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Generalized weighted quasi-arithmetic means and the Kolmogorov-Nagumo theorem

Janusz Matkowski (2013)

Colloquium Mathematicae

A generalization of the weighted quasi-arithmetic mean generated by continuous and increasing (decreasing) functions f , . . . , f k : I , k ≥ 2, denoted by A [ f , . . . , f k ] , is considered. Some properties of A [ f , . . . , f k ] , including “associativity” assumed in the Kolmogorov-Nagumo theorem, are shown. Convex and affine functions involving this type of means are considered. Invariance of a quasi-arithmetic mean with respect to a special mean-type mapping built of generalized means is applied in solving a functional equation. For a sequence of...

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