Probabilitati

2HAB=
=?A=IJ ?=HJA IK J FHA A J=JA A A A JA A JA HEAE FH >=>E EJ E H F A? @ @A = EK E A @A >= ?K =H ALA E A JK E ANFAHEA = F = ACA= K AHA H =HE E JA HA A E EJ ?A JH= E ? KIEL 5 = KH HEJ I A FKIA ALE@A =J J F=HJA= E JKEJEL FH=?JE? = JA HEAE FH >=>E EJ E H ? J E =NE =JE =HA= =?AIJAE JA HEE F A? @ @A = =NE =JE =HA= KE C H L 2A JHK F=H?KHCAHA= =?AIJAE ? H E IK J A?AI=HA ?K JE A @A = = E =JA =JE? =J J FA @HA=FJ= HA= ? J E IF= EK
Rn , n > 1.
4A? = @ 2AJHK =E H
? @KH I E ?K CA AH EJ=JA =?A=IJ ?=HJA IJK@A E H 7 ELAHIEJ EE
6C
KHA # =FHE EA # .E J= * =
"
+KFHE I
) CA>HA @A ALA E A JA
! " # $ -LA E A JA FAH= EE ?K ALA E A JA ) CA>HA @A ALA E A JA = CA>HA @A ALA E A JA )J E I=K ALA E A JA A A A J=HA ) CA>HA EJA @A ALA E A JA @K = I= > EIJ @A @A A JA H % ]EHKHE @A ALA E A JA
'
' # ' EHA = ALA E ! $
2H >=>E EJ=JA=

EJ =@EJEL @A
EJ FA = CA>HA @A ALA E A JA
'
' ! ! !"
@K IJ=JEIJE? @A =F=HE EA = FH >=>E EJ EE ,A E E= ? =IE? I=K ? >E =J HE= = FH >=>E EJ EE EJ =@EJELA FA = CA>HA EJA @A ALA E A JA ! ,A E E= CA AJHE? = FH >=>E EJ EE EJ =@EJELA FA = CA>HA E EJA @A ALA E A JA " ,A E E= =NE =JE? = FH >=>E EJ EE EJ =@EJELA @A EJ FA = CA>HA @A ALA E A JA @=J @A ? JHA C H L
! 2H >=>E EJ=JA=
=@EJEL @A EJ FA = CA>HA @A ALA E A JA
"!
"! "" ""
! ,A E E= ? =IE? = FH >=>E EJ EE =@EJELA FA = CA>HA @A ALA E A JA ! ,A E E= CA AJHE? = FH >=>E EJ EE =@EJELA FA = CA>HA @A ALA E A JA ! ! ,A E E= =NE =JE? = FH >=>E EJ EE =@EJELA FA = CA>HA @A ALA E A JA @=J @A ? JHA C H L
" 2H >=>E EJ=JA= ? @E E =J
1 @AFA @A = ALA E A JA H
#
#!
" " "! ""
2H >=>E EJ=JA= ? 2H >=>E EJ=JA= ? 2H >=>E EJ=JA= ? 1 @AFA @A = ALA
@E @E @E E
E E E A
=J E JKEJEL =J EJ =@EJEL @=J FHE @A E EA =NE =JE? =J =@EJEL @=J FHE @A E EA =NE =JE? JA H
#! #" #$ #%
# 5?DA A A @A FH >=>E EJ=JA

# # #! #" ## #$ #% #& #' 5?DA 5?DA 5?DA 5?DA 5?DA 5?DA 5?DA 5?DA 5?DA = KE *AH K = KE *AH K = KE *AH K = KE *AH K = KE =H? L = CA AJHE? = KE 2=I?= = KE 2 EII = KE 2 EII E ?K E ?K E ?K E ?K 2 >E = J =HI E ?K @ K IJ HE >E = J =HI E ?K s IJ HE >E = A J =HI =L @ @ K IJ HE >E = A J =HI E ?K s IJ HE O=
$#
$# $% $& % % % % %! %"
?K @ K IJ HE ?K s IJ HE
$ 8=HE=>E A = A=J =HA E LA?J HE = A=J HE

$ 8=HE=>E A = A=J =HA $ 8=HE=>E A = A=J =HA HA= A $ ! 8A?J HE = A=J HE HA= E
%%
%% %& &!
% .K ? E= @A HAF=HJE EA E @A IEJ=JA= @A FH >=>E EJ=JA = K AE L=HE=>E A = A=J =HA HA= A HAIFA?JEL = K KE LA?J H = A=J H &#
% .K ? E= @A HAF=HJE EA % + HAIF @A = >EK EL ? JHA BK ? EE A @A HAF=HJE EA E FH >=>E EJ E A =@EJELA @A EJA FA = CA>H= K E E H > HA EA A @A FA =N= HA= % ! .K ? E= @A HAF=HJE EA = K AE L=HE=>E A = A=J =HA HA= A % " .K ? E= @A IEJ=JA @A FH >=>E EJ=JA % # .K ? E= @A HAF=HJE EA = K KE LA?J H = A=J H HA= n @E A IE = &# &% &' ' '"
& + =IA @A L=HE=>E A = A=J =HA HA= A ? =IA @A LA?J HE = A=J HE HA= E
& & &! &" 8=HE=>E A = A=J =HA IE F A -NA F A 8=HE=>E A = A=J =HA @EI?HAJA -NA F A 8=HE=>E A = A=J =HA ? JE KA -NA F A + =IE ?=HA= L=HE=>E A H = A=J =HA HA= A ?K = KJ HK BK ? EE H @A HAF=H JE EA $
'%
'% ! '
% & # + =IA @A LA?J HE = A=J HE HA= E -NA F A & $ 1 @AFA @A = L=HE=>E A H = A=J =HA HA= A ' #
'
'
FAH= EE ?K L=HE=>E A = A=J =HA HA= A

' '! FAH= EE ?K L=HE=>E A = A=J =HA IE F A FAH= EE ?K L=HE=>E A = A=J =HA @EI?HAJA FAH= EE ?K L=HE=>E A = A=J =HA ? JE KA
%
% &
+=H=?JAHEIJE?E K AHE?A = A L=HE=>E A H = A=J =HA HA= A

8= =HA= ,EIFAHIE= ! + L=HE= = " + A ?EA JK @A ? HA = EA # A JA $ .K ? EE CA AH=J =HA A@EA
%
% " # #! #" #%
1 AC= EJ E FH >=>E EIJE?A

1 AC= EJ=JA= FH >=>E EIJE? = KE 0 @AH 1 AC= EJ=JA= FH >=>E EIJE? = KE E MI E C H L ! 1 AC= EJ E A KE =H? L +A> AL E
$
$ $# $$
6EFKHE @A ? LAHCA

= A EHKHE H @A L=HE=>E A = A=J =HA HA= A

E K EB H = EHKHE H @A L=HE=>E A = A=J =HA
%
% % %# &
]EHKHE @A L=HE=>E A = A=J =HA HA= A + LAHCA = FK ?JK= HA= A
! + LAHCA = =FH =FA IECKH = EHKHE H @A L=HE=>E A = A=J =HA HA= A " + LAHCA = FH >=>E EJ=JA = EHKHE H @A L=HE=>E A = A=J =HA HA= A
! ACA= K AHA H
! !
=HE E JA HA A E EJ ?A JH=
=HE =HE
&#
&# ' '"
ACA= I => = K AHA H ACA= J=HA = K AHA H
! ! 6A HA A E EJ ?A JH=
) .K ? E= IFA?E= = KE -K AH @A IFA = = @ K= BK ? E= C= = * .K ? E= IFA?E= = KE -K AH @A IFA = J E= BK ? E= >AJ=
'% !
&
*E> E CH= A
%
+=FEJ K ) CA>HA @A ALA E A JA

-LA E A JA
-LA E A JK AIJA EK A BK @= A J= FHE =H = ?= ?K K KE FH >=>E EJ E H 2A JHK = @AI?HEA E JKEJEL EK A= @A ALA E A J @E FK ?J @A LA@AHA FH >=>E EIJE? FHE = @=J JHA>KEA I FHA?E ?A A ACA FHE JH ANFAHEA
,A
E E= -NFAHEA = ? IJ
HA= E =HA= K KE IEIJA @A ? @E EE K J=JK K AE ANFAHEA A -NEIJ JHAE JEFKHE @A N=J JK ?=HA IA FH @K?A @ > EC=J HEK = HA E A JK ?=HA K F =JA I =F=H = HA= E =HA= A JK ?=HA F =JA I=K K I =F=H = HA= E =HA=
,A E E= -LA E A JK AIJA HA ALA E A JA HA =JEL = HE?A ANFAHEA E ALA E A JK IECKH AIJA ALA E A = E =HA= ANFAHEA AE EE ALA E A JK E F IE>E AIJA ALA ANFAHEA AE EEE ALA E A JK = A=J H AIJA ALA E ANFAHEA AE
,E FK ?JK @A LA@AHA = CE?EE B H = A @=? ? @E EE A ?=HA @A AI? ANFAHEA = ? IE@AH=J IK J IK ?EA JA FA JHK =F=HE E= K KE ALA E A J =?AIJ= AIJA ?AHJ ,=? ? @E EE A IK J A?AI=HA B H = IK ?EA JA FA JHK =F=HE E= K KE ALA E A J =JK ?E =?AIJ= AIJA = A=J H ,=? A A K IK J A?AI=HA FA JHK =F=HE E= ALA E A JK KE =?AIJ= AIJA ALA E A JK E F IE>E JHK? J FH >=>E EIJE? K A E JAHAIA= ? E KJK ALA E A JA H = HA= E =HA= K AE ANFAHEA A ?E K =E =F=HE E= I=K A=F=HE E= H HA K J ? FA JHK ANFAHEA '

N=J ANEIJ K IE CKH ALA E A J ?AHJ K IE CKH ALA E A J E F IE>E E K E A @A ALA E A JA = A=J =HA ?=@HK =?AIJAE ? H E L J= ?K ALA E A JK IECKH ?K ALA E A JK E F IE>E E=H ALA E A JA A = A=J =HA =J= =JA K AE ANFAHEA A ?K EJAHA A =HE = A = B=>AJK KE A, B, C, . . . HAIFA?JEL ?K EJAHA A E @AN=JA (Ai )iI , K @A I = AIJA K E A B= E EA @A E @E?E
FAH= EE ?K ALA E A JA
JHA ALA E A JA A =I ?E=JA K AE ANFAHEA A F J ANEIJ= HA = EE
,A E E= 8 IFK A ? ALA E A JK A AIJA E ? KI I=K E F E? ALA E A JK B @=? =F=HE E= ALA E A JK KE A =JH=CA @KF IE A E =F=HE E= ALA E A JK KE B.
1 F E?=HA= ALA E A JA H IA JA= FHE A B. 7H J =HA A FH FHEAJ E IK J E A@E=JA E A A, =@E? HA ANELEJ=JA= HA = EAE @A E ? K@AHA EE @E A B E B C HA K J ? A C, =@E? JH= EJELEJ=JA= HA = EAE @A E ? K@AHA EEE FA JHK K ALA E A J = A=J H A =LA A . + B H E E EE HA = E= @A E ? K@AHA ?= K ALA E A JA H AIJA HA = EA @A FHA H@E A
,A E E= = A=J H B @=?
IFK A ? ALA E A JK = A=J H A AIJA AC= ?K ALA E A JK A B E B A.
-C= EJ=JA= ALA E A JA H IA JA= FHE A = B 2HE KH =HA HA = E= @A E ? K@AHA ?= K ALA E A JA H AIJA HA = EA @A H@E A E @ HA = EA @A FHA H@E A E = JEIE AJHE? ? B H @A E EAE 7H J =HA A FH FHEAJ E = A HA = EAE @A AC= EJ=JA IK J E A@E=JA E A = A, =@E? HA ANELEJ=JA= EE A = B E B = C E F E? A = C, =@E? JH= EJELEJ=JA= EEE A = B E F E? B = A, =@E? IE AJHE= 2HE KH =HA HA = E= @A AC= EJ=JA = ALA E A JA H AIJA HA = EA @A A?DEL= A

,A E E= ! 5A K A JA HAK EK A= ALA E A JA H A E B K = J ALA E A J ?=HA =F=HA @=? ?A FK E K K @E ALA E A JA A A I=K B IA HA= E A=

