Multiplicative Cauchy functional equation on symmetric cones

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Publication:2354657



Abstract: We solve the multiplicative Cauchy functional equation on symmetric cones with respect to two different multiplication algorithms. We impose no regularity assumptions on respective functions.


In this interesting paper, the author considers the following logarithmic Cauchy functional equation \(f(\mathbf{x}) + f( w_{I} \cdot \mathbf{y} \cdot w_{I}^T ) = f( w_\mathbf{x} \cdot \mathbf{y} \cdot w_\mathbf{x}^T ) \) for all \(\mathbf{x}\) and \(\mathbf{y}\) in the cone \(\Omega_+\) of symmetric positive definite matrices, where \(w_\mathbf{x}\) is a measurable function such that \(\mathbf{x} = w_\mathbf{x} \cdot w_\mathbf{x}^T\) for any square symmetric matrix \(\mathbf{x}\), and \(I\) is the identity matrix. To determine the solution \(f : \Omega_+ \to \mathbb{R}\) of this functional equation without any regularity assumptions on \(f\) the author uses two types of \(w_\mathbf{x}\), namely (i) when \(w_\mathbf{x}= \sqrt{\mathbf{x}}\), where \(\sqrt{\mathbf{x}}\) is the unique symmetric positive definite square root of \(\mathbf{x}\) and (ii) \(w_\mathbf{x} = t_\mathbf{x}\), where \(t_\mathbf{x}\) is the lower triangular matrix in the Cholesky decomposition of \(\mathbf{x}\). The above functional equation can be generalized to symmetric cones setting. In this general setting, the main results of this paper are: Theorem 1. Let \(f : \Omega \to \mathbb{R}\) be a function satisfying \(f( \mathbf{x} ) + f(\mathbf{y} ) = f (\mathbb{P} ( \sqrt{\mathbf{x}} )\mathbf{y} )\) for any \(\mathbf{x}\) and \(\mathbf{y}\) in the symmetric cone \(\Omega\). Then there exists a logarithmic function \(L\) such that \(f(\mathbf{x}) = L ( \text{det} (\mathbf{x}) )\) for all \(\mathbf{x} \in \Omega\). Theorem 2. Let \(f : \Omega \to \mathbb{R}\) be a function satisfying \(f( \mathbf{x} ) + f(\mathbf{y} ) = f (t_{\mathbf{y}} \mathbf{x} )\) for any \(\mathbf{x}\) and \(\mathbf{y}\) in the cone \(\Omega\) of rank \(r\), \(t_{{}_\mathbf{y}} \in {\mathcal T}\), where \({\mathcal T}\) is the triangular group with respect to the Jordan frame \((\mathbf{c}_i)_{i=1}^r\). Then there exist logarithmic functions \(L_1 , L_2,\dots , L_r\) such that \(f( \mathbf{x} ) = \sum_{k=1}^r L_k ( {\Delta_k} (\mathbf{x} ) ), \) where \(\Delta_k\) is the principal minor of order \(k\) with respect to \((\mathbf{c}_i)_{i=1}^r\).











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