Functional equations and distribution functions

Bernoulli distributions bounded solution distribution functions functional equation Pisot numbers Schilling equation singular and absolutely continuous functions Vieta's product

Mathematics Subject Classification ID

Functional equations for real functions (39B22) Probability distributions: general theory (60E05)

Review text

Let \(a \in (0,1)\), \(N \in \mathbb{N} \backslash \{1\}\) and \(- 1 = \beta_0 \leq \beta_1 \leq \dots \leq \beta_{N - 1} = 1\). Then the functional equation \[ f(x) = {1 \over N} \sum^{N - 1}_{k = 0} f \left( {x - \beta_k \over a} \right) \] has a unique bounded solution \(f : \mathbb{R} \to \mathbb{R}\) vanishing on \((- \infty, -1/(1 - a))\) and taking the value 1 on \((1/(1 - a), + \infty)\). This unique solution \(f\) is continuous and increasing. It is strictly increasing on \([- 1/(1 - a), 1/(1 - a)]\) iff \(2a/(1 - a) \geq \max \{\beta_k - \beta_{k - 1} : 1 \leq k \leq N - 1\}\). If \(2a/(1 - a) < \min \{\beta_k - \beta_{k - 1} : 1 \leq k \leq N - 1\}\) then \(f\) is singular. It is also singular in the case where \(\beta_k = - 1 + 2k/(N - 1)\) for \(k \in \{0, \dots, N - 1\}\) and \(a\) is the inverse of a nonrational Pisot number. If \(\beta_k = - 1 + 2k/(N - 1)\) for \(k \in \{0, \dots, N - 1\}\) and \(a = N^{- 1/p}\) with an integer \(p\), then \(f\) is absolutely continuous, has a \((p - 1)st\) derivative which is a continuous and piecewise linear function (and a formula for \(f\) is given via convolutions). An interesting connection with the Schilling equation \[ 4q \varphi (qx) = \varphi (x - 1) + \varphi (x + 1) + 2 \varphi (x), \] where \(q \in (0,1)\) is a fixed parameter, is also pointed out.

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