-LA E A JK HAK EK A IA JA= FHE A B. ,E @A E EA HA K J E A@E=J KH J =HA A FH FHEAJ E E (A B ) C = A (B C ), =I ?E=JELEJ=JA= HAK EK EE EE A B = B A, ? KJ=JELEJ=JA= HAK EK EE EEE A = A = A, ALA E A JK E F IE>E AIJA A A A J AKJHK EL A A = A, E@A F JA = HAK EK EE L A A B E B A B ; LE A = A = . >IAHL ? K E A= ALA E A JA H =J= =JA K AE ANFAHEA A H=F HJ ?K FA H= E= @A HAK EK A B H A= IJHK?JKH @A E@ ? KJ=JEL FAH= E= @A HAK EK A = ALA E A JA H IA F =JA CA AH= E = FA JHK B= E EA @A ALA E A JA (Ai )iI , K @A I AIJA K E A @A E @E?E 2HE HAK EK A= ALA E A JA H (Ai )iI IA A ACA K K ALA E A J J=J ?K iI Ai , ?=HA =F=HA ? @ ?A FK E K K @E ALA E A JA A Ai , i I =HA ?
,A E E= " 5A K A JA E JAHIA? E= ALA E A JA H A E B K = J ALA E A J ?=HA =F=HA =JK ?E ? @ E ALA E A JK A E ALA E A JK B IA HA= E A=
-LA E A JK E JAHIA? EA IA JA= FHE A B. ,E @A E EA HA K J KH J =HA A FH FHEAJ E E (A B ) C = A (B C ), =I ?E=JELEJ=JA= E JAHIA? EAE EE A B = B A, ? KJ=JELEJ=JA= E JAHIA? EAE EEE A = A = A, ALA E A JK IECKH AIJA A A A JK AKJHK EL A A = A, E@A F JA = E JAHIA? EAE L A B A E A B B ; LE A = A = . >IAHL ? K E A= ALA E A JA H =J= =JA K AE ANFAHEA A H=F HJ ?K FA H= E= @A E JAHIA? EA B H A= IJHK?JKH @A E@ ? KJ=JEL FAH= E= @A E JAHIA? EA = ALA E A JA H IA F =JA CA AH= E = FA JHK B= E EA @A ALA E A JA (Ai )iI , K @A I AIJA K E A @A E @E?E 2HE E JAHIA? E= ALA E A JA H (Ai )iI IA A ACA K K ALA E A J J=J ?K iI Ai , ?=HA =F=HA ? @ IA HA= E A= J =JA ALA E A JA A Ai , i I.
+A A @ K FAH= EE @A HAK EK A E E JAHIA? EA =K KH J =HA A FH FHEAJ E FHE ?=HA IA A=C JHA A A E A (A B ) = A E A (A B ) = A, =>I H> E= EE A (B C ) = (A B ) (A C ) E A (B C ) = (A B ) (A C ), @EIJHE>KJELEJ=JA=
,A
E E= # -LA E A JA A A E B IA K AI? E ?
F=JE>E A @=? A B = .
,A E E= $ 5A K A JA @EBAHA = ALA E A JA H A E B K = J ALA E A J ?=HA =F=HA =JK ?E ? @ ALA E A JK A IA HA= E A= E ALA E A JK B K IA HA= E A=
-LA E A JK @EBAHA IA JA= FHE A \ B. ,E @A E EA HA K J KH J =HA A FH FHEAJ E E A \ B = A \ (A B ) E A \ B = (A B ) \ B ; EE (A \ B ) (B \ A) = ; EEE (A \ B ) (A B ) = A E (B \ A) (A B ) = B ; EL A B = A (B \ A) = B (A \ B ).
,A E E= % 5A K A JA @EBAHA = IE AJHE? = ALA E A JA H A E B ALA E A JK J=J ?K A B E @A EJ FHE A B = (A \ B ) (B \ A). 2HE KH =HA A B IA HA= E A= @=? @E JHA ALA E A JA A A E B =F=HA K =E K K
,E @A E EA HA K J KH J =HA A FH FHEAJ E E A B = (A B ) \ (A B ); EE (A B ) C = A (B C ), =I ?E=JELEJ=JA= EEE A B = B A, ? KJ=JELEJ=JA= EL A = A = A, ALA E A JK E F IE>E AIJA A A A J AKJHK L A A = , =@E? HE?A ALA E A J =@ EJA FA A IK E ?= A A A J IE AJHE? LE A (B C ) = (A B ) (A C ). >IAHL ? K E A= ALA E A JA H =I ?E=JA K AE ANFAHE A A B H A= IJHK? JKH @A CHKF =>A E= B= @A FAH= E= E IJHK?JKH @A E A ? KJ=JEL B= @A FAH= EE A E .
,A E E= & 5A K A JA ALA E A JK ? JH=H ALA E A JK KE A K ALA E A J J=J ?K A, ?=HA =HA ? =JK ?E E K =E =JK ?E ? @ A K IA HA= E A=
FAH= EE ?K ALA E A JA ,E @A E EA HA K J A = A. 1 A@E=J =LA KH J =HA A FH FHEAJ E E A A = E A A = ; EE = \ = E = = ; EEE (A) = A.
!
6A HA = ACE A KE @A HC= ,=? (Ai )iI AIJA B= E EA @A ALA E A JA =JK ?E =K ? HA = EE A E Ai = Ai ;

iI
EE
iI
iI
Ai =
iI
Ai .
+ B H @A E EAE AIJA @A = K I I =H J @K> = E ? K EK A )LA ? B H @A E EAE & iI Ai = \ iI Ai , @A?E iI Ai IA HA= E A= =JK ?E E K =E =JK ?E ? @ iI Ai K IA HA= E A= =@E? @=? E K =E @=? E?E K ALA E A J Ai K IA HA= E A= =@E? @=? E K =E @=? Ai IA HA= E A= FA JHK A?=HA i I, =@E? =HA ? iI Ai . 2H FHEAJ=JA= EE IA @A IJHA= = = C GA@
,A IJH= EA
.EA @=J B= E E= E
EJ @=H K
H=>E @A ALA E A JA (An )nN 5A = ACA I = N)

(An )nN
,A E E= ' 5A K A JA E EJ IKFAHE =H = B= E EAE @A ALA E A JA ALA E A JK J=J ?K A = limnN sup(An ) E @A EJ FHE

A = lim sup(An ) =
nN n=0
(
i=n
) Ai .
5A >IAHL E A@E=J ? A IA HA= E A= @E JHA ALA E A JA A (Ai )iN .
@=?
E K =E @=? IA HA= E A=
EJ=JA
,A E E= 5A K A JA E EJ E BAHE =H = B= E EAE @A ALA E A JA ALA E A JK J=J ?K A = lim inf(An ) E @A EJ FHE

nN
(An )nN
A = lim inf(An ) =
nN
n=0
(
i=n
) Ai .
5A >IAHL E A@E=J ? A IA HA= E A= @=? ALA E A JA A @E JHA (Ai )iN ?K AN?AF E= K KE K
E K =E @=? IA HA= E A= H EJ @A ALA E A JA
J =JA
"
6A HA =
nN
E lim sup(An ) = lim inf An ,

(
nN nN nN
2A ( JHK B= E E= ) @A ALA E A JA (An )nN =K ? HA = EE A

)
EE lim inf(An ) = lim sup An .

7JE E @ JA HA = FHE =F E?=HA= ACE H KE @A HA K J E A@E=J =?A=IJ JA HA GA@
,A IJH= EA
HC=
.EA @=JA ALA E A JK B E ALA E A JA A (Ai )iI .
,A E E= 8 IFK A ? ALA E A JA A (Ai )iI B H A= ALA E A JK KE B @=? IK J @AF E EJA KH J =HA A ? @E EE E B = iI Ai ; EE Ai Aj = FA JHK HE?A i, j I ?K i = j.
@AI?
FK AHA =
>IAHL= E= 8 =F E?= @A E E= =E = AI ?= K ? @ K E A= @A E @E?E I = N, =@E? I AIJA K E A E EJ E K H=>E HAIFA?JEL ? @ ANEIJ K n N =IJBA ?= I = {1, 2, . . . , n} =@E? I AIJA K E A EJ 6A HA = ! ,=? IA = ACA K E A= @A E @E?E I = {1, 2, . . . , n} =JK ?E B= E E= ( ) 1 @A ALA E A JA Ai \ i @AI? FK AHA = ALA E A JK KE B = j =1 Aj i=1,n B H A=
n i=1 Ai .
A E ? FA JHK i = 1 ? IE@AH A1 \ 0 j =1 Aj = A1 \ = A1 . + B H @A E EAE FHE = @=J JHA>KEA I @A IJH AC= EJ=JA= ( ) i1 n n =JA =JE? 2A JHK k = 2 =LA A1 i=1 Ai = i=1 Ai \ j =1 Aj FHE E @K? EA A2 = A1 (A2 \ A1 ), =@AL H=J ? B H FH FHEAJ EE EL A K =J @KF @A E E= $ 2HAIKFK A ? AC= EJ=JA= =HA ? FA JHK k ALA E A JA E =H J FA JHK k + 1 ALA E A JA K @A k {2, . . . , n 1}. )LA
,A IJH= EA
k +1 i=1
Ai =
k i=1
Ai
Ak+1 =
Ai
Ak+1 \
))
Ai
i=1
i=1
IE @ AC= EJ=JA= @A
IJH=J FA JHK @ K ALA E A JA E @E F=IK E @K?JEL HA K J

k +1 i=1
Ai =
k +1 i=1
Ai \
( i1
))
Aj
. q.e.d.
j =1
6A HA = " ,=? IA = ACA K E A= @A E @E?E I = N , =JK ?E B= E E= @A ALA E ) ( 1 @AI? FK AHA = ALA E A JK KE B = iN Ai . A JA Ai \ i j =1 Aj iN B H A=

,A IJH= EA
# IE @
AJ @= E @K? EAE
iN
) H = E= =?AIJAE JA HA A HA K J @E JA HA = ! B =JA =JE?A

(
n
Ai =
nN
Ai
nN
n i=1
Ai \
i 1 j =1
)]
Aj
iN
Ai \
i 1 j =1
Aj
i=1
i2 1 2A JHK = @A IJH= F=HJA= = @ K= A 1 i1 < i2 n. )JK ?E Ai1 j =1 Aj , i2 1 1 1 =IJBA @=? =F=HA Ai1 \ i j =1 Aj , K =F=HA Ai2 \ j =1 Aj , =@E?
( Ai1 \
i 1 1 j =1
) Aj
( Ai2 \
i 2 1 j =1
) Aj = . G A @
,A E E= 8 IFK A ? ALA E A JA A (Ai )iI B H A= K IEIJA ? @A ALA E A JA @=? B H A= @AI? FK AHA = ALA E A JK KE IECKH .
F AJ
6A HA = # ,=? ALA E A JA A (Ai )iI B H A= K IEIJA ? F AJ @A ALA E A JA =JK ?E FA JHK HE?A ALA E A J B, ALA E A JA A (B Ai )iI B H A= @A I? FK AHA = ALA E A JK KE B.
,A IJH= EA
)LA
E iI (B Ai ) = B (iI Ai ) = B = B E EE (B Ai ) (B Aj ) = B (Ai Aj ) = B = FA JHK HE?A i, j I ?K i = j. GA@
! ) CA>HA @A ALA E A JA
5A ? IE@AH B= E EA @A ALA E A JA K = {Ai /i I } = K E A= LE@
,A E E= ! .= E E= @A ALA E A JA K IA K A JA = CA>H @A ALA E A JA @=? IK J I=JEIB ?KJA KH J =HA A @ K =NE A E FA JHK HE?A A K =LA A K; EE FA JHK HE?A A, B K =LA A B K. 6A HA = ! 7H J =HA A = H = EE IK J A?DEL= A JA = K AIJA = CA>H @A ALA E A JA > K I=JEIB=?A KH J =HA A @ K ? @E EE E FA JHK HE?A A K =LA A K, EE FA JHK HE?A A, B K =LA A B K.
$
,A IJH= EA
,E ACE A KE @A HC= > E A AC= EJ E A A B = A B E A B = A B, ?=HA =IECKH A?DEL= A = @E JHA = E > G A @
6A HA = ! ,=? K AIJA = CA>H @A ALA E A JA =JK ?E , , A B, A B, A \ B, A =F=H E J J KE K FA JHK A, B K.

