The law of large numbers and a functional equation
Maciej Sablik
Annales Polonici Mathematici, Tome 69 (1998), p. 165-175 / Harvested from The Polish Digital Mathematics Library

We deal with the linear functional equation (E) g(x)=i=1rpig(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.

Publié le : 1998-01-01
EUDML-ID : urn:eudml:doc:270172
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Maciej Sablik. The law of large numbers and a functional equation. Annales Polonici Mathematici, Tome 69 (1998) pp. 165-175. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-apmv68z2p165bwm/

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