Homomorphisms from functional equations: the Goldie equation

Foundations: limits and generalizations, elementary topology of the line (26A03) Elementary classical functions (33B99) Asymptotic properties of solutions to ordinary differential equations (34D05) Multiplicative and other generalized difference equations (39A20) Functional equations for real functions (39B22)

Abstract: The theory of regular variation, in its Karamata and Bojani'c-Karamata/de Haan forms, is long established and makes essential use of the Cauchy functional equation. Both forms are subsumed within the recent theory of Beurling regular variation, developed elsewhere. Various generalizations of the Cauchy equation, including the Go{l}k{a}b-Schinzel functional equation (GS), are prominent there. Here we unify their treatment by `algebraicization': extensive use of group structures introduced by Popa and Javor in the 1960s turn all the various solutions into homomorphisms, and show that (GS) is present everywhere, even if in a thick disguise.

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This paper deals with an `algebraic conversion' of two functional equations, so that each solution function describes a homomorphism by noting to the group structures introduced by \textit{C. G. Popa} [Ann. Pol. Math. 17, 193--198 (1965; Zbl 0141.32804)] and \textit{P. Javor} [Aequationes Math. 1, 235--238 (1968; Zbl 0165.17102)]. These functional equations are known in connection with problems arising in utility theory. One of these functional equations, named the generalized `Goldie-Beurling equation', has the form \(K(x+y\eta (x))-K(y)=\psi (y)K(x)\) \((x,y\in \mathbb{R})\), where \(\eta (x)\equiv 1+\rho x\) for some \(\rho \in \mathbb{R}\), see [\textit{N. H. Bingham} and \textit{C. M. Goldie}, Proc. Lond. Math. Soc. (3) 44, 473--496 (1982; Zbl 0486.26001)]. The second functional equation of Pexiderized type is \(K(x+y\eta (x))-K(y)=\psi (y)\kappa (x)\) for \(x,y\in \mathbb{R_+}\); cf. [\textit{J. Chudziak} and \textit{J. Tabor}, J. Math. Psychol. 52, No. 6, 389--392 (2008; Zbl 1152.39321)]. Among other things, the author gives necessary and sufficient conditions for the later equation to be algebraicized.

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