,A =HA?A K = L= ANEIJ= K ALA E A J A K. + B H @A E EAE ! =LA A K E A A = K. ,E K HA K J ? = K. ,E @A E E= ! E JA HA = ! HA K J ? A B K E A B K FA JHK HE?A A, B K. ,E AC= EJ E A A \ B = A B E A = A > E A ? A \ B K E A K FA JHK A, B K. GA@ 2HE KH =HA @=? =IKFH= ALA E A JA H @E JH = CA>H @A ALA E A JA K IA =F E? FAH= EE A @A E JAHIA? EA HAK EK A E I? @AHA K EA E @E = CA>H= K. ,E FK ?JK @A LA@AHA = IJHK?JKHEE = CA>HE?A = CA>H= @A ALA E A JA K AIJA = CA>H > A= JH =@AL H = CA>H= @A ALA E A JA K IA F =JA HC= E = ?= IJHK?JKH @A =JE?A K @ FA JHK E K K = @ K ALA E A JA A, B K FAH= E= @A E JAHIA? EA A B, E=H FA JHK IKFHA K K = @ K ALA E A JA A, B K FAH= E= @A HAK EK A A B. ) L KJ ? FAH= EE A @A E JAHIA? EA E HAK EK A @A ALA E A JA =K FH FHEAJ=JA= @A =I ?E=JELEJ=JA ? KJ=JELEJ=JA E LAHE ? ACE A =>I H> EAE A (A B ) = A E A (A B ) = A FA JHK HE?A A, B K. 6 J @=J = CA>H= @A ALA E A JA K AIJA E =JE?A @EIJHE>KJEL @A =HA?A ? B H ?A H = JAHE =HA =LA A (B C ) = (A B ) (A C ) E A (B C ) = (A B ) (A C ). -LA E A JK E F IE>E =? H K @A ?A =E E? A A A J = CA>H= K, E @? A = A = FA JHK HE?A A K, E=H ALA E A JK IECKH L= ?A =E =HA A A A J = CA>H= K ? ?E A = A = A, FA JHK HE?A A K. =?AIJ BA = CA>H= @A ALA E A JA K AIJA =JE?A HCE EJ ,A =HA?A = CA>H= @A ALA E A JA K FA JHK HE?A ALA E A J A K =LA K ? F A A J E = K A J ? =E ALA E A JK ? JH=H A K FA JHK ?=HA A A = E A A = , = CA>H= K @ALE A =JE?A ?K ? F A A JA 2HE KH =HA = CA>H= @A ALA E A JA K AIJA = CA>H > A= E @? IA F =JA AIJH= ?K IJHK?JKH @A =JE?A @EIJHE>KJEL ?=HA AIJA HCE EJ E ?K ? F A A JA
,A IJH= EA
? JE K=HA @
ANA F A @A = CA>HA @A ALA E A JA
-NA F K ! .EA K1 = {, } E K2 = {, A, A, }, K @A A = E A = AIJA K ALA E A J @=J 1 A@E=J IA LAHE ? ? K1 E K2 ? IJEJKEA = CA>HA @A ALA E A JA ?=HA IK J ?A A =E IE F A ANA F A @A = CA>HA @A ALA E A JA
%
-NA F K ! .EA (Ei )iI B= E EA @A ALA E A JA E ? F=JE>E A @ K ? JA @ K =@E? Ei Ej = ?K i, j I E i = j. .EA K = {iJ Ei | J I }. )JK ?E K AIJA = CA>H @A ALA E A JA JH =@AL H FA JHK J = K E A= LE@ K i Ei = ; FA JHK J = I K iI Ei = 2A JHK iJ Ei K =LA iJ Ei = j I J Ej K E FA JHK HE?A J1 , J2 I =LA
(
iJ1
Ei
j J2
Ej
kJ1 J2
Ek K .
?= KHE A F=HJE?K =HA E F HJ= JA ? @ I AIJA K E A EJ =@E? ANEIJ n N =IJBA ? J I = {1, 2, . . . , n}, HAIFA?JEL ? @ I AIJA K E AE EJ E K H=>E =@E? I = N.
A E
-NA F K ! ! + IE@AH E K E A @A >= E=H P (E ) K E A= IK> K E E H K E EE E : P (E ) = {A/A E }. - A A JA A K E EE P (E ) IA L H K E ALA E A JA -LA E A JK IECKH IA = ACA = E, E=H ALA E A J E F IE>E IA = ACA = K E A= LE@ ,=? FA JHK ALA E A JK ? JH=H A = ALA E A JK KE A IA ? IE@AH ? F A A J=H= K E EE A B= @A K E A= @A >= E, =@E? A := E A, E=H E JAHIA? E= ALA E A JA H A E B IA ? IE@AH E JAHIA? E= >E KEJ = ?A H @ K K E E A E B, =JK ?E P (E ) AIJH=J ?K =?AIJA @ K FAH= EE @ALE A = CA>H @A ALA E A JA FAH= EE H @A HAK EK A E I? @AHA = @ K ALA E A JA A L H ? HAIFK @A HAK EK A= E I? @AHA= >E KEJ = ?A H @ K K E E -NA F K ! " + IE@AH FA R, =N= HA= ?= K E A @A >= -LA E A J IECKH IA = ACA := R. 2A =N= HA= IA ? IE@AH ?= ALA E A JA K E E A A B H =JA @E HAK EK E EJA @A E JAHL= A = A =NAE HA= A @EI K ?JA @ K ? JA @ K 2HE KH =HA E JAHL= K Ik F =JA I A @A B H = (k , k ) ?K k , k R = R {} E k < k I=K (k , k ] ?K k R {}, k R E k < k I=K [k , k ) ?K k R {+}, k R E k < k I=K [k , k ] ?K k , k R E k k . >IAHL ? E JAHL= A A = AIA F J I A E JAHL= A @A B H = K H IA E@HAFJA (, ) I=K (, +) I=K K FK ?J {} = [, ]. .EA ALA E A JK A := n k=1 Ik , K @A n N = N \ {0} AIJA =H>EJH=H E=H Ik Il = FA JHK HE?A k = l ?K k, l {1, 2, . . . , n}. ,E =?AIJA ALA E A JA A IA B H A= K E A= K. )JK ?E E A@E=J IA F =JA LAHE ?= ? K AIJA = CA>H @A ALA E A JA FA ?=HA L J= ?K I . -NA F K ! # J=J ?K J. .EA F
IF= EK Rn ? IE@AH B= E E= K E E H IKH=>E A = K E A= LE@ K E A IKH=>E H@= N=J H@= J
&
?K K = {F H | H J }, =@E? F H E A KE F IKH=>E A H@= )JK ?E K AIJA = CA>H @A ALA E A JA JH =@AL H =?AIJ ?= ALA E A JK E F IE>E AIJA = K E A= LE@ ALA E A JK IECKH AIJA = F ALA E A JK ? JH=H ALA E A JK KE F H ?K H J AIJA
F H = (F H) = F (F H) = (F F ) (F H) = F (F H),
?=HA AIJA J J F=HJA IKH=>E H@= = @ K K E E IKH=>E A H@= F ,=? H1 , H2 J, =JK ?E H1 H2 J, IKH=>E A H@= AIJA J J K E A
F (H1 H2 ) K.
= KE F E @? E H AIJA J J E @? IA JEA ? IKH=>E H@=
IA JEA ? @EBAHA = F H, K E A IKH=>E H@= HAK EK A= = @ K K E E @A?E (F H1 ) (F H2 ) =
6A HA = ! ! .EA (Ki )iI B= E EA @A = CA>HA @A ALA E A JA )JK ?E iI Ki AIJA J J = CA>H @A ALA E A JA

,A IJH= EA
E .EA A iI Ki . )JK ?E A Ki FA JHK HE?A i I @A?E A Ki FA JHK HE?A i I 2HE KH =HA A iI Ki . EE .EA A, B iI Ki )JK ?E A, B Ki FA JHK HE?A i I @A?E A B Ki FA JHK HE?A i I 2HE KH =HA A B iI Ki . G A @ .EA A = B= E EA @A ALA E A JA
,A E E= ! 2HE = CA>H= CA AH=J @A B= E E= @A ALA E A JA A IA A ACA ?A= =E E? = CA>H @A ALA E A JA ?=HA ? E A FA A, =@E? ?A =E E? A A A J HA =JEL = FAH= E= @A E ? K EK A = = CA>HA H @A ALA E A JA ?=HA ? E FA A) E J FHE K(A). 6A HA = ! " .EA (Ki )iI B= E E= JKJKH H = CA>HA H @A ALA E A JA ?=HA ? A. )JK ?E K(A) = iI Ki .
,A IJH= EA
E FA
+ B H JA HA AE ! ! iI Ki AIJA J J = CA>H @A ALA E A JA ?=HA ? E A FA A. 6 J @=J iI Ki AIJA E ?A= =E E? = CA>H @A ALA E A JA ?=HA ? E A FA A, E @? B= E E= (Ki )iI = E ? KI J =JA = CA>HA A @A ALA E A JA ?K =?A=IJ FH FHEAJ=JA GA@
" = CA>HA @A ALA E A JA
'

5A ? IE@AH B= E EA @A ALA E A JA K = {Ai /i I } = K E A= LE@
,A E E= " .= E E= @A ALA E A JA K IA K A JA = CA>H @A ALA E A JA @=? IK J I=JEIB ?KJA KH J =HA A @ K =NE A E FA JHK HE?A A K =LA A K, EE FA JHK HE?A (Ai )iN K =LA iN Ai K, =@E? FHE HE?A E JAHIA? EA E EJ @=H K H=>E @A ALA E A JA @E K, K EA E @E K 6A HA = " HE?A = CA>H @A ALA E A JA AIJA = CA>H @A ALA E A JA
>IAHL ? E @E @A E E= " ? E ?E@A ?K E @E @A E E= ! 2A JHK = LAHE ?= ? @E E= EE @E @A E E= ! = ACA A, B K = CA>H= K) E FK A A0 = A, A1 = A2 = = An = = B. )JK ?E iN Ai = A0 A1 A2 An = A B B B = A B K. 2HE KH =HA @E A, B K HA K J ? A B K, @A?E = CA>H= K AIJA = CA>H @A ALA E A JA GA@ ? JE K=HA @ ANA F A @A = CA>HA B IE @ ANA F K !
,A IJH= EA
-NA F K " ) CA>HA A @A ALA E A JA K1 = {, } E K2 = {, A, A, } ?K A = E A = L H ?DE=H = CA>HA @A ALA E A JA FHE ?=HA E KIJH E JA HA = " >IAHL= E= " + B H JA HA AE " FKJA JH=CA ? ? K E= ? J =JA FH FHE AJ E A =IKFH= ALA E A JA H L= =>E A JH = CA>H @A ALA E A JA IK J L= =>E A E JH = CA>H @A ALA E A JA 2HE KH =HA ? B H JA HA AE ! FA JHK HE?A A, B K =LA ? , , A B, A B, A \ B, A =F=H E J J = CA>HAE K. 6A HA = " 7H J =HA A = H = EE IK J A?DEL= A JA = K AIJA = CA>H @A ALA E A JA > K I=JEIB=?A KH J =HA A @ K ? @E EE E FA JHK HE?A A K =LA A K, EE FA JHK HE?A (Ai )iN K =LA iN Ai K.
ACE A KE @A HC= > E A AC= EJ E A iN Ai = Ai E HA = E= @K= iN Ai = Ai , ?=HA =IECKH A?DEL= A = @E JHA a) E b). G A @
,A IJH= EA
,E
K
6A HA = " ! ,=?
= CA>H @A ALA E A JA =JK ?E , , A B, iN Ai , A B, iN Ai , A \ B, A =F=H E J J KE K FA JHK HE?A A, B K E HE?A (Ai )iN K.
AIJA
) H = E= =?AIJAE JA HA A HA K J @E @A E E= " >IAHL= E= " E JA HA = " GA@ 2HE KH =HA @=? =IKFH= ALA E A JA H @E JH = CA>H @A ALA E A JA K IA =F E? FAH= EE A @A E JAHIA? EA K H=>E HAK EK A K H=>E E I? @AHA K EA E @E = CA>H= K. ? JE K=HA @ ? K ANA F K @A = CA>H B IE @ ANA F K ! !
,A IJH= EA
-NA F K " .EA (Ei )iI B= E EA @A ALA E A JA E ? F=JE>E A @ K ? JA @ K =@E? Ei Ej = FA JHK HE?A i, j I ?K i = j. .EA K = {iJ Ei | J I }. )JK ?E K AIJA = CA>H @A ALA E A JA JH =@AL H FA JHK J = K E A= LE@ K i Ei = , FA JHK J = I K iI Ei = 2A JHK iJ Ei K =LA iJ Ei = j I J Ej K E FA JHK HE?A J1 , J2 I =LA
(
iJ1
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Ej
kJ1 J2
Ek K .
j J2
?= KHE A F=HJE?K =HA E F HJ= JA ? @ I AIJA K E A EJ =@E? ANEIJ n N =IJBA ? J I = {1, 2, . . . , n} HAIFA?JEL ? @ I AIJA K E A E EJ E K H=>E =@E? I = N.
A E
-NA F K " ! .EA E = K E A @A >= K A=F H=J EJ FKJA K= E =IJBA ? J ?=H@ (E ) 0 , K @A ?=H@ (E ) IA= ?=H@E = K K E EE E E=H 0 AIJA IE > K FA JHK = J= ?=H@E = K K E EE K AHA H =JKH= A N .EA P (E ) = {A/A E } K E A= JKJKH H IK> K E E H K E EE E =JK ?E P (E ) @ALE A = CA>H E @? FHE FAH= EE A @A E JAHIA? EA E HAK EK A K H=>E HAIFA?JEL FHE I? @AHA K EA E @E P (E ) 2HE KH =HA P (E ) AIJA = CA>H @A ALA E A JA ?=HA AIJA ?DE=H = CA>H @A ALA E A JA
,E FK ?JK @A LA@AHA = IJHK?JKHEE = CA>HE?A = CA>H @A ALA E A JA AIJA = CA>H * A E @? HE?A = CA>H @A ALA E A JA AIJA = CA>H > A= I K FKJA = H = ? = CA>H @A ALA E A JA L= ?DE=H =JE?A ? F AJ @A =HA?A K =E E K K E IKFHA K K K KE K H E EJ @=H K H=>E @A A A A JA @E = CA>H H A = CA>H E K E K K E IKFHA K K K KE K H =H>EJH=H E EJ @A A A A JA
A E ? E EJ= IKFAHE H A E ?A= E BAHE =H A LA E @A E E= ' E @A E E= = K AE B= E EE @A ALA E A JA (An )nN K ANEIJ E AIJA K A A A J = = CA>HAE K.
6A HA = " " .EA (Ki )iI B= E EA @A = CA>HA @A ALA E A JA )JK ?E iI Ki AIJA J J = CA>H @A ALA E A JA
E .EA A iI Ki . )JK ?E A Ki FA JHK HE?A i I, @=? A Ki FA JHK HE?A i I. 2HE KH =HA A iI Ki EE .EA (Ai )iN iI Ki . )JK ?E (Ai )iI Ki FA JHK HE?A i I, @A?E iN Ai Ki FA JHK HE?A i I. 2HE KH =HA iI Ai iI Ki . GA@ .EA A = B= E EA @A ALA E A JA
,A IJH= EA
,A E E= " 2HE = CA>H= CA AH=J @A B= E E= @A ALA E A JA A IA A ACA ?A= =E E? = CA>H @A ALA E A JA ?=HA ? E A FA A =@E? ?A =E E? A A A J HA =JEL = FAH= E= @A E ? K EK A = = CA>HA H @A ALA E A JA E IA JA= FHE
K(A).
6A HA = " # .EA (Ki )iI B= E E= JKJKH H FA A )JK ?E K(A) = iI Ki .

