Let be a function satisfying
for all . Find all possible values of the set .
Solution
The answer is , , , and , for arbitrary . For constructions, it is not hard to show that if is a convex function, then satisfies the functional equation. Thus , , and work, covering the first, fourth, and third class of answers respectively. Furthermore, it is not hard to show that also works to cover the second class.
Let denote the condition. To prove that nothing else works, the key result is to prove an "intermediate value theorem": if and are in the range of , then so is every integer between and . Let's first see how this finishes. If we assume the intermediate value theorem, then all we need to show is that if the range of is at least 2, then the range of is unbounded above. Indeed, if , then gives us that , so iterating this procedure finishes.
We will now prove the intermediate value theorem. We will repeatedly use the fact that if is a solution, so is for and .
Lemma 1.1
If , then for .
Proof. yields that .
Lemma 1.2
If and , then for all positive integers .
Proof. Applying Lemma 1.1 to yields that . Then, applying Lemma 1.1 to yields that
Now to prove the intermediate value theorem, scale and shift such that and ; it suffices to show that there exists some number strictly between and in the range of (since by iteration we can then get all values). Suppose not and let . If is minimal such that , then yields a contradiction. Thus for all . However, applying Lemma 1.2 to yields that , which cannot hold for all since is constant.