Академический Документы
Профессиональный Документы
Культура Документы
2352%/(0àe
ì,8135(0,8
$OH[DQGUX/XSDû
6 FRQVLGHU PDILUPD LDHJDOLWDWHD
+ + + =
HVWHDGHY UDW &XU EGDUHRULFHHOHYPDLDOHVFHOFDUHúWLHV SURJUDPH]HSRDWH
V YHULILFH DFHDVW ÄVLPSO ´ HJDOLWDWH 7RWXúL / (XOHU QX R FXQRúWHD YH]L >@ ±
>@/(XOHUDHQXQ DWXUP WRDUHDWH[WDGDSWDW
&RQMHFWXU /(XOHU(FXD LD
[ + [ + [ + [ = [
QXDGPLWHVROX LLvQWUHJL[MFX < [ < [ < [ < [ < [
,DW F HVWHLPSRUWDQW YH]L>@ÌQUHDOLWDWHLQILUP FRQMHFWXUDOXL/
(XOHU
(JDOLWDWHDDIRVWSUH]HQWDW vQ>@vQFDGUXOXQXLDUWLFROQRWHFDUHLQFOXGH
GRDUFkWHYDUkQGXUL'XS RSLQLDPHDFUHGF HVWHÄFHDPDLVFXUW ´QRW PDWHPDWL
F LPSRUWDQW SHFDUHDPFRQVXOWDWR
6 REVHUY P F GDF P ∈ 1 DWXQFL ^ P PPPP` HVWH GH
DVHPHQHD VROX LH D HFXD LHL ÌQ FHOH FH XUPHD] IDFHP XUP WRDUHD FRQYHQ LH
'RX VROX LLvQQXPHUHvQWUHJLSR]LWLYH
[ [ [ [ [ FX [ < [ < [ < [ < [ úL
\ \ \ \ \ \ < \ < \ < \ < \
DOHHFXD LHLVHQXPHVFHFKLYDOHQWHVXQWLGHQWLFHGDF H[LVW QXPHUHOHvQWUHJL
SR]LWLYHSTDVWIHOFD S\ S\ S\ S\ S\ = T[ T[ T[ T[ T[
3HQWUXHOXFLGDUHDXUP WRDUHLFKHVWLXQLVXEVHPQDWXORIHU XQSUHPLXvQYDORD
UHGH86'
3UREOHPD(VWH^`VLQJXUDVROX LHDHFXD LHL"
3UHPLXO VH YD DFRUGD SHUVRDQHL FDUH YD WULPLWH SULPD VROX LH 3UREDELO GXS
FXPDXSURFHGDW/-/DQGHUúL753DUNLQ>@DU ILLQWHUHVDQW GHDWUDWDDFHDVW
FKHVWLXQH vQFHUFkQG FX DMXWRUXO FDOFXODWRUXOXL V SXQHP vQ HYLGHQ R VROX LH GLV
WLQFW GH6 ^`$XWRUXODvQFHUFDWSH FDOFXODWRUGDUI U
VXFFHV7RDWHVROX LLOHJ VLWHGXS FkWHYD]LOHGHUXODUHDXIRVWHFKLYDOHQWHFX6
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
%LEOLRJUDILH
>@ /-/DQGHU753DUNLQ&RXQWHUH[DPSOHWR(XOHU¶VFRQMHFWXUHRQVXPV
RIOLNHSRZHUV%XOO$PHU0DWK6RF
>@ ' =HLOEHUJHU ,GHQWLWLHV ÌQ ÄT6HULHV DQG 3DUWLWLRQV´ HGLWRU 'HQQLV
6WDQWRQ 7KH ,0$ 9ROXPHV LQ 0DWKHPDWLFV DQG ,WV $SSOLFDWLRQV YRO
6SULQJHU±9HUODJ1HZ<RUN%HUOLQ
8QLYHUVLWDWHDGLQ6LELX
)DFXOWDWHDGHÄùWLLQ H´
'HSDUWDPHQWXOGH0DWHPDWLF
6WU,5D LXQU±6LELX
(PDLOOXSDV#MXSLWHUXOEVLELXUR
2*(1(5$/,=$5($
7(25(0(,/8,)52'$
SURI0DULXV*KHUJX
&ROHJLXO1D LRQDOÄ17LWXOHVFX´6ODWLQD2OW
ÌQPDWHPDWLFLDQXOURPkQ$OH[DQGUX)URGDSXEOLFDvQFHOHEUXOSHULRGLF
&RPSWHVUHQGXVGHO¶$FDGpPLHGHV6FLHQFHV3DULVXUP WRUXOUH]XOWDWYH]L>@
Ä0XO LPHDSXQFWHORUGHGLVFRQWLQXLWDWHGHSULPDVSH SHQWUXRIXQF LHUHDO
I5→5HVWHRPXO LPHFHOPXOWQXP UDELO ´
7HRUHPDGHPDLVXVHVWHGHDOWIHOLQFOXV vQWH]DGHGRFWRUDWDOXL$OH[DQGUX
)URGD>@6RUERQD$úDFXPVDUHPDUFDWúLvQ>@VXEOLQLHPvQF RGDW
IUXPXVH HDúLJHQHUDOLWDWHDDFHVWXLUH]XOWDWvQVHQVXOF QXVHLPSXQHQLFLRFRQGL
LH VXSOLPHQWDU DVXSUD IXQF LHL I 2 GHPRQVWUD LH HOHPHQWDU D WHRUHPHL GH PDL
VXVDIRVWGDW GHSURI,6DYXvQ>@
9RPJ VLvQFHOHFHXUPHD] RPXO LPHGHSXQFWHGHGLVFRQWLQXLWDWHDOHXQHL
IXQF LLUHDOHI5→5QXQHDS UDWGHSULPDVSH FDUHU PkQHvQF RPXO LPHFHO
PXOWQXP UDELO
'HILQL LH)LHI5 →5RIXQF LH8QSXQFW[ ∈5VHQXPHúWHSXQFWGHGLV
FRQWLQXLWDWHODVWkQJDGHSULPDVSH SHQWUXIGDF OLPLWD
&RUUHVSRQGHQFHDGGUHVVJKHUJXPDULXV#\DKRRFRP
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$QDORJVHSRDWHGHILQLQR LXQHDGHSXQFWGHGLVFRQWLQXLWDWHODGUHDSWDGHSUL
PDVSH SHQWUXIXQF LDUHDO I
2EV(YLGHQWRULFHSXQFWGHGLVFRQWLQXLWDWHGHSULPDVSH SHQWUXRIXQF LH
HVWHVDXSXQFWGHGLVFRQWLQXLWDWHODVWkQJDGHSULPDVSH VDXSXQFWGHGLVFRQWLQXL
WDWHODGUHDSWDGHSULPDVSH SHQWUXIXQF LDUHVSHFWLY
2EV8QSXQFWGHGLVFRQWLQXLWDWHODVWkQJDGUHDSWDGHSULPDVSH SHQWUXR
IXQF LHIQXHVWHQHDS UDWXQSXQFWGHGLVFRQWLQXLWDWHGHSULPDVSH 'UHSWFRQWUD
H[HPSOXV OX P
I5 →5 I [ = H GDF [ ≠ (VWHHYLGHQWF [ HVWHSXQFWGHGLVFRQWL
[
GDF [ =
QXLWDWHODVWkQJDGHSULPDVSH SHQWUXI7RWXúL[HVWHSXQFWGHGLVFRQWLQXLWDWHGH
VSH DDGRXDSHQWUXI
7HRUHPD)LHI5 →5RIXQF LH0XO LPHDSXQFWHORUGHGLVFRQWLQXLWDWHOD
VWkQJDGHSULPDVSH DOHIXQF LHLIHVWHRPXO LPHFHOPXOWQXP UDELO
'HPRQVWUD LH6 QRW P
; ^[ ∈ 5 _ [ HVWH SXQFW GH GLVFRQWLQXLWDWH OD VWkQJD GH SULPD VSH SHQWUX I`
; = ^[ ∈ ; OV [ > I [` ; = ^[ ∈ ; OV [ < I [`
(YLGHQW ; = ; ∪ ; 6 DU W PF ;HVWHFHOPXOWQXP UDELO
'DF [∈;DWXQFL OLP I W ≥ I [ GHFLSXWHPJ VL U[ T [ ∈4FXSURSULHW LOH
W↑ [
D U[ < [ T [ >
E _ I D − I E _< T [ ∀DE∈ U[ [
F _ I D − I [ _> T [ ∀D∈ U[ [
ÌQ PRG DEVROXW DQDORJ VDX DSOLFkQG 7HRUHPD SHQWUX IXQF LD J 5 → 5
J[ I±[VHRE LQH
7HRUHPD0XO LPHDSXQFWHORUGHGLVFRQWLQXLWDWHODGUHDSWDGHSULPDVSH
DOHIXQF LHLUHDOHI5→5HVWHRPXO LPHFHOPXOWQXP UDELO
&RQVHFLQ D$)URGD0XO LPHDSXQFWHORUGHGLVFRQWLQXLWDWHGHSULPDVSH
DOHIXQF LHLUHDOHI5→5HVWHRPXO LPHFHOPXOWQXP UDELO
$FHDVWDUH]XOW GLUHFWGLQ7HRUHPDúL2EVHUYD LDGHPDLVXV
&RQVHFLQ D)LHI5 →5RIXQF LHFXSURSULHWDWHDF vQRULFHSXQFW[ ∈5
H[LVW úLVXQWILQLWHOLPLWHOH OV [ = OLP I W OG = OLP I W $WXQFLPXO LPHDSXQFWH
W↑ [ W↓ [
ORUvQFDUHIHVWHFRQWLQX HVWHRPXO LPHGHQV vQ5
'HPRQVWUD LH)LH[\GRX QXPHUHUHDOH&RQIRUPLSRWH]HLRULFHSXQFWGH
GLVFRQWLQXLWDWH DO IXQF LHL I HVWH XQ SXQFW GH GLVFRQWLQXLWDWH GH SULPD VSH 'LQ
&RQVHFLQ DDFHDVW PXO LPHHVWHFHOPXOWQXP UDELO 'DF vQLQWHUYDOXO[\QX
DPJ VLQLFLXQSXQFWGHFRQWLQXLWDWHDOOXLIDWXQFLLQWHUYDOXO[\DUFRQ LQHQX
PDLSXQFWHGHGLVFRQWLQXLWDWHGHSULPDVSH GHFLDUILRPXO LPHFHOPXOWQXP UD
ELO $úDGDUSXWHPJ VLFHOSX LQXQSXQFWvQLQWHUYDOXO[\vQFDUHIHVWHFRQWL
QX &XP[\DXIRVWDUELWUDUDOHVHGHGXFHPF PXO LPHDSXQFWHORUvQFDUHIHVWH
FRQWLQX HVWHGHQV vQ5
$SOLFD LL
6HFRQVLGHU RIXQF LHI5→5FDUHVDWLVIDFHFRQGL LLOH
LIDUHOLPLWHODWHUDOHILQLWHvQRULFHSXQFWD∈5úL OV D ≤ I D ≤ OG D
LLSHQWUXRULFHDE∈5DEDYHP OV D < OV E
6 VHGHPRQVWUH]HF IHVWHVWULFWFUHVF WRDUH
0LKDL3LWLFDUL6RULQ5 GXOHVFXHWDSDMXGH HDQ FODVDD;,D
6ROX LH)LHDEGRX QXPHUHUHDOH&RQIRUP&RQVHFLQ HLPXO LPHDSXQF
WHORU vQ FDUH I HVWH FRQWLQX HVWH R PXO LPH GHQV vQ 5 $WXQFL vQ LQWHUYDOXO
DESXWHPJ VLXQúLU DQ Q ≥ FXSURSULHW LOH
OLP α Q = D úLSHQWUXRULFHQ≥IXQF LDIHVWHFRQWLQX vQαQ
Q →∞
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
[ + \ I [ + I \
)LHI5→5SHQWUXFDUH I ∀[\∈5$U WD LF GDF
=
IDUHOLPLWHODWHUDOHILQLWHvQRULFHSXQFW[∈5DWXQFLIHVWHFRQWLQX
0DUFHO&KLUL SUREOHPD;,$UKLPHGHQU
6ROX LH&RQIRUP&RQVHFLQ HLPXO LPHDSXQFWHORUvQFDUHIHVWHGLVFRQWLQX
HVWHR PXO LPH FHO PXOW QXP UDELO )LH[ ∈5úL [Q Q ⊂ 5 [Q → [ &RQIRUP
FHORUGHPDLVXVSXWHPDOHJHD ∈5XQSXQFWGHFRQWLQXLWDWHSHQWUXI'LQUHOD LD
GLQHQXQ DYHP
[ + D − [ I [Q + I D − [
I Q ∀Q≤
=
I [ + I D − [
I D =
7UHFkQGODOLPLW vQúLIRORVLQGFRQWLQXLWDWHDOXLIvQDGHGXFHP
OLP I [Q = I D − I D − [
Q→∞
LDUGLQJ VLP OLP I [Q = I [ &XPúLUXO [Q Q B5DIRVWDUELWUDUDOHVGH
Q→∞
GXFHPF IHVWHFRQWLQX vQ[úLGHFLSH5
)LHI5→5RIXQF LHFXSURSULHW LOH
LIQXDUHSXQFWHGHGLVFRQWLQXLWDWHGHVSH DDGRXD
LL I [ ≤ I [ + ∀[∈5Q∈1
Q
$U WD LF IHVWHFUHVF WRDUHSH5
0DULXV*KHUJX
6ROX LH&RQIRUPLSRWH]HLWRDWHSXQFWHOHGHGLVFRQWLQXLWDWHGDF H[LVW DOH
IXQF LHLIVXQWGHSULPDVSH 'LQ&RQVHFLQ DPXO LPHDSXQFWHORUGHFRQWLQXLWDWH
DOHOXLIHVWHGHQV vQ5
'LQHQXQ GHGXFHPXúRUF
I [ − U ≤ I [ ≤ I [ + U ∀[∈5U∈4U!
