Jensen's Equation Reduces to Cauchy's Equation
Statement
If satisfies Jensen's equation for all , then is additive (satisfies ), so under continuity (or monotonicity, or boundedness on an interval), for some constant .
Why is it true?
This shows Jensen's equation — which looks like a statement purely about midpoints and averages — is secretly Cauchy's additive equation wearing a disguise, so all the machinery of Theorem 1 (including the pathological non-regular solutions and the regularity conditions that rule them out) transfers over automatically.
Proof sketch
**Step 1: Define and check .** Let . Then .
**Step 2: Rewrite Jensen's equation in terms of .** Substituting into gives . The terms cancel, leaving — satisfies the exact same Jensen equation.
Step 3: Derive the halving identity. Set in the equation for : (using from Step 1). So for every , equivalently for every (substitute ).
**Step 4: Convert Jensen's equation for into additivity.** For arbitrary , apply 's Jensen equation with the pair : . By Step 3 with , the left side equals (since is the halving of ). So , and multiplying both sides by : .
Step 5: Conclude. This is exactly the additive Cauchy equation applied to . By Theorem 1, if (equivalently , since they differ by the constant ) is continuous, monotonic, or bounded on some interval, then for some constant . Substituting back, , the general regular solution of Jensen's equation — an affine (not necessarily linear) function.
Topics that use this theorem
Step-by-step proofs
No step-by-step proof yet for this theorem.
References
- Christopher G. Small (2007). Functional Equations and How to Solve Them
- Thomas M. Cover, Joy A. Thomas (2006). Elements of Information Theory
- D. H. Hyers (1941). On the Stability of the Linear Functional Equation