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We say a transform is linear if $cf(x)=f(cx)$ and $f(x+y)=f(x)+f(y)$. I wonder if there is another definition.

If it's relevant, I'm looking for sufficient but possibly not necessary conditions.

As motivation, there are various ways of evaluating income inequality. Say the vector $w_1,\dots,w_n$ is the income of persons $1,\dots,n$. We might have some $f(w)$ telling us how "good" the income distribution is. It's reasonable to claim that $cf(w)=f(cw)$ but it's not obvious that $f(x+y)=f(x)+f(y)$. Nonetheless, there are some interesting results if $f$ is linear. So I wonder if we could find an alternative motivation for wanting $f$ to be linear.

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    @Rahul: Yes, if the social welfare function is linear, then inequality is meaningless. (Which is a strong result.)2012-08-23

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Assume that we are working over the reals. Then the condition $f(x+y)=f(x)+f(y)$, together with continuity of $f$ (or even just measurability of $f$) is enough. This can be useful, since on occasion $f(x+y)=f(x)+f(y)$ is easy to verify, and $f(cx)=cf(x)$ is not.

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    Yes, there are analogues. Don't have an immediate reference.2012-08-24