)LH[∈5XQSXQFWGHFRQWLQXLWDWHSHQWUXIúL[∈5DUELWUDU
'DF [[J VLP UQ Q B4∩∞ UQ → [ − [
'LQGHGXFHPF I [ ≤ I [ + UQ ∀Q ≥LDUGLQFRQWLQXLWDWHDOXLIvQ[UH
]XOW I [ ≤ I [
'DF [![J VLP UQ Q ⊂ 4∩∞ UQ → [ − [
'LQ GHGXFHP F I [ − UQ ≤ I [ ∀ Q ≥ LDU GLQ FRQWLQXLWDWHD OXL I UH]XOW
I [ ≤ I [
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$úDGDU
I [ ≤ I [ GDF [≤[
I [ ≥ I [ GDF [≥[
)LHDFXP[\GRX QXPHUHUHDOH'HRDUHFHPXO LPHDSXQFWHORUvQFDUHIHVWH
FRQWLQX HVWHGHQV vQ5SXWHPDOHJH [ ∈ [ \ XQSXQFWGHFRQWLQXLWDWHSHQWUXI
&RQIRUPFHORUGHPDLVXVYRPDYHD
I [ ≤ I [ ≤ I \ DGLF IHVWHFUHVF WRDUHSH5
%LEOLRJUDILH
>@ $)URGD6XUO¶HQVHPEOHGHVGLVFRQWLQXLWpVGHSUHPLqUHHVSqFH&RPSWHV
UHQGXVGHO¶$FDGpPLHGHV6FLHQFHV3DULVSS
>@ $ )URGD 7KqVHV )DFXOWp GHV VFLHQFHV GH 3DULV SRXU OH JUDGH GH
'RFWHXUqVVFLHQFHVPDWKpPDWKLTXHV+HUPDQ3DULV
>@ $)URGD(URDUHúLSDUDGR[vQPDWHPDWLF (G(QFLFORSHGLF 5RPkQ
%XFXUHúWL
>@ ,6DYX7UHLWHRUHPHFHOHEUHGHDQDOL] PDWHPDWLF *D]HWD0DWHPDWLF
SS
2(;7,1'(5(*(20(75,&à
$ì,58/8,/$/(6&8
'0% WLQH X*LXUJLXúL0LKiO\%HQF]H
/DGHDQLGHODQDúWHUHDPDUHOXL
PDWHPDWLFLDQURPkQ75$,$1/$/(6&8
ÌQ >@ D IRVW LQWURGXV FRQFHSWXO GH JHRPHWUL]DUH D úLUXOXL /DOHVFX JHR
PHWUL]DUH GHILQLW GH R GUHDSW G GLQ SODQXO 3 SUHFXP úL GH XQ SXQFW RDUHFDUH
7[\∈3
1HSURSXQHPV H[WLQGHPFRQFHSWXOGHJHRPHWUL]DUHDúLUXOXL/DOHVFXFXDMX
WRUXOHFXD LLORUXQRUFRQLFHVWXGLDWHvQPDWHPDWLFDGHQLYHOOLFHDO
&RQVLGHU P úLUXULOH GH QXPHUH UHDOH VWULFW SR]LWLYH SQ Q ≥ TQ Q ≥ UQ Q≥
VQ Q ≥ úLUXULFDUHDXXUP WRDUHOHSURSULHW L
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
H[LVW OLP SQ + − SQ = S ∈ 5
+
Q→∞
UQ = Q Q VQ = Q Q − ∀Q≥
6HPQDO P FkWHYDSURSULHW LLPSRUWDQWHDOHDFHVWRU úLUXULSURSULHW LFDUH QH
YRUIRORVLvQGHPRQVWUD LLOHXOWHULRDUH
S S − SQ
OLP Q = OLP Q + = OLP SQ + − SQ = S
Q→∞ Q Q → ∞ Q + − Q Q →∞
T T −T
OLP Q = OLP Q+ Q = OLP TQ+ − TQ = T
Q→∞ Q Q→∞ Q + − Q Q→∞
UQ Q Q Q + Q Q Q
Q Q
OLP = OLP = OLP Q = OLP OLP =H
−
Q Q +
Q→∞ Q Q→∞ Q Q Q +
Q+
⋅ =
Q→∞ Q →∞ Q →∞
VQ Q Q − Q − Q + QQ
OLP = OLP = OLP Q OLP =
Q→∞ Q + Q+ Q −
Q→∞ Q Q QQ
= ⋅
Q→∞ Q→∞
Q + Q Q
= OLP =
Q→∞ Q + Q +
H
⋅
Q
SQ SQ + − SQ
Q SQ
S SQ+ − SQ SQ+− SQ
⋅S
OLP Q+ = OLP + =H = H
S
SQ S
Q→∞ Q→∞
Q
Q
TQ TQ + − TQ
Q TQ
T TQ+ − TQ TQ+ −TQ
⋅T
OLP Q+ = OLP + =H = H
T
Q→∞ T TQ
Q→∞
Q
Q Q
Q+ Q +
= OLP Q + ⋅
U
OLP Q+ = OLP Q =
Q→∞ U
Q Q→∞
Q
Q→∞
Q Q+ Q +
Q +
OLP = H
Q → ∞ Q + Q +
Q Q
Q+ Q +
= OLP Q + ⋅
V
OLP Q+ = OLP =
Q→∞ V Q→∞ Q Q − Q→∞ Q − Q+ Q +
Q
Q + Q +
= OLP = ⋅ H = H
Q→∞ Q + Q+ Q +
⋅
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
7HRUHPD2ULFDUHDUILSXQFWXO7[\∈3úLUXO 'Q I 7 Q ≥ DUHOLPLW úL
7 ∈ ,QW& 2
OLP 'Q I 7 = S ⋅ T 7 ∈& 2
[ \
Q→∞
∞ 7 ∈ ([W& 2
[ \
S T
'HPRQVWUD LH1RWkQG XQ = Q+ ⋅ Q+ Q≥RE LQHPF
SQ T Q
X −
'Q I 7 = SQ[ ⋅ TQ\ ⋅ XQ − = SQ[ ⋅ TQ\ ⋅ Q ⋅ OQ XQ =
OQ XQ
S T XQ −
[ \
Q ⋅ Q ⋅ Q[ ⋅ OQ XQQ ∀Q∈1
∀7[\∈3
+ \ −
Q Q OQ XQ
⋅
X −
&RQIRUPúLUH]XOW F OLP XQ = úL OLP Q =
Q→∞ Q→∞ OQ X
Q
Q→∞
'DF vQWUHFHPODOLPLW FXQ→∞úL LQHPVHDPDGHúL
RE LQHPF OLP 'Q I 7 = S [ ⋅ T \ ⋅ ⋅ OQ H [ + \
⋅ OLP Q [ + \ −
=
Q→∞ Q→∞
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
Q→∞
&XDFHDVWDWHRUHPDHVWHGHPRQVWUDW
7HRUHPD2ULFDUHDUILSXQFWXO7[\∈3úLUXO 0 Q I 7 Q≥ DUHOLPLW úL
GDF 7 ∈ ,QW& 2
OLP 0 Q I 7 = S [ ⋅ H − \ GDF 7 ∈& 2
Q→∞
∞ GDF 7 ∈ ([W& 2
[ \
S U
'HPRQVWUD LH1RWkQG YQ = Q+ ⋅ Q+ Q ≥ RE LQHPF
SQ UQ
Y −
0 Q I 7 = SQ[ ⋅ UQ\ ⋅ YQ − = SQ[ ⋅ UQ\ ⋅ Q ⋅ OQ YQ =
OQ YQ
S U YQ −
[ \
Q ⋅ Q ⋅ Q[ + \ −
⋅ OQ YQQ ∀Q≥∀7∈3
Q Q OQ YQ
⋅
YQ −
&RQIRUPúLUH]XOW F OLP YQ = úL OLP =
Q →∞ Q→∞ OQ Y
Q
Q→∞
'DF vQWUHFHPODOLPLW FXQ→∞úL LQHPVHDPDGHúLRE L
QHPF OLP 0 Q I 7 = S [ ⋅ H \ ⋅ ⋅ OQ H [ + \
⋅ OLP Q [ + \ −
=
Q→∞ Q→∞
Q→∞
∞ GDF 7 ∈ ([W& 2
&XDFHDVWDWHRUHPDHVWHGHPRQVWUDW
7HRUHPD2ULFDUHDUILSXQFWXO7[\∈3úLUXO %Q I 7 Q≥ DUHOLPLW úL
GDF 7 ∈ ,QW& 2
OLP %Q I 7 = T [ ⋅ \ ⋅ H − \ GDF 7 ∈& 2
Q→∞
∞ GDF 7 ∈ ([W& 2
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
[ \
T V
'HPRQVWUD LH1RWkQG ZQ = Q+ ⋅ Q+ Q ≥ RE LQHPF
TQ V Q
Z −
%Q I 7 = TQ[ ⋅ VQ\ ⋅ ZQ − = TQ[ ⋅ VQ\ ⋅ Q ⋅ OQ ZQ =
OQ ZQ
T V ZQ −
[ \
⋅ OQ ZQQ ⋅ Q [ + \ − ∀Q≥∀7∈3
= Q ⋅ Q
Q Q OQ ZQ
⋅
ZQ −
&RQIRUPúLUH]XOW F OLP ZQ = úL OLP =
Q→∞ Q→∞ OQ ZQ
GHDVHPHQHDFRQIRUPFXúLDYHP OLP ZQQ = H [ ⋅ H \ = H [ + \
Q→∞
'DF vQWUHFHPODOLPLW FXQ→∞úL LQHPVHDPDGHúLRE L
QHPF OLP %Q I 7 = T [ ⋅ \ ⋅ H − \ ⋅ ⋅ OQ H [ + \
⋅ OLP Q [ + \ −
=
Q→∞ Q→∞
U V ]Q −
[ \
Q ⋅ Q ⋅ OQ ]QQ ⋅ Q [ + \ − ∀Q≥∀7∈3
Q Q OQ ]Q
⋅
] −
&RQIRUPúLGHGXFHPF OLP ] Q = úL OLP Q =
Q→∞ Q→∞ OQ ]
Q
Q→∞
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
Q→∞ Q→∞
Q→∞
∞ GDF 7 ∈ ([W& 2
&XDFHDVWDWHRUHPDHVWHGHPRQVWUDW
3ULQSDUWLFXODUL]DUHDSXQFWXOXL7 ∈3FLWLWRUXOSRDWHRE LQHGLYHUVHDSOLFD LLDOH
WHRUHPHORUGHPRQVWUDWH' PQXPDLGRX H[HPSOH
'DF vQUHOD LDFRQVLGHU PSXQFWXO7RE LQHPF
0 Q I 7 = Q+ Q + − Q Q ∀ Q ≥ DGLF DP RE LQXW úLUXO 7UDLDQ /DOHVFX úL
DWXQFL OLP 0 Q I 7 = OLP /Q = H −
Q→∞ Q→∞
'DF vQUHOD LDFRQVLGHU P7RE LQHPF
%Q I 7 = Q + Q + − Q Q − ∀Q≥
úLDWXQFL OLP %Q I 7 = OLP Q+ Q
( + − Q Q − = ⋅ H −
)
Q→∞ Q→∞
%LEOLRJUDILH
>@ % WLQH X0'ùLUXUL(GLWXUD$OEDWURV%XFXUHúWL
>@ % WLQH X*LXUJLX0'ùLUXUL/DOHVFX507DQXO;;1U
>@ % WLQH X*LXUJLX 0' 2 JHRPHWULH D úLUXULORU /DOHVFX 5HYLVWD
$UKLPHGH1USDJ
&835,9,5(/$2*(1(5$/,=$5(
'$7à81(,/,0,7('(ì,5
,&'U JKLFHVFX
ÌQ >@ HVWH SUH]HQWDW XUP WRDUHD JHQHUDOL]DUH D SUREOHPHL ;,, 507
vQFDUHVHFHUHDIODUHDOLPLWHLXQXLúLU
'kQGXVH úLUXO [Q GH QXPHUH UHDOH VWULFW SR]LWLYH FX SURSULHWDWHD F H[LVW
OLP [Q+ − [Q = [ ∈ 5
+ úLGDF DF∈ 5
+ EGH∈5VHDUDW F
Q→∞
Q
DF α [ α +
OLP α + ∑ D[N + EF[N + G[N + Hα = XQGHα!
Q →∞
Q N = α +
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$FHDVW JHQHUDOL]DUH SRDWH IL SODVDW vQWUXQ FDGUX PDL ODUJ FX DMXWRUXO XQRU
FXSOXULSDUWLFXODUHGHúLUXULGHQXPHUHUHDOHDVXSUDF URUDvPSUHXQ FXDSOLFD LLOH
ORUVHJ VHVFGHWDOLLvQ>@
)LHúLUXULOHGHQXPHUHUHDOHDQúLEQFDUHVDWLVIDFFRQGL LLOH
L < D Q a∞ Q → ∞
E −E
LL OLP Q+ Q = O −∞ < O < ∞
Q→∞ D
Q + − DQ
6SXQHPF DFHVWHúLUXULIRUPHD] XQO6±FXSOX
E
$WXQFLFRQIRUPWHRUHPHL&HVDUR6WRO]DYHP OLP Q = O 6HGHPRQVWUHD] F GD
Q →∞ D
Q
F O≠DWXQFLúLUXOEQHVWHPRQRWRQúLQHP UJLQLWHOWLQ]kQGF WUH±∞GDF O
úLF WUH ∞GDF O!ÌQSULPXOFD]O6FXSOXOHVWHQHJDWLYLDUvQFHOGHDOGRLOHD
HVWH SR]LWLY 'DF O DWXQFL úLUXO EQ SRDWH V QX ILH PRQRWRQ GH SLOG
EQ = − Q Q DQ = Q +
ÌQFHOHFHXUPHD] FRQVLGHU PO6FXSOXUL ^DQ [Q ` SR]LWLYHFX [Q ∈ 5
+
&RQVLGHU PGHDVHPHQHDIXQF LL ) 5
+ → 5 GHIRUPD ) [ = [ S I [ S!XQ
GHIHVWHRIXQF LHFXSURSULHWDWHDF H[LVW OLP I [ = λ −∞ < λ < ∞
[→∞
Q
∑ ) [N
1HSURSXQHPV FDOFXO P OLP N =
T!
Q→∞ DQ
Q
ÌQ DFHVW VFRS QRW P \Q = ∑ ) [N úL DSOLF P WHRUHPD &HVDUR6WRO] $YHP
N =
S
\ − \Q ) [Q+ [QS+ I [Q+ [Q+ DQS+
OLP QT+ OLP OLP OLP OLP
Q→∞ D
Q+ Q → ∞ DQ + − DQ
Q→∞ D
Q + − DQ
Q→∞ D T − D T Q→∞ D T − D T
T
= = = λ ⋅ T T
Q + Q Q + Q
DQS+ DQS+
= λO S OLP 'HRDUHFHvQFRQGL LLOHGDWHH[LVW / OLP
Q→∞ D T − D T Q→∞ D T − D T
=
Q + Q Q + Q
Q
DQS+−T
∑ ) [N
= OLP FRQFKLGHPF OLPLWDSURSXV H[LVW úL OLP N =
= λO S /
Q→∞
D
T Q→∞ DQT
− Q
DQ +
9RP WUDWD vQ FRQWLQXDUH FD]XULOH SRVLELOH SHQWUX OLPLWD / FHHD FH SUHVXSXQH
D
FRQVLGHUDUHDOLPLWHL F = OLP Q+ $FHDVW OLPLW SRDWHV ILHILQLW VDXLQILQLW vQ
Q→∞ D
Q
SULPXOFD]WUHEXLQGvQPRGHYLGHQWV FRQVLGHU PVHSDUDWFD]XULOHF F≠
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
&D]XOF
DQ +
1RWkQG ε Q = DQ+ − DQ UH]XOW F = + Q FX OLP Q =
ε ε
DQ DQ Q→∞ D
Q
D
'DF QRW P XQ = Q − DWXQFL XQ → úL
DQ+
S −T
DQS−T + Q
ε
/ = − OLP
DQ + ε Q S − T
= − OLP DQ = OLP
DQS−T
=
Q→∞ XQ Q→∞ DQ + XQ Q→∞
D
T
OQ Q+
DQ
DQS−T D S−T+ D S−T+
OLP OLP Q = OLP Q
T Q→∞ T Q→∞ ε Q T Q→∞ DQ+ − DQ
= =
OQ + Q
ε
DQ
'DF vQ SDUWLFXODU DQ + − DQ = FW GHFL QXPHUHOH DQ VXQW WHUPHQLL XQHL
SURJUHVLL DULWPHWLFH DWXQFL FRQGL LD F ^DQ [Q ` HVWH XQ O 6FXSOX LPSOLF
SHQWUXúLUXO[QFHULQ D OLP [Q+ − [Q = OG
Q→∞
∞ SHQWUX T < S +
ÌQDFHVWFD]OLPLWD/GHYLQH / = OLP DQS − T + =
GT Q → ∞ SHQWUX T > S +
3HQWUXT SUH]XOW / = LDUOLPLWDSURSXV GHYLQH
G S +
Q
∑ ) [N λO S
OLP N =
DQS+ G S +
=
Q→∞
2EVHUYD LH'DF DQ = Q GHFLG úLO [LDUIXQF LD)HVWHGHILQLW SULQ
E G H
) [ = D[ + EF[ + G[ + H = [ D + F + + XQGH F ! α !
