Functional equation $ (n+1) f(n+1)= (a n+b) f(n) $ for $n=0,1,…$

functional-equations

I am looking for a solution to the following functional equation:
\begin{align}
(n+1) f(n+1)= (a n+b) f(n), n=0,1,…
\end{align}

where $a$ and $b$ are some positive constants.
Moreover, $f(n)$ is positive and
\begin{align}
0<f(n) &\le 1,\\
\sum_{n=0}^\infty f(n)&=1.
\end{align}

I was able to find a solution if $a=b \le 1$
\begin{align}
f(n)= \frac{c}{(1+c)^{n+1}}, \, c=\frac{1-a}{a}.
\end{align}

My questions:

  1. Is there a systematic way to solve this equation?
  2. Is the solution to this equation unique?

Any reference would also be appreciated.

Best Answer

One way is to use generating functions. Define \begin{align*} g(x) = \sum_{n=0}^{\infty} f(n) x^n \end{align*} Henceforth, I will use the notation \begin{align*} g(x) \leftrightarrow\{f(n)\} \end{align*} to indicate that $g(x)$ has coefficients of $f(n)$ for $x^n$ in its series expansion. Then we have \begin{align*} g'(x) \leftrightarrow\{(n+1)f(n+1)\} \end{align*} and \begin{align*} ax g'(x) + bg(x) \leftrightarrow \{(an+b)f(n)\} \end{align*} We can set equal the corresponding generating functions \begin{align*} g'(x) = axg'(x) + bg(x) \end{align*} which has solution \begin{align*} g(x) = c_1 (1 - ax)^{-b/a} = \sum_{n=0}^{\infty} c_1 (-a)^n \binom{-b/a}{n}x^n \leftrightarrow \left\{c_1 (-a)^n \binom{-b/a}{n}\right\} \end{align*} So, \begin{align*} f(n) = c_1 (-a)^n \binom{-b/a}{n} \end{align*} The constant $c_1$ can be found be evaluating \begin{align*} 1 = \sum_{n=0}^{\infty} f(n) = g(1) = c_1 (1 - a)^{-b/a} \implies c_1 = (1 - a)^{b/a} \end{align*} So we find \begin{align*} f(n) = (1 - a)^{b/a} (-a)^n \binom{-b/a}{n} \end{align*} It's worth noting that $f(n)$ is always positive, so we also have $0 < f(n) \le 1$.

Related Question