On Probability Distribution Solutions of a Functional Equation

Janusz Morawiec¹ ; Ludwig Reich²

¹ Institute of Mathematics Silesian University Bankowa 14 PL-40-007 Katowice, Poland
² Institut für Mathematik Karl Franzens Universität Heinrichstrasse 36 A-8010 Graz, Austria

Bulletin of the Polish Academy of Sciences. Mathematics, Tome 53 (2005) no. 4, pp. 389-399

Résumé

Let $0\beta\alpha1$ and let $p\in (0,1)$. We consider the functional equation $$ \varphi(x)=p\varphi \biggl(\frac{x-\beta}{1-\beta}\biggr) +(1-p)\varphi \biggl(\!\min\biggl\{\frac{x}{\alpha}, \frac{x(\alpha-\beta)+\beta(1-\alpha)}{\alpha(1-\beta)}\biggr\}\biggr) $$ and its solutions in two classes of functions, namely $$\eqalign{ {\cal I}=\{\varphi\colon\mathbb R\to\mathbb R\mid \varphi\hbox{ is increasing, } \varphi|_{(-\infty,0]}=0,\,\varphi|_{[1,\infty)}=1\},\cr {\cal C}=\{\varphi\colon\mathbb R\to\mathbb R\mid \varphi\hbox{ is continuous, } \varphi|_{(-\infty,0]}=0,\,\varphi|_{[1,\infty)}=1\}.}$$ We prove that the above equation has at most one solution in $\mathcal C$ and that for some parameters $\alpha,\beta$ and $p$ such a solution exists, and for some it does not. We also determine all solutions of the equation in $\mathcal I$ and we show the exact connection between solutions in both classes.

Détail

DOI : 10.4064/ba53-4-4

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