MathLabs
TheoremProved

Jensen's Equation Reduces to Cauchy's Equation

Statement

If f:R→Rf:\mathbb{R}\to\mathbb{R} satisfies Jensen's equation f(x+y2)=f(x)+f(y)2f\left(\frac{x+y}{2}\right) = \frac{f(x)+f(y)}{2} for all x,y∈Rx,y\in\mathbb{R}, then g(x):=f(x)−f(0)g(x) := f(x)-f(0) is additive (satisfies f(x+y)=f(x)+f(y)f(x+y)=f(x)+f(y)), so under continuity (or monotonicity, or boundedness on an interval), f(x)=cx+f(0)f(x) = cx + f(0) for some constant cc.

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 gg and check g(0)=0g(0)=0.** Let g(x)=f(x)−f(0)g(x) = f(x) - f(0). Then g(0)=f(0)−f(0)=0g(0) = f(0)-f(0) = 0.

**Step 2: Rewrite Jensen's equation in terms of gg.** Substituting f=g+f(0)f = g + f(0) into f(x+y2)=f(x)+f(y)2f\left(\frac{x+y}{2}\right) = \frac{f(x)+f(y)}{2} gives g(x+y2)+f(0)=g(x)+f(0)+g(y)+f(0)2=g(x)+g(y)2+f(0)g\left(\frac{x+y}{2}\right) + f(0) = \frac{g(x)+f(0)+g(y)+f(0)}{2} = \frac{g(x)+g(y)}{2} + f(0). The f(0)f(0) terms cancel, leaving g(x+y2)=g(x)+g(y)2g\left(\frac{x+y}{2}\right) = \frac{g(x)+g(y)}{2} — gg satisfies the exact same Jensen equation.

Step 3: Derive the halving identity. Set y=0y=0 in the equation for gg: g(x2)=g(x)+g(0)2=g(x)2g\left(\frac{x}{2}\right) = \frac{g(x)+g(0)}{2} = \frac{g(x)}{2} (using g(0)=0g(0)=0 from Step 1). So g(x/2)=g(x)/2g(x/2) = g(x)/2 for every xx, equivalently g(2u)=2g(u)g(2u) = 2g(u) for every uu (substitute u=x/2u=x/2).

**Step 4: Convert Jensen's equation for gg into additivity.** For arbitrary x,y∈Rx,y\in\mathbb{R}, apply gg's Jensen equation with the pair (x,y)(x,y): g(x+y2)=g(x)+g(y)2g\left(\frac{x+y}{2}\right) = \frac{g(x)+g(y)}{2}. By Step 3 with u=x+yu = x+y, the left side equals g(x+y)/2g(x+y)/2 (since x+y2\frac{x+y}{2} is the halving of x+yx+y). So g(x+y)2=g(x)+g(y)2\frac{g(x+y)}{2} = \frac{g(x)+g(y)}{2}, and multiplying both sides by 22: g(x+y)=g(x)+g(y)g(x+y) = g(x)+g(y).

Step 5: Conclude. This is exactly the additive Cauchy equation f(x+y)=f(x)+f(y)f(x+y)=f(x)+f(y) applied to gg. By Theorem 1, if gg (equivalently ff, since they differ by the constant f(0)f(0)) is continuous, monotonic, or bounded on some interval, then g(x)=cxg(x) = cx for some constant c=g(1)=f(1)−f(0)c=g(1)=f(1)-f(0). Substituting back, f(x)=g(x)+f(0)=cx+f(0)f(x) = g(x) + f(0) = cx + f(0), 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

  1. Christopher G. Small (2007). Functional Equations and How to Solve Them
  2. Thomas M. Cover, Joy A. Thomas (2006). Elements of Information Theory
  3. D. H. Hyers (1941). On the Stability of the Linear Functional Equation