Johan Jensen was a mathematician and engineer whose work included convex functions, infinite series and complex analysis. His 1906 work on convex functions established the inequality now known as Jensen's inequality. He also related the zeros of a holomorphic function to the average of the logarithm of its absolute value around a circle.[ref] A basic instance of Jensen's inequality is for a real random variable with a finite second moment. Thus applying a convex function after averaging gives no larger a result than averaging after applying that function.
Figure 1.
Portrait of Johan Jensen
. Theodor Vilhelm Rieger; Royal Danish Library, Copenhagen, object166670; photograph dated 1902–1913. Public domain under Commons PD-Denmark50 and PD-US templates. Source and usage information on the linked Wikimedia file page. Source.

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