Let f(xy)=f(x)f(y) for all x,y≥0. Show that f(x)=xp for some p.
I am not very experienced with proof. If we let g(x)=log(f(x)) then this is the same as g(xy)=g(x)+g(y)
I looked up the hint and it says let g(x)=logf(ax)
The wikipedia page for functional equations only states the form of the solutions without proof.
Attempt
Using the hint (which was like pulling a rabbit out of the hat)
Restricting the codomain f:(0,+∞)→(0,+∞)
so that we can define the real function g(x)=logf(ax) and we
have g(x+y)=g(x)+g(y)
i.e g(x)=xg(1) as g(x) is continuous (assuming f is).
Letting logaf(a)=p we get f(ax)=ap. I do not have a rigorous argument but I think I can conclude that f(x)=xp (please fill any holes or unspecified assumptions) Different solutions are invited
Answer
So, we assume f is continuous. Letting g(x)=ln(f(ax)), we get
g(x+y)=ln(f(ax+y))=ln(f(axay))=ln(f(ax)f(ay))=log(f(ax))+ln(f(ay))=g(x)+g(y).
So g satisfies the Cauchy functional equation; if you assume f is continuous, then so is g, hence g(x)=xg(1) for all x>0.
Since g(1)=ln(f(a)), we have
f(ax)=eg(x)=eg(1)x=(ex)g(1).
Given r∈R, r>0, we have r=aloga(r), hence
f(r)=f(aloga(r))=(eloga(r))g(1)=(eln(r)/ln(a))g(1)=(eln(r))g(1)/ln(a)=rg(1)/ln(a),
where we have used the change-of-base formula for the logarithm,
loga(r)=lnrlna.
Finally, since g(1)=ln(f(a)), we have
f(r)=rln(f(a))/ln(a).
As this works for any positive a, a≠1, taking a=e we get
f(r)=rln(f(e)).
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