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I am a little lost trying to derive what form $f(x)$ must have if we know $f(x)f(y) = f(x + y)$ for real inputs $x, y$.

My attempt so far:

Set $y=0$ and we have $f(x)f(0) = f(x)$ meaning either $f(x) = 0$ or $f(0) = 1$. Not sure what to do with this.

What about setting $y=x$? Then $f(x)^2 = f(2x)$. Multiply both sides by $f(x)$ and then $f(x)^3 = f(2x)f(x) = f(2x + x) = f(3x)$ and so on, so $f(x)^n = f(nx)$ for some integer $n \geq 2$. But it's also true for $n=1$ because $f(x)^1 = f(1 \cdot x) = f(x)$ and it's also true for $n=0$ (if we assume $f(0) = 1$) since $f(x)^0 = f(0 \cdot x) = f(0) = 1$, so $f(x)^n = f(nx)$ holds for integer $n \geq 0$.

For $n > 0$: raise both sides to $1/n$ and we get

$f(x) = f(nx)^{1/n}$

I don't really know where I am going with this or if it's even the right track. Am I even allowed to do that in the first place? Am I supposed to be assuming $f(x)$ is real? Or complex? Or positive? Or something? Should I be assuming $x$ and $y$ are complex? I don't really know what assumptions to make exactly. I'm just trying to prove/show that this all implies $f(x)$ has some exponential form but pretending I don't know that yet.

Could use any corrections or a push in the right direction.

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    What is the domain and codomain of $f$? – Cornman Jun 11 '19 at 16:24
  • Are you assuming $f$ is continuous? If so, try to calculate rational inputs and extend to the reals by continuity. – Cheerful Parsnip Jun 11 '19 at 16:25
  • @CheerfulParsnip I think so? Is there any reason I should be considering a discontinuous case in practice or do most applications assume continuous? I am trying to derive some results for normal distributions and I think we'd assume $f$ is continuous? – user681336 Jun 11 '19 at 16:27
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    @user681336: It's pretty safe to say noncontinuous solutions to this functional equation are more mathematical curiosities than things likely to show up in applications. – Cheerful Parsnip Jun 11 '19 at 16:28
  • @CheerfulParsnip So what does it "mean" exactly if we say things like "assume it's continuous and differentiable"? Just that the function is smooth and doesn't have any random jump points somewhere? If it's continuous does this intrinsically mean differentiable? If it's differentiable what's the important implication? That we can talk about slopes of tangents everywhere? Just trying to understand the "importance" of what those two terms imply. – user681336 Jun 11 '19 at 16:40
  • @user681336: An intuition for continuity is that you can draw the graph without picking up your pencil. Differentiability is a stronger condition. It implies continuity but is not implied by it. For example $f(x)=|x|$ is continuous but not differentiable since it has a sharp corner, which means there is no well-defined tangent line at that corner. – Cheerful Parsnip Jun 11 '19 at 16:56
  • @CheerfulParsnip What would be the "use" or importance of having the function be differentiable? Like what's "bad" about something not being differentiable? Like when defining certain probability curves (like normal pdf) we mention they must be differentiable up front, but why? – user681336 Jun 11 '19 at 17:03
  • @user681336: That's a good question, and it's really a separate question from your original post. Perhaps you can ask this as a separate question. – Cheerful Parsnip Jun 11 '19 at 17:41
  • @CheerfulParsnip made new question here https://math.stackexchange.com/questions/3258917/what-is-the-use-or-importance-of-continuity-and-differentiability – user681336 Jun 11 '19 at 17:45

4 Answers4

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You're doing fine. So far you've managed to identify that either

  1. $f$ is everywhere zero, or

  2. $f(0) = 1$, in which case $f(nx) = f(x)^n$ for every positive integer $n$.

You can probably also manage to show that for every positive integer $k$, you have $f(x/k) = f(x)^{1/k}$, and then combine these to conclude that for any rational number $r$, $f(rx) = f(x)^r$.

A good next place to look is to say "let's say $f(1) = A$." Then we can work out $f(2), f(3), \ldots$ and $f(1/2), f(1/3), \ldots$, and maybe even $f(r)$ for every rational number $r$ with a little cleverness.

But what about irrationals? To say anything useful there, I believe you need an added assumption like "$f$ is continuous".

Post-comment additions

For things like this problem, it can be really helpful to write down everything in detail, rather than just as notes. You could, for instance, say this:

I'm studying the functional equation $$ f(x + y) = f(x)f(y), \tag{1} $$ which I'll assume is defined for $x$ a real number, and that the values taken by $f$ are also real, i.e., that I have $$ f: \Bbb R \to \Bbb R : x \mapsto f(x) $$

Lemma 1: If $f(0) = 0$, then $f(x) = 0$ for all $x \in \Bbb R$.

Proof: From equation 1, we have $f(x) = f(x + 0) = f(x) f(0) = f(x)\cdot 0 = 0.

Lemma 2: Assuming $c = f(0) \ne 0$, we have $f(0) = 1$. Proof: $f(0) = f(0 + 0) = f(0)^2$, so $c = c^2$, hence $c - c^2 = c(1-c) = 0$, when $c = 0$ or $c = 1$. We've assumed $c \ne 0$, hence $c = 1$. QED.

Henceforth we'll assume $f(0) = 1$ and ignore the always-zero solution.

Lemma 3: For any $x\in \Bbb R$, $f(2x) = f(x)^2; f(3x) = f(x)^3$.

Proof: $f(2x) = f(x + x) = f(x) f(x)$ by equation 1. Similarly, breaking up $f(3x) = f(2x) + f(x)$ establishes the second claim.