α
α α +
[ [ [
OXkQG λ D ⋅F úL S = α + VHRE LQHUH]XOWDWXOFDUHFRQVWLWXLHRELHFWXOJHQHUDOL
α
] ULLGLQ>@
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
&D]XOFz
∞ SHQWUX T < S
DQS+−T
$WXQFLF!úL / = OLP
SHQWUX T > S
=
Q →∞ T
−
F
Q
F S ∑ ) [N FS
3HQWUXT SRE LQHP / = úL OLP N =
= λO S
F S − Q → ∞ DQS F S −
&DDSOLFD LHVHSRDWHFRQVLGHUDGHSLOG úLUXO
D = D D > DQ = D + D + D + Q ≥ vQFDUHFD]F D
Q −
&D]XOF f
D
&D]XOVHSRDWHWUDWD LQkQGVHDPDF OLP Q = VDXWUHFkQGODOLPLW SHQWUX
Q→∞ D
Q+
F→∞UH]XOWDWHOHGLQFD]XODQWHULRU
∞ SHQWUX T < S
5H]XOW / = OLP DQS+−T = LDUSHQWUXT S/ GHFL
Q→∞
SHQWUX T > S
Q
∑ ) [N
OLP N =
= λO S
Q→∞ DQS
&DDSOLFD LHVHSRDWHFRQVLGHUDGHSLOG úLUXO DQ = Q
%LEOLRJUDILH
>@ % WLQH X'0%HQF]H02JHQHUDOL]DUHDXQHLSUREOHPHDOXL*\|UJ\
6]|OO|V\$UKLPHGH
>@ 'U JKLFHVFX,&2QWKH*HQHUDOL]HG$VSHFWVRI.URQHFNHU/HPPDDQG
6RPH RI WKHP $SSOLFDWLRQV %XO 0DWK GH OD 6RF GHV 6FL 0DWK GH OD
5RXPDQLH720(QU%XFXUHúWL
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$3/,&$é,,$/(
,1(*$/,7àé,,/8,6&+85
%RJGDQ,RQL úL7LWX=YRQDUX%XFXUHúWL
,QHJDOLWDWHDOXL6FKXU
'DF [\]VXQWQXPHUHUHDOHSR]LWLYHDWXQFLSHQWUXRULFHU!DYHP
[ U [ − \ [ − ] + \ U \ − ] \ − [ + ] U ] − [ ] − \ ≥
HJDOLWDWHDDUHORFGDF úLQXPDLGDF [ = \ = ] VDXGDF GRX GLQWUHQXPHUHOH[\]
VXQWHJDOHúLFHO ODOWHVWH]HUR
'HPRQVWUD LH ,QHJDOLWDWHD ILLQG VLPHWULF vQ [ \ ] SXWHP SUHVXSXQH F
[ ≥ \ ≥ ] ÌQDFHDVW LSRWH] DYHP
[ − \ > [ U [ − ] − \ U \ − ] @ + ] U [ − ] \ − ] ≥
GHRDUHFHILHFDUHWHUPHQGLQPHPEUXOVWkQJHVWHSR]LWLY
&RURODU'DF [\]VXQWQXPHUHUHDOHSR]LWLYHDWXQFLDUHORFLQHJDOLWDWHD
[ + \ + ] + [\] ≥ [ \ + ] + \ [ + ] + ] \ + [
8566ID]DILQDO
'HPRQVWUD LH$SOLF PLQHJDOLWDWHDOXL6FKXUSHQWUXFD]XOU
[ [ − \ [ − ] + \ \ − ] \ − [ + ] ] − [ ] − \ ≥ ⇔ [ [ − [] − \] + \] +
+ \ \ − \[ − ]\ + ][ + ] ] − ]\ − [] + [\ ≥ ⇔ [ + \ + ] + [\] ≥
≥ [ \ + ] + \ [ + ] + ] \ + [
&RURODU'DF [\]VXQWQXPHUHUHDOHSR]LWLYHDWXQFLDUHORFLQHJDOLWDWHD
[ + \ + ] + [\] [ + \ + ] ≥ [\ [ + \ + \] \ + ] + [] [ + ]
'HPRQVWUD LH$SOLF PLQHJDOLWDWHDOXL6FKXUSHQWUXFD]XOU
$SOLFD LL
'DF DEFVXQWODWXULOHXQXLWULXQJKLDWXQFLDUHORFLQHJDOLWDWHD
D E + F − D + E D + E − E + F D + E − F ≤ DEF
2,0
WH&RURODUXO
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
2EVHUYD LH ,QHJDOLWDWHD GLQ HQXQ HVWH DGHY UDW SHQWUX RULFH QXPHUH UHDOH
SR]LWLYH
'DF [\]VXQWQXPHUHUHDOHSR]LWLYHDWXQFLDUHORFLQHJDOLWDWHD
[ [ − ] + \ \ − ] ≥ [ − ] \ − ] [ + \ − ]
5HSXEOLFD0ROGRYDID]DILQDO úL&DQDGDID]DILQDO
'HPRQVWUD LH,QHJDOLWDWHDHVWHHFKLYDOHQW FX
[ [ − [] + ] + \ \ − \] + ] ≥ [\ − [] − ]\ + ] [ + \ − ] ⇔
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
+ [] [ + ]@ + [\] ≥ [\ [ + \ + \] \ + ] + [] [ + ] ⇔
⇔ [ + \ + ] − [\] ≥ > [\ [ + \ + \] \ + ] + [] [ + ] @ ⇔
⇔ [ + \ + ] + [\] ≥ [ + \ + ] [\ + \] + []
'DU [ + \ + ] = GHFL [\] + ≥ [\ + \] + ][
3HQWUXRULFHQXPHUHUHDOHSR]LWLYH[\]DVWIHOvQFkW [ + \ + ] = DUHORFLQHJD
OLWDWHD [\ + \] + ][ − [\] ≤
2,03UDJD
'HPRQVWUD LH,QHJDOLWDWHDGLQHQXQ HVWHHFKLYDOHQW FX
+ [\]
[\ + \] + ][ ≤ &RQIRUPLQHJDOLW LLFGHOD$SOLFD LDDYHP
[\] + [ + \ + ]
[\ + \] + ][ ≤ 'DU [\] ≤ ⇔ [\] ≤ DWXQFL
[\] + + ⋅ [\]
'HFLLQHJDOLWDWHDGHODSXQFWXOFDO$SOLFD LHLHVWHPDL
≤
ÄWDUH´GHFkWFHDGLQHQXQ
3HQWUXRULFHQXPHUHUHDOHSR]LWLYH[\]DVWIHOvQFkW [ + \ + ] = DUHORFLQHJDOL
WDWHD [\ + \] + [] ≤ + [\]
0DUHD%ULWDQLHID]DILQDO
'HPRQVWUD LH,QHJDOLWDWHDGLQHQXQ HVWHHFKLYDOHQW FX
+ [\]
[\ + \] + [] ≤ 'LQFRQGL LD [ + \ + ] = UH]XOW [\] ≤ $VWIHOUH]XO
+ ⋅ [\] + [\]
W 'HFLLQHJDOLWDWHDGLQHQXQ HVWHPDLÄVODE ³GHFkWFHD
≤
GLQ$SOLFD LD
3HQWUXRULFHQXPHUHUHDOHSR]LWLYH[\]DVWIHOvQFkW [ + \ + ] = DUHORFLQHJD
OLWDWHD [ + \ + ] ≤ [ + \ + ] +
3URSXV GH0LKDL3LWLFDULúL'DQ3RSHVFXSHQWUXID]DILQDO
'HPRQVWUD LH,QHJDOLWDWHDGLQHQXQ HVWHHFKLYDOHQW FX
[ + \ + ] − [\ + \] + [] ≤ [ + \ + ] − [\] − ∑ [\ [ + \ + ⇔
⇔ − [\ + \] + [] ≤ − [\] − ∑ [\ + [\] + ⇔
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
[ \ ] +
[ \ ] + [\] ≥ [\] [\ + \] + [] ⇔ ≥ [\ + \] + []
'DF DEFUHSUH]LQW OXQJLPLOHODWXULORUXQXLWULXQJKLDWXQFL
D + E + F ≥ DE − F + EF − D + DEF
$LGD% O XF &*0
'HPRQVWUD LH
D + E + F ≥ DE − F + EF − D + DEF ⇔ D + E + F ≥ DE − EF + F +
≥ [\ [ + \ + \] \ + ] + [] [ + ] 1RW P [ = D \ = E ] = F úLYRPDYHD
D + E + F + D E F ≥ D E D + E + E F E + F + D F D + F
2EVHUYD LH,QHJDOLWDWHDGLQHQXQ HVWHDGHY UDW SHQWUXRULFHQXPHUHUHDOH
D [ [ − \ [ − ] + \ \ − ] \ − [ + ] ] − [ ] − \ ≥ SHQWUX RULFH QXPHUH
UHDOHSR]LWLYH
E [ + \ + ] + [ \ ] ≥ [ \ + \ ] + ] [ SHQWUXRULFHQXPHUHUHDOH
0DUHD%ULWDQLHID]DILQDO
'HPRQVWUD LHD,QHJDOLWDWHDHVWHLQHJDOLWDWHDOXL6FKXUFD]XOSDUWLFXODUU
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
'(7(50,1$5($&83218/8,'(
/81*,0(0,1,0à',17581ì,5
SURIGU$GULDQ$WDQDVLXúL7LWX=YRQDUX
)LH [ = [ [ [Q XQúLUGHQXPHUHvQWUHJLFX ≤ [L ≤ P XQGHPQVXQW
QXPHUHQDWXUDOHPQ
'HILQL LD >@ 8Q FXSRQ GH OXQJLPH PLQLP HVWH R VHFYHQ GH IRUPD
[L [L + [L +U DVWIHOFD ^ P` = ^[L [L + [L + U ` LDUUHVWHPLQLPFXDFHDVW
SURSULHWDWH
1XP UXO vQWUHJ U VSXQH FkWH HOHPHQWH FRQVHFXWLYH GLQ úLUXO [ VXQW QHFHVDUH
SHQWUXDRE LQHRPXO LPHFRPSOHW GHQXPHUHvQWUHJLvQWUHúLP
/XQJLPHDXQXLFXSRQHVWHU
([HPSOXOùLUXO[ DGPLWHGRX FXSRDQHGHOXQJLPH
PLQLP úL
ùLUXO[ DGPLWHXQFXSRQGHOXQJLPHPLQLP
ùLUXO[ QXDGPLWHQLFLXQFXSRQGHRDUHFHOLSVHúWHYDORDUHD
1HSURSXQHPV GHWHUPLQ PFXSRQXOGHOXQJLPHPLQLP GLQWUXQúLUGDW
$2SULP LGHHHVWHXUP WRDUHD
6HvQFHSHH[SORUDUHDFX[úLVHWHVWHD] HOHPHQWHOH [ [ SkQ VHRE LQHXQ
FXSRQDVHYHGHD>@ÌQPRGVLPLODUVHGHWHUPLQ DSRLFXSRQXOFDUHvQFHSHFX[
úDPGÌQILQDOVHUH LQHGRDUFXSRQXOGHOXQJLPHPLQLP GLQWUHFHOHJ VLWH
(YLGHQWGDF QXH[LVW QLFLXQFXSRQFDUHvQFHSHFX[LF XWDUHDvQFHWHD] QX
YRUILQLFLFXSRDQHFDUHV vQFHDS FX [ M M > L
$OJRULWPXOFXSRQIRORVHúWHXQYHFWRUGHOXFUXIUHFYDYkQGVHPQLILFD LD
IUHFY T = S GDF YDORDUHDTDDS UXWGHSS≥RUL
/XQJLPHDFXSRQXOXLPLQLPHVWHPHPRUDW vQYDULDELODFPLQDFHDVWDVHLQL LDOL
]HD] FXQGHRDUHFHOXQJLPHDFXSRQXOXLPLQLPGDF H[LVW HVWHFHOPXOWQ
'DF ODILQDOFPLQDUHYDORDUHDQvQVHDPQ F úLUXOGDWQXDUHPHOHPHQWH
GLVWLQFWH
7UHFHUHDGHODFXSRQXOFDUHvQFHSHFX[SODFHOFDUHvQFHSHFX[SVHUHDOL]HD]
IRORVLQG LQIRUPD LLOH GHMD RE LQXWH $VWIHO GDF [ S [ S+[T HVWH XQ FXSRQ úL
)DFXOWDWHDGH0DWHPDWLF 8QLYHUVLWDWHD%XFXUHúWLHPDLODDGULDQ#SFQHWUR
HPDLOW]YRQDUX#KRWPDLOFRP
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
IUHFY[S ! VXFFHVLXQHD [ S +[T HVWH GH DVHPHQHD XQ FXSRQ DFHVWD VH FRQWRUL
]HD] VHIDFHIUHFY[S IUHFY[S −HYHQWXDOVHPRGLILF úLFPLQGXS FDUHVH
WUHFHOD[S
'DF IUHFY[S VXFFHVLXQHD [ S +[T QXHVWHXQFXSRQDWXQFLIUHFY[S
HODSDUXWH HODSDUXWH−úLVHUHLDH[SORUDUHDúLUXOXLvQFHSkQGFXSR]L LDT
)RUPDODOJRULWPXODUHIRUPDXUP WRDUH
$OJRULWPFXSRQ
,QWUDUH[ [ [ [Q [L ∈ ^ P`
IRUL WRPGRIUHFY>L@
FPLQ QHODSDUXWH
M L M
ZKLOHMQGR
DUHSHDW
LL L
LLIUHFY>[L@ IUHFY>[L@
LLLLIIUHFY>[L@ WKHQHODSDUXWH HODSDUXWH
XQWLOHODSDUXWH PRUL Q
ELIHODSDUXWH PWKHQFPLQ PLQ^FPLQL−M`
FLIL QWKHQ
LLIFPLQ QWKHQÄ1XVXQWFXSRDQH³
HOVHSULQWFPLQ
LL6WRS
GM M IUHFY>[M@ IUHFY>[M@−
HLIIUHFY>[M@ WKHQHODSDUXWH HODSDUXWH−
HOVHJRWRE
6WRS
3URJUDPXO XUP WRU GHWHUPLQ FXSRQXO GH OXQJLPH PLQLP SHQWUX XQ úLU GH
FRPSRQHQWHvQWUHJLGLQLQWHUYDOXO>@RE LQXWFXIXQF LDUDQG
LQFOXGHLRVWUHDPK!
