ArticleOriginal scientific text

Title

The law of large numbers and a functional equation

Authors 1

Affiliations

  1. Institute of Mathematics, Silesian University, Bankowa 14, 40 036 Katowice, Poland

Abstract

We deal with the linear functional equation (E) g(x)=r_{i=1}pig(cix), where g:(0,∞) → (0,∞) is unknown, (p,...,pr) is a probability distribution, and ci'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

Bibliography

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  3. W. Feller, An Introduction to Probability Theory and its Applications, Wiley, New York, 1961.
  4. J. Ger and M. Sablik, On Jensen equation on a graph, Zeszyty Naukowe Polit. Śląskiej Ser. Mat.-Fiz. 68 (1993), 41-52.
  5. W. Jarczyk, On an equation characterizing some probability distribution, talk at the 34th International Symposium on Functional Equations, Wisła-Jawornik, June 1996.
  6. M. Laczkovich, Non-negative measurable solutions of a difference equation, J. London Math. Soc. (2) 34 (1986), 139-147.
  7. M. Pycia, A convolution inequality, manuscript.
Pages:
165-175
Main language of publication
English
Received
1997-03-04
Accepted
1997-06-15
Published
1998
Exact and natural sciences