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

DOI10.3934/PROC.2015.0132zbMATH Open1335.45007arXiv1409.6126OpenAlexW2963636211WikidataQ59895969 ScholiaQ59895969MaRDI QIDQ260730FDOQ260730

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)

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 $$. Further results are obtained in the supercritical case $K>0$, including existence, uniqueness and a maximum principle. The case with $mathbbP(alpha<0)>0$ is drastically different from that with $alpha>0$; in particular, we prove that a bounded solution $y(cdot)$ possessing limits at $pminfty$ must be constant. The proofs employ martingale techniques applied to the martingale $y(X_n)$, where $(X_n)$ is an associated Markov chain with jumps of the form $$.

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

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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)

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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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