A Functional Equation Whose Unknown is \mathcal{P}([0,1]) Valued |
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Authors: | Giacomo Aletti Caterina May Piercesare Secchi |
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Institution: | 1. ADAMSS Center??Dipartimento di Matematica, Universit?? degli Studi di Milano, Milan, Italy 2. Dipartimento SEMEQ, Universit?? del Piemonte Orientale, Novara, Italy 3. MOX??Dipartimento di Matematica, Politecnico di Milano, Milan, Italy
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Abstract: | We study a functional equation whose unknown maps a Euclidean space into the space of probability distributions on 0,1]. We prove existence and uniqueness of its solution under suitable regularity and boundary conditions, we show that it depends continuously on the boundary datum, and we characterize solutions that are diffuse on 0,1]. A canonical solution is obtained by means of a Randomly Reinforced Urn with different reinforcement distributions having equal means. The general solution to the functional equation defines a new parametric collection of distributions on 0,1] generalizing the Beta family. |
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