grandes-ecoles 2016 Q6b

grandes-ecoles · France · x-ens-maths2__mp Discrete Random Variables Convergence of Expectations or Moments
Let $K > 0$ and $g : \mathbb{R} \rightarrow \mathbb{R}$ be a positive bounded function with support in $[0, K]$. The function $f$ is the pointwise limit of the sequence $f_n$. Show that the function $f$ satisfies the following equality on $\mathbb{R}$ $$f(x) = g(x) + \sum_{i=0}^{+\infty} p_i f\left(x - x_i\right) \tag{E}$$
Let $K > 0$ and $g : \mathbb{R} \rightarrow \mathbb{R}$ be a positive bounded function with support in $[0, K]$. The function $f$ is the pointwise limit of the sequence $f_n$. Show that the function $f$ satisfies the following equality on $\mathbb{R}$
$$f(x) = g(x) + \sum_{i=0}^{+\infty} p_i f\left(x - x_i\right) \tag{E}$$