From invariance under binomial thinning to unification of the Cauchy and the Gołąb- Schinzel-type equations

Abstract

We point out to a connection between a problem of invariance of power series families of probability distributions under binomial thinning and functional equations which generalize both the Cauchy and an additive form of the Gołąb–Schinzel equation. We solve these equations in several settings with no or mild regularity assumptions imposed on unknown functions.