LQFOXGHFRQLRK!
LQFOXGHVWGOLEK!
YRLGPDLQYRLG
^ LQWLMNU[>@IUHFY>@
LQWQPFPLQHODSDUXWH
FOUVFU
UDQGRPL]H
Q P
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
/HPD
DL L +U = + VLJQ^_ [L − [L +U _` SHQWUXU≤
DL L +U = PD[^DL L +U − DL + L +U ` + N SHQWUXU≥XQGH
GDF DL L + U − = DL + L + U > DL + L + U − úL [L ≠ [L + U
N =
DOWIHO
6HSRDWHFRQVWUXLDFXPDOJRULWPXOFXSRQGHGHWHUPLQDUHDFXSRQXOXLGHOXQ
JLPHPLQLP
$OJRULWPFXSRQ
,QWUDUH[ [ [ [Q [L ∈ ^ P`
IRUL WRQGR DL L =
YDO U L
ZKLOH YDO ≤ P U < Q GR
DLIL Q−UWKHQU UL
HOVHL L
E6HFDOFXOHD] DL L + U FRQIRUPIRUPXOHLGLQ/HPD
FYDO DL L + U
LIUQWKHQ [L [L+U HVWHXQFXSRQGHOXQJLPHPLQLP U
HOVHÄ1XH[LVW FXSRQ³
6WRS
,GHHDDOJRULWPXOXLHVWHXUP WRDUHDVHFHUFHWHD] WRDWHVXEúLUXULOHGHOXQJLPH
U vQFHSkQG FX U úL VH QXP U HOHPHQWHOH GLVWLQFWH $OJRULWPXO VH RSUHúWH vQ
PRPHQWXOFkQGVDJ VLWXQVXEúLUFXPHOHPHQWHGLVWLQFWHVDXVHWHUPLQ FX
HúHFGDF QXJ VHúWHXQDVHPHQHDVXEúLU
([HPSOXO3HQWUXúLUXO[ FXQ P DOJRULW
PXOFXSRQYDGD
U
U
U
3HOLQLDUVDXVFULVYDORULOHDLLU±L «Q±UúLU «
)LHFDUHWULXQJKLGHGLPHQVLXQHGLQWDEHOUHSUH]LQW QXPHUHOH
DL L + U − DL + L + U DL + L + U +
DL L + U DL + L + U +
DL L + U +
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
FDUHSHUPLWHXQFDOFXOXúRUSHED]DIRUPXOHLGLQ/HPDDVHYHGHDVLPLOLWXGLQHD
FXWULXQJKLXO3DVFDO
6DX RE LQXW D = D = GHFL H[LVW FXSRDQH GH OXQJLPH PLQLP DIODWH
vQWUHSR]L LLOH−úLUHVSHFWLY−
([HPSOXO6 DSOLF PDFHODúLDOJRULWPSHQWUXúLUXO[ FX
Q P 9RPDYHD
6DRE LQXW D = GHFLFXSRQXOPLQLPHVWHDIODWSHSR]L LLOH−
2LPSOHPHQWDUHvQ&HVWH
LQFOXGHLRVWUHDPK!
LQFOXGHFRQLRK!
LQFOXGHVWGOLEK!
YRLGPDLQYRLG
^ LQWLNU[>@D>@>@
LQWQPYDO
FOUVFU
UDQGRPL]H
Q P
IRUL L QL[>L@ UDQGP
IRUL LQLD>L@>L@
YDO U L
ZKLOHYDO P UQ^
LIL QU^U UL `
HOVHL L
LIU ^D>L@>LU@ [>L@ [>LU@
YDO D>L@>LU@`
HOVH^LID>L@>LU@D>L@>LU@D>L@>LU@ D>L@>LU@
HOVHD>L@>LU@ D>L@>LU@
N D>L@ >LU@ D>L@ >LU@ D>L@ >LU@!D>L@ >LU@
[>L@ [>LU@
D>L@>LU@ D>L@>LU@NYDO D>L@>LU@``
LIUQFRXWHQG&XSRQPLQLP U
HOVHFRXW1XH[LVWDFXSRQ
JHWFK
`
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
'H UHPDUFDW F DPELL DOJRULWPL FXSRQ úL FXSRQ DX DFHHDúL FRPSOH[LWDWH
2Q3ULPXODOJRULWPDUHDYDQWDMXOXWLOL] ULLXQXLVSD LXGHPHPRULHPDLPLFLDU
DOGRLOHDFHODOXQXLWLPSGHH[HFX LHDGHVHDPDLUHGXVHORSULQGXVHvQPRPHQ
WXODIO ULLFXSRQXOXLPLQLP
3UREOHPHSURSXVH
&RQVWUXL LRYDULDQW UHFXUVLY DDOJRULWPXOXLFXSRQ&RPSOHWD LDOJRULWPXO
SHQWUXDSUH]HQWDúLYDORULOHVXEúLUXOXLFDUHIRUPHD] FXSRQXOGHOXQJLPHPLQLP
'HPRQVWUD L/HPHOHúL
&RQVWUXL LXQDOJRULWPFDUHV GHDQXP UXOFXSRDQHORUGHOXQJLPHPLQLP
GLQWUXQúLU
%LEOLRJUDILH
>@ ,RQ9 GXYD0RGHOHGHVLPXODUHFXFDOFXODWRUXO(G7HKQLF %XFXUHúWL
68%,(&7(3(1758(;$0(18/
'(%$&$/$85($77,3*5,/à
SURSXVHGHSURIHVRUJU,9DVLOH'LOLPR 1L
/LFHXOÄ*KùLQFDL³%XFXUHúWL
3URED'3URILOXULOHPDWHPDWLF IL]LF LQIRUPDWLF úLPHWURORJLH
9DULDQWD
68%,(&78/,S
)LH I = [ + ∈5>[@
S D'HFLGH LGDF I + L + I − L =
$%&'(
S E6WDELOL LGDF H[LVW K∈5>[@DVWIHOvQFkW I = [ − [ + ⋅ K úLK
$%&'(
S F'DF QRW P [ [ ∈&U G FLQLOHHFXD LHL K [ = [ DWXQFL _ [ _ + _ [ _=
$% & '(
S G'HFLGH LGDF J = [ − [ + ∈5>[@DWXQFLSHQWUX∀Q≥
J + J + + J Q − K + K + + KQ =
QQ + Q +
$ Q + % − Q Q + & − Q ' ( − QQ +
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
S G'DF [∈5DUHVLPHWULFXO[
∈5ODRSHUD LD DWXQFL
′ ′ ′ ′ ′
$ = − % = & = ' = ( =
S H(FXD LD [ ∗ = DUHVROX LDXQLF
$ [ = − % − & ' − ( −
68%,(&78/,,,S
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
D EQ D
S E'DF SHQWUX∀Q∈1
QRW P $Q = Q DWXQFL OLP Q =
FQ G Q Q →∞ E
Q
$%&∞'−(
ÌQSODQXO πvQ]HVWUDWFXVLVWHPXOGHFRRUGRQDWHFDUWH]LDQRUWRQRUPDW[2\
VHFRQVLGHU GUHDSWDGGHHFXD LH \ = [ + úLSXQFWXO%1RW P
GGUHDSWDSHUSHQGLFXODU SHGGXV SULQSXQFWXO%
S D3DQWDGUHSWHLGHVWH
$%−&−' − (
S E'DF ^& α β` = G ∩ G DWXQFLαβ
$% & ' (
S F'DF %
HVWHVLPHWULFXOOXL%ID GHGUHDSWDGDWXQFL
$ %
% %
& %
− ' %
−
( %
−
6ROX LL
9DULDQWD
68%,(&78/,
D I + L = > + L @ + = L + =
I − L = > − L @ + = −L + = ⇒ I + L + I − L =
9DULDQWDFRUHFW $
E'LQD⇒ I [ − − L [ − + L = [ − [ + = J ÌPS U LQGIODJRE LQHP
K = [ + [ + VDX I = [ + [ + − [ = [ + − [ = [ − [ + [ + [ +
(YLGHQW K = 9DULDQWDFRUHFW (
− ± L
F K [ = [ ⇔ [ + [ + = [ = ⇒ _ [ _ + _ [ _=
9DULDQWDFRUHFW &
G'HRDUHFH J − K = − [ ⇒ J + J + + J Q − K + K + + KQ
QQ +
= − + + + Q = − ⋅ = −QQ + 9DULDQWDFRUHFW %
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
D I
[ = ∀[∈5úL I
= 9DULDQWDFRUHFW %
[ +
G = 9DULDQWDFRUHFW $
+
= =
−
H [ = ∗ = ∗ − = ⋅ ⋅ − + − = ⋅ − = − =
9DULDQWDFRUHFW %
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
68%,(&78/,,,
− [ >
[
D > ⇒ [ ∈ ? ^` = 0 9DULDQWDFRUHFW %
[
≠
OQ − [
E&XIRUPXODGHVFKLPEDUHGHED] I [ = ∀[∈0
OQ − OQ [
9DULDQWDFRUHFW $
[
F ORJ [ − [ = ⇔ − [ = ⇔ [ + [ − = ∆ úL
− ± [ = ∉ 0
[ = GHFLHFXD LDQXDUHVROX LL9DULDQWDFRUHFW $
[ = − ∉ 0
=
−
OQ − [
G OLP I [ = OLP = OLP − [ = 9DULDQWDFRUHFW &
[→ [ → OQ − OQ [ [→
[
−
H I = ORJ = ⇒ I $ I = I I = I = úLDQDORJ
I $ I $ I = I I $ I = I = 9DULDQWDFRUHFW %
68%,(&78/,9
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
− − + Q ⋅ Q −
$ = 3 − % = ⇒ 3 Q = + Q
− − − ⋅ +
= Q Q
D + Q
úL OLP Q = OLP = 9DULDQWDFRUHFW (
Q→∞ E
Q
Q→∞ ⋅ −
Q
D PG = G ⊥G ⇒ PG = − 9DULDQWDFRUHFW '
\−
E(FXD LDGUHSWHLG = − ⇔ \ − = −[ + ⇔ [ + \ − =
[ −
α + β − =
^& α β` = G ∩ G ⇔ ⇔ α + α + − =
β = α +
α = − ⇒ β = − + = & − ⇒ α + β = 9DULDQWDFRUHFW (
λ +
− = λ = −
F %
λ µ úL&PLMORFXOOXL%%
⇒
= µ + µ =
⇔
9DULDQWDFRUHFW '
)58086(é($0$7(0$7,&,,
SURI5DPRQD1HFXODH
ÄDGHY UXOHVWHPDLSRHWLFGHFkWRULFHSHOXPH
PDLDOHVvQVWDUHDOXLSXU HVWHFKLDUPDLIDQWDV
WLFGHFkWRULFHDUSXWHDV Q VFRFHDVF VDXV úL
vQFKLSXLHPLQWHDRPHQHDVF ³
)'RVWRHYVNL
6 QXQHPLU PF DGHY UXOHVWHPLQXQDWF FLDGHY UXOUHIOHFW IUXPXVH HDúL
DUPRQLD 8QLYHUVXOXL 1LHOV %KRU VSXQHD Ä([LVW GRX WLSXUL GH DGHY UXUL XQXO
HOHPHQWDUSHFDUHHVWHVWXSLGVDOFRQWUD]LFLúLDOWXOSURIXQGSHQWUXFDUHúLDILUPD
LDRSXV HVWHúLHDXQDGHY USURIXQG³&HHVWHIUXPRVVHGRYHGHúWHDILúLDGHY
UDW úL FkQG XQ PDWHPDWLFLDQ UHXúHúWH R FRQVWUXF LH HOHJDQW DSURDSH vQWRWGHDXQD
DFHDVWDILHUH]ROY SUREOHPDSXV ILHGHYLQHXWLO DOWRUSUREOHPH'DUFHHVWHIUX
PXVH HDvQPDWHPDWLF "1HSXWHPRDUHP UJLQLODIUXPXVH HDH[WHULRDU VDXWUHEX
LHV F XW PIUXPXVH HDPDLDGkQF SXUW WRDUHGHVHPQLILFD LLSURIXQGH"'HVHRUL
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
FRQVLGHU P IUXPRV FHHD FH FRUHVSXQGH QRUPHORU úL LGHDOXULORU QRDVWUH )LHFDUH
HSRF DUHLGHDOXULOHúLPRGHOHOHVDOHGDUH[LVW RIUXPXVH HQHSLHULWRDUH&UHGF
PHUHXQHYRPEXFXUDGHDUPRQLDúLXQLWDWHDFXQDWXUDDELVHULFLL6I*LXOJLXGHSH
1HUOL GH SURSRU LLOH 3DUWKHQRQXOXL GH OXFU ULOH OXL %RWWLFHOOL /HRQDUGR GD 9LQFL
%UkQFXúLúLFLQHQXU PkQHXLPLWGHIUXPXVH HDVROHPQ DSLUDPLGHLOXL.HRSV"
2ULFkWDUYUHDYLD DV QHQYH H7RWGHPLQXQLPLHFXJHWXOFRQYLQV([LVW R
QHSLHULWRDUHIUXPXVH HùLRIRU FHUHQDúWHGHQHQYLQV±)7LXWFHY
'LQ VFULHULOH OXL +HURGRW FXQRDúWHP VHFUHWXO DUPRQLHL GHJDMDW GH SLUDPLG
