ArticleOriginal scientific text
Title
The law of large numbers and a functional equation
Authors 1
Affiliations
- Institute of Mathematics, Silesian University, Bankowa 14, 40 036 Katowice, Poland
Abstract
We deal with the linear functional equation
(E) ,
where g:(0,∞) → (0,∞) is unknown, is a probability distribution, and 's are positive numbers. The equation (or some equivalent forms) was considered earlier under different assumptions (cf. [1], [2], [4], [5] and [6]). Using Bernoulli's Law of Large Numbers we prove that g has to be constant provided it has a limit at one end of the domain and is bounded at the other end.
Keywords
functional equation, law of large numbers, Jensen equation on curves, bounded solutions, difference equation
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