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[ → VLQ [
D/ E/ F/ ∞GQXH[LVW H/ ± I/
0XO LPHDVROX LLORUHFXD LHL [ − − [ = − HVWH SFW
D^` E^` F∅ G^`H5 I^`
6 VHGHWHUPLQHD∈5DVWIHOvQFkWSROLQRPXOI ;±; D;;
V VHGLYLG SULQSROLQRPXO J = ; − ; − SFW
DD ± ED FD ± GD ± HD ID
)XQF LD I →5 I [ = 6 VHFDOFXOH]H
[ + [
Q
6Q = ∑> I
N =
N
− I N +
@ SFW
D 6 Q = − Q − Q + E 6 Q = − + − Q − Q + F 6 Q = − Q +
G 6 Q = − + − Q − Q + H 6 Q = − Q − Q +
I 6 Q = − + − Q Q + − Q +
D E
)LH $ = úL % = 'HWHUPLQD LDE∈5DVWIHOvQFkW$% %$
SFW
D D = E = ED∈5 E = F D = − E = G D = − E = HQXH[LVW
I D = E∈5
6 VHFDOFXOH]H L + L + L L = − SFW
DEL F± GLH±L IL
6 VHGHWHUPLQHPXO LPHD $ = ^[ ∈ 5 [ − [ − ≥ ` SFW
D $ = E$ 5F$ ∅ G$ ±H $ = ∞
I $ = − ∞ ∞
1XP UXO [ = & + $ − 3 HVWH SFW
D[ E[ F[ G[ H[ I[
$5+,0('(V1UVHSWHPEULHRFWRPEULH
I HVWH GLYL]LELO SULQ J GDF UHVWXO vPS U LULL OXL I OD J HVWH SROLQRPXO LGHQWLF QXO GHFL
D + [ + = ⇒ D = − 5 VSXQVFRUHFWG
− Q Q − Q Q
I [ = 'HFL I Q [ = Q + −
[ [ + [ [ +
= = −
[ + [
[ [ + Q +
Q Q
= − Q Q Q + − 6Q = >I N − I N + @ = >− N N − − N + N + @ −
∑ ∑
[ [ + Q + N = N =
Q
∑ − N N N+ − − N + N + N + = − + − Q Q + − Q + 5 VSXQVFRUHFWI
−
N =
D E + D D + E
$ ⋅ % = % ⋅ $ = $ ⋅ % = % ⋅ $ ⇒ D = E ∈ 5 5 VSXQVFRUHFWI
L + L + L = L + L + L = L − + = L 5 VSXQVFRUHFWG
[ − [ − ≥ ⇒ [ ∈ − ∞ ∞ 5 VSXQVFRUHFWI
[ = & + $ − 3 = + − = + − = 5 VSXQVFRUHFWF
ORJ [ + ORJ [ = [ > ⇔ ORJ [ = ⇔ [ = ⇔ [ =
&XP[! ⇒ [ = 5 VSXQVFRUHFWI
, = ∫ [H [ G[ = [H [ − ∫ H [ G[ = H − H [ = H − H + = 5 VSXQVFRUHFWF
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DE FG H I
6 VHGHWHUPLQHOXQJLPHD[DODWXULLXQXLFXEúWLLQGF OXQJLPHDGLDJRQDOHL
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− +
D EF GHI
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D E F G H I
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OXQJLPLúLDUHvQ O LPHDGHOXQJLPH SFW
D E F G H I
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SXQFWQHVLWXDWSHHOH$WXQFLSODQHOH0D0E0FDXSURSULHWDWHD SFW
DDXQXPDLXQSXQFWFRPXQEVXQWSHUSHQGLFXODUHGRX FkWHGRX FFRLQFLG
