Codice | 16/2009 |
Titolo | A functional equation whose unknown is P ([0, 1]) valued |
Data | 2009-05-20 |
Autore/i | Aletti, Giacomo; May, Caterina; Secchi, Piercesare |
Link | Download full text |
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 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. |
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