A functional equation and its application to the characterization of gamma distributions (Q623387)

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A functional equation and its application to the characterization of gamma distributions
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    A functional equation and its application to the characterization of gamma distributions (English)
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    14 February 2011
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    The purpose of this paper is to determine all measurable solutions \(f, g, p, q : \mathbb R_+\to\mathbb R_+\) of the functional equation \(f(x,y) = p(x+y) q(x/y),\) \((x,y)\in\mathbb R_+^2\) satisfied almost everywhere. This result can be used for a characterization of gamma distributions.
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    gamma distributions
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    characterizations of probability distributions
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    measurable solution a.e.
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    functional equation
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