Lemma 4: For any positive integer $n$, $f(nx) = f(x)^n$. Proof, by induction: Let $P(m)$ be the statement that for the positive integer $m$, and for every real number $x$, $f(mx) = f(x)^m$. We know that for any real $x$, $f(1x) = f(x) = f(x)^1$, so $P(1)$ is true. Suppose that for some integer $k$, we know $f(kx) = f(x)^k$ (this is our induction hypothesis $P(k)$). Then let's examine $f((k+1) x)$: \begin{align} f((k+1)x) &= f(kx + x) \\ &= f(kx)f(x) & \text{By equation 1} \\ &= f(x)^kf(x) & \text{By the induction hypothesis}\\ &= f(x)^{k+1}. \end{align} We see that $P(k)$ implies $P(k+1)$; combining this with the fact that $P(1)$ is true, we find (by induction) that $P(n)$ is true for all positive integers $n$.

...and you continue in this vein. It really helps to know what assumptions you're making in each step.

John Hughes
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  • If $f(x)^n = f(nx)$ then $f(x/n)^n = f(n \cdot x/n) = f(x)$ and then $n$th root of both sides gives $f(x/n) = f(x)^{1/n}$. But I don't see how I can conclude something about rationals here. Am I supposed to be assuming $f$ accepts reals and returns reals in the first place? If it handles reals doesn't it also handle rationals? – user681336 Jun 11 '19 at 16:46
  • Yes, you're probably supposed to assume that $f$ consumes and produces reals. 2. For integers $p, q$, applying rules you've already got: $f(\frac{p}{q}x) = f(p \frac{x}{q}) = f(\frac{x}{q})^p = \left( f(x)^\frac{1}{q} \right)^p = f(x)^{\frac{p}{q}}$. So that proves that $f(rx) = f(x)^r$ for any rational number $r = \frac{p}{q}$. If you apply this to $x = 1$, you conclude that $f(p/q) = A^{\frac{p}{q}}$, which tells you how $f$ behaves for rational-number inputs. But for other inputs, like $x = \sqrt{2}$, you've still got no information. See @auscript's answer for pointers to more info.
  • – John Hughes Jun 11 '19 at 16:55
  • That's the step I don't understand. If I am allowed to jump from $f(x)^n = f(nx)$ to $f(x/n)^n = f(n x/n) = f(x)$ then why can't I jump from $f(x)^n = f(nx)$ to $f(x)^{p/q} = f(p/q \cdot x)$? – user681336 Jun 11 '19 at 17:01
  • Because you've proven that first jump only for integer* values of $n$*, and $p/q$ may not be an integer -- it might be, say, $2/3$. – John Hughes Jun 11 '19 at 17:19
  • Sorry for being an idiot. I don't understand then why you are allowed to start off with $f(\frac{p}{q} x)$ then if we've only been using $f(nx)$ so far where $n$ is an integer. Or are we really starting off with $f(p \frac{x}{q})$ which is permitted because $p$ is integer and $\frac{x}{q}$ is real (which includes rationals)? – user681336 Jun 11 '19 at 17:38
  • I'm trying to prove something about the number $f(\frac{p}{q} x)$, where $p$ and $q$ are positive integers, and $x$ is some real number. So $\frac{p}{q}x$ is a real number as well, and so it's a reasonable thing to apply $f$ to. I then use some algebra to shift this to $f(p \frac{x}{q})$, and then I use your theorem applied to "p" instead of "n", and to $\frac{x}{q}$ rather than "x". Why is this OK? Because $p$ is a positive integer, and $\frac{x}{q}$ is a real number. See my post-comment additions above, which may be of some slight help. – John Hughes Jun 11 '19 at 17:48
  • I tried editing your post because I think it says begin(align) rather than begin{align} but it wasn't letting me proceed with the change – user681336 Jun 11 '19 at 17:54
  • Thanks...I've made the edit. – John Hughes Jun 11 '19 at 19:15
  • We can look at $f(n \frac{x}{m})$ where $n, m$ are integers and $x$ is real, and since $f(nx) = f(x)^n$ for integer $n$, we have $f(n \frac{x}{m}) = f(\frac{x}{m})^n$ and since $f(x/n) = f(x)^{1/n}$ for integer $n$ we have $f(\frac{x}{m})^n = (f(x)^{1/m})^n = f(x)^{n/m}$ so putting that together we have $f(\frac{n}{m} x) = f(x)^{n/m}$ where $n/m = r$ rational which means $f(rx) = f(x)^r$ correct? Then if $x=1$, we have $f(r) = f(1)^r$. I don't know how to extend this to irrationals or reals but is this all good so far? (I know this is probably the same as yours but helps for me to try it too) – user681336 Jun 11 '19 at 19:29
  • That's exactly right. To extend to the reals, you need to use a theorem: if you've got a continuous function $g: \Bbb Q \to \Bbb R$ from the rationals (or any other "dense" subset) to the reals, then there's a unique continuous function $G: \Bbb R \to \Bbb R$ such that for $r \in Q$, $G(r) = g(r)$. In short: a continuous function on the rationals admits a unique continuous extension to the reals. Now because $F(x) = A^x$ is a continuous extension of the function you've got, and you know the function is continuous (I think you said this!), you know that $F$ must be the extension. – John Hughes Jun 11 '19 at 20:02
  • So when $x=1$ we have $f(r) = f(x)^r$ which says for any rational input we have some rational power of a real output, and I think we assume here (since I don't know for sure personally) that any power of a real number is also real, so that gives us our $g: \Bbb Q \to \Bbb R$ where we input rationals and get out reals, and there's some theorem that says if we have this and $g$ is continuous then there also exists some unique continuous function $G: \mathbb{R} \mapsto \mathbb{R}$ that does everything $g$ can but can also handle real inputs? Have we only proven that this "works" under $x=1$? – user681336 Jun 11 '19 at 20:19