,A IJH= EA
= CA>HA H @A ALA E A JA ?A ?
+ B H JA HA AE " " iI Ki AIJA J J = CA>H @A ALA E A JA ?=HA ? E A FA A 6 J @=J iI Ki AIJA E ?A= =E E? = CA>H @A ALA E A JA ?A ? E A FA A, E @? B= E E= ( Ki )iI = E ? KI J =JA = CA>HA A @A ALA E A JA ?K =?A=IJ FH FHEAJ=JA GA@ ? JE K=HA @ ? K ANA F K @A = CA>H
-NA F K " " + IE@AH = CA>H= @A ALA E A JA I @E ANA F K ! " K @A ALA E A JA A IK J IK> K E E = A =NAE HA= A E = K A HAK EK E EJA @A E JAHL= A = A =NAE HA= A @EI K ?JA @ K ? JA @ K + B H JA HA AE " # ? IE@AH = CA>H= CA AH=J @A I J=J FHE B = K(I ) E K EJ B= E E= K E E H > HA EA A @KF K A A =JA =JE?E= K KE BH= ?A * HA 2HE KH =HA B AIJA = CA>H E=H I L= K ANA F K @A = CA>H @A ALA E A JA ?=HA K AIJA = CA>H JH =@AL H @=? IA ? IE@AH K E E A {k} I , K @A k N, =JK ?E FHE HAK EK A K H=>E =LA kN {k } B , @=H kN {k } I .
-NA F K " # IF= EK Rn ? IE@AH B= E E= K E E H IKH=>E A A>AIGKA J=J ?K L. .EA F = K E A= LE@ K E A IKH=>E A>AIGKA N=J J ?K K = {F H | H L} =@E? F H E A KE F IKH=>E A A>AIGKA )JK ?E K AIJA = CA>H @A ALA E A JA JH =@AL H =?AIJ ?= ALA E A JK E F IE >E AIJA = K E A= LE@ ALA E A JK IECKH = F ALA E A JK ? JH=H ALA E A JKE F H ?K H L AIJA F H = (F H) = F (F H) = (F F ) (F H) = F (F H), ?=HA AIJA J J F=HJA IKH=>E A>AIGKA = KE F E @? IA JEA ? @EBAHA = F H, = @ K K E E IKH=>E A A>AIGKA F E H AIJA J J K E A IKH=>E A>AIGKA ,=? H1 , H2 L, =JK ?E H1 H2 L, E @? IA JEA ? HAK EK A= = @ K K E E IKH=>E A A>AIGKA AIJA J J K E A IKH=>E A>AIGKA @A?E
(F H1 ) (F H2 ) = F (H1 H2 ) K.
?DAEAHA= =?AIJKE F=H=CH=B A E ? = CA>H= K ? IE@AH=J = ANA F K ! # K AIJA = CA>H E @? HAK EK A= K H=>E = K E E H IKH=>E A H@= K AIJA IECKH ? L= J J K E A IKH=>E H@= ,A =?AA= = ? IE@AH=J ANA F K " # ? @A IKH= H@= IKH= A>AIGKA
# )J
E I=K ALA E A JA A A A J=HA

= CA>H @A ALA E A JA
.EA K = K E A= LE@
,A E E= # 8 IFK A ? ALA E A JK X K, X = AIJA =J I=K ALA E A J A A A J=H HA =JEL = = CA>H= @A ALA E A JA K, @=? FA JHK HE?A Y K =IJBA ? J Y X HA K J ? Y = I=K Y = X.
2HE KH =HA =J EE K AE = CA>HA @A ALA E A JA K IK J J ? =E A A A JA A E E = A @E FK ?JK @A LA@AHA = CA>HE? = B= E EAE @A ALA E A JA K \ {} H=F HJ ?K FAH= E= @A E ? K EK A
6A HA = # ,=? X1 E X2 IK J @ E =J IA IK @A E EAE #
,A IJH= EA
E @EBAHE E =JK ?E IK J E ?
F=JE>E E
2HAIKFK A FHE =>IKH@ ? X1 E X2 K IK J E ? F=JE>E E =@E? X1 X2 = . )JK ?E @A =HA?A X1 X2 X1 E X1 X2 X2 E=H X1 , X2 IK J
$ ) CA>HA
EJA @A ALA E A JA
@K = I= > EIJ @A @A
EHA = ALA E A JA H !
=J E L =LA= X1 X2 = X1 E X1 X2 = X2 , =@E? X1 = X2 , ?AA= ?A HAFHA E J ? JH=@E? EA GA@
6A HA = # @A ?=H=?JAHE =HA = =J E H ,=? K AIJA = CA>H E X K K ALA E A J =HA?=HA =JK ?E KH J =HA A = H = EE IK J A?DEL= A JA E X AIJA K =J K; EE FA JHK HE?A Y K =LA X Y = I=K X Y = X ; EEE FA JHK HE?A Y K =IJBA ? J X = Y Z =LA Y = I=K Y = X.
E E F E? EE ,A =HA?A X, Y K E K AIJA = CA>H @A ALA E A JA =LA X Y K. I X Y X E X E @ =J >E A ? B H @A E EAE # ? X Y = I=K X Y = X. EE E F E? EEE .EA X = Y Z. )JK ?E Y X @A?E X Y = Y E ? B H ? @E EAE EE Y = X Y = I=K Y = X Y = X. EEE E F E? E .EA HE?A Y K =IJBA ? J Y X. )JK ?E =LA I?HEAHA= X = Y (X \ Y ). )IJBA =LA HA = E= X = Y Z ?K = ACAHA= Z = X \ Y + B H EEE =LA Y = I=K Y = X, =@E? X LAHE ? @A E E= # = =J K KE GA@
,A IJH= EA
$ ) CA>HA EJA @A ALA E A JA EIJ @A @A EHA = ALA E A JA H
@K = I= >
EJ
,A E E= $ 8 IFK A ? = CA>H= @A ALA E A JA K = AIJA = CA>H @A ALA E A JA @=? = CA>H= K ? E A K K H EJ @A ALA E A JA
,=? J ?K ?=H@ (K) ?=H@E = K K E EE K, ?K A A A JA ALA E A JA =JK ?E K AIJA = CA>H EJ @A ALA E A JA @=? ?=H@ (K) < 0 = AB AH K @A 0 = ?=H@ (N).
6A HA = $ ,=? K = AIJA = CA>H EJ @A ALA E A JA =JK ?E ? E A ALA E A JA A A A J=HA =E FHA?EI HE?A ALA E A J @E = CA>H= K ? E A ?A FK E K =J
,A =HA?A K = = ACA K ALA E A J X1 K. 2HAIKFK A FHE =>IKH@ ? X1 K ? E A =J E )JK ?E ? B H @A E EAE # L= ANEIJ= K ALA E A J X2 K, X2 X1 =IJBA ? J X2 = E X2 = X1 . +K X1 K ? E A
,A IJH= EA
"
=J E E?E X2 K L= =J 2HE KH =HA L= ANEIJ= K ALA E A J X3 K =IJBA ? J X3 X2 E X3 = E X3 = X2 2HE =?AIJ FH ?A@AK IA ? IJHKEA JA K EH IJHE?J @AI?HAI? J H @A ALA E A JA @E K : X1 X2 X3 Xn Xn+1 . . . . )IJBA = CA>H= K =H ? E A E EJ=JA @A ALA E A JA ?A HAFHA E J ? JH=@E? EA 2HE KH =HA EHK @AI?HAI? J H @A ALA E A JA (Xi )iN AIJA EJ @A?E ALA E A JK X1 ? E A K ALA E A J A A A J=H GA@
JH = CA>H EJ HE?A ALA E A J IA F =JA HAFHA A J= FHE HA 6A HA = $ K EK A= JKJKH H ALA E A JA H A A A J=HA FA ?=HA A ? E A
.EA X K K ALA E A J + B H JA HA AE $ ALA E A JK X ? E A K =J Y1 K =IJBA ? J Y1 X 2HE KH =HA FKJA ? IE@AH= B= E E= JKJKH H =J E H @EBAHE E @ E ? JA @ E ? E K E X. + B H JA HA AE # K J E =J EE E ? F=JE>E E @E X ,A =HA?A K AIJA = CA>H EJ A =?A JE =J E Y1 , Y2 , . . . , Yn , Yi X FA JHK HE?A i {1, 2, . . . , n} E Yi Yj = FA JHK HE?A i, j {1, 2, . . . , n} ?K i = j. 8HA I =H J ? X = n JH =@AL H n i=1 Yi i=1 Yj X. ,=? n n FHAIKFK A FHE =>IKH@ ? i=1 Yi = X =JK ?E Z = X (i=1 Yi ) X E Z = + B H JA HA AE $ E ALA E A JK Z ? E A K =J Yn+1 @EBAHEJ @A =J EE KE X. )?A=IJ= HAFHA E J ? JH=@E? EA E @? E = FHAIKFKI ? Y1 , Y2 , . . . , Yn IK J J E =J EE KE X @EBAHE E @ E ? JA @ E GA@
,A IJH= EA
= CA>H EJ @A ALA E A JA )JK ?E KH 6A HA = $ ! .EA K = = H = EE IK J A?DEL= A JA E = CA>H= K =HA n ALA E A JA A A A J=HA EE ?=H@ (K) = 2n .
,A IJH= EA
J =HA A
E E F E? EE ,=? = CA>H= EJ ? E A n =J E =JK ?E ? 0 = 1 ALA E A J ?=HA K ? E A E?E K B H JA HA AE $ =LA K =@E? Cn 2 1 = n(n21) = n ALA E A JA = CA>H= EJ K ?=HA ? E ? JA K =J Cn =J Cn 3 ALA E ALA E A JA ?=HA ? E A?=HA @ K ALA E A JA A A A J=HA E ? F=JE>E A Cn A JA ?=HA ? E A?=HA JHAE ALA E A JA A A A J=HA AJ? E K IE CKH ALA E A J n J ? =E ALA E A JK IECKH ?=HA ? E A J E =J EE @E = CA>H= EJ K 2HE 1 = Cn n 1 0 = 2n ALA E A JA + + Cn + Cn KH =HA = CA>H= K ? E A Cn EE E + B H JA HA AE $ E $ = CA>H= EJ @A ALA E A JA K ? E A K K H EJ @A ALA E A JA A A A J=HA ,=? m N AIJA K HK ALA E A JA H A A A J=HA =JK ?E ? B H FHE AE F H E = =?AIJAE @A IJH= EE =LA ?=H@ (K) = 2m
$ ) CA>HA
EJA @A ALA E A JA
@K = I= > EIJ @A @A
EHA = ALA E A JA H #
I ? B H ? @E EAE EE =LA ?=H@ (K) = 2m = 2n =@E? m = n, @A?E = CA>H= K =HA n ALA E A JA A A A J=HA G A @ ? JE K=HA @ ANA F A @A = CA>HA EJA @A ALA E A JA
-NA F K $ 5A ? IE@AH ANFAHEA = =HK ? HEE A@AE 5A FHAIKFK A ? HA K J=JA A ANFAHEA AE J J@A=K = L H KH J =HA A @ K ALA E A JA A A A J=HA E = K A L IFK A ? =F=HA ALA E A JK A @=? B= = IKFAHE =H = A@AE AIJA >= K =LAHI E =F=HA ALA E A JK B @=? B= = IKFAHE =H = A@AE L= IJA = 1 A@E=J FKJA ? IJ=J= ? B = A =@E? =JK ?E E K =E =JK ?E =F=HA >= K ? @ K =F=HA IJA = HALAHI E = A A = A B, E @? HA K J=JK ANFAHEA AE J J@A=K = EAIA A >= K A IJA =
)IJBA > E A KH = ANA F K ! J =HA= = CA>H EJ @A ALA E A JA K2 = {, A, A, } @A
-NA F K $ 5A ? IE@AH ANFAHEA = =HK ? HEE =HK KE =?AIJ ?= FHA IKFK A ? @KF =HK ?=HA J J@A=K = FA B= = IKFAHE =H L= =F=HA K K H =J KH= @A = K K = =IA 8 J= =?AIJA ALA E A JA A A A J=HA ?K (Ai )i=1,6, K @A HA= E =HA= ALA E A JK KE Ai , IA= ? =F=HA K HK =JKH= i {1, 2, 3, 4, 5, 6} + B H JA HA AE $ ! = CA>H= EJ @A ALA E A JA CA AH=J @A =J EE (Ai )i=1,6 =HA J J= 26 = 64 @A ALA E A JA . IE @ JA HA = $ FKJA B H = @A AN A F K KH J =HA A ALA E A JA C = A1 A3 A5 , ?=HA IA= =?A ALA E A J ?=HA IA HA= E A= ? @ @KF =HK ?=HA =F=HA K K H =JKH= E F=H @E K E A= {1, 3, 5} E=H D = A2 A4 A6 IA= HA= E =HA= =?A KE ALA E A J ? @ @KF =HK ?=HA= =HK KE =F=HA K K H =JKH= F=H @E K E A= {2, 4, 6} -LA E A JK IECKH AIJA = 6 @ = JAF i=1 Ai , E=H ALA E A JK E F IE>E IA > E A @A ANA F K ? J ?= HA K J=J = ANFAHEA AE K HK % 6 J @=J Ai Aj = FA JHK HE?A i = j, i, j {1, 2, 3, 4, 5, 6}, E @? > E AHA= K HK KE i AN? K@A =F=HE E= K HK KE j. )IJBA IEIJA K @A =J E (Ai )i=1,6 B H A= K IEIJA ? F AJ @A ALA E A JA ? B H @A E EAE 6 J @=J =LA C D = E C D = @A?E E IEIJA K @A ALA E A JA B H =J K =E @E ALA E A JK C E D B H A= = H @K H J J K IEIJA ? F AJ @A ALA E A JA
? JE K=HA L E JH @K?A I?HEAHA= = I= > EIJ = ALA E A JA H ,=? = AN A FK $ J ?K = A E = B =JK ?E ?K HA = EAE = L B IE I?HEAHA= = { , } = BA ?= K ANA F K KE $ J ?K
$
i = Ai FA JHK HE?A i = 1, 6
?K HA = EAE = 6 B IE I?HEAHA= i=1 i L = {1 , 2 , 3 , 4 , 5 , 6 } )IJBA ALA E A JA A C E D IA F J HAFHA A J= ?= K E E B H =JA ?K A A A JA =J E C = {1 , 3 , 5 } E D = {2 , 4 , 6 }. =?A=IJ ?=HJA L FHAIKFK A ? HE?A = CA>H E EJ @A ALA E A JA K =@ EJA =J E E HE?A ALA E A J = = CA>HAE IA F =JA HAFHA A J= ?= HAK EK A @A =J E @EI K ? E @ E ? JA @ E ,A IJH= E= =?AIJAE FHAIKFK AHE AIJA @E ?E E AIJA @A IJH=J K =E ?= KHE F=HJE?K =HA E=H = H = E= CA AH= H A FH > A @AI?DEI ,=? =??AFJ =?A=IJ FHAIKFK AHA =JK ?E E ?= K CA AH= = K AE = CA>HA @A ALA E A JA L FKJA= B IE I?HEAHA= = I= > EIJ =@E? = {/ }, K @A AIJA K =J =H>EJH=H HAIFA?JEL FA JHK K ALA E A J =HA?=HA A =LA A = {/ A} )??AFJ=HA= = H = EE H @A =E IKI E HAFHA A J=HA= = I= > EIJ = ALA E A JA H A ? @K?A = JA HEA = FH >=>E EJ EE ?=HA AIJA ? ? H@= ?K ANFAHEA A A FH=? JE?A HE@E?=JA @A ? JHA @ A EE A = ?=HA A= IA =F E?
% ]EHKHE @A ALA E A JA
.EA K = = CA>H @A ALA E A JA
,A
E E= %
BK ? EA f : N K IA K A JA EH @A ALA E A JA @E = CA>H= K.
6AH A EE EHK KE IA L H I?HEA FHE f (0), f (1), f (2), . . . , f (n), . . . , ?=HA =?AIJ ?= IK J ALA E A JA ? JE K=HA L B IE J= E= An := f (n) K, @A?E (An )n N L= K EH @A ALA E A JA @E = CA>H= K.
EH @A ALA E A JA (An )nN IA K A JA J ?HAI? J A0 A1 A2 An An+1 . . . 7 EH @A ALA E A JA (An )nN IA J @AI?HAI? J =HA @=? A0 A1 A2 An An+1 . . . @A ALA E A JA (An )nN IA K A JA J @=? AIJA I=K J ?HAI? @=? AIJA J @AI?HAI? J H
.EA K
= CA>H @A ALA E A JA E=H (An )nN K K (An )nN
,A
E E= %
H @=? K A JA 7 EH J H I=K
EH @A ALA E A JA
,A
K
E E= % ! ]EHK @A ALA E A JA @=? lim inf(An ) = lim sup(An ).

