This is part of a homework assignment for a real analysis course taught out of "Baby Rudin." Just looking for a push in the right direction, not a full-blown solution. We are to suppose that $f(x)f(y)=f(x+y)$ for all real x and y, and that f is continuous and not zero. The first part of this question let me assume differentiability as well, and I was able to compose it with the natural log and take the derivative to prove that $f(x)=e^{cx}$ where c is a real constant. I'm having a little more trouble only assuming continuity; I'm currently trying to prove that f is differentiable at zero, and hence all real numbers. Is this an approach worth taking?
Answer
First note that $f(x) > 0$, for all $x \in \mathbb{R}$. This can be seen from the fact that
$$f(x) = f\left(\dfrac{x}2 + \dfrac{x}2\right) = f \left(\dfrac{x}2\right)^2$$ Further, you can eliminate the case $f(x) = 0$, since this would mean $f \equiv 0$.
One way to go about is as follows.
$1$. Prove that $f(m) = f(1)^m$ for $m \in \mathbb{Z}^+$.
$2$. Now prove that $f(m) = f(1)^m$ for $m \in \mathbb{Z}$.
$3$. Now prove that $f(p/q) = f(1)^{p/q}$ for $p \in \mathbb{Z}$ and $q \in \mathbb{Z} \backslash \{0\}$.
$4$. Now make use of the fact that rationals are dense in $\mathbb{R}$ and hence you can find a sequence of rationals $r_n \in \mathbb{R}$ such that $r_n \to r \in \mathbb{R} \backslash \mathbb{Q}$. Now use continuity to conclude that $f(x) = f(1)^x$ for all $x \in \mathbb{R}$. You will see that you need only continuity at one point to conclude that $f(x) = f(1)^x$.
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