3URSRU LLOHVWDELOLWHSHQWUX0DUHD3LUDPLG vQWUHODWXUDED]HLúLvQ O LPHHUDXvQDúD
IHOvQFkWDULDS WUDWXOXLFHDUHGUHSWODWXU vQ O LPHDSLUDPLGHLHVWHHJDO FXDULDRUL
F UXLWULXQJKLDOXQHLIH HODWHUDOHDSLUDPLGHL
ÌQFHUFkQGV GHVHQ PQHLPDJLQ PSLUDPLGDFHDUHFDED] S WUDWXOGHODWXU
±DvQ O LPHD±KúLDSRWHPDvQ O LPHDXQHLIH HODWHUDOH±FVHSRDWHREVHUYDF
K = DF VDX K F = D K UH]XOW F ODWXUDS WUDWXOXLDGLF vQ O LPHDSLUDPLGHLHVWH
PHGLD SURSRU LRQDO vQWUH GRX ODWXUL DOH WULXQJKLXOXL IRUPDW GH vQ O LPHD SLUDPL
GHLDSRWHPDSLUDPLGHLúLDSRWHPDED]HLFDUHILLQGGUHSWXQJKLFSHUPLWHDSOLFDUHD
WHRUHPHL OXL 3LWDJRUD F K D → F ± D úL GLQ K DF → F ± D DF VDX
F D = F D + FHHDFHUHSUH]LQW UHOD LDVHJPHQWHORUvPS U LWHvQUDSRUWXOW LH
WXULLGHDXUÄ7 LHWXUDGHDXU³H[SULP PDWHPDWLFIDSWXOF vQWUHGRX OXQJLPLVH
VWDELOHúWHXQ DVHPHQHDUDSRUWvQFkWOXQJLPHD FHD PDL PLF V ILHID GH FHD PDL
PDUH vQ DFHODúL UDSRUW vQ FDUH OXQJLPHD PDL PDUH VH DIO ID GH VXPD DPEHORU
U VSXQGHDVWIHOODvQWUHEDUHDXQGHWUHEXLHVLWXDWSXQFWXO$SHVHJPHQWXOGHGUHDSW
%&GDF YUHPFD %& %$ = %$ $& Ä7 LHWXUDGHDXU³HVWHOHJDW GHDVHPHQHDGH
SHQWDJRQXOUHJXODWúLGHGHFDJRQFDúLGHWRDWHIRUPHOHFHGHULY GLQDFHVWHGRX
SROLJRDQH$OJHEULFUH]ROYDUHDDFHVWHLHFXD LL Φ − Φ − = XQGH Φ = F D /H
QRPEUHG
RU0DWLOD*K\ND*DOOLPDUG3DULVFHH[SULP ÄSURSRU LDGHDXU³
G QXP UXOLUD LRQDO Φ = + DF UHLYDORDUHHVWHFXQRVFXWVXEQX
( )
PHOHGHÄQXP UXOGHDXU³2YDORDUHIRDUWHDSURSLDW GHYDORDUHDQXP UXOXLGHDXU
VHRE LQHSULQVHULDGHIUDF LL QXPLW ÄVHULDOXL)LERQDFFL³UH
SUH]HQWDUHDOXLVHIDFHSULQWURIUDF LHFRQWLQX LQILQLW FHIRORVHúWHGRDUFLIUD
Ä3URSRU LDGHDXU³SRVHG XQDQXPLWQXP UGHSURSULHW LPDWHPDWLFHLQWHUH
VDQWHGLQWUHFDUHFHDPDLHYLGHQW HVWHUDSRUWXOV XFXXQúLUGHIRUPHVLPSOHvQ
GHRVHELFXRVFKHP SHQWDJRQDO SHQWUDJUDP VHPQXOJHRPHWULFDOQXP UXOXLGH
DXUUHSUH]HQWDODSLWDJRUHLFLHPEOHPDDUPRQLHLúLDV Q W LL
'HH[HPSOXGDF XQXLGUHSWXQJKLFHXUPHD] ÄVHF LXQHDGHDXU³LVHDGDXJ
GLQQRXXQGUHSWXQJKLFDUHDUHFDUDFWHULVWLFLOHÄVHF LXQLLGHDXU³GHDOWIHOvQ8QH
H[WHQVLRQVGHODÄVHFWLRQG
RU³DX[FRQILJXUDWLRQVSDWLDOHVÄ0DWKHPDWLFD³YRO
QRS/LD$UDPDúL2OHJ$UDPDLQWURGXFFRQFHSWHOHGHÄGUHSW
XQJKLGHDXU³úLGHÄF U PLGDGHDXU³
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
WRDWHUHDOL] ULOHOXPLLPDWHULDOHQXQXPDL8QLYHUVXOQRVWUXXQLFúLQXQXPDLOHJLOH
FDUHO JXYHUQHD] FL WRDWH OHJLOH SRVLELOH FDUH VDU IL SXWXW UHDOL]D vQ FD]XO DOWRU
FRQGL LLLQL LDOHVDXvQDOWHXQLYHUVXUL"Ä0DWHPDWLFDHVWHVRUDúLDX[LOLDUDQHFHVDU
DUWHORUúLHVWHDWLQV GHQHEXQLHúLGHJHQLX³±0DUVWRQ0RUVH
6HJUHúHúWHRDUHDWXQFLFkQGVHFRPSDU DWkWGHVW UXLWRUIUXPRVXOGLQúWLLQ
FXFHOGLQDUW "
)UXPXVH HDFRQVWUXF LLORUORJLFHGLQPDWHPDWLF HVWHDQDORJ LQVSLUD LHLGLQDUW
)UXPXVH HDOLQLLORUúLDFXORULORUGLQÄ6I7UHLPH³DOXL5XEOLRYHVWHRPHWDIRU JHQL
DO DXQLW ULLDWUHLSHUVRDQHGLVWLQFWHLDUOD'RVWRHYVNLGHH[HPSOXWHQVLXQHDúLER
J LDWU LULORUVXIOHWHúWLIDFFDSUR]DOXLGXU V ILHVLQJXUDSRVLELO úLIUXPRDV
ÌQDUW ILHFDUHRSHU HVWHLQGLYLGXDO úLLUHSHWDELO )LJXUDOXL'RQ-XDQDIRVW
SUH]HQWDW GHPDLPXO LDXWRULSULQWUHFDUH0ROLqUH%\VRQ3XVNLQGDUGHILHFD
UHvQIHOXOV X
ÌQúWLLQ vQV SUREOHPDFRQVW vQJ VLUHDXQHLOHJLDQDWXULLLQGHSHQGHQW GH
LQGLYLGXDOLWDWHDRPXOXLGHúWLLQ &XWRDWHDFHVWHDUD LRQDPHQWXORPXOXLGHúWLLQ
VHOLPLWHD] ODSULQFLSLLOHFXQRDúWHULL0RGXOFRQFUHWvQFDUHvúLvQWUHSULQGF XW ULOH
HVWHLQGLYLGXDO$GHY UXOSRDWHILVWDELOLWSULQWURPXOWLWXGLQHGHSURFHGHH&DúLvQ
DUW IRUPDGHWUDQVSXQHUHDLGHLLUHIOHFW ERJ LDYLH LLVSLULWXDOHDDXWRUXOXLùLvQ
úWLLQ VH SRDWH UHFXQRDúWH DXWRUXO XQHL OXFU UL GXS PRGXO GH DERUGDUH D SUREOH
PHLGXS PHWRGHOHIRORVLWHGXS LQJHQXR]LWDWH$WXQFLFkQGXQRPGHúWLLQ YD
ORURVUH]ROY RSUREOHP PDLPRGHVW PHWRGHOHSHFDUHOHDFUHDWFRQWLQX V DF L
RQH]HúLV VHGH]YROWHvQSUREOHPHPDLLPSRUWDQWHÄùWLLQ DDUHGHFkúWLJDWFkQG
PLQ LS WUXQ] WRDUHVXQWFDSDELOHV ILQDOL]H]HLGHLFDUHSOXWHVFvQDHU³UHPDUF
I FXW ODDGUHVDOXL(LQVWHLQ
&XPVHPDQLIHVW IUXPXVH HDvQúWLLQ DPDWHPDWLF "
9RPvQFHUFDV U VSXQGHPP UJLQLQGXQHF XW ULOHODVLPHWULDúLXQLWDWHDOX
PLQLLDDFHOXLDGHY UDVFXQVÄ$GHY UXOQXVWU OXFHúWHGHFkWvQRFKLLFHOXLFDUHOD
F XWDWvQGHOXQJGHVWXOGHvQGHOXQJFDV PHULWHV OYDG ³±/HEHVJXH
'XS vQGRLHOL GXS JUHúHOL GXS QHQXP UDWH HQLJPH VXUYLQH GHRGDW FOLSD
PLQXQDW D FODUYL]LXQLL úL FXYLQWHOH QHFXQRVFXWH VH WUDQVIRUP vQWUXQ VRQHW GH
6KDNHVSHDUHvQWURFRPHGLHGH0ROLqUHQLVHGHVFKLGHSOLQ GHPLQXQLLQILQLW
GHIUXPRDV ROXPHQRX úLDWkWGHYHFKH0$7(0$7,&$
Ä,QILQLWXOHPXOWPDLPDUH
'HFkWQHvQFKLSXLP
1RV SXWHPQLFLRGDW
6 OXPSOHPFXVXIOHWXOQRVWUX³
06RUHVFX
%LEOLRJUDILH
>@ $0LJGDO'HODvQGRLDO ODFHUWLWXGLQH(GLWXUD3ROLWLF
>@ +3RLQFDUHùWLLQ DúLPHWRGD(GLWXUDùWLLQ LILF
>@ /DXUHQ LX'XLFDQ3ULQODELULQWXOJHRPHWULHL(GLWXUD$OEDWURV
>@ 6RORPRQ0DUFXV$UWDúLúWLLQ D(GLWXUD(PLQHVFX
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
6,0(',$1(/(818,75,81*+,
SURI$OEX9DVLOHùF1U'HM
6LPHGLDQD XQXL WULXQJKL VH GHILQHúWH FD VLPHWULD XQHL PHGLDQH ID GH ELVHF
WRDUHDDFHOXLDúLYkUI
7HRUHPDVLPHGLDQHL6LPHGLDQDFRUHVSXQ] WRDUHXQHLODWXULvPSDUWHODWXUD
UHVSHFWLY vQWUXQUDSRUWHJDOFXS WUDWXOUDSRUWXOXLFHORUODOWHGRX ODWXULDOHWULXQ
JKLXOXL
'HPRQVWUD LH$YHP $
0% 6 $0% $% ⋅ $0 ⋅ VLQ [
=
0& 6 $0& $& ⋅ $0 ⋅ VLQ \
= =
XQ
$& $% ⋅ $' ⋅ VLQ \ $& ⋅ 6 $%' $&
⋅ = =
% &
0 ( '
GH'HVWHPLMORFXO>%&@
[ P
%$0\ P
0$&>$( ELVHFWRDUHD
%$&
&DOFXOXOVLPHGLDQHORU)LH$0VLPHGLDQ 0∈%&$YHP
%0 F %0 F DF DE
%0 úL 0&
0& E D E + F E + F E + F
= ⇒ = ⇒ = =
E F EF
⇒$0 = ⋅ > E + F − D @ = VD ⇒ VD = ⋅ PD XQGHDPQRWDW
E + F
E +F
E + F D
PD = WHRUHPDPHGLDQHL
−
3ULQSHUPXW ULFLUFXODUHJ VLPH[SUHVLLOHúLSHQWUXFHOHODOWHVLPHGLDQH3XWHP
FDOFXODVLPHGLDQDIRORVLQGSURSULHW LDOHGUHSWHORUL]RJRQDOHYH]L>@&RQFXUHQ D
VLPHGLDQHORUUH]XOW GLQUHFLSURFDWHRUHPHLOXL&HYD
$% %& & $ F D E
⋅ = ⇒ $$ ∩ %% ∩ && = ^. `
$& % $ &% E F D
⋅ ⋅ = ⋅
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$ULDWULXQJKLXOXLVLPHGLDQ
7ULXQJKLXO VLPHGLDQ HVWH WULXQJKLXO FX YkUIXO vQ SLFLRDUHOH VLPHGLDQHORU
∆$%&1RWkQG6VDULDWULXQJKLXOXLVLPHGLDQúLIRORVLQGSHQWUXDULD ∆$%&IRUPXOD
EF ⋅ VLQ $ $
6= $$ %% && VLPHGLDQH
$$ ∩ %% ∩ && = ^. ` FX QRWD LLOH GLQ IL & %
.
6 $% ⋅ $& 6 %$ ⋅ %&
JXU J VLP = =
6 $% ⋅ $& 6 %& ⋅ %$ % &
6 &$ ⋅ &% $
$SOLFkQG WHRUHPD VLPHGLD
6 &$ ⋅ &%
=
QHLúLH[SULPkQGVHJPHQWHOHGHWHUPLQDWHGHVLPHGLDQ SHODWXULvQIXQF LHGHOXQJL
EF FE
PLOHODWXULORUDEFDYHP $% = $&
D + F D + E
=
6 E F
$YHP =
6 D + E D + F
6 D E 6 D F
ÌQPRGDQDORJDYHP
6 D + F E + F 6 D + E E + F
= =
D E F
'HRDUHFH 6 = 6 + 6 + 6 + 6 V ⇒ 6 V = ⋅ 6
D + E D + F E + F
2EVHUYD LH 6 V HVWH PD[LP FkQG ∆$%& HVWH HFKLODWHUDO ÌQWUDGHY U QRWkQG
D + E D + F E + F
6 = 6 V ⋅ N XQGH N = 6 V HVWH PD[LP FkQG N HVWH PL
D E F
D + E D + F E + F D E F
QLP 'DU N = ≥ = N ≥ XQGH VD DSOLFDW
D E F D E F
$+ %
LQHJDOLWDWHDPHGLLORU ≥ $ ⋅ % $ ≥ % ≥ $YHP HJDOLWDWHD D E F úL
vQDFHVWFD]∆$%&FRLQFLGHFXWULXQJKLXOPHGLDQ
$SOLFD LHODVLPHGLDQHOHXQXLWULXQJKL
ÌQ ∆$%&DPQRWDWFX.SXQFWXOGHLQWHUVHF LHDOVLPHGLDQHORU $$ %% &&
$. %. &.