nN nN
IA K A JA ? LAHCA J
= CA>H=
% ]EHKHE @A ALA E A JA
5A ?K = JA @E = = E KH J HK HA K J=J HABAHEJ H = EHKHE @A K AHA HA= A @A FA =N= HA= HE?A EH J E HCE EJ AIJA ? LAHCA J )?A=IJ JA HA JA HE= FH >=>E EJ E H =F=HA BA K KH J H
6A HA = % HE?A EH
,A IJH= EA
J
n=0
@A ALA E A JA JH = CA>H AIJA ? LAHCA J

?
n=0 An ,
nN
2HE = @=J FHAIKFK A

( i=n Ai ) (
i=n
J H )JK ?E lim inf(An ) =

nN
= )
EHK (An )nN AIJA E

) Ai =
i=0
?HAI?
nN
lim sup(An ) =
nN
Ai
(
i=0
Ai .
2HE KH =HA lim inf(An ) = lim sup(An ), @A?E EHK (An )nN AIJA ? LAHCA J = nN nN @ K= F=HJA = @A IJH= EAE FHAIKFK A ? EHK (An )nN AIJA J @AI?HAI? J H )JK ?E EHK (An )nN AIJA J ?HAI? J H + B H FHE AE F H E = @A IJH= EAE lim inf(An ) = lim sup(An ), I ? B H JA HA AE >E A
nN nN nN
lim sup(An ) = lim inf(An ),

nN
E JHA? @ = ?
F A A J=H
nN
lim sup(An ) = lim inf(An ).

nN
GA@
,A E E= % " ,=? EHK @A ALA E A JA (An )nN AIJA ? LAHCA J =JK ?E FHE E EJ= EHK KE J=J ?K limn (An ), IA A ACA
n
= CA>H= K
lim (An ) = lim inf(An ) = lim sup(An ).

nN nN
>IAHL= E= % + B H JA HA AE % @=? EHK @A ALA E A JA (An )nN AIJA J ?HAI? J H =JK ?E =LA limn An = nN An E=H @=? EHK @A ALA E A JA (An )nN AIJA J @AI?HAI? J H =JK ?E =LA limn An = nN An .
&
+=FEJ K 2H >=>E EJ=JA= EJ =@EJEL @A EJ FA = CA>HA @A ALA E A JA

@K IJ=JEIJE? @A =F=HE EA = FH >=>E EJ EE
5A ? IE@AH ANFAHEA ?=HA IA HAFAJ @A n HE ? @E EE E@A JE?A E FHAIKFK A ? ALA E A JK A F =JA I =F=H ?= HA K J=J = ANFAHEA AE 2HAIKFK A ? ?A A n ANFAHEA A ALA E A JK A = =F HKJ @A nA N HE K HK nA IA K A JA BHA?LA = =>I KJ @A =F=HE EA = ALA E A JK KE A ?A A n ANFAHEA A ABA?JK=JA A 2HE BHA?LA = HA =JEL = ALA E A JK KE A L A ACA BH=? E= nn . 8= =HA= =?AIJAE BH=? EE AIJA K K H E JAHL= K [0, 1] E IA F =JA K E FH >=>E EJ=JA= IJ=JEIJE? = ALA E A JK KE A. 2HAIKFK A ? ANFAHEA = IA HAFAJ ? @=J @A n HE E =IJBA A IA > E A K L= =HA nA . 5A L= >IAHL= ? L= HE A BH=? EE H nn L H =FH FE=JA E FA JHK n IK ?EA J @A =HA L H I?E = KHK K AE L= HE JA HAJE?A >E A FHA?E =J ?=HA IA K A JA FH >=>E EJ=JA= JA HAJE? @A =F=HE EA = ALA E A JK KE A. ,A ANA F K @=? ? IE@AH ANFAHEA = =HK ? HEE A@AE A A ALA E A JK ? @ =F=HA IJA = .EA @A ANA F K n = 1000, K HK @A ANFAHEA A ABA?JK=JA ? @E EE E@A JE?A E FHE K IAJ @A ANFAHEA A IA > E A nA = 519 E=H = @ E A= IAJ @A ANFAHE A JA 519 487 A nA = 487. 5A >IAHL ? L= HE A BH=? EE H nn E @ 1000 , HAIFA?JEL 1000 IK J =FH FE=JA 1 ?=HA AIJA FH >=>E EJ=JA= JA HAJE? @A =F=HE EA E I?E A= KHK L= HEE JA HAJE?A 2 = IJA AE '
!
,A E E= ? =IE? I=K ? >E =J HE= = FH >=>E EJ EE EJ =@EJELA FA = CA>HA EJA @A ALA E A JA

5A ? IE@AH = CA>H EJ @A ALA E A JA ?=HA =HA n ALA E A JA A A A J=HA 8 FHAIKFK A ? =F=HE E= A? HKE ALA E A J A A A J=H AIJA AC= FH >=>E ,=? J ?K E1 , E2 , . . . , En J =JA ALA E A JA A A A A J=HA =JK ?E ALA E A JK IECKH AIJA = i=1 Ei . .EA A K ALA E A J = A=J H ?=HA =HA HAFHA A J=HA= A = m j =1 Eij ? B H JA HA AE $ K @A 0 m n, ij {1, 2, . . . , n} FA JHK j {1, 2, . . . , m}.
,A E E= JK KE A IA
2H >=>E EJ=JA= ? =IE? I=K ? >E =J HE= @A =F=HE EA = ALA E A JA= FHE P (A) E FHE @A E EA L= L= =HA= BH=? EAE m . n
, K @A K HK =JKH= n @E K EJ H HAFHA E J K HK 2HE KH =HA P (A) = m n J J= @A ?= KHE AC= FH >=>E A ?=HA F J =F HA= FA F=H?KHIK ANFAHEA AE E=H K HK =JKH= m @E K H J H HAFHA E J K HK @A ?= KHE B=L H=>E A @A =F=HE EA = ALA E A JK KE A. ,A ANA F K @=? ? IE@AH K =H CA =JK ?E =?AIJ ?= ALA E A JA A A A A J=HA L H Ei = {i }, i = 1, 6, K @A Ei AIJA ALA E A JK ?=HA IA HA= E A= ? @ =F=HA K HK i FA B= = @A IKI = ?K>K KE @KF =HK ?=HA= =HK KE .EA A ALA E A JK ? @ =F=HA K K H F=H @KF =HK ?=HA= =HK KE )JK ?E A = {2 , 4 , 6 }, =@E? A = E2 E4 E6 . 2HE KH =HA n = 6 E=H m = 3, =@E? FH >=>E EJ=JA= ?= I > E A 3 @KF =HK ?=HA= =HK KE K K H F=H AIJA P (A) = 6 =1 . 2
-NA F K +=HA AIJA FH >=>E EJ=JA= ?= FK @ = J F =HA K K @KF = JK EJAHA A ) ) ) + - 1 6 6 I E=I ?KL JK )6- )61+) 4A L=HA
P = 3! 2! 2! 0, 0000066 10!
-NA F K JH ?KJEA IA = @A FEAIA @E JHA ?=HA IK J HA>KJKHE E=H HAIJK & IK J FEAIA >K A +=HA AIJA FH >=>E EJ=JA= ?= K @ = J F =HA FEAIA A @E ?KJEA HA>KJKHE A I A ANJH=IA = ?AFKJ 4A L=HA
P = 2! 18! 0, 0052 20!
! ,A
E E= CA
AJHE? = FH >=>E EJ EE
EJ =@EJELA
!
-NA F K ! 5A ? IE@AH ?=HJ = A FA ?=HA IK J JHA?KJA ?EBHA A @A = = ' 5A E=K @ K ?=HJ = A = J F =HA +=HA AIJA FH >=>E EJ=JA= ?= K HK B H =J @A ?A A @ K K AHA = AIA @A FA ?=HJ = A I A @ELE E>E ?K & 4A L=HA )LA ?E ?E K AHA ?K @ K ?EBHA ?=HA IA @ELE@ = & E = K A K AHA A & !$ #" % '
P = 5 5 = 0, 055 2 A10 10 9
! ,A E E= CA FA = CA>HA E
AJHE? = FH >=>E EJ EE EJA @A ALA E A JA
EJ =@EJELA
IF= EK Rn ? IE@AH CKH CA AJHE? F , IKH=>E H@= ?K IKH= H@= EJ E @EBAHEJ @A AH 2K ?JA A CKHEE F L H ? IE@AH=JA ALA E A JA A A A J=HA =IJBA ? J A?=HA FK ?J = K E EE F =HA =?AA= E FH >=>E EJ=JA @A HA = E =HA 5A ABA?JKA= ANFAHEA =IJBA ? J I =F=H K ALA E A J A ?=HA ? IJ HA= E =HA= K AE F H E IKH=>E A H@= = CKHEE F J=J ?K G
,A E E= ! 2HE FH >=>E EJ=JA= CA AJHE? @A =F=HE EA = ALA E A JK KE J=J FHE P (A), L A ACA K HK @A EJ BA K KH J H
P (A) =
IKH= (G ) , IKH= (F ) IKH= H@= = CKHE H CA AJ
K @A IKH= (G ) HAIFA?JEL HE?A IKH=>E A H@=

