Analysis of the archetypal functional equation in the non-critical case

DOI10.3934/PROC.2015.0132MaRDI QIDQ260730zbMATH OpenOpenAlexWikidataFDO

Authors Gregory Derfel, Leonid V. Bogachev, S. Molchanov

Publication date 22 March 2016

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1409.6126

zbMATH Keywords

Markov chainmartingaleharmonic functionmaximum principlearchetypal functional equationbounded continuous solutionspantograph equation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Discrete-time Markov processes on general state spaces (60J05) Singular nonlinear integral equations (45G05) Random integral equations (45R05) Stochastic integral equations (60H20)

Abstract: We study the archetypal functional equation of the form $y(x)=iin{t}_{mathbb{R}^2}y(a(x-b)),mu(mathrmda,mathrmdb)$ ($xinmathbbR$), where $mu$ is a probability measure on $mathbb{R}^2$; equivalently, $$, where $mathbbE$ is expectation with respect to the distribution $mu$ of random coefficients $$. Existence of non-trivial (i.e., non-constant) bounded continuous solutions is governed by the value $K:=iin{t}_{mathbb{R}^2}ln|a|,mu(mathrmda,mathrmdb)=mathbbEln|alpha|$; namely, under mild technical conditions no such solutions exist whenever $K<0$, whereas if $K>0$ (and $alpha>0$) then there is a non-trivial solution constructed as the distribution function of a certain random series representing a self-similar measure associated with $$. Further results are obtained in the supercritical case $K>0$, including existence, uniqueness and a maximum principle. The case with $mathbbP(alpha<0)>0$ is drastically different from that with $alpha>0$; in particular, we prove that a bounded solution $y(cdot)$ possessing limits at $pminfty$ must be constant. The proofs employ martingale techniques applied to the martingale $y(X_n)$, where $(X_n)$ is an associated Markov chain with jumps of the form $$.

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Cited in

(5)

• Probabilistic approach to a cell growth model
• The archetypal equation and its solutions attaining the global extremum
• Gaussian iterative algorithm and integrated automorphism equation for random means
• On a functional equation related to a problem of G. Derfel
• On the balanced pantograph equation of mixed type

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