Need help understanding the scaling properties of the Legendre transformation
At the wikipedia page for the Legendre transformation, there is a section on scaling properties where it says
and
where f*(p) and g*(p) are the Legendre transformations of f(x) and g(x), respectively, and a is a scale factor.
Also, it says:
"It follows that if a function is homogeneous of degree r then its image under the Legendre transformation is a homogeneous function of degree s, where .
1) I don't see how the scaling properties hold. I'd appreciate if someone could spell this out for slow me.
2) I don't see how the relation between the degrees of homogeneity (r,s) follows from the scaling properties. Need some spelling out here too.
3) If the relation is true, then could this be used to prove that linearly homogeneous functions are not convex/concave? (Because convex/concave functions have a Legendre transformation, and would imply , which is absqrt and thus tantamount to saying that a function with has no Legendre transformation. No Legendre transformation then implies no convexity/concavity.)