3, ...\}$} \end{array} \right.$$

Claim 1:

For any such sequence $\{S_k\}_{k=0}^{\infty}$, the $h$ function defined above satisfies $h \in \mathcal{F}$.

Proof: By construction, $h(0)=0$ and $h$ is increasing. For $x \geq S_0$ we can write $h(x) = k_x x $, where $k_x$ is defined as the index $k \in \{1, 2, 3, \ldots\}$ such that $x \in [S_{k-1},S_k)$. Then $$\frac{h(x)}{x} = \frac{k_x x}{x} = k_x \rightarrow \infty$$ $\Box$

Claim 2:

If $f \in \mathcal{F}$, then $\sqrt{x f} \in \mathcal{F}$ and $$ \lim_{x\rightarrow\infty} \frac{\sqrt{xf(x)}}{f(x)} = 0$$ Proof: The function $\sqrt{xf(x)}$ is increasing, sends $0\rightarrow 0$, and \begin{align} \frac{\sqrt{xf(x)}}{x} &= \sqrt{f(x)/x} \rightarrow \infty\\ \frac{\sqrt{xf(x)}}{f(x)} &= \sqrt{x/f(x)}\rightarrow 0 \end{align} where the limits hold because $f(x)/x\rightarrow \infty$. $\Box$

Now define $\phi:[0,\infty) \rightarrow\mathbb{R}$ by: $$ \phi(x) = \left\{ \begin{array}{ll} 0 &\mbox{ if $x=0$} \\ \inf_{y \in [x, \infty)} \frac{\sqrt{y f(y)}}{y} & \mbox{ if $x>0$} \end{array} \right.$$

Claim 3:

The function $\phi$ is nondecreasing and satisfies $$ \lim_{x\rightarrow\infty} \phi(x) = \infty$$

Proof: We have $$ \lim_{x\rightarrow\infty} \phi(x) = \lim\inf_{x\rightarrow\infty} \frac{\sqrt{xf(x)}}{x}=\infty $$ where the limit holds because $\sqrt{xf(x)}\in \mathcal{F}$ so $\frac{\sqrt{xf(x)}}{x}\rightarrow\infty$. $\Box$

It remains to choose the sequence $\{S_k\}_{k=0}^{\infty}$ such that the resulting $h$ function is strongly dominated by $f$. Formally define $S_{-1}=0$. For $k \in \{0, 1, 2, …\}$ and with knowledge of $S_{k-1}$, choose $S_k$ as any real number that satisfies:

  • Property 1: $S_{k-1} < S_k$.

  • Property 2: $(k+2)^{k+1} \leq \phi(S_k)$

  • Property 3: $S_{k-1}k^{k-1} < S_k$ (only required if $k\geq 2$).

It is always possible to choose such a sequence $\{S_k\}_{k=0}^{\infty}$. In particular, the condition of the second bullet can be satisfied because $\phi(x)$ is nondecreasing and $\lim_{x\rightarrow\infty} \phi(x) =\infty$ (so we can always choose $S_k$ larger than the thresholds required in Properties 1 and 3 and sufficiently large to satisfy Property 2).

Claim 4:

Fix $k$ as a positive integer. If $x \in [S_{k-1}, S_k)$ then $$ x(k+1)^k \leq \sqrt{x f(x)} $$

Proof: We have \begin{align} x(k+1)^k &\overset{(a)}{\leq} x\phi(S_{k-1}) \\ &\overset{(b)}{=} x \inf_{y \in[S_{k-1}, \infty)} \frac{\sqrt{y f(y)}}{y}\\ &\overset{(c)}{\leq} x \frac{\sqrt{xf(x)}}{x} \\ &= \sqrt{x f(x)} \end{align} where (a) holds by Property 2 (applied to $k-1 \in \{0, 1, 2, …\}$); (b) holds by definition of $\phi$; (c) holds because $x \in [S_{k-1}, \infty)$. $\Box$

Claim 5:

Fix $n$ as a positive integer. Fix $x \geq S_{n-1}$. Let $k$ be the index such that $x \in [S_{k-1}, S_k)$ (note that $k\geq n$). Then $$ h^{[n]}(x) \leq x(k+1)^k $$

Proof: Postponed until later (see details below). $\Box$

Claim 6:

The function $f$ strongly dominates $h$.

Proof: Fix $n$ as a positive integer. Consider any $x \geq S_{n-1}$. Let $k\geq n$ be the index such that $x \in [S_{k-1}, S_k)$. We have:

\begin{align} \frac{h^{[n]}(x)}{f(x)} &\overset{(a)}{\leq} \frac{x(k+1)^k}{f(x)} \\ &\overset{(b)}{\leq} \frac{\sqrt{x f(x)}}{f(x)} \rightarrow 0 \end{align} where (a) holds by Claim 5; (b) holds by Claim 4; and the limit holds by Claim 2. $\Box$


Proof of Claim 5: Fix $n$ as a positive integer and fix $x \geq S_{n-1}$. Let $k \geq n$ be the index such that $x \in [S_{k-1}, S_k)$. Then $$ (k+1)^k x \leq (k+1)^kS_k < S_{k+1} $$ where the final inequality holds by Property 3 (applied to $k+1 \geq 2$). Thus

  • $h(x) = kx \leq (k+1)x < S_{k+1}$. So $h(x) \in [S_{k-1}, S_{k+1})$.

  • $h(h(x)) \leq (k+1)h(x) \leq (k+1)^2x < S_{k+1}$. So $h(h(x)) \in [S_{k-1}, S_{k+1})$.

  • ... and so on...

  • $\underbrace{(h \circ \ldots \circ h)}_{\mbox{k times}}(x) \leq (k+1)^kx < S_{k+1}$. $\Box$