Friday, 21 February 2014

real analysis - Sufficient conditions for this function being linear





Let f be a real-valued function for which, for every real x,y:



f(x+y)=f(x)+f(y)



Does this imply that f is a linear function (f(x)=ax)?




  1. If f is differentiable, I think the answer is yes. Take the derivative of f(x+y) by x: f(x+y)=f(x). This is true for all y, hence f is a constant function. Additionally, f(0)=f(x+0)f(x)=0. Hence f(x)=ax. (is this correct?)


  2. If f is continuous, I think the answer is also yes. First, note that f(0)=0. Let a=f(1). By addition, for every integer x, f(x)=ax. This also must be true for every rational x. Hence, by continuity, it must be true for all x. (is this correct?)


  3. What is the answer for general f?




Answer



It is quite easy to prove for a continuous function, as you pointed out, and in fact also holds true for measurable functions. This is the most general setting.


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