$P QRWDW P = Q = S= 6 GHWHUPLQ P WULXQJKLXULOH SHQWUX FDUH
.$ .% .&
PQSVXQWQXPHUHQDWXUDOH&RQIRUPWHRUHPHLOXL9DQ$XEHODYHP
.$ & $ % $ .$ E F E + F
$YHP = P ⇒ E + F = PD ÌQPRG
.$ & % %& .$ D D D
= + = + =
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
D + E − SF =
−P
+Q+ S
GDF − Q = GH XQGH UH]XOW P + Q + S + − PQS = ⇒ P =
QS −
−S
SHQWUX QS ≠ DYHP < QS − ≤ + Q + S ÌQORFXLQG vQ XOWLPD UHOD LH Q [
S \⇒≤[\≤6LQJXUHOHSRVLELOLW LSHQWUX[úL\∈1FDUHYHULILF FHDGLQ
XUP UHOD LHVXQWGDWHvQXUP WRUXOWDEHO
[
\
Q
S
P
&D]XO Q = S − HVWHLPSRVLELO'LQDFHVWWDEHOUH]XOW F VLQJXUHOHVROX LLQD
WXUDOHPQSVXQWúLFHOHRE LQXWHGHHOHSULQSHUPX
W ULFLUFXODUH9RPDYHD
E + F = D E + F = D E + F = D
, F + D = E ,, F + D = E ,,, F + D = E
7$%/$,=20(75,&àì,52/8/(,¨1
¨168ì,5($&25(&7à$12é,81,/25'(
*(20(75,(¨1*5à',1,éàì,ì&2$/à
/LYLD*LXUJLXHGXFDWRDUH*U GLQL D1U'HMMXG&OXM
*KHRUJKH*LXUJLXSURIHVRUùFRDOD1U'HMMXG&OXM
ÌQSUHGDUHDvQY DUHDJHRPHWULHLvQJU GLQL úLúFRDO WUHEXLHV DYHPSHUPD
QHQWvQYHGHUHSDUWLFXODULW LOHLQGLYLGXDOHúLGHYkUVW DOHSUHúFRODULORUúLHOHYLORU
&RQVLGHU PF vQSULQFLSLXDUWUHEXLV SRUQLPGHODQR LXQHDGHSXQFW$SRL
VH LPSXQH SUHFL]DUHD QR LXQLL GH ILJXU JHRPHWULF DFHDVWD ILLQG R PXO LPH GH
SXQFWHGLQSODQVDXVSD LXFXPHQ LXQHDF SXQFWXOHVWHúLHORILJXU JHRPHWULF
PXO LPHDFXXQVLQJXUHOHPHQW
ÌQPXOWHPDQXDOHDPREVHUYDWXWLOL]DUHDQR LXQLLGHÄILJXU JHRPHWULF ´I U
DILQLF LHULGHILQLW VDXGHVFULV
3XWHPDFXPGDH[HPSOHGHILJXULJHRPHWULFHGUHDSWDVHJPHQWXOGHGUHDSW
VHPLGUHDSWDXQJKLXOHWFSUHFXPúLDUHOD LLORUGLQWUHHOHGHH[HPSOXDSDUWHQHQ D
XQXLSXQFWODRGUHDSW LQFOX]LXQHDXQHLGUHSWHvQWUXQSODQúD
$[LRPHOHGHH[HPSOXD[LRPDGUHSWHLúLWHRUHPHOHDUFRPSOHWDVWXGLXOJHR
PHWULHLHXFOLGLHQH
(XFOLG D VFULV vQ VHF DO ,9OHD v +U OXFUDUHD Ä(OHPHQWH´ WUDGXV vQ OLPED
URPkQ vQWUHLYROXPHGHSURIHVRUXOFOXMHDQ9LFWRU0DULDQúLWLS ULW
vQDQXOOXFUDUHSHFDUHVHED]HD] úLDVW ]LJHRPHWULDVWXGLDW vQúFRDO
2DERUGDUHDSUHG ULLJHRPHWULHLvQVSLULWXOFHORUGHPDLVXVQHDUIHULGHXQHOH
JUHúHOLLQFOXVLYvQFHHDFHSULYHúWHSROLJRDQHOH
% QXLPF RPXOSULPLWLYDGHVHQDWSULPHOHVHJPHQWHFXGHJHWXOVDXFXE XO
SH QLVLS DSRL D REVHUYDW F SHQWUX D S VWUD DQLPDOHOH SULQVH DUH QHYRLH SHQWUX
JDUGGHPLQLPXPWUHLODWXUL$VW ]LGHILQLPWULXQJKLXOFDILLQGILJXUDJHRPHWULF
IRUPDW GLQUHXQLXQHDVHJPHQWHORUvQFKLVH>$%@>%&@úL >&$@XQGH$%&VXQW
WUHL SXQFWH QHFROLQLDUH 'XS SUHFL]DUHD LQWHULRUXOXL úL H[WHULRUXOXL XQXL WULXQJKL
SXWHPVSXQHF VXSUDID DWULXQJKLXODU HVWHUHXQLXQHDGLQWUHXQWULXQJKLúLLQ
WHULRUXOV X
$ $
% & % &
)LJ75,81*+,8/ )LJ6835$)$ $75,81*+,8/$5
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
• • • • • •
• • • • • •
• • • • • •
• • • • • •
• • • • • •
• • • • • •
)LJ7DEO L]RPHWULF FXGHFXLH )LJ7DEO L]RPHWULF FXFXLH
/DQHYRLHVHSRWDOLSLGRX VDX GLQWUHHOHILLQGSHFHUF
PDLPXOWHWDEOHL]RPHWULFH
8QDOWWLSGHWDEO L]RPHWULF HVWHFHDFXFXLHDúH]DWHvQIRUP GHFHUFDO
WUHLVSUH]HFHOHD FXL ILLQG vQ FHQWUXO FHUFXOXL úL vQF FXLH FkWH XQXO vQ ILHFDUH GLQ
FHOHFRO XULDOHSODQúHWHLILJ
'HFXLHOHXQHLWDEOHL]RPHWULFHVHSRWSULQGHHODVWLFHGHGLIHULWHFXORULFXDMXWRUXO
F URUDSXWHPILJXUDVHJPHQWHSROLJRDQHVDXFHUFXULSUHúFRODULLVDXHOHYLLDYkQGLPD
JLQLOHDFHVWRUILJXULJHRPHWULFHDSURSLDWHGHGHILQL LLOHPDWHPDWLFHDOHDFHVWRUD
&RSLOXOUHSUH]LQW RILJXU JHRPHWULF SHWDEODL]RPHWULF GXS PRGHOXOHGX
FDWRDUHLvQY WRDUHLGXS LPDJLQLVDXSHED]DLQGLFD LLORUYHUEDOHSULPLWH3HQWUX
vQFHSXWSUHúFRODULLHOHYLLSRWILvQGUXPD LSULQPDUFDUHDFXLHORUFXDMXWRUXOF URUD
YRUUHSUH]HQWDDSRLRDQXPLW ILJXU JHRPHWULF
/DJU GLQL VDXvQSULPHOHFODVHGLQFLFOXOSULPDUWDEODL]RPHWULF IRORVLW FD
RÄMXF ULH´YDILXWLOL]DW FXSO FHUHGHF WUHFRSLL
'DF FHUHP FRSLLORU V UHSUH]LQWH GH H[HPSOX XQ S WUDW PDUF P PDL vQWkL
FHOHSDWUXYkUIXULDOHS WUDWXOXLDSRLFRSLOXOFXDMXWRUXOXQXLHODVWLFGHRDQXPLW
FXORDUHYDUHSUH]HQWDS WUDWXO)LJ
• • • • • •
• • • • • •
• • • • • •
• • • • • •
• • • • • •
• • • • • •
)LJ5HSUH]HQWDUHDXQXLS WUDWFXDMXWRUXOWDEOHLL]RPHWULFH
9RPHQXPHUDúLDOWHXWLOL] ULDOHWDEOHLL]RPHWULFH
GHWHUPLQDUHDXQHLDQXPLWHRUHIRORVLQGWDEODL]RPHWULF GLQILJXUD
UHSUH]HQWDUHDXQRUIUDF LLGRLPHDS WULPHDHWF
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
UHSUH]HQWDUHDXQRUSXQFWHvQWUXQVLVWHPGHD[HGHFRRUGRQDWH
UHSUH]HQWDUHDJUDILFXOXLXQHLIXQF LLOLQLDUH
FRQVWUXLUHDGHILJXULVLPHWULFHID GHRD[ VDXID GHXQSXQFW
FRQVWUXLUHDXQHLILJXULSULQURWD LHFXXQXQJKLPXOWLSOXGH°VDXSULQWUDQV
OD LHHWF
3HOkQJ DOWHPDWHULDOHGLGDFWLFHúLPLMORDFHGHvQY PkQWFRQVLGHU PF XWL
OL]DUHDWDEOHLL]RPHWULFHHVWHEHQHILF SHQWUXvQVXúLUHDFXQRúWLQ HORUPDWHPDWLFHvQ
JU GLQL úLúFRDO
%LEOLRJUDILH
>@ 3URJUDPDDFWLYLW LORULQVWUXFWLYHGXFDWLYHvQJU GLQL DGHFRSLLDSURED
W VXEQUVHSW
>@ 0(& &RQVLOLXO 1D LRQDO SHQWUX &XUULFXOXP *KLG PHWRGRORJLF SHQWUX
DSOLFDUHDSURJUDPHORUGHPDWHPDWLF ±SULPDUJLPQD]LDO%XFXUHúWL
>@ 01HXPDQQ110LK LOHDQX)XQGDPHQWHOHJHRPHWULHL('3%XFX
UHúWL
5(=2/9à5,$/(352%/(0(,
/8,(,167(,1
ÌQQUDOUHYLVWHLDIRVWSXEOLFDW RSUREOHP GHORJLF DWULEXLW SULQ
WUDGL LH OXL $OEHUW (LQVWHLQ 3UREOHPD D VWkUQLW PXOW LQWHUHV SULQWUH FLWLWRULL QRúWUL
0XO L GLQWUH DFHúWLD QHDX WULPLV VROX LL LQWHUHVDQWH 9RP SXEOLFD vQ DFHVW QXP U
GRX GLQWUH VROX LL XQD GDW GH SURI $GULDQD 0DULú úL DOWD GH (GXDUG &RQVWDQWLQ
ùHUE QRLX 0HQ LRQ P úL DOWH VROX LL LQWHUHVDQWH GDWH GH SURI 7UDLDQ 3UHGD $OH
[DQGUX &KLFKHDQX /LF Ä$O 9ODKX ³ %XFXUHúWL 0DWHL *DYULú ùF Ä(
9 F UHVFX³%XFXUHúWLÌQP VXUDvQFDUHQHYDSHUPLWHVSD LXOUHYLVWHLYRPPDL
SXEOLFDúLDOWHPRGHOHGHVROX LH
ÌQFHSHPFXHQXQ XOSUREOHPHL
([LVW FLQFLFDVHILHFDUHGHDOW FXORDUHÌQILHFDUHFDV ORFXLHúWHGRDURVLQ
JXU SHUVRDQ ILHFDUH GH DOW QD LRQDOLWDWH )LHF UXL ORFDWDU DO ILHF UHL FDVH vL
SODFHRDQXPLW E XWXU IXPHD] RDQXPLW PDUF GH LJ ULúLGH LQHXQDQXPLW
DQLPDOGHFDV 2ULFDUHGRX GLQWUHFHOHFLQFLSHUVRDQHQXEHDXDFHHDúLE XWXU
QXIXPHD] DFHHDúLPDUF GH LJ ULúLQXGH LQHDFHODúLIHOGHDQLPDOGHFDV
&XLvLDSDU LQHSHúWLúRUXOGHDFYDULXúWLLQGF
HQJOH]XOORFXLHúWHvQFDVDURúLH
VXHGH]XODUHXQFkLQH
GDQH]XOEHDFXSO FHUHFHDL
FDVDYHUGHVHDIO vQVWkQJDFDVHLDOEH
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
ORFDWDUXOFDVHLYHU]LEHDFDIHD
SHUVRDQDFDUHIXPHD] 3DOO0DOODUHRSDV UH
ORFDWDUXOFHORFXLHúWHvQFDVDGLQPLMORFEHDODSWH
ORFDWDUXOGLQFDVDJDOEHQ IXPHD] 'XQKLOO
QRUYHJLDQXOORFXLHúWHvQSULPDFDV
IXP WRUXOGH0DUOERURORFXLHúWHOkQJ FHOFDUHDUHRSLVLF
ORFDWDUXOFDUHDUHXQFDOORFXLHúWHOkQJ FHOFDUHIXPHD] 'XQKLOO
IXP WRUXOGH:LQILHOGEHDFXSO FHUHEHUH
QRUYHJLDQXOORFXLHúWHOkQJ FDVDDOEDVWU
JHUPDQXOIXPHD] 5RWKPDQV
IXP WRUXOGH0DUOERURDUHXQYHFLQFDUHEHDDS
,5H]ROYDUHGDW GHSURI$GULDQD0DULú&1Ä&%UHGLFHDQX/XJRM³
2EVHUYD LH$PQXPHURWDWLQIRUPD LLOHGLQHQXQ XOSUREOHPHLSHQWUXDXWLOL]D
PDLXúRU9RPSURFHGDODIHOúLFXUH]XOWDWHOHSDU LDOHSHFDUHOHYRPRE LQHvQFRQ
WLQXDUH
$PLQWHUSUHWDWLQIRUPD LDFDVDYHUGHVHDIO vQVWkQJDFDVHLDOEHSULQIDSWXO
F FHOHGRX FDVHVHDIO OkQJ FHDODOW LDUSHQWUXLQIRUPD LDQRUYHJLDQXOORFX
LHúWHvQSULPDFDV DPFRQVLGHUDWF QXPHURWDUHDVHIDFHGHODVWkQJDODGUHDSWD
5H]ROYDUH5HOD LDQHLQIRUPHD] F QRUYHJLDQXOORFXLHúWHvQSULPDFDV
'LQUHOD LDGHGXFHPF DGRXDFDV HVWHDOEDVWU GHFLSULPDQXHDOEDVWU 'LQ
UHOD LD SULPD FDV QX SRDWH IL URúLH F FL DFHD FXORDUH R DUH FDVD HQJOH]XOXL
'LQSULPDFDV QXSRDWHILQLFLYHUGHQLFLDOE
6LQJXUDYDULDQW SRVLELO SHQWUXFXORDUHDSULPHLFDVHU PkQHJDOEHQGHFL
3ULPDFDV HVWHJDOEHQ
&RQIRUP UHOD LHL QRUYHJLDQXO FDUH ORFXLHúWH vQ FDVD JDOEHQ IXPHD]
'XQKLOOGHFL
1RUYHJLDQXO IXPHD] 'XQKLOO úL FRQIRUP ORFDWDUXO FHOHL GH D GRXD
FDVHDUHXQFDO
$PVWDELOLWGHMDF SULPDFDV HVWHJDOEHQ úLDGRXDDOEDVWU LQkQGFRQWGH
SHQWUX FHOHODOWH WUHL FDVH H[LVW YDULDQWHOH YHUGH DOE URúLH VDX URúLH YHUGH
