My lecturer was talking today (in the context of probability, more specifically Kolmogorov's axioms) about the additive property of functions, namely that:
f(x+y) = f(x) + f(y)
I've been trying to find what functions satisfy this. Intuition says that, for functions over \mathbb{R}, the only functions should be of the form f(x) = ax for some real a. Unfortunately I've only shown this is true when the domain of the function is the rational multiples of a given real number.
My question is if it is possible to extend this result (that f(x) = ax given additivity) to the real numbers, possibly without assuming the continuity of f. It seems to me that additivity introduces so many constrains on a function that nothing but the trivial case would be able to sneak through. The following is a summary of my thoughts to date, though they're obviously long and not 'compulsory reading'. :)
When x is rational - Preliminary Investigation
It is not hard to see that:
f(x + x + x) = 3f(x)
and more generally, for a\in \mathbb{N},
f(ax) = af(x)
It is not too hard to prove (well, it took half a bus trip ... ) that this also applies first for a\in \mathbb{Z} and then for a\in \mathbb{Q}, (for the latter you just need to consider a=m/n and then note that:
f\Big(\frac{m}{n}x\Big)=mf\Big(\frac{x}{n}\Big)=\frac{m}{n}\cdot nf\Big(\frac{x}{n}\Big)=\frac{m}{n}\cdot f\Big(n\frac{x}{n}\Big)=\frac{m}{n}\cdot f(x)
The reason this little equation is cool is that we can set x = 1 and get:
f(a)=a\cdot f(1)
which is equivalent to what was expected intuitively, namely (after changing a to y and f(1) to a)
f(y) = a\cdot y
as long as y is rational
y is a rational multiple of a real number
But we can do a bit better than that. If we substitute in x = \sqrt{2} or any other real number in f(ax) = af(x) (which we know for rational a), you can conduct the exact same argument above and show that, for instance
f(y) = \Big(\frac{f(\sqrt{2})}{\sqrt{2}}\Big)\cdot y=a\cdot y
Whenever y = \frac{m}{n}\sqrt{2} i.e. whenever y is a rational multiple of \sqrt{2}. Note however, that the value of the coefficient a (i.e. the slope of the line) is apparently completely unrelated to the value taken in the case where y is purely rational.
What I'm actually asking
We still haven't shown that f(x) = ax for all x \in \mathbb{R}, as the slope of the line may change depending on what real number we are taking rational multiples of. As far as I've shown now, we might have f(x) = x when x is rational, f(x) = 3x when x is a rational multiple of \sqrt{2}, etc.
I still feel that f(x) = ax for all x \in \mathbb{R}. One reason for thinking this comes from noting that f(2) = f(2-\sqrt{2})+f(\sqrt{2})
2, 2-\sqrt{2} and \sqrt{2} are not rational multiples of each other, however the equation above gives a restraint on the slopes of the lines formed by their rational multiples (which we'll call a_1, a_2 and a_3 for the slopes on the rational multiples of 2, 2-\sqrt{2} and \sqrt{2} respectively). We have 2a_1 = (2-\sqrt{2}) a_2 + \sqrt{2} a_3
There's so many constraints here - all the rational multipes have the same coefficient, whenever 2 (or more) numbers which aren't rational multiples of each other are added together we get another constraint on their coefficients. The trivial solution is just thatf(x) = ax
over x \in \mathbb{R} and I really struggle to see how any other solution could possible squeeze through all these constraints.
Is there an additive function on \mathbb{R} not of the form f(x) = ax?