? JE K=HA @
IKH= (F ) IA=
? JAL= ANA F A
-NA F K ! .EA n = 1 2A =N= HA= R ? IE@AH E JAHL= K [a, b] 2HA IKFK A ? IA = ACA = J F =HA K FK ?J M @E E JAHL= K [a, b] +=HA AIJA FH > =>E EJ=JA= ?= FK ?JK M = AI I A J ? =E E JAHL= K (c, d) K @A a < c < d < b ) ACA F = [a, b], E G = (c, d). ,=? A AIJA ALA E A JK ?=HA IA HA= E A= =JK ?E ? @ FK ?JK M = AI = J F =HA E JAHL= K [a, b] ?=@A J ? =E E JAHL= K (c, d) =JK ?E FH >=>E EJ=JA= KE A AIJA
P (A) =
IKH= ([c, d]) d c = . IKH= ([a, b]) b a
2H >=>E EJ=JA=
EJ =@EJEL @A
-NA F K ! .EA n = 2 F = K R2 IA ? IE@AH @HAFJK CDEK @A K CE A d1 E E A d2 5A FHAIKFK A ? K JH C J H JH=CA =IKFH= =?AIJKE @HAFJK CDE E J K B ? E FH >=>E EJ=JA= ?= I =JE C C K HE?A FK ?J = @HAFJK CDEK KE AIJA =?AA= E 6 J @=J FHAIKFK A ? C K JHA?A K =E FHE E J 5A ?AHA FH >=>E EJ=JA= ?= C K I JHA=? E JAHE HK K KE ?AH? @A H= r ?AH? ?=HA IA = JHACE A E JAHE HK @HAFJK CDEK KE 5A = ACA F E J= @HAFJK CDE E=H G E JAHE HK ?AH?K KE @A H= r ,=? A AIJA FH >=>E EJ=JA= ?= C K I JHA=? E JAHE HK ?AH?K KE =JK ?E
P (A) =
IKH= (G ) r2 = . IKH= (F ) d1 d2
-NA F K ! ! ? JE K=HA FHA A J K ANA F K FA JHK n = 2 ?K I?KJ IK> K A A @A FH > A = =?K KE I=K FH > A = KE *K 5A ? IE@AH F = HA A= @A @HAFJA F=H= A A @ K ? JA @ K A?DE@EIJ= JA =L @ @EIJ= = JHA @ K @HAFJA F=H= A A LA?E A AC= ?K a. 5A ? IE@AH K =? @A K CE A l < a, ?=HA IA =I I ?=@ FA F = +=HA AIJA F IE>E EJ=JA ?= =?K I E JAHIA?JA A K = @E JHA @HAFJA A F=H= A A 2 E E= =?K KE IA F =JA ?=H=?JAHE = ? F AJ ?K = KJ HK = @ K A A A JA E = K A @EIJ= = FK ?JK KE @A E ? M = =?K KE F = ?A= =E =FH FE=J @HA=FJ F=H= A FHA?K E FHE K CDEK FA ?=HA B H A= =?K AB ?K @HAFJA A F=H= A A LA E CKH=
B a l a A M N Q
.ECKH= 2A CKH= =LA =?K HAFHA A J=J FHE IAC A JK AB @A K CE A l =L @ E ?K IAC A JK KE FK ?JK M. 5A >IAHL ? =?K B=?A K CDEK ?K @HAFJA A F=H= A A A?DE@EIJ= JA JHA A A =L @ @EIJ= = AC= ?K a. 5AC A JK M N HAFHA E J ?A= =E E? @EIJ= = FK ?JK KE M F = ?A= =E =FH FE=J @HA=FJ F=H= A 2HE KH [ a] [ ] =HA M N 0, 2 , E=H [0, ] 5A >IAHL ? HE?A @EIJ= @E E JAHL= K 0, a 2 I=K HE?A L= =HA @A K CDE @E E JAHL= K [0, ] F =JA I =F=H ?K =?A= E FH >=>E EJ=JA
! ,A
E E= CA
AJHE? = FH >=>E EJ EE
EJ =@EJELA
!!
2HE KH =HA FK ?JA A CKHEE F @E F = K R3 IK J FK ?JA A @HAFJK CDEK KE OEF G LA E CKH=
a 2
E
.ECKH= ,HAFJK CDEK OEF G =HA K CE A= OE = E E A= OG = a . 2 = 90 ) I?HEA B H K = IE KIK KE 2A CKH= JHEK CDEK @HAFJK CDE? AM Q(Q Q l sin = M , @A?E M Q = AM sin = 2 sin . 5A >IAHL ? ? @E E= A?AI=H E AM IK ?EA J ?= =?K AB I E JAHIA?JA A @HA=FJ F=H= A AIJA ?= M N M Q LA E CKH= ? @ =?K E JAHIA?JA= @HA=FJ F=H= A E CKH= ! ? @ =?K K E JAHIA?JA= @HA=FJ F=H= A
B a A M

N
.ECKH= ! 2HE KH =HA CKH= G K E A= FK ?JA H @E CKH= F ?=HA HAFHA E J ?= KHE A l B=L H=>E A ANFAHEA AE IK J d = M N 2 sin LA E CKH= "
a 2 l 2
G O
2
E
.ECKH= " ,=? J ?K A ALA E A JK ?=HA IA HA= E A= @HA=FJ F=H= A =JK ?E =JK ?E ? @ =?K E JAHIA?JA=
!"
2H >=>E EJ=JA=
EJ =@EJEL @A
sin d 0 = d 0
P (A) = =
IKH= (G ) = IKH= (F )
l 2 0
sin d l = a a d 0 2
l cos | 2l 0 = . a |0 a
" ,A E E= =NE =JE? = FH >=>E EJ EE EJ =@EJELA @A EJ FA = CA>HA @A ALA E A JA @=J @A ? JHA C H L

)?=@A E?E= K HKI C H L = @=J K IEIJA =NE =JE? FA JHK @A EHA= FH > =>E EJ EE FA = CA>HA @A ALA E A JA ?=HA = B IJ =??AFJ=J @A =JA =JE?EA E ? JE K=HA FHA A J =?AIJ IEIJA =NE =JE? E L @A@K?A @A =E?E FHE F=HJE?K =HE HE ? LA =>E A @A E EE A ? =IE?A I=K ? >E =J HE= A HAIFA?JEL @A E E= CA AJHE? = FH >=>E EJ EE EJ =@EJELA A E ? IA ? IE@AH K =E @ K =NE A E @AFA @A JA FA JHK @A EHA= FH >=>E EJ EE =>IJH=?JA EJ =@EJELA FA = CA>HA @A ALA E A JA @E ?=HA IA @A@K? J =JA FH FHEAJ E A FH >=>E EJ EE .EA K = CA>H @A ALA E A JA ?=HA ? E A ALA E A JK IECKH .
,A
E E= "
BK ? EA P : K [0, +) ?=HA LAHE ? KH
J =HA A @ K =NE
E P () = 1; EE P (A B ) = P (A) + P (B ) FA JHK HE?A A, B K E ? F=JE>E A =@E? FA JHK ?=HA A B = LA E @A E E= # IA K A JA FH >=>E EJ=JA EJ =@EJEL
)NE = EE @E @A E E= " F =HJ @A K EHA= @A EJ =@EJELEJ=JA = KE P.
P (A) = 1 P (A).
6A HA = " 2A JHK HE?A ALA E A J A K =LA

,A IJH= EA
)LA 1 = P () = P (A A) = P (A) + P (A), K @A FA H @ = B IEJ =NE = E B=FJK ? IEIJA K @A ALA E A JA {A, A} AIJA K IEIJA ? F AJ @A ALA E A JA LA E @A E E= HAIFA?JEL =NE = EE ?K = ACAHA= B = A. ,A =HA?A P (A) [0, +), =LA P (A) = 1 P (A). GA@
6A HA = "
2H >=>E EJ=JA= ALA E A JK KE E F IE>E AIJA AH P () = 0.
" ,A
,A
E E= =NE
IJH= EA
=JE? = FH >=>E EJ EE JA HA =
EJ =@EJELA
!#
P () = 1 P () = 1 1 = 0.
" = ACA GA@
A = K. 2HE KH =HA P () =
6A HA = " ! 2H FHEAJ=JA= @A IK>IJH=?JELEJ=JA = FH >=>E EJ EE ,=? A, B K ?K A B, =JK ?E P (B \ A) = P (B ) \ P (A).

,A =HA?A A B ALA E A JA A A E B \ A B H A= @AI? FK AHA = ALA E A JK KE B LA E @A E E= . IE @ =NE = EE = FH >=>E EJ EE P ?K = ACAHA= A = A E B = B \ A > E A
,A IJH= EA
P (B ) = P (A (B \ A)) = P (A) + P (B \ A).
+K
P (A) [0, +) =LA
P (B \ A) = P (B ) \ P (A).
GA@
6A HA = " " 2H FHEAJ=JA= @A J EA = FH >=>E EJ EE ,=? A B =JK ?E P (A) P (B ).

,A IJH= EA
,A =HA?A B \ A K =LA
P (B \ A) [0, +)
JA HA = " ! =LA
P (B ) P (A) = P (B \ A) 0 =@E? P (B ) P (A). P (A) [0, 1]
. IE @ GA@
6A HA = " # 2A JHK HE?A ALA E A J A K =LA

,A IJH= EA
,A =HA?A FA JHK HE?A ALA E A J A K =LA A , B IE @ J E= FH >=>E EJ EE LA E JA HA = " " > E A 0 = P () P (A) P () = 1, =@E? P (A) [0, 1]. GA@
6A HA = " $ ,=?
A, B K
IK J ALA E A JA =H>EJH=HA =JK ?E
P (A B ) = P (A) + P (B ) P (A B ).
,A =HA?A ALA E A JA A A E B \ A B H A= ALA E A JK KE A B LA E @A E E= > E A ? B H =NE EJ EE ?

,A IJH= EA
@AI? FK AHA = AE EE = FH >=>E
P (A B ) = P (A) + P (B \ A).
6 J @=J ALA E A JA A B \ A E A B B H A= @AI? FK AHA = ALA E A JK KE B @A?E P (B ) = P (B \ A)+ P (A B ). 2HE KH =HA P (B \ A) = P (B ) P (A B ), HA = EA ?=HA IA ?KEA JA @A?E P (A B ) = P (A) + P (B ) P (A B ). G A @ 5A >IAHL ? HA = E= @=J A K K JA HA AE " $ AIJA CA AH= E =HA = =NE AE EE = FH >=>E EJ EE JH =@AL H @=? AC= EJ=JA= @E JA HA = " $ IA = AC A E B E ? F=JE>E E ?K A B = ) E B IE JA HA = " IA HA > E A =NE = EE = FH >=>E EJ EE @E @A E E= "
!$
2H >=>E EJ=JA=
EJ =@EJEL @A
6A HA = " % ,=? (Ai )i=1,n K, n N IK J ALA E A JA E ? F=JE>E A @ K ? JA @ K (Ai Aj = FA JHK HE?A i, j {1, 2, . . . , n} ?K i = j =JK ?E
P (n i=1 Ai ) =
,A
i=1
P (Ai ).
IJH= E= IA B=?A FHE E @K? EA =JA =JE? 2A JHK n = 1 =LA P (A1 ) = P (A1 ) E FA JHK n = 2 =LA P (A1 A2 ) = P (A1 ) + P (A2 ), ?K A1 A2 = , ?=HA AIJA =@AL H=J ? B H =NE AE EE = FH >=>E EJ EE 2HAIKFK A ( ) k =@AL H=J AC= EJ=JA= P k i=1 Ai = i=1 P (Ai ), ?K k {2, . . . , n 1}. ,A =HA?A ( k ) i=1 Ai Ak+1 = k B H ?A H = JAHE =HA i=1 (Ai Ak+1 ) = , ?
IJH= EA
,A
(k+1
i=1
) Ai = P
((
) Ai Ak+1
) =P
k+1 i=1
) Ai + P (Ak+1 ) =
i=1
i=1
k i=1
P (Ai ) + P (Ak+1 ) =
P (Ai ). G A @
6A HA = " & E@A JEJ=JA= KE 2 E ?=H ,=? (Ai )i=1,n K, =JK ?E

( P
n
) Ai =
n i=1
P (Ai )
1i<j n
P (Ai Aj ) + (
n i=1
i=1
) Ai .
(Ai Aj Ak ) + + (1)n+1 P
1i<j<kn
,A IJH= EA
IJH= E= L B=?A FHE E @K? EA =JA =JE? 2A JHK n = 1 =LA P (A1 ) = P (A1 ), E=H FA JHK n = 2 =LA P (A1 A2 ) = P (A1 ) + P (A2 )P (A1 A2 ), HA = EA =@AL H=J ? B H JA HA AE " $ 2HAIKFK A =@AL H=J AC= EJ=JA= @E A K K JA HA AE FA JHK k {2, . . . , n1} ,A IJH FA JHK k +1 :
P (k+1
i=1
,A
) Ai = P
(( ( = P ( = P
) Ai ) Ak+1
) = ((
k
i=1 k i=1 k i=1
) Ai Ak+1 )
) =
Ai ) Ai
+ P (Ak+1 ) P ( + P (Ak+1 ) P (
k i=1
i=1 k i=1
(Ai Ak+1 ) , (
k i=1 (Ai

)
IE
E=H FA JHK @AI?
FK AHA= ANFHAIEE H P
) Ai
EP
Ak+1
" ,A
E E= =NE
=JE? = FH >=>E EJ EE
EJ =@EJELA
!%
AC= EJ=JA= FHAIKFKI =@AL H=J @E A K K JA HA AE

( P
k
) Ai =
k i=1
P (Ai )
1i<j k
P (Ai Aj ) + (
k+1
i=1
P (Ai Aj Al ) + + (1)
k i=1
) Ai
1i<j<lk
HAIFA?JEL
( P
k i=1
) (Ai Ak+1 ) =
k i=1
P (Ai Ak+1 )
1i<j k
P ((Ai Ak+1 ) (Aj Ak+1 )) +
P ((A1 Ak+1 ) (Aj Ak+1 ) (Ak Ak+1 )) + + (

k
1i<j<lk
) (Ai Ak+1 )
1i<j k
+ (1)k+1 P =
k i=1
i=1
P (Ai Ak+1 )
P (Ai Aj Ak+1 ) +
P (Ai Aj Al Ak+1 ) + +
1i<j<lk
+(1)k+1 P (A1 A2 Ak Ak+1 )
?=HA IA ?KEAI? G A @ 5A >IAHL ? E@A JEJ=JA= KE 2 E?=H AIJA CA AH= E =HA = JA HA AE " $ FA JHK K n K H =JKH= =HA?=HA E = JA HA AE " % ?=HA IA HA > E A @E E@A JEJ=JA= KE 2 E ?=H ?= K ALA E A JA H E ? F=JE>E A @ K ? JA @ K
6A HA = " ' FH FHEAJ=JA= @A IK>=@EJELEJ=JA = FH >=>E EJ EE FA = CA>HA @A ALA E A JA ,=? A, B K IK J @ K ALA E A JA =H>EJH=HA =JK ?E P (A B ) P (A)+ P (B ).
,A IJH= EA
P (A B ) +K
+ B H JA HA AE " $ =LA P (A B ) = P (A) + P (B ) A B K =LA P (A B ) 0 =@E? P (A B ) P (A) + P (B ). CA AH= E =HA = JA HA AE " '
GA@ ? JE K=HA @
,A E E= " 8 IFK A ? BK ? E= P : K [0, +) LAHE ? FH FHEAJ=JA= @A n EJ IK>=@EJELEJ=JA @=? P (n i=1 Ai ) i=1 P (Ai ).
!&
2H >=>E EJ=JA=
EJ =@EJEL @A
6A HA = " ,=? (Ai )i=1,n K IK J ALA E A JA =H>EJH=HA =JK ?E FH >=>E E J=JA= EJ =@EJEL LAHE ? FH FHEAJ=JA= @A EJ IK>=@EJELEJ=JA
,A IJH= EA
=JA =JE?
( P
n i=1
FHE @A IJH= EA IA F =JA B=?A E A@E=J FHE E @K? EA ) @ K= @A IJH= EA IA F =JA @= BA K KH J H