DOE ÌQSULPDYDULDQWHFDVDYHUGHDUILODPLMORFvQWUHFHOHFLQFL'DUFRQIRUP
vQDFHDVW FDV DUWUHEXLV VHEHDFDIHDFRQWUDGLF LHFX'HGXFHPF RUGLQHD
FDVHORUHVWHJDOEHQ DOEDVWU URúLHYHUGHDOE &RQIRUPvQFDVDURúLHORFX
LHúWHHQJOH]XOúLFRQIRUPHOEHDODSWH&XGDWHOHúLUH]XOWDWHOHGHSkQ DFXP
SXWHPvQWRFPLXUP WRUXOWDEHO
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
'LQSULPDDGXQDUHUH]XOW F FG + QS = $FHVWOXFUXHVWHLPSRVLELO6XPD
DGRX QXPHUHIRUPDWHGLQFkWHGRX FLIUHQXSRDWHIL'HFLE≠
LL 3UHVXSXQHPE úLGHFL
FG GF
QS úL SQ
'LQSULPDDGXQDUHUH]XOW G GDF FS úLG GDF FS
'DUG ≠GHRDUHFHSúLFVXQWFLIUHVHPQLILFDWLYHúLGHFLFS ≠5H]XOW
G úLDYHP
F F
úL S
'LQ SULPD DGXQDUH UH]XOW S úL F FHHD FH FRUHVSXQGH FX DGXQDUHD D
GRXD'HFL
úL
'HFLQXPHUHOHVXQWúL
3UREOHPD2*GLQQU
6 VHGHWHUPLQHFLIUHOHGLVWLQFWHDEFGúWLLQGF GHVFRPSXQHUHDvQIDFWRUL
SULPLDQXP UXOXL DEFG HVWH E F ⋅ DG
7LWX=YRQDUX%XFXUHúWL
6ROX LH 'HRDUHFH DG HVWH QXP U SULP GHFL QX VH SRDWH WHUPLQD vQ FLIUD
UH]XOW F EFWUHEXLHV VHWHUPLQHvQFLIUD$FHVWOXFUXQXVHSRDWHGHFkWGDF E∈
∈^`úLF
'HRDUHFH QXRE LQHPVROX LLSHQWUXE vQPXO LWFXXQQX
P UGHGRX FLIUHG XQQXP UGHFLQFLFLIUH
'DF E F SHQWUX DG WUHEXLHV vQFHUF PDFHOHQXPHUHSULPHGLQGRX
FLIUHFDUHQXvQFHSFXFLIUHOHúLúLQXVHWHUPLQ FXFLIUDDFHVWHDVXQW
3UREOHPDDUHRVLQJXU VROX LH ⋅
3UREOHPD9GLQQU
'HWHUPLQD LQXPHUHOHQDWXUDOHGHWUHLFLIUHFDUHVHGLYLGFXVXPDFLIUHORUORU
GkQGFkWXO
SURI'LQX2YLGLX*DEULHO% OFHúWL9kOFHD
6ROX LH6HSRDWHVFULH
DEF DEF⇒D EF⇒FVHGLYLGHFX⇒F ⇒
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
⇒LDUYDORULOHUHVSHFWLYHvQGHSOLQHVFFHULQ
D HOHSUREOHPHL
E
ÌQFRQFOX]LH DEF ∈^`
3UREOHPD9,GLQQU
'HWHUPLQD LQXPHUHOHDEFGLQPXO LPHD^`SHQWUXFDUHDYHPHJD
D + F − E
OLWDWHD =
E
SURI'LQX2YLGLX*DEULHO% OFHúWL9kOFHD
F F D+
6ROX LH5HOD LDGDW ⇔ − = IRORVLQGD≠−⇔ =
E D + E D +
F F
, D ⇒ = = = ,, D ⇒ =
E E
F F
,,, D ⇒ = = ,9 D ⇒ = QXFRQYLQH
E E
F F
9 D ⇒ = 9, D ⇒ = QXFRQYLQH
E E
6ROX LLOHSUREOHPHLVXQW D
E
F
SURI2YLGLX*DEULHO% OFHúWL9kOFHD
3UREOHPD,;GLQQU
'HWHUPLQD LIXQF LLOHI5 →5FXSURSULHWDWHDI[\I[±\±I[
\RULFDUH[\∈5
SURI$XUHO'RERúDQ/XJRM
6ROX LH 'DF \ [⇒I[I±I[ [
'DF \ −[⇒II[±I[ −[
ÌQPXO LQG D GRXD UHOD LH FX − úL DGXQkQG RE LQHP −I I[ [ GH
XQGHI[ [I
1RWkQG[ WI D∈5RE LQHPI5→5IW WD
5HFLSURFVHYHULILF LPHGLDW
3UREOHPD2/GLQQU
'DF DEFGHI ∈5DVWIHOvQFkWDEFGHI DEFG
H I V VHGHWHUPLQHYDORDUHDPD[LP DOXLD
SURI$XUHO'RERúDQ/XJRM
6ROX LH EFGHI −D
EFGHI −D
&XPEFGFI ≥EFGHIRE LQXW GLQLQHJDOLWDWHD
6FKZDU]&DXFK\%XQLDNRZVNL
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
D + D + + DQ E + E + + EQ ≥DEDEDQEQSHQWUXQ úL
UHVSHFWLYEFGHIUH]XOW ±D≥±DDGLF
±D≥±DDVDXvQF D±D≤FXD∈
'HFLDPD[ úLVHDWLQJHSHQWUXE F G H I
3UREOHPD;,GLQQU
)LHIXQF LLOHIJ5→5JFRQWLQX I[ D[E∀[∈5XQGHDE∈5
D≠I≠5FDUHYHULILF SURSULHW LOH
J[≤JI[ J[≤JI−[∀[∈5XQGHI−HVWHLQYHUVD
IXQF LHLI
D 6 VHDUDWHF GDF D DWXQFLIXQF LDJHVWHSHULRGLF LDUGDF D −
JUDILFXOIXQF LHLJDGPLWHRD[ GHVLPHWULH
E 3HQWUXD∈5
?^−`V VHGHWHUPLQHIXQF LDJ
1LFRODH3DSDFX6ORER]LD
6ROX LH &XP I HVWH ELMHFWLY vQORFXLQG vQ [ ∪ I[ RE LQHP J I[ ≤
≤ J I− I[ DGLF J I[ J[ ∀ [ ∈ 5 úL IRORVLQG RE LQHP J[
JI[∀[∈5DGLF J[ JD[E∀[∈5
D 3HQWUXD DYHPJ[ J[E∀[ ∈5úLFXPE ≠I ≠5D
→JSHULRGLF
E
3HQWUXD −DYHPJ[ J−[E∀[ ∈5[ →[ HVWHGUHDSWD
GHVLPHWULHSHQWUXJUDILFXOOXLJ
E 1RW PFXIS I $ I $ $ I 6HGHPRQVWUHD] XúRUSULQLQGXF LHF IQ[
S RUL
DQ −
DQ[EDQ−D DQ[E
D −
&XP J[ JI[ ∀ [ ∈ 5 RE LQHP J[ JI[ JII[
DQ −
JIQ[∀[∈5GHFLJ[ JDQ[E
D −
DQ −
3HQWUXD∈−J[ OLP J D Q [ + E úXLFXPJHVWHFRQWLQX RE
Q→∞
D −
E
LQHP J[ J 'HFL SHQWUX D ∈ − J[ F FW ∀ [ ∈ 5
− D
[ → I −[ RE LQHP J[ JI−[ úL LPHGLDW J[ J I S− [ &XP I −[
Q
−
E E D
Q
[ − VHRE LQH I S− [ ⋅ [ − ⋅ úLDWXQFL
D D D D
−
D
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
E − E
J[ OLP J I Q− [ = J − = J DGLF J[ F FW∀[∈5
Q →∞ D − D −
D
3UREOHPD;,GLQQU
Q π
)LHVQQ≥VQ ∑ FX OLP VQ = V = 6 VHFDOFXOH]H OLP Q ⋅ VQV − V VQ
N = N Q → ∞ Q→∞
Q
Q + −
Q
Q
OLP =
Q → ∞ Q + Q +
'HFL OLP Q ⋅ VQV − V VQ OLP Q ⋅ VQV − V V − OLP Q ⋅ V VQ − V V =
Q→∞ Q →∞ Q →∞
V V V X −
V OLP Q − Q − V OLP V VQ − V − Q = V V ⋅ OLP Q
V
⋅ OQ XQQ −
Q →∞ V
Q→∞ Q → ∞ OQ X
Q
V VQ − V
−V
− V V OLP ⋅ Q VQ − V = V V ⋅ OQ OLP XQQ + V V ⋅ OQ V ⋅ OLP Q V − VQ =
Q →∞ V − V Q→∞ Q→∞
Q
V
VQ V V VQ − V V Q − V
V ⋅Q ⋅Q V Q − V
V ⋅ OQ OLP
V
+ ⋅ V ⋅ OQ V = V ⋅ OQ V + V ⋅ OQ OLP +
V
Q → ∞ V Q → ∞ V
V
⋅ V ⋅ OQ V + V V OLP Q VQ − V = ⋅ V V OQ V −
Q → ∞
352%/(0(352386(
&/$6(/(35,0$5(
33HQWUXPXQFDORUPXQFLWRULDXSULPLWVXPDGHOHL3ULPXOD
SULPLW GH RUL PDL PXOW GHFkW DO GRLOHD LDU DO WUHLOHD D SULPLW FX OHL PDL
PXOWGHFkWSULPXO&k LOHLDSULPLWILHFDUHPXQFLWRU"
vQY6W QFXOHVFX7XGRUL D%U LOD
3ÌQWURSXQJ VXQWELOH&RVWHODGDXJ XQQXP UGHELOHLDU,RQHOVFRDWH
ELOHÌQSXQJ VXQWDFXPGHRULPDLPXOWHELOHGHFkWODvQFHSXW&kWHELOHDDG
XJDW&RVWHO"
vQY6W QFXOHVFX7XGRUL D%U LOD
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
SURI1LVWRU$GLúRU
DE
3&HUFHWD LGDF SURSR]L LDHVWHDGHY UDW VDXIDOV ÄHFXD LD
FED F +
=
DUHFHOPXOWRVROX LH³
,RDQúL5RPDQ D*KL %ODM
DED
3&kWHIUDF LLGHIRUPD VXQWHFKLXQLWDUHFkWHVXQWVXEXQLWDUHúLFk
EDE
WHVXSUDXQLWDUH"
SURI*KHRUJKH&ULVWHVFX%XFXUHúWL
3$OHJHPXQQXP UQDWXUDOVFULHPODGUHDSWDVDFLIUDúLvQPXO LPQX
P UXODVWIHORE LQXWFXQXP UXODOHVODvQFHSXWRE LQHPSURGXVXO
&DUHHVWHQXP UXOLQL LDO"
SURI$QFD%XLFDQ%XFXUHúWL
33HQWUXWLS ULUHDSDJLQLORUXQHLF U LVDXIRORVLWGHFLIUH$IOD L
D&kWHSDJLQLDUHFDUWHD
E'HFkWHRULVDIRORVLWFLIUDODWLS ULUHDSDJLQLORUF U LL
SURI0DULXV*KHUJX&17LWXOHVFX6ODWLQD
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
&/$6$$9,$
3$U WD LF QXPHUHOHúLVXQWSULPHvQWUHHOH
SURI,RQL ,RQ%XFXUHúWL
38QDXDXWRPRELOLVWúLDSURSXVV SDUFXUJ GLVWDQ DGLQWUHGRX ORFDOL
W LvQWUXQDQXPLWWLPSPHUJkQGFXYLWH] FRQVWDQW 'DF DUILPHUVFXRYLWH]
PDLPLF DUILDYXWGHI FXWNPúLDUILVRVLWFXRvQWkU]LHUHGHPLQXWH'DF
DUILPHUVFXRYLWH] PDLPDUHDUILGHS úLWFXNPGLVWDQ úLDUILDMXQVFX
PLQXWHPDLGHYUHPH&DUHDIRVWGLVWDQ DGLQWUHFHOHGRX ORFDOLW L"
SURI$OEX9DVLOH'HM
3'DF +HVWHRUWRFHQWUXOWULXQJKLXOXLDVFX LWXQJKLF$%&úLP
& °
GHPRQVWUD LF >$%@≡>&+@
SURI1LVWRU$GLúRU%XFXUHúWL
36HGDXWUHLGUHSWHSDUDOHOHDEFDVWIHOF GLVWDQ DGLQWUHDúLEV ILH
G FPLDUGLVWDQ DGLQWUHEúLFFkW GLQG2VHFDQW $3$ ∈D3 ∈FIRU
PHD] FXGUHDSWDDXQXQJKLGH°'HWHUPLQD LOXQJLPHDVHJPHQWXOXL$3úLUD
SRUWXOGLQWUH$%úL3%
SURI&ULVWLQD*RGHDQX0DWHL
36 VHGHPRQVWUH]HXUP WRDUHOH
D 6XPD PHGLDQHORU XQXL WULXQJKL HVWH PDL PLF GHFkW SHULPHWUXO WULXQ
JKLXOXL
E6XPDGLVWDQ HORUGHODXQSXQFWRDUHFDUHGLQLQWHULRUXOXQXLWULXQJKLOD
YkUIXULOHWULXQJKLXOXLHVWHPDLPDUHGHFkWVHPLSHULPHWUXOWULXQJKLXOXL
SURI$QFD%XLFDQ
3D6 VHGHWHUPLQHQXP UXOQDWXUDOFDUHHVWHGLYL]LELOFXWRDWHQXPHUHOH
QDWXUDOHGHODODPDLSX LQ
E)RORVLQGUH]XOWDWXOGHPDLVXVDU WD LF QXP UXO
D + + + + +
QXHVWHQDWXUDO
SURI9LRUHO=ORWH%XFXUHúWL
&/$6$$9,,$
3)LH0XQSXQFWvQLQWHULRUXOXQXLS WUDW$%&'$WXQFLVHJPHQWHOH0$
0%0&0'VXQWODWXULOHXQXLSDWUXODWHUFRQYH[
SURI0DULDQ'LQF
3ÌQS WUDWXO$%&'0úL1VXQWPLMORDFHSHQWUX%&úLUHVSHFWLY&'
ùWLLQGF SHUSHQGLFXODUDGLQ0SH$1LQWHUVHFWHD] $&vQ3VWDELOL LGDF 13úL%
VXQWFROLQLDUH
SURI0DULQ,RQ%XFXUHúWL
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
3)LH$%&XQWULXQJKLHFKLODWHUDOúL3XQSXQFWvQLQWHULRUXOV X6HQR
WHD] ^$
` $3 ∩%&^%
` %3 ∩$&^&
` &3 ∩$%6 VHDUDWHF
GDF $$
%%
&&
DWXQFL3FRLQFLGHFXFHQWUXOGHVLPHWULHDLWULXQJKLXOXL$%&
0DULXV2OWHDQX5P9kOFHD
$&
3ÌQWULXQJKLXO$%&P
$ ° = %& FP6 VHFDOFX
$%
OH]HSHULPHWUXOúLDULDWULXQJKLXOXL$%&
SURI$OEX9DVLOH'HM
3'DF vQWULXQJKLXO$%&DYHPEKE FKFDWXQFLWULXQJKLXOHVWH
LVRVFHO
'0% WLQH X*LXUJLX
&/$6$$9,,,$
3)LHPXO LPLOH
$ ^[\∈5×5|[\|≤úL|[\|≤`
% ^[\∈5×5|[\|≤ `úL& $∩=×=
D'HPRQVWUD LF $⊂%
E'HPRQVWUD LF $≠%
