The set of probability distribution solutions
of a linear functional equation
Annales Polonici Mathematici, Tome 93 (2008) no. 3, pp. 253-261
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
Let $({\mit\Omega}, {\mathcal A}, P)$ be a probability space and let $\tau\colon\mathbb
R\times{\mit\Omega}\to\mathbb R$ be a function which is strictly increasing and continuous with respect to the first variable,
measurable with respect to the second variable. Given the set of all continuous probability distribution solutions of the equation
$$
F(x)=\int_{{\mit\Omega}}F(\tau(x,\omega))\,dP(\omega)
$$
we determine the set of all its probability distribution solutions.
Keywords:
mit omega mathcal probability space tau colon mathbb times mit omega mathbb function which strictly increasing continuous respect first variable measurable respect second variable given set continuous probability distribution solutions equation int mit omega tau omega omega determine set its probability distribution solutions
Affiliations des auteurs :
Janusz Morawiec 1 ; Ludwig Reich 2
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author = {Janusz Morawiec and Ludwig Reich},
title = {The set of probability distribution solutions
of a linear functional equation},
journal = {Annales Polonici Mathematici},
pages = {253--261},
publisher = {mathdoc},
volume = {93},
number = {3},
year = {2008},
doi = {10.4064/ap93-3-6},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/ap93-3-6/}
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Janusz Morawiec; Ludwig Reich. The set of probability distribution solutions of a linear functional equation. Annales Polonici Mathematici, Tome 93 (2008) no. 3, pp. 253-261. doi: 10.4064/ap93-3-6
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