) Ai =P (
n i=1
( Ai \
i 1 j =1
)) Aj =
n i=1
P (Ai \
i 1 j =1
Aj )
n i=1
P (Ai ),
K @A FA H @ =
IEJ JA HA = ! JA HA = " % E JA HA = " " G A @
,A E E= " ! 8 IFK A ? BK ? E= P : K [0, +) LAHE ? E AC= EJ=JA= n KE * A @=? P ( n @A ALA E A JA i=1 Ai ) 1 i=1 P (Ai ) FA JHK HE?A IEIJA
(Ai )i=1,n K.
6A HA = " 7H J =HA A = H = EE IK J A?DEL= A JA FA JHK BK ? EA P [0, +) ?=HA LAHE ? FH FHEAJ=JA= P (A) = 1 P (A) FA JHK HE?A A K : E P LAHE ? FH FHEAJ=JA= @A EJ IK>=@EJELEJ=JA EE P LAHE ? E AC= EJ=JA= KE * A
,A IJH= EA
:K
n n = 1P ,A =HA?A P ( n i=1 Ai ) = 1 P i=1 Ai i=1 Ai =LA KH J =HA= A?DEL= A ( ) @=? P LAHE ? FH FHEAJ=JA= @A EJ IK>=@EJELEJ=JA =JK ?E P n i=1 Ai n >E @ ?K AC= EJ=JA= = JAHE =H HA K J ? i=1 P (Ai ), @A?E ?
( P
n i=1
) Ai =1P
) Ai 1
n i=1
P (Ai )
i=1
E E LAHI @=?
1
n i=1
( P (Ai ) P
n i=1
) Ai =1P
) Ai =1P
n i=1
) Ai
i=1
HA K J ?
n
i=1
( ) ( n ) P Ai P i=1 Ai . q.e.d.
6A HA = " ,=? (Ai )i=1,n K IK J ALA E A JA =H>EJH=HA =JK ?E FH >=>E E J=JA= EJ =@EJEL LAHE ? E AC= EJ=JA= KE * A
+ B H JA HA AE " JA HA AE HA K J = H = E= =?AIJAE JA HA A GA@
,A IJH= EA
" E = JA HA AE
"
" ,A
E E= =NE
EJ =@EJELA
!'
+ IA?E = " ,=? (Ai )i=1,n K IK J ALA E A JA =H>EJH=HA =JK ?E FH >=>E E J=JA= P EJ =@EJEL LAHE ? KH J =HA= E AC= EJ=JA
( P
,A
Ai
n i=1
P (Ai ) (n 1)
i=1
IJH= EA
+ B H
n i=1
JA HA AE
" IA > E A FA H @
n i=1
Ai
P (Ai ) = 1
(1 P (Ai )) =
n i=1
P (Ai ) (n 1).
i=1
? JE K=HA =H J ? FHE @A E E= ? =IE? I=K ? >E =J HE= @E F=H=CH= BK HAIFA?JEL FHE @A E E= CA AJHE? @E F=H=CH=BK ! JH =@AL H = @A EJ FH >=>E EJ E FA @EBAHEJA = CA>HA @A ALA E A JA ? B H =NE =JE HEE @E F=H=CH=BK " )IJBA =LA ANA F A F= F=>E A FA JHK JA HE= =NE =JE? = KE C H L .EA K = CA>H EJ @A ALA E A JA =L @ n ALA E A JA A A A J=HA AC= FH > =>E A J @ =J EE = CA>HAE K ?K (Ei )i=1,n AE B H A= K IEIJA ? F AJ @A ALA E A JA + IJHKE BK ? EA P : K [0, +). 1 FK A P () = 1. n 2HE KH =HA 1 = P () = P ( n i=1 Ei ) = i=1 P (Ei ) = n P (Ei ) FA JHK HE?A 1 i = 1, n, @A?E P (Ei ) = n FA JHK A?=HA i = 1, n. ,=? KH HE FH >=>E EJ=JA= @A =F=HE EA = ALA E A JK KE A = m j =1 Eij , K @A ij {1, 2, . . . , n} ?K j {1, 2, . . . , m} =JK ?E HA > E A L= =HA= @A EJ @A E E=
( P (A) = P
m
Eij
j =1
m 1 m = P (Eij ) = = . n n j =1 j =1
5A >IAHL ? E = @A EJ BK ? EA P : K [0, +), ?=HA LAHE ? =NE A A E P () = 1 @A = =?A=IJ ? @E EA = E FKI = ? IJHK? EA E EE P (A B ) = m+p P (A) + P (B ) ?K A B = . JH =@AL H @=? A = m j =1 Eij E=H B = k=m+1 Eik K @A ij , ik {1, 2, . . . , n}, j {1, 2, . . . , m}, k {m +1, . . . , m + p}, LAHE ? ? @E E= p +p @A E ? F=JE>E EJ=JA P (A) = m , P (B ) = n , @A?E P (A) + P (B ) = mn , E=H A B = n m+p m+p , =@E? IA HA= E A= AC= EJ=JA= P (A B ) = j =1 Eij , @A?E E P (A B ) = n
P (A) + P (B ).
6 J =E?E A E CA AH= E =HA =JKH= ?= K K AE = CA>HA EJA @A ALA E A JA ? @ AIJA @A = K I I ?K = JA FH >=>E EJ E A ALA E A JA H A A A J=HA (Ei )i=1,n = A = CA>HAE 5A F =JA FHAIKFK A ? =?AIJA ALA E A JA K =F=H ?K =?AA= E FH >=>E EJ=JA ,A?E @=? P (Ei ) = pi , i = 1, n, K @A pi [0, 1], IE CKH= ? @E EA HAIJHE?JEL =IKFH= K AHA H pi AIJA
n i=1
pi =
n i=1
P (Ei ) = P
Ei
= P () = 1.
i=1
"
2H >=>E EJ=JA=
EJ =@EJEL @A
=?AIJ ?= FH >=>E EJ=JA= @A =F=HE EA = ALA E A JK KE A = m j =1 Eij L=

( P (A) = P
m
) Eij =
m j =1
P (Eij ) =
m j =1
pij ,
j =1
K @A ij {1, 2, . . . , n} ?K j {1, 2, . . . , m}. +A A IFKIA =E IKI IA F J ? ?HAJE = FA JHK n = 6 FHE ANFAHEA = =HK ? HEE =HK KE CA HAIFA?JEL A CA n IF= EK R ? IE@AH CKH CA A JHE? F , IKH=>E H@= ?K IKH= H@= EJ ) ACA = F =@E? ALA E A JK IECKH AIJA J ? =E K E A= @A IKH= (F ) >= F + B H @A E EAE ! =LA ? P () = P (F ) = IKH= = 1, =@E? =HA (F ) ? FHE = =NE @E @A E E= " ,=? G AIJA F=HJA IKH=>E H@= = KE F IKH= (G ) =JK ?E P (G ) = IKH= 0, E=H @=? G1 E G2 IK J @ K F H E @EI K ?JA IKH=>E A (F ) H@= = A KE F =JK ?E
P (G1 G2 ) = =
IKH= (G1 G2 ) IKH= (G1 ) + IKH= (G2 ) = = IKH= (F ) IKH= (F ) IKH= (G2 ) IKH= (G1 ) + = P (G1 ) + P (G2 ). IKH= (F ) IKH= (F )
2HE KH =HA ? @E EE A @A E EAE " IK J I=JEIB ?KJA @A?E FHE @A E E= ! =LA K @A CA AJHE? ? ?HAJ FA JHK JA HE= =NE =JE? = FH >=>E EJ EE EJ =@EJELA FA = CA>HA @A ALA E A JA @=J @A ? JHA C H L
-NA F K " JH K J @A @A FEAIA # IK J HA>KJKHE 5A = AC = J F =HA # FEAIA @E J +=HA AIJA FH >=>E EJ=JA= ?= FHE JHA FEAIA A = AIA ?A FK E K = I A @ABA?J 4A L=HA .EA (Ai )i=0,5 KH J HK IEIJA @A ALA E A JA FA JHK i = 0, 5 Ai IA HA= E A= ? @ FHE JHA ?A A # FEAIA = AIA = J F =HA i IK J HA>KJKHE E=H 5 i IK J >K A 5A >IAHL ? (Ai )i=0,5 AIJA K IEIJA ? F AJ @A ALA E A JA 5A ?AHA B H JA HA AE " % FH >=>E EJ=JA= ALA E A JK KE B = 5 i=1 Ai +
( P (B ) = P
5
) Ai =
5 i=1
P (Ai ) = 1 P (A0 ) = 1
i=1
5 C95 0, 23 5 C100
-NA F K " FAHI = I?HEA n I?HEI HE -NA?KJ =@HAI=HA= F E?KHE H @KF ?=HA E JH @K?A ?A A n I?HEI HE ?A A n F E?KHE = J F =HA +=HA AIJA FH >=>E EJ=JA= ?= E?E I?HEI =HA I K = K C = ?E A JHA>KEA 4A L=HA .EA A ALA E A JK ? @ E?E I?HEI =HA K = K CA = ?E A JHA>KEA E=H Ak , k = 1, n, ALA E A JK ? @ I?HEI =HA= k = K CA = @AIJE =J=H -LA E A JK A
" ,A
E E= =NE
EJ =@EJELA
"
= n Ak . . IE @ IA= ? ?A FK E I?HEI =HA = K CA = @AIJE =J=H @A?E A k=1 JA HA = " E JA HA = " & =LA ( ) = 1 P P (A) = 1 P (A +
1i<j<kn n k=1
Ak
=1
n k=1
P (Ak ) (
1i<kn n k=1
P (Ai Ak )+ )] .
P (Ai Aj Ak ) + + (1)n+1 P
Ak
I
P (Ak ) = (n 1)! (n 2)! , P (Ai Ak ) = , n! ! ( nn ) (n s)! 1 P (Ai Aj Ak ) = ,...,P Ak = . n! n! k=1
,A?E
[ ] (n 1)! 1 2 (n 2)! 3 (n 3)! n+1 P (A) = 1 n Cn + Cn + + (1) = n! n! n! n! ] [ 1 1 1 n+1 = = 1 1 + + + (1) 2! 3! n! 1 1 1 1 = 1 + + + (1)n . 1! 2! 3! n!
5A >IAHL ? FA JHK n + =LA P (A) 1 , =@E? FA JHK n N =HA FH >= e >E EJ=JA= IJ=JEIJE? @A ABA?JK=HA = ANFAHEA AE ? ?HAJA ?K n I?HEI HE A @ L= =HA K H H= E = ?=HA =FH NE A= K HK EH= E = 1 . e
"
2H >=>E EJ=JA=
EJ =@EJEL @A
+=FEJ K ! 2H >=>E EJ=JA= =@EJEL @A EJ FA = CA>HA @A ALA E A JA

! ,A E E= ? =IE? = FH >=>E EJ EE =@EJELA FA = CA>HA @A ALA E A JA
5A ? IE@AH = CA>H @A ALA E A JA K, ?=HA =HA K K H E EJ @=H K H=>E @A ALA E A JA A A A J=HA J=JA ?K Ei = {i } FA JHK i N 2HAIKFK A ? HE?A ALA E A J A K IA F =JA I?HEA ?= HAK EK A ?A K J K H=>E @A ALA E A JA A A A J=HA @E K E I A E =CE ANFAHEA = ?=HA F =JA I =F=H HE?A ALA E A J A K )JK ?E ALA E A JK IECKH AIJA = iN Ei = {i /i N} E FA JHK HE?A ALA E A J A K ?= HA K J=J = ANFAHEA AE =LA
A=
n j =0
Eij = {ij /j = 0, n} ?K n N
I=K A =
j N
Eij = {ij /j N}.
A E ? K AHA A ij N. 2HE KH =HA L E FK A FA JHK FH >=>E EJ=JA= @A =F=HE EA = ALA E A JK KE IECKH L= =HA= K K =@E? P () = 1 ,=? FH >=>E EJ=JA= K KE =J Ei , i N AIJA K K H HA= J=J ?K P (Ei ) = pi [0, 1], =JK ?E L E FK A ?AHE = ?=
iN
pi =
iN
P (Ei ) = P
Ei
= P () = 1,
iN
=@E? IAHE= @A K AHA HA= A F EJELA iN pi AIJA ? LAHCA J E =HA IK = AC= ?K FK A P (A) = K K )IJBA FA JHK FH >=>E EJ=JA= ALA E A JK KE A = n j =0 Eij L n FK A j =0 pij [0, 1], E=H FA JHK FH >=>E EJ=JA= ALA E A JK KE A = j N Eij L "!
""
! 2H >=>E EJ=JA= =@EJEL @A
EJ FA = CA>HA @A ALA E A JA F=HJA @E IAHE= ? LAHCA J
P (A) = j N pij [0, 1], E @? =?A=IJ IAHEA AIJA iN pi = 1.
,A E E= CA AJHE? = FH >=>E EJ EE =@EJELA FA = CA>HA @A ALA E A JA
IF= EK Rn ? IE@AH CKH CA AJHE? F IKH=>E A>AIGKA ?K IKH= A>AIGKA EJ E @EBAHEJ @A AH 2K ?JA A CKHEE F L H ? IE@AH=JA ALA E A JA A A A J=HA =IJBA ? J A?=HA FK ?J = K E EE F =HA =?AA= E FH >=>E EJ=JA @A HA = E =HA 5A ABA?JKA= ANFAHEA =IJBA ? J I =F=H K ALA E A J A, ?=HA ? IJ HA= E =HA= K AE F H E IKH=>E A A>AIGKA = CKHEE F J=J ?K G .
,A E E= ! 2HE FH >=>E EJ=JA= CA AJHE? @A =F=HE EA = ALA E A JK KE A J=J FHE P (A) L A ACA K HK @A EJ BA K KH J H IKH= (G ) P (A) = , IKH= (F ) K @A IKH= (G ) HAIFA?JEL IKH= (F ) IA= IKH= A>AIGKA = CKHE H CA AJHE?A IKH=>E A A>AIGKA
-NA F A A ! ! ! ! F J ? IE@AH=JA E =?AIJ F=H=CH=B E @? HE?A K E A IKH=>E H@= AIJA E IKH=>E A>AIGKA E IKH= A>AIGKA = K E EE HAIFA?JELA ? E ?E@A ?K IKH= AE H@=
-NA F K ! .EA n = 1, F = [0, 1], G = [0, 1] Q )JK ?E FH >=>E EJ=JA= @A = = ACA = J F =HA K K H H= E = @E E JAHL= K HA= AIJA P (A) = IKH= (G ) 0 IKH= A>AIGKA = K E EE G = [0, 1] Q AIJA AC= ?K IKH= (F ) = 1 = 0, E @? AH
! ! ,A E E= =NE =JE? = FH >=>E EJ EE =@EJELA FA = CA>HA @A ALA E A JA @=J @A ? JHA C H L