F&kWHHOHPHQWHDUHPXO LPHD&
SURI9DVLOH'LOLPR 1L /LFHXO*KHRUJKHùLQFDL%XFXUHúWL
3)LHI5→5I[ [±PFXP ∈53HQWUXFHYDORULDOHOXLPJUDIL
FXOIXQF LHLIWDLHD[D2[vQSXQFWXO3[FX[VROX LHDHFXD LHL[±[± "
SURI&ULVWLQD*RGHDQX0DWHL
3D6 VHUHSUH]LQWHvQSODQPXO LPHD
$ ^[\∈5×5|[||\| `
E6 VHDIOHDULDGHOLPLWDW GHDFHDVW PXO LPH
3HWUXú$OH[DQGUHVFX
3)LH$%&'XQGUHSWXQJKLúL(XQSXQFWvQVSD LX'DF ∆(&% ≡ ∆&%$
úL$&⊥%(DU WD LF (∈$%&úLV VHDIOH('
SURI5RPDQ DúL,RDQ*KL %ODM
&/$6$$,;$
33HODWXUD>%&@DXQXLS WUDW$%&'VHLDXQSXQFWDUELWUDU33ULQ$%
úL)VHGXFHXQFHUFFDUHVHLQWHUVHFWHD] FX>%'@vQF RGDW vQ43ULQ&3úL4
VHGXFHXQFHUFFDUHVHLQWHUVHFWHD] FX>%'@vQF RGDW vQSXQFWXO0'HPRQVWUD L
F SXQFWHOH$0úL3VXQWFROLQLDUH
SURI'LQX2YLGLX*DEULHO% OFHúWL9kOFHD
36 VHDUDWHF HFXD LD[P[±P QXSRDWHDYHDVROX LLvQWUHJL
XQGHPHVWHXQQXP UvQWUHJLPSDU
SURI3UHGD$LGD/LFHXO$OH[DQGUX9ODKX %XFXUHúWL
36 VHGHWHUPLQHI5→5LQMHFWLY DVWIHOvQFkW
I[I\I] I[\]∀[\]∈5
3HWUXú$OH[DQGUHVFX
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
SURI$XUHO'RERúDQ/XJRM
35H]ROYD LHFXD LD [ −[+
[ − − + [− [
[ + + [ + [ + =
SURI$XUHO'RERúDQ/XJRM
36 VHDUDWHF vQRULFHWULXQJKLDUHORFLQHJDOLWDWHD
E ⋅PEF⋅PF≥PEPPE⋅PF PD QRWD LLOHILLQGFHOHFXQRVFXWH
SURI*HRUJHWD$OH[DQGUHVFX%XFXUHúWL
36 VHFDOFXOH]H PD[ + VLQ + VLQ + VLQ
0DULQ&RQVWDQWLQHVFX
&/$6$$;$
35H]ROYD LHFXD LD[[[ [
SURI$XUHO'RERúDQ/XJRM
3)LHXQQ ≥RSURJUHVLHDULWPHWLF GHUD LHU!FXX!úL[QQ ≥XQ
úLUGHQXPHUHUHDOHVWULFWSR]LWLYHDVWIHOvQFkW[ [['DF
Q
[X ⋅ [QU + ⋅ ∏ [NX N = [U ⋅ [QX+Q ∀Q∈1
DWXQFL[Q [Q⋅[Q∀Q∈1
N =
'0% WLQH X*LXUJLX
3)LHIXQF LDI4→5FDUHVDWLVIDFHUHOD LD
I[I\ I [ + \ + I [ − \ ∀[\∈4
Q
D6 VHGHPRQVWUH]HLQHJDOLWDWHDQI⋅ ∑ N ≥ I Q ⋅ Q Q ∀Q∈1
N =
E6 VHGHWHUPLQHIXQF LDI
SURI,OLH3HWUH,DPERU%XFXUHúWL
3'DF $%&HVWHXQWULXQJKLDVFX LWXQJKLFFXYkUIXULOHGHDIL[H]$]%]&
FX|]$| |]%| |]&| 5DWXQFL
|]$]%||]%]&||]&]$||]$−]%||]%−]&||]&−]$|
SURI$XUHO'RERúDQ/XJRM
3'DF DEFG∈&vQGHSOLQHVFFRQGL LLOH
D + EF + EF D + G =
ED + G D + G + EF =
F D + G D + G + EF =
G + EF + EF D + G =
DWXQFLUH]XOW D EF G EF EDG úLFDG
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
&/$6$$;,$
3)LHDE∈ 5
+ DVWIHOvQFkWE!DúLDQQ≥XQúLUGHQXPHUHVWULFWSR]L
D D
WLYHFXSURSULHWDWHDF OLP Q D+ − QE = 6 VHVWXGLH]HFRQYHUJHQ DúLUXOXLEQ
Q → ∞ Q Q
Q
∑ DNS XQGHS∈5HVWHIL[DW
N =
*DEULHO'RVSLQHVFX
3 'DF úLUXO DQQ ≥ GH QXPHUH UHDOH VWULFW SR]LWLYH HVWH FRQYHUJHQW
SURI9ODGLPLU0DULQD%XFXUHúWL
D + EE +
36 VHDUDWHF GDF E≥D!DWXQFL − ≥ OQ
D E E + DD +
0LKDLO%HQF]H%UDúRY
36 VHFDOFXOH]H OLP Q Q WJ −
Q→∞ Q
'0% WLQH X*LXUJLX
[ − VLQ [ [
36 VHFDOFXOH]H OLP
[ → [ − WJ [
[ >
%RWH]%RJGDQ
3'DF $∈0&úL$ $DWXQFL7U$∈^`
6RULQ5 GXOHVFX0LKDL3LWLFDUL
λ λ
3)LH$λ∈0&$λ λ 6 VHUH]ROYHHFXD LD
λ
UJ$λUJ$λUJ$λ
6RULQ5 GXOHVFX
− Q VLQ
36 VHGHPRQVWUH]HF úLUXODQ Q HVWHVWULFWGHVFUHVF WRUP U
Q VLQ
Q
JLQLWúLV VHDIOHOLPLWDVD
SURI,OLH6W QHVFX6LELX
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
*HVWHGHIRUPD* ^,8889898989`XQGH,HVWHPDWULFHD
XQLWDWHGHRUGLQXO
*HVWHJUXSQHFRPXWDWLYID GHvQPXO LUHDPDWULFHORU
$ ,∀$∈*
+ ^,9889`HVWHVXEJUXSDOJUXSXOXL*,GHQWLILFD LDFHVWJUXS
SURI$XUHO'RERúDQ/XJRM
3)LHS[ α[ β[ γFXFRHILFLHQ LUHDOLDVWIHOvQFkWSHQWUXRULFH[ ∈
∈>@LQHJDOLWDWHD|S[|≤HVWHYHULILFDW 6HFHUHV VHDUDWHF SHQWUXRULFHD!
D −
S W GW
D +
∫D ≤
'HPRQVWUD LF LQHJDOLWDWHDQXSRDWHILvPEXQ W LW
$OH[DQGUX/XSDú6LELX
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
35(*à7,5($2/,03,$'(/25
ì&2/$5(
352%/(0('(*,01$=,8
2*ÌQS WUDWXO$%&'0∈%&1∈&'03HSHUSHQGLFXODU SH$1
3 ∈$1úL$& ∩%' ^`$U WD LF 3HSDUDOHO FX$'GDF úLQXPDLGDF
%0'1 $0
SURI0DULQ,RQ%XFXUHúWL
2*5H]ROYD LvQPXO LPHDQXPHUHORUUHDOHVLVWHPXO
[\ ] =
[ + \ + ] =
SURI0ROHD)*KHRUJKH&XUWHDGH$UJHú
2 * 'DF [ \ ] VXQW QXPHUH UHDOH SR]LWLYH DVWIHO vQFkW [ \ ]
DWXQFLDUHORFLQHJDOLWDWHD [ + \] + \ + [] + ] + [\ ≤
7LWX=YRQDUXúL%RJGDQ,RQL %XFXUHúWL
2*)LHD≥XQQXP UQDWXUDO'HWHUPLQD LQXPHUHOHQ∈1
FXSURSULH
WDWHDF LQHFXD LD|[−D||[±D||[−DQ|≤DQDUHFHOSX LQWUHLVROX LLvQ1
0DULXV*KHUJX6ODWLQD2OW
2*'DF DEFVXQWOXQJLPLOHODWXULORUXQXLWULXQJKLDWXQFL
D E F E F D
+ + − ≥ + +
E F D D E F
9DVLOH& UWRDMH3ORLHúWL
352%/(0('(/,&(8
2/)LHQ ∈1
?^`úL PXO LPHD $Q ^] ∈ * H[LVW DE ∈4DVWIHO
π π
vQFkWDE≥úL] DεQE`XQGHεQ FRV + L VLQ 6 VHDIOHWRDWHQXPHUHOH
Q Q
[
SSHQWUXFDUHH[LVW PLPSDUúL[\ ∈$SDVWIHOvQFkW[ ≠\ [ ≠ \ε S LDU HVWHU
\
G FLQ GHRUGLQXOPDXQLW LL
*DEULHO'RVSLQHVFX2QHúWL
2/)LH3XQSXQFWvQLQWHULRUXOWHWUDHGUXOXLUHJXODW>$$$$@'UHSWHOH
$3$3$3úL$3LQWHUVHFWHD] IH HOH$$$$$$$$$$$$vQ
SXQFWHOH333úLUHVSHFWLY36 VHGHPRQVWUH]HF SXQFWXO3FRLQFLGHFXFHQ
WUXO GH JUHXWDWH DO WHWUDHGUXOXL >$$$$@ GDF úL QXPDL GDF $3 $3
$3 $3
0DULXV2OWHDQX5P9kOFHD
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
ÌQFHFD]VHUHDOL]HD] PD[LPXO"
SURI$XUHO'RERúDQ/XJRM
2/'DF 0HVWHXQSXQFWvQLQWHULRUXOWULXQJKLXOXL$%&DWXQFL
$0 %0 &0
≥
$% %& &$
+ +
9DVLOH& UWRDMH3ORLHúWL
2/)LH) ) )Q )Q)QúL/ / /Q /Q
Q Q Q Q Q Q
/Q6 VHDUDWHF ∑ )N+ ≤ ∑ )N + ∑ )N+ úL ∑ /N + ≤ ∑ /N + ∑ /N +
N = N = N = N = N = N =
0LKDLO%HQF]H%UDúRY
2/'DF $LL VXQWSDWUXSXQFWHvQSODQLDUGGVXQWFHOH
GLVWDQ HGLQWUHHOHDWXQFLDFHVWHGLVWDQ HQXSRWILWRDWHQXPHUHLPSDUH
6RULQ5 GXOHVFX
$5,702*5,)0$7(0$7,&
$
%
ÌQORFXLQGFLIUHOHSULQOLWHUHYH LRE LQHSHYHUWLFDO $ −%RUDPXU DPDWHPD
WLFLLLDUSHRUL]RQWDO QR LXQLWHPDWLFH
SURI,OLH'LDFRQX&OXM1DSRFD
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
58%5,&$5(=2/9,725,/25
'(352%/(0(
%8&85(ù7, ùFRDOD JHQHUDO 1U Ä&RUQHOLX 0 3RSHVFX³ FOV D 9,,D
+kUúWRDJ 0DUWKD/LFHXO7HRUHWLFÄ$OH[DQGUX9ODKX ³FOVD9D)LHUELQ
HDQX/LYLD,VWUDWH'DQD6WRLDQ&ULVWLDQDFOVD9,D0DUFKLGDQ0DULD
FOV D 9,,D *HRUJHVFX &DUPHQ ùFRDOD JHQHUDO QU Ä,RQHO
7HRGRUHDQX³FOVD9,,D%RHURVX&RVWHOVXELHFWHGHFDSDFLWDWH/D] U0LUHOD
ùWHIDQLD0DQHD$OH[DQGUX/LFHXOWHRUHWLFÄ*KHRUJKHùLQFDL³FOVD,;
D $OH[DQGUX 0DULXV &LRERWHD (OHQD &RQVWDQWLQHVFX &ULVWLDQD )LOLS
$OH[DQGUD *vUFRYHDQX ,RQHOD +ULVWHD 2DQD ,YDúFX $QGD
/ SXJHDQX$OH[DQGUX0DULQHVFX0DULQHOD1LúXOHVFX%LDQFD3DYHO1L
FRODH 3HQFLX & W OLQD 5DGRYLFL $OH[DQGUX 5 GRL 5 ]YDQ 6vUEX
$OH[DQGUD XSHD0LKHOD9DFLX0LKDLFOVD;,,D3UHGHVFX(OHQD
7RSROQLFHDQX0LUHOD
&Æ038/81*086&(/ -8' $5*(ù ùFRDOD JHQHUDO Ä6I ,DFRE³ FOV D
9D/LSDQ$OLQ0LFXG 'DQD0vU]DF&RQVWDQWLQ3HOFHD$OH[DQGUX
FOVD9,D$OEXOHVFX2OJD'LDFRQX,RDQD'XPLWUHVFX&RULQD
/LSDQ$QGUHL0DWHL$QGUHHD0vU]DF'LDQDùHUE QHVFX(GXDUG
6WRLFD 0DULD =DQYHWRU 5DIIDHOOD FOV D 9,,D % GXOHVFX 9DOHQWLQ
'U JRL 0LKDHOD +RDJHD 0DULXV 3HOFHD & OLQ 3LFX 'DQLHO
7UXúF $OH[DQGUD=DP $QD0DULD
&/8-1$32&$-8'&/8-/LFHXOÄ$YUDP,DQFX³FOVD9D&ULúDQ&ULV
WLQD,ULPLD5DGX/RULQ $OLQD3HWULF$OH[DQGUD5RPDQ'HOLD
&2167$1 $ -8' &2167$1 $ùFRDODJHQHUDO 1UFOV D,9D0D
QHD&ODXGLXùFRDODJHQHUDO Ä*KHRUJKH L HLFD³FOVD9D'U JDQ0RQLFD
&ROHJLXO1D LRQDOÄ0LUFHD FHO % WUkQ³FOVD9D%U LOHVFX/DYLQLD&LX
SHUF 0 G OLQD 0DQHD &ODXGLX 0 Q LO $OH[DQGUX 3RSHVFX 0DULD
3XUGX$QGUHHD 6DYD 0DQXHOD FOV D 9,D &RVWDFKH *HRUJLDQD 0DUL
QHVFX6DEULQD3DQWHOLPRQ0LKDL3DVFX$OH[DQGUD3RSHVFX3DXOD
7$/21'(&21&856
5HGDF LDUHYLVWHLÄ$5+,0('(³RUJDQL]HD] SHULRGLFSHQWUXHOHYLLUH]ROYLWRULGH
SUREOHPHFRQFXUVXULGRWDWHFXXUP
WRDUHOHSUHPLL
3UHPLXO,OHL
3UHPLXO,,OHL
3UHPLXO,,,OHLúL
0HQ LXQHFRQVWkQGvQDERQDPHQWHDQXDOH
7DORQXOGHFRQFXUVVHYDWULPLWHvQSOLFXOFXSUREOHPHUH]ROYDWH
&RQFXUVXOXUP WRUVHYDGHVI úXUDSHGDWDGHGHFHPEULHvQ%XFXUHúWL
1XPHOHFkúWLJ WRULORUYRUILSXEOLFDWHvQQXP UXODOUHYLVWHL
$5+,0('( V 1UVHSWHPEULHRFWRPEULH
BBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBB
7(/()218/(/(98/8,$'5(6$(/(98/8, BBBBBBBBBBBBBBBBBBBBBBBBB
(/(9$/352)(6258/8, BBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBB