Let f:Rn→R be a differentiable function such that for some p>1,
f(tx)=tpf(x),∀t>0,&x∈Rn(1)
i. I want to show that f′(x)(x)=pf(x),∀x∈Rn(1)
ii. Is the converse also true?
I believe that we can take φ(t)=f(tx),∀t>0 and show that ddt(φ(t)tp)=0, but I don't know how to tranform this to a proof. Any help please?
Answer
We can assume n=1 by restriction to an arbitrary line. Then
f′(x)=lim
as desired. Note differentiability is guaranteed by this condition.
Similarly, if \frac{df}{dx} = p\frac{f}{x} then \frac{df}{f} = p\frac{dx}{x}. Integrating both sides says
\log f(x) - \log f(1) = p\log x = \log x^p
so
f(x) = C x^p,
which provides the converse.
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