From invariance under binomial thinning to unification of the Cauchy and the Go{\l}\k{a}b-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 Go{\l}ab-Schinzel equation. We solve these equations in several settings with no or mild regularity assumptions imposed on unknown functions.