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Monday, May 25, 2015

Indian Statistical Institute B.Math & B.Stat : Continuity

Let \( P: \mathbb{R} \rightarrow \mathbb{R}\) be a continuous function such that $P(x)=x$ has no real solution. Prove that $P(P(x))=x$ has no real solution. $$$$ If possible let, $P(P(x))=x$ has a real solution for $x=x_0$. Then $P(P(x_0))=x_0\dots(1)$ $$$$ Now let, $P(x_0)=y_0$ \( \implies P(y_0)=x_0\) using $(1)$ $$$$ Note that $x_0 \neq y_0$, otherwise we will have a solution to the equation $P(x)=x$! A contradiction to the hypothesis. Without loss of generality assume that \(x_0 < y_0\) $$$$ Construct a function \( Q:[x_0,y_0]\rightarrow \mathbb{R}\) where \(Q(x)=P(x)-x\),since $P$ is given to be continuous on $\mathbb{R}$, $Q$ is continuous on \([x_0,y_0].\) $$$$ Observe that, \( Q(x_0)=P(x_0)-x_0=y_0-x_0 > 0\) and \( Q(y_0)=P(y_0)-y_0=x_0-y_0 < 0\) $$$$ \(\implies Q(x_0)Q(y_0) < 0 \implies \) there exists a point $c\in$ \([x_0,y_0]\) such that $Q(c)=0$ using $ Intermediate-Value-Theorem$ $$$$ \(\implies P(c)-c=0 \implies P(c)=c\) for a real value, which contradicts the hypothesis, thus the assumption $P(P(x))=x$ has a real solution is not tenable.

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