GQXPDLGRX GLQWHFHOHWUHLSODQHFRLQFLGHDXQXPDLGRX SXQFWHFRPXQH
IDXRGUHDSW FRPXQ
6HF LXQHDvQWUXQFLOLQGUXGXV SULQD[DGHVLPHWULHDDFHVWXLDHVWHXQS
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D E F G H I
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WHUYDOXO>±ππ@ SFW
D − E π F G − π H − I
π π π π
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DEF G± HI
&DOFXOD L FRV + L VLQ FRV − L VLQ
π π π π
SFW
DE±F − G H − I
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D E F G H I
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Q SDWUXSODQHGLVWLQFWH SFW
DEFGHI
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SFW
D [ − \ = E [ + \ = F [ + \ − = G [ + \ + = H [ + \ + =
I [ + \ − =
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& & & & & &
SHUSHQGLFXODUL SFW
D P = E P = − F P = G P = − H P = I P = −
6 VHFDOFXOH]H FRV [ GDF VLQ [ = SFW
$5+,0('(V1UVHSWHPEULHRFWRPEULH
DE − F G H I
(FXD LDSODQXOXLFHWUHFHSULQSXQFWHOH$%&HVWH
SFW
D [ + ] = E [ − \ + ] = F \ + ] = G [ + \ + ] = H [ + \ =
I [ + \ − ] =
ÌQWULXQJKLXO$%&VHGDXP VXULOHXQJKLXULORU
$ °
% °úLOXQ
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DEFGHI
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$ °úL$% $& &DUHHVWHOXQJL
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D E F GH I
6XPDVROX LLORUHFXD LHL VLQ [ = GLQLQWHUYDOXO>π@HVWH SFW
π
Dπ EFπ Gπ H I
π
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π* *
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5
⇒
3E D S ⋅
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=
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5 VSXQVFRUHFWF
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[ − = − \ − ⇒ [ + \ − = 5 VSXQVFRUHFWF
D ⊥ E ⇔ D ⋅ E = ⇔ P + = ⇒ P = − 5 VSXQVFRUHFWI
& & & &
FRV [ = − VLQ [ = − = 5 VSXQVFRUHFWH
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%&
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π
π
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⋅ [ ( )
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)
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D + E + FE + F E + F D + E + F
− =
D
XQGH ) D = HWFúL > ) D − ) E@ DVD±E
E + F E + F
vQVHDPQ $DV%⇔VJQ$ VJQ%⇔RUL$%!RUL$ % $%DXDFH
HDúLSR]L LHUHODWLYOD]HURSHD[DUHDO 'HFL
6 = >DED − E ) D + DFD − F ) D + EFE − F ) E + ED E − D ) E +
D+E+F
+ FDF − D ) F + FEF − E ) F@ = > DED − E ) D − ) E + EFE − F ⋅
D+E+F
⋅ ) E − ) F + FDF − D ) F − ) D ≥
2EVHUYD LHD≤E≤F⇔ ) D ≤ ) E ≤ ) F
D DD + E + F
6 = ∑
−
D + E + FE + F D + E + F
= ∑ * D>DED − E + DFD − F@
E + F
XQGH * D = HWFúL*D±*EDVD±E$úDGDU6≥
E + F
DD + E + F D
E 6 = ∑ = ∑ ) D >DED − E + DF D − F @ XQGH
E + EF + F E + F
−
) D = HWFúL > ) D − ) E@ DVD±E$úDGDU 6 ≥
E + FE + EF + F
D DD + E + F
6 = ∑ = ∑ * D >DED − E + DF D − F@ XQGH
E + EF + F
−
E + F
E+F
* D = HWFúL >* D − * E@ DVD±E$úDGDU 6 ≥
E + F E + EF + F
I D
2EVHUYD LH'DF H[SUHVLD ( D = DUHSURSULHWDWHDF ÄD≤E≤F
E + FE + F
$5+,0('(V1UVHSWHPEULHRFWRPEULH
D D
⇔ ( D ≤ ( E ≤ ( F ³DWXQFLH[LVW LQHJDOLWDWHD ∑ I D ≥ ∑ I D
E + F E+F
,;GLQQU
6 VHDUDWHF [ + \ + [ + \ ≤ ⇔ PD[^ [ \ [ + \ ` ≤
6 VHGHWHUPLQHDULDPXO LPLL$ ^[\∈5 [ + \ + [ + \ ≤`
'HPRQVWUD LH9RPIRORVLLQHJDOLWDWHD [ − \ ≤ [ + \ ≤ [ + \
'LUHFW [ + \ ≤ [ + \ ⇔ [ + \ ≤ [ + \ + [ + \ ⇒ [ + \ ≤ ⇔ [ + \ ≤
[ − \ ≤ [+ \ ⇔ [ − \ + [ + \ ≤ [ + \ + [+ \ ⇒ [ − \ + [ + \ ≤⇔
⇔ PD[^ [ \ ` ≤ ⇔ PD[^ [ \ ` ≤ ÌQFRQFOX]LH PD[^ [ \ [ + \ ` ≤
5HFLSURF)LH [ \ ∈5SHQUXFDUH [ ≤ \ ≤ [ + \ ≤ 3XWHPSUHVXSXQHI U D
UHVWUkQJHJHQHUDOLWDWHDF \≥0XO LPHDSHUHFKLORURUGRQDWH [ \ ∈5SHQWUX
FDUH [ ≤ \ ≤ [ + \ ≤ DUHRULJLQHD2FDSXQFWGHVLPHWULH
&D]XO[≥$WXQFL ≤ [ \ [ + \ ≤ úL [ + \ + [ + \ = [ + \ ≤
&D]XO[$WXQFL − ≤ [ < ≤ \ ≤ úL − ≤ [ + \ ≤ $úDGDU [ + \ + [ + \ ≤
≤⇔±[ + \ + [ + \ ≤ ⇔ [ + \ ≤ + [ + − \ ⇔ [ + + \ − ≤
≤ [ + + \ − FHHDFHHVWHHYLGHQW
ÌQFRQFOX]LH [ + \ + [ + \ ≤
6HDUDW FXXúXULQ F PXO LPHD$HVWHFHDSUH]HQWDW PDLMRVúL
σ>$@
±
$ %
±
±
±
± ±
2EVHUYD LH3XQFWXOVHSXWHDUH]ROYDúLGLUHFWSULQGRYDGDIDSWXOXLF PXO LPLOH$
úL%VXQWHJDOHXQGH% ^[\∈5_ [ ≤ \ ≤ [ + \ ≤ `
2EVHUYD LH 'DF QRW P I [ \ = [ + \ + [ + \ XQGH [ \ ∈ 5 DWXQFL
I − [− \ = I [ \ = I \ [ FHHD FH vQVHDPQ F PXO LPHD DUH FHQWUX GH VLPH
WULH2úLD[HOHGHVLPHWULH \ = [ úL \ = − [
2EVHUYD LH'DF [ \ ∈&DWXQFLGLUHFWDHVWHDGHY UDW vQV UHFLSURFDHVWHIDOV
'H H[HPSOX [ = úL \ = L [ + \ + [+ \ = ⋅ = + >
+ +
$5+,0('(V1UVHSWHPEULHRFWRPEULH
úL ⋅ ≤
;GLQQU
6 VHDUDWHF GDF E E E Q Q∈1
VXQWvQSURJUHVLHJHRPHWULF DWXQFL
Q Q
∑ − N − EN ≥ ∑ − N − EN
N = N = Q +
SURI,OLH'LDFRQX
6ROX LDDXWRUXOXL)LHTUD LDSURJUHVLHLDWXQFLSXWHPVFULH
Q Q Q Q
∑ − N − EN − ∑ − N − EN = ∑ − N − ⋅ E ⋅ T N − − ∑ − N − ⋅ E ⋅ T N − =
N = N = Q + N = N = Q +
Q Q Q
= E ⋅ ∑ − N − ⋅ T N − − E T Q ⋅∑ − N − ⋅ T N − = E − T Q ∑ − N − ⋅ T N − =
N = N = N =
− T Q − T
Q
= E − T Q ⋅ = E ⋅ ≥ GHXQGHUH]XOW FRQFOX]LD
+ T + T
$5+,0('(V1UVHSWHPEULHRFWRPEULH
[ \ ]
(JDOLWDWHDDUHORFGDF úLQXPDLGDF = DGLF GDF WULHGUXO
2$ 2% 2&
= =
2$%&HVWHDVHPHQHDFXWULHGUXOFXYkUIXOvQ0úLED]DIRUPDW GHFHOHWUHLSXQFWH
±SURLHF LHDOHOXL0SHIH HOHWULHGUXOXLGDW
;GLQQU
'DF X Y ∈ & ± 5 VXQW DIL[HOH XQRU SXQFWH GLQ SULPXO FDGUDQ X = Y =
+ XY
Z= V VHUH]ROYHLQHFXD LD [ + OJ Z + OJ Z [ − > OJ Z ⋅ [− −
X+Y
SURI,OLH6W QHVFX/LFHXOÄ2FWDYLDQ*RJD³6LELX
6ROX LH1RW P X = FRV α + L VLQ α Y = FRV β + L VLQ β
] α úL β VXQW vQ SULPXO FDGUDQ GHFL < < ⇒ Z < GHRDUHFH
α −β α +β π
<
$5+,0('(V1UVHSWHPEULHRFWRPEULH
+ XY + X Y
= Z 3UHVXSXQHP Z < úLVHYDFRQILUPDVDXLQILUPD
⋅
X+Y X+Y
+ XY + X Y
< ⇒ + X Y + XY + X XYY < X X + X Y + YX + YY ⇒ + X Y + XY + < +
X + YX + Y
+ X Y + YX + ⇒ X Y + XY − X Y − YX < YX − X − YX − X < X − X Y − Y <
X = FRV α + L VLQ α Y = FRV β + L VLQ β − L VLQ α−L VLQ β < L VLQ α VLQ β < ⇒
⇒ VLQ α VLQ β > DGHY UDWSHQWUXF αúLβVXQWvQSULPXOFDGUDQ
;,GLQQU
Q
'LQ [Q = ∑ WJ V VHFDOFXOH]H OLP Q [Q − OQ
N = Q + N Q→∞
Q + Q Q Q +
− −
Q = OLP WJ
− WJ − WJ − WJ
Q + Q + Q + Q + Q + Q + Q + Q +
− + + + −
Q→∞
WJ −
− WJ
Q + Q + Q Q + Q + ⋅
Q = OLP + OLP
Q + Q + Q + Q → ∞
− − ⋅
Q →∞
Q + Q +
− WJ
Q Q + Q
+ OLP Q + + OLP Q
Q + Q + Q + Q +
⋅ ⋅ −
Q → ∞ Q → ∞
Q +
Q
'DF LQHPVHDPDGHGLQGHGXFHPF [ = − OLP = −
Q→∞ Q + Q +
$5+,0('(V1UVHSWHPEULHRFWRPEULH
;,GLQQU
)LHI[∞→[∞RIXQF LHFXSURSULHW LOH
D OLP > I [ − [@ = E [ + I I I [ = I [ ∀[≥
[ →∞
6 VHDUDWHF I [ = [ ∀[!
*DEULHO'RVSLQHVFX2QHúWL
[
6ROX LH9RPDU WDF I [ ≥ [ ∀[≥(VWHFODUF I [ ≥ ∀[≥)LH
$ = ^λ > _ I [ ≥ λ[ ∀ [ ≥ ` úLILH λ ∈$'HGXFHPF
I [ = [ + I I I [ ≥ [ + λI I [ ≥ [ + λ I [ ≥ [ + λ [ GHXQGH
+ λ λ +
I [ ≥ [ ∀ [ ≥ 'HFL ∈ $ 'HILQLP úLUXO [Q Q≥ [ = [Q+ =
[Q +
$WXQFL [Q ∈ $ ∀ Q ≥ 3ULQ LQGXF LH RE LQHP [Q ∈ ∀Q ≥ úL HVWH
=
FODU F [Q+ ≥ [Q 'HFL [Q Q≥ HVWH FRQYHUJHQW OD O ∈ [ ] 3H GH DOW SDUWH
O + = O GHXQGHO $úDGDU OLP [Q =
Q→∞
)LHDFXP [ ≥ $YHP I [ ≥ [Q [ ∀Q ≥ GHXQGH I [ ≥ OLP [Q [ = [
Q→∞
$úDGDU I [ ≥ [ ∀[ ≥ 8UPHD] F I [ = [ + I I I [ ≥ [ + I I [ ≥
≥ [ + I [ 'HDLFLRE LQHP I N + [ − I N [ ≥ ⋅ N DGLF
Q − Q −
∑ > I N + [ − I N [@ ≥ ∑ N 'HFL I Q [ − Q [ ≥ I [ − [ ∀[ ≥ úL Q ∈ 1
N = N =
&H]DU/XSX&RQVWDQ D
6ROX LH6 SUHVXSXQHPSULQDEVXUGF GHW $ = 9RPDSOLFDXUP WRUXOUH]XOWDW
Ä2ULFH PDWULFL ; < ∈ 05 VDWLVIDF HJDOLWDWHD GHW ; + < + GHW ; − < =
= GHW ; + GHW< ³
2 GHPRQVWUD LH D DFHVWXL UH]XOWDW SRDWH IL I FXW SULQ FDOFXO GLUHFW VDX GXS
FXPXUPHD]
&RQVLGHU PSROLQRPXO 3W = GHW ; + W< = GHW< W + DW + GHW ; D ∈5
$YkQGvQYHGHUHF 3 + 3 − = GHW ; + GHW< VHGHGXFHLGHQWLWDWHDIROR
$5+,0('(V1UVHSWHPEULHRFWRPEULH
Q + Q Q Q +
− −
Q
π π
= OLP π ⋅ OQ + − VLQ ⋅ Q ⋅ Q + = OLP π ⋅ OQ + − + − +
π π
Q →∞
Q Q + Q →∞
Q Q Q Q +
Q +
− VLQ ⋅ Q ⋅ Q + = π ⋅ OLP OQ + − ⋅ Q ⋅ + π ⋅ OLP −
π π
Q + Q +
+
Q Q Q Q →∞ Q
Q →∞
Q OQ + [ − [
⋅ Q ⋅ Q + + OLP − VLQ Q + ⋅ = π ⋅ OLP +
π π
Q + Q→∞ Q +
−
Q + Q + [ → [
−
[ VLQ [ + [ − FRV [ −[
+ π + π ⋅ OLP OLP + π + π ⋅ OLP = π ⋅ OLP
−
[ [ [ [ +
= π ⋅ +
[ → [ [ → [ → [ →
π π π
⋅ OLP VLQ [ = π − + ⋅ =
π
+π+
[ →
;,,GLQQU
Q[ Q+ +
6 VHGHWHUPLQHSULPLWLYHOHIXQF LHLI5→5 I [ =
[ Q+ − [ Q+ + [ +
Q∈1
SURI,OLH'LDFRQX
6ROX LH)XQF LDIILLQGFRQWLQX SH5UH]XOW F DGPLWHSULPLWLYH'DF [DWXQFL
$5+,0('(V1UVHSWHPEULHRFWRPEULH
Q
′
[ Q[Q− +
Q[Q+ +
−
[ [
∫ I [G[ = ∫ [Q+ − [Q+ + [ + G[ = ∫ Q Q−
G[ = ∫
G[ =
[ − [ + + [ − +
Q
[ [
= DUFWJ [ Q − + & 5H]XOW F SULPLWLYHOHOXLIYRUILGHIRUPD
[
Q
DUFWJ [ − [ + & [ <
[ = 'HRDUHFH ) WUHEXLH V ILH GHULYDELO vQ
) [ = &
[
GHFLFRQWLQX vQUH]XOW OLP ) [ = OLP ) [ = ) DGLF
[→ [→
[< [ >
Q
DUFWJ [ − [ + & − [ <
π
+ & = − + & = & = & 'HFL ) [ = & [ =
π π
DUFWJ [ Q − + & + π [ >
[
;,,GLQQU
)LH I > @ → 5 R IXQF LH DVWIHO vQFkW H[LVW / ! FX SURSULHWDWHD F
I [ − I \ ≤ / ⋅ [ − \ ∀ [ \ ∈ > @ 6 VH DUDWH F GDF ∫ I [ G[ = úL
N
I = ∀ N = Q XQGHQ∈1
Q≥DWXQFL / ≥ Q
Q
SURI'DQùWHIDQ0DULQHVFXúL9LRUHO&RUQHD+XQHGRDUD
Q − [
N
6ROX LH3HQWUX N = Q ILH [N = $WXQFL = ∫ I [ G[ = ∑ ∫ I [ G[ =
+
Q
N =
[
Q − [ +[
Q − [ + [ +
I [ G[ + ∫ = ∑ ∫ I [ − I [N G[ +
[ +
I [ G[
+
= ∑ ∫
[ +[
[ + [
N = N =
Q − [ + [ +
+ ∫[ + [ + I [ − I [N + G[ ≤ / ⋅ ∑ ∫ [ − [N G[ + ∫[ + [ + [ − [N + G[ =
[ + [ +
[
N =
/ Q −
/ Q −
/
= ⋅ ∑ [N + − [N = ⋅ ∑ = GHXQGH/≥Q
N = N = Q Q
$5+,0('(V1UVHSWHPEULHRFWRPEULH
;,,GLQQU
FRV [ ≠
6 VHDUDWHF IXQF LDX5→5 X [ = DUFWJ[ DGPLWHSULPLWLYH
[=
SURI$QD0LKDHOD$OH[D3LWHúWL
FRV [ ≠
6ROX LH&RQVLGHU PIXQF LLOHIJ5→5 I [ = [ úL J [ = [ +
[=
QHQXO SH5IDGPLWHSULPLWLYHúLILH)5→5RSULPLWLY DVDJGHULYDELO úL
QRW
FX GHULYDWD FRQWLQX SH 5 vQ SOXV = K [ = DGPLWH SULPLWLYH úL ILH
J [ [ +
+ [ = DUFWJ[ + & R SULPLWLY &RQVLGHU P * 5 → 5 GDW GH
* [ = J [ ⋅ ) + [ 3XWHP VFULH *
[ = J
[ ⋅ ) + [ + J [ ⋅ )
+ [ ⋅
⋅ +
[ = J
[ ⋅ ) + [ + J [ ⋅ I + [ ⋅ ∀[∈5DGLF *
[ = [ ⋅
J [
⋅ ) + [ + I + [ GHXQGH I + [ = *
[ − [ ⋅ ) + [ ∀[∈5&XP
*′FkWúL [ ⋅ ) + [ DGPLWSULPLWLYH⇒IXQF LDI$+DUHSULPLWLYH
;,,GLQQU
6 VHDUDWHF SROLQRPXOI∈=>;@ I = ; + D; + Ö HVWHUHGXFWLELORULFD
UHDUILD∈=
SURI$XUHO'RERúDQ/XJRM
6ROX LHL'DF D∈=± ^` DWXQFL I D = D + D ⋅ D − + Ö = Ö + Ö + Ö = Ö
Ö − −
$5+,0('(V1UVHSWHPEULHRFWRPEULH
2EVHUYD LL
3HQWUX P = Q = S = VH RE LQH SUREOHPD SDJ GLQ Ä(OHPHQWDU\
WKHRU\RIQXPEHUV´GH:6LHUSLQVNL
3HQWUX P = Q > S = Q − VHRE LQHSUREOHPDSDJGLQÄ(OHPHQWDU\
WKHRU\RIQXPEHUV´GH:6LHUSLQVNL
3HQWUX S = + PQ VHRE LQHSUREOHPD2GLQ*0QU
3HQWUXP QVHRE LQHSUREOHPD2GLQ*0QU
2/GLQQU
)LH D E F > DVWIHOvQFkW D + E + F = 6 VHDUDWHF
D E F
DE + EF + FD ≥
E +E F +F D +D
+ +
SURI*DEULHO'RVSLQHVFX2QHúWL
6ROX LH6 FRQVLGHU P[∈>@'LQLQHJDOLWDWHD&%6GHGXFHPF
$5+,0('(V1UVHSWHPEULHRFWRPEULH
D E F D E F
=
[ + E [ + F [ + D
+ + ≥ + +
[ +E[
+F [
+D
D +E+F
D + E + F
D E F
≥ =
D [ + E + E [ + F + F [ + D
+ +
[ + DE + EF + FD
[+E [+F [+D
D E F G[ D E
'HFL ∫ + + G[ ≥ ∫
⇒ + +
[ + E
[ + F
[ + D [ + DE + EF + FD E + E F +F
F
+ F FL DE + EF + FD ≤
D + D DE + EF + FD + DE + EF + FD DE + EF + FD
≥ ≥
D + E + F
=
≤
2/GLQQU
)LH D D D ∈=
úL [Q = DQ + + DQ 6 VHDUDWHF H[LVW RLQILQLWDWHGH
QXPHUHQDWXUDOHQSHQWUXFDUH [ Q HVWHLUD LRQDO
SURI*DEULHO'RVSLQHVFX2QHúWL
6ROX LH 3UHVXSXQHP F H[LVW Q ≥ DVWIHO vQFkW ∀ Q ≥ Q [Q H S WUDW SHUIHFW
'HFL [Q = \ Q \Q ∈ 4 ∀ Q ≥ Q &XP [Q ∈ = ⇒ \Q ∈ = ∀ Q ≥ Q )LH
1 = DD D ≠ úLSFHOPDLPDUHIDFWRUSULPDOOXL1)LH SN N ≥ úLUXOQXPHUH
ORU SULPH ([LVW N DVWIHO vQFkW ∀ N ≥ N SN 1 = ⇒ SN DL = ∀ N ≥ N
L = 'HDVHPHQHDH[LVW N DVWIHOvQFkW N ≥ N SN > Q )LH 0 = PD[^N N `
$WXQFL ∀ Q ≥ 0 \ S − = [S − = ∑D N
S −
≡ ∑ PRG S Q ≡ PRG SQ GLQ WHR
N = N =
UHPDOXL)HUPDW
)RORVLQG VLPEROXO OXL/HJHQGUH DYHP = ∀Q≥ 0 'LQOHJHDUHFL
SQ
S − S −
S ⋅
SURFLW LLS WUDWLFHGHGXFHPF Q = − = − Q ≥ 0 &XP
H[LVW RLQILQLWDWHGHQXPHUHSULPHGHIRUPDNGHFLH[LVW N Q Q≥ FX
N Q+ > N Q úL N Q + SULP ∀ Q ≥ $OHJHP Q FX N Q + > S0 $YHP
N Q + N Q +
N +−
= − = 'DU = = = −
$5+,0('(V1UVHSWHPEULHRFWRPEULH
− −
= = − = − 'HFL± DEVXUG
2/GLQQU
6 VHGHWHUPLQHIXQF LLOHI1
→1
FXSURSULHWDWHDF SHQWUXQ≥DUHORF
I Q + I I Q
LQHJDOLWDWHD I Q + >
*DEULHO'RVSLQHVFX2QHúWL
6ROX LH (YLGHQW IXQF LLOH I Q = Q I Q = Q + VXQW VROX LL ÌQWkL REVHUY P F úL
IXQF LLOH GH IRUPD I 1
→ 1
I = I N = N I N + = N + I N + =
= N + VXQWVROX LLN∈1
5HFLSURFYRPDU WDF RULFHVROX LHDUHDFHDVW
IRUP 3ULPXOSDVFRQVW vQDDU WDSULQLQGXF LHGXS NF I Q ≥ N ∀ Q ≥ N 3HQ
WUXN WRWXOHVWHFODU'DF I Q ≥ N ∀ Q ≥ N DWXQFL I I Q ≥ N ∀ Q ≥ N GHFL
N+N
I Q + > = N ∀ Q ≥ N XUPHD] HYLGHQW F I Q ≥ N + ∀Q ≥ N + /XkQG
I Q + I I Q
N Q RE LQHP I Q ≥ Q ∀ Q ∈ 1
'HFL I Q + > ≥
I Q + I Q
= I Q GHXQGH I Q + > I Q
≥
I I Q I I Q I Q +
−S
3H GH DOW SDUWH I Q + >
> > ⋅ ≥
Q− S Q− S−
−S
Q ≥ S + DYHP
< I Q ≤ ⋅ I S + DGLF S ⋅
−
$5+,0('(V1UVHSWHPEULHRFWRPEULH
⋅ OQ ≤ Q − S OQ + OQ I S + FHHDFHHVWHLPSRVLELOIDFHPQ→∞úLvPS U LP
FXQ±S
$úDGDU Q ≤ I Q ≤ Q + ∀ Q ≥ 'H DLFL ILH I Q = Q ∀ Q ≥ ILH
I Q = Q + ∀ Q ≥ ILH H[LVW N ∈ 1
FX I N = N + 'LQ RE LQHP
I Q = Q + ∀Q≥N /XkQGN PLQLPDVWIHOvQFkW I N = N + YRP RE LQHIGH
IRUPDLQGLFDW ODvQFHSXWXOVROX LHL$úDGDUVROX LLOHVXQWFHOHLQGLFDWHvQSULPDSDUWH
2/GLQQU
)LH D ≥ XQ QXP U QDWXUDO DVWIHO vQFkW D + D + D + VXQW SDOLQGUR
PLFH$WXQFLDHVWHRSXWHUHQDWXUDO DOXL
SURI*DEULHO'RVSLQHVFX2QHúWL
6ROX LH9RPIRORVLGRX UH]XOWDWHELQHFXQRVFXWH
5'DF D∈5±4DWXQFL ^^QD` _ Q ≥ ` HVWHGHQV vQ>@
53ULPDFLIU DOXL[HVWH ^OJ [`
[ ]
7UHFHPODUH]ROYDUHDSUREOHPHL$U W PvQWkLF D 3UHVXSXQHPF QXHVWHDúD
&D]XO D = &XP D ϕ ≡ PRG XOWLPDFLIU DOXL D Q + HVWHGHFL
úLSULPDFLIU 'HGXFHPF ^OJD Q + ` < OJ $U W PF >OJD Q + @ = > Q OJ D @
(VWH FODU F >OJD Q + @ ≥ > Q OJ D @ úL GDF QX DP DYHD HJDOLWDWH DP GHGXFH F
>OJD Q + @ = >Q OJ D@ + F FL >OJD Q + @ ≤ >OJ D Q + @ = >Q OJ D@ + GH XQGH
D Q + = N &XP [ + / ∀[∈=RE LQHPN úL D Q = LPSRVLELO'HFL
OJ > OJQ + − >Q OJ D@ > ^ OJ DQ` DGLF ^^ OJ DQ` _ Q ≥ ` QXHVWHGHQV vQ>@
'LQ5GHGXFHPF OJ D ∈4VDXOJD∈4DEVXUGF FL D =
&D]XO D ≠ úL D / $WXQFL D Q + ≡ PRG DGLF OJ < ^OJD Q + ` <
OJúLSURFHG PFDODFD]XOUH]XOWkQGF ^Q OJ D` < OJ DGLF vQED]DOXL5
OJD∈4DEVXUGF FL D /
'HFL D úLSXWHPVFULH D = N W FX W / 3UHVXSXQHPF W≥'DF W Q =
= [[ S DWXQFL D Q + = NQ [ [ S + = [ [ S ,
GHFLSULPDFLIU DOXL W Q
NQ−
ND [ −E N S − G
FQL + G = N FX SL ≥ $WXQFL QL = ⇒ FN D [ = D ⋅ N S + EF − DG
#
S
#
=
D F
" #
L →∞ L →∞
EF = DG
⇒ 'HFLD|FúLFXPFHVWHSULP D = F úL E = G
F = D ⋅ N S −D [
%
',9(57,60(170$7(0$7,&
3ULPDOHF LHGHPDWHPDWLFLDSOLFDWH
Q=
FHHDFHvQVHDPQ F vOSXWHPH[SULPDSH LQkQGFRQWGHúLDVWIHO
Q
OQHVLQSFRVS ∑
∞
Q =
ÌQFRQWLQXDUHQHG PVHDPDLPHGLDWF
FRVKT⋅ − WDQK T
]
úLH OLP +
] → ∞ ]
'HDFHHDSXWHPÄVLPSOLILFD³H[SUHVLDODIRUPD
$5+,0('(V1UVHSWHPEULHRFWRPEULH
FRVK T ⋅ − WDQK T
]
OQ OLP + + VLQ S + FRV S =
∞
] → ∞ ] ∑ Q
Q =
6 QHDPLQWLPF LQYHUVDPDWULFHLWUDQVSXVHHVWHWUDQVSXVDLQYHUVHLDVWIHOSXWHPVXE
UHVWULF LDXQXLVSD LXXQLGLPHQVLRQDOV IDFHPvQF RÄVLPSOLILFDUH³SULQLQWURGXFHUHDYHF
WRUXOXL;FHHDFHvQVHDPQ
; 7 − − ; − 7 =
$VRFLHPDFXPSH FXúLUH]XOW
( )
; 7 − − ; − 7 =
7UDQVSXVvQ
FRVK T ⋅ − WDQK T
]
OQ OLP + + VLQ S + FRV S = ∑
∞
] → ∞ ]
Q = Q
RE LQHPRDOW IRUP ÄVLPSOLILFDW ³
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