.EA (, K) = CA>H @A ALA E A JA ? JE K=HA FHA A J ? IJHK? EA =NE =JE? = FH >=>E EJ EE =@EJELA @A EJ FA = CA>H= K @=J @A ? JHA
! ! ,A C H L
E E= =NE
=JE? = FH >=>E EJ EE =@EJELA
"#
,A E E= ! ! =F E?= EA P : K [0, +) IA K A JA FH >=>E EJ=JA =@EJEL @=? LAHE ? KH J =HA A =NE A E P () = 1, ( ) EE P iN Ai = iN P (Ai ) FA JHK HE?A B= E EA @A ALA E A JA E ? F=JE>E A @ K ? JA @ K =@E? Ai Aj = FA JHK HE?A i, j N ?K i = j.
)NE = EE @E @A E E= ! ! F =HJ @A K EHA= @A =@EJELEJ=JA I=K K H=>E =@EJELEJ=JA >IAHL ? IAHEA K AHE? ? LAHCA J ?K JAH iN P (Ai ) AIJA ( ) A E F EJELE E @? IK = IAHEAE AIJA K HK HA= F EJEL P iN Ai [0, +) E ? @E E= ?= K AIJA = CA>H E F E? FA JHK A A A JA A (Ai )iN K ? E
iN
Ai K.
) L KJ ? = CA>H= K AIJA E ? JE K=HA L =H J= ?
= CA>H @A ALA E A JA LA E JA HA = "
6A HA = ! ! HE?A FH >=>E EJ=JA =@EJEL @A EJ FA = CA>H @A ALA E A JA AIJA E FH >=>E EJ=JA EJ =@EJEL FA = CA>H= =@E? FA = CA>H= HAIFA?JEL
)NE = E AIJA E@A JE? .EA P FH >=>E EJ=JA =@EJEL .EA A, B K @ K ALA E A JA E ? F=JE>E A ) ACA A0 = A, A1 = B, A2 = A3 = = An = = K )JK ?E ? B H =NE AE EE @E @A E E= ! ! > E A
,A IJH= EA
P (A B )
( ) = P (A B . . . ) = P iN Ai = = iN P (Ai ) = P (A) + P (B ) + P () + + P () + . . .
@ K F IE>E EJ E ,=? P () > 0 =JK ?E IAHEA P (A) + P (B ) + P () + + P () + . . . =HA IK E EJ ? JH=@E? EA ?K B=FJK ? IK = IAHEAE P (A B ) [0, +). 4 A ?= P () = 0, =@E? P (A B ) = P (A) + P (B ). G A @ 2HE KH =HA FH >=>E EJ=JA= =@EJEL @A EJ FA = CA>H @A ALA E A JA L= =LA= J =JA FH FHEAJ E A K AE FH >=>E EJ E EJ =@EJELA LA E J =JA JA HA A A @E F=H=CH=BK " ?K FH FHEAJ E A K AE FH >=>E EJ E EJ =@EJELA .EA P FH >=>E EJ=JA =@EJEL @A EJ FA = CA>H K E=H (An )nN K K EH J @A ALA E A JA @E =?A=IJ = CA>H
,A =HA?A P () [0, +) =LA
,A E E= ! ! 8 IFK A ? FH >=>E EJ=JA= =@EJEL LAHE ? =NE @=? LAHE ? KH J =HA A @ K ?AHE A
= ? JE KEJ EE
"$
E FA JHK HE?A EH
?HAI? J H @A ALA E A JA (An )nN =LA

( lim P (An ) = P
nN
) An ,
EE FA JHK HE?A EH
J
n
@AI?HAI? J H @A ALA E A JA (An )nN =LA

(
nN
) An .
lim P (An ) = P
>IAHL= E= ! ! @A E E= ! ! FKJA HA?K = JA @A E E= ? =IE? = ? JE K EJ EE @E = = E = =JA =JE? JH =@AL H @=? EHK (An )nN AIJA J ?HAI? J H =JK ?E BK ? E= P AIJA ? JE K @=? LAHE ?
(
n
)
n
lim P (An ) = P
lim An = P
) An ,
nN
? B H >IAHL= EAE % E=H @=? EHK (An )nN AIJA BK ? E= P AIJA ? JE K @=? LAHE ?
(
n
J
) An ,
@AI?HAI? J H =JK ?E
)
n
lim P (An ) = P
lim An = P
nN
E=H E ? B H
>IAHL= EAE % ,=? P AIJA FH >=>E EJ=JA =@EJEL =JK ?E LAHE ? =NE = ? JE
6A HA = ! ! KEJ EE
,A
2HAIKFK A ? P AIJA FH >=>E EJ=JA =@EJEL E A (An )nN K K EH J @AI?HAI? J H @A ALA E A JA @E = CA>H= K .EA Bi = Ai Ai+1 FA JHK HE?A i N )JK ?E ALA E A JK An IA F =JA I?HEA ( ) ?= An = Bn Bn+1 iN Ai . >IAHL ? Bi Bj = FA JHK HE?A ( ) i, j {n, n + 1, . . . } ?K i = j E Bi iN Ai = FA JHK HE?A i {n, n + 1, . . . }. . IE @ =@EJELEJ=JA= KE P IA > E A
IJH= EA
( P (An ) = P Bn Bn+1
iN
)) Ai (
iN
= ) Ai
= P (Bn ) + P (Bn+1 ) + + P
!
! ! ,A
E E= =NE
"% JH =@AL H @A =HA?A

( P (Bj ) + P ) Ai ,
8HA ( I =H J ) ? limn [P (Bn ) + P (Bn+1 ) + . . . ] = 0. ( ) A0 = j N Bj iN Ai @E =@EJELEJ=JA= KE P > E A

(( P (A0 ) = P ) Bj (
iN
)) Ai ( =
j N
j N
iN
=@E?
j N
P (Bj ) = P (A0 ) P
iN
) Ai [0, +).
)?K
IA >IAHL ? IAHE= P (Bn ) + P (Bn+1 ) + . . . AIJA HAIJK IAHEAE ? LAHCA JA = FHE JHA?AHA = E EJ ! IA > E A j N P (Bj ).
(
n
lim P (An ) = lim [P (Bn ) + P (Bn+1 ) + . . . ] + P

n
) Ai =P
iN
) Ai .
iN
F=HJA= = @ K= = @A IJH= EAE ? IE@AH EHK J ?HAI? J H @A ALA E A JA (An )nN K @E = CA>H= K .EA ALA E A JA A (Cn )nN @A EJA FHE Cn := An )JK ?E (Cn )nN AIJA K EH J @AI?HAI? J H @A ALA E A JA FA JHK ?=HA IA =F E? ( ) FHE = F=HJA = @A IJH= EAE )LA HA = E= limn P (Cn ) = P iN Ci , ?=HA AIJA A?DEL= A J ?K KH J HK EH @A AC= EJ E
(
n
lim P (An ) = P
iN
Ai
iN
) Ai
lim [1 P (An )] = P
n
LA E JA HA = " E JA HA = ACE A KE @A

1 lim P (An ) = 1 P
n
HC=
( ) Ai
lim P (An ) = P
) Ai
iN
GA@
K
iN
6A HA = ! ! ! ,=? P AIJA FH >=>E EJ=JA EJ =@EJEL @A EJ FA = CA>H E LAHE ? =NE = ? JE KEJ EE =JK ?E A= AIJA FH >=>E EJ=JA =@EJEL
,A IJH= EA
? JA @ K ,=? AIJA K EH J
.EA (An )nN K K EH @A ALA E A JA E ? F=JE>E A @ K J ?K Bn = n i=0 Ai FA JHK HE?A n N =JK ?E (Bn )nN ?HAI? J H @A ALA E A JA FA JHK ?=HA limn Bn = iN Bi =
"&
iN

Ai . .
IE @ B=FJK ? P LAHE ? =NE

(
iN
P (limn Bn ) = P
Bi = P
= ? JE KEJ EE > E A limn P (Bn ) = ) I Bn = n iN Ai . i=0 Ai , @A?E

(
n
lim P (Bn ) = lim P

n
Ai
=P
Ai
!
i=0
iN
,A =HA?A P AIJA
FH >=>E EJ=JA
P
EJ =@EJEL ? B H
n i=0
JA HA AE " % =LA ! !
Ai
n i=0
P (Ai ).
,A?E B
iN
IE @ FA H @ @A E E= K AE IAHEE K AHE?A HAIFA?JEL HA = EE A ! ! E !

[ P (Ai ) = lim
n n i=0
] P (Ai ) = lim P
n
n i=0
) Ai =P
) Ai . G A @
iN
>IAHL= E= ! ! ,=? P AIJA FH >=>E EJ=JA EJ =@EJEL =JK ?E P L= >E EJ=JA =@EJEL @=? E K =E @=? P LAHE ? =NE = ? JE KEJ EE
.EA K
= CA>H @A ALA E A JA E=H P : K [0, +)
FH >=
BK ? EA
,A E E= ! ! ! .K ? E= P LAHE ? FH FHEAJ=JA= @A IK>=@EJELEJ=JA I=K K IK>=@EJELEJ=JA @=? FA JHK HE?A EH @A ALA E A JA (An )nN K =LA
( P
nN
H=>E
An
nN
P (An ).
6A HA = ! ! " ,=? P : K [0, +) AIJA FH >=>E EJ=JA =@EJEL =JK ?E LAHE ? FH FHEAJ=JA= @A IK>=@EJELEJ=JA
,E JA HA = ! ! HA K J ? P AIJA FH >=>E EJ=JA EJ =@EJEL @A?E LAHE ? FH FHEAJ=JA= @A EJ IK>=@EJELEJ=JA LA E JA HA = " .EA (An )nN K EH =H>EJH=H @A ALA E A JA @E = CA>H= K J ?K Bn := n i=0 Ai . )JK ?E
,A IJH= EA
( P (Bn ) = P
) Ai
n i=0
P (Ai )
! "
i=0
,E @A
E E= EHK KE (Bn )nN =LA ? AIJA B IE @ JA HA = ! ! iN Bi = iN Ai )?K

(
n
J ?HAI? J H E limn Bn = >E A ?

( =P
iN
lim P (Bn ) = P
iN
) Ai
Bi
! #
! ! ,A
E E= =NE
"'
,E ! # E ! " > E A
( P
iN
) Ai = lim P (Bn ) lim

n n
n i=0
] P (Ai ) =
i=0
P (Ai ). G A @
.EA K
= CA>H @A ALA E A JA E=H P : K [0, +)
BK ? EA
,A
E E= ! ! " .K ? E= P LAHE ? E AC= EJ=JA= KE * A @=?

( P ) An 1
nN
P (An ).
! $
nN
6A HA = ! ! # 7H J =HA A = H = EE IK J A?DEL= A JA FA JHK =@EJEL @A EJ FA = CA>H K : E P LAHE ? FH FHEAJ=JA= @A IK>=@EJELEJ=JA EE P LAHE ? E AC= EJ=JA= KE * A
,A =HA?A P AIJA FH >=>E EJ=JA " E = JA HA AE > E A
,A IJH= EA
FH >=>E EJ=JA
EJ
EJ =@EJEL ? B H JA HA AE
(
iN
( P
) Ai =1P
) Ai =1P
) Ai . (
iN
! %
) Ai
iN
iN
E EE ,=? P LAHE ? FH FHEAJ=JA= @A IK>=@EJELEJ=JA =JK ?E P iN P (Ai ) E ?K ! % HA K J ?

( P
iN
) Ai =1P
iN
) Ai 1
iN
P (Ai ).
EE E ,=? P LAHE ? E AC= EJ=JA= KE * A =JK ?E FHAK IA > E A ( ) ( )

1
nN
?K ! $ E ! %
P (An ) P ( )
iN
An
=1P
Ai ,
@A?E
nN
nN
iN
P (An ) P
(An )nN E @ K IEIJA
J ? =E FH FHEAJ=JA= @A IK>=@EJELEJ=JA =H>EJH=H @A ALA E A JA G A @

P
Ai , =@E?
+ IA?E = ! ! ,=? KE * A
AIJA FH >=>E EJ=JA =@EJEL =JK ?E LAHE ? E AC= EJ=JA=
#
,A IJH= EA
4A K J E A@E=J @E JA HA A A ! ! " E ! ! # G A @ F=H=CH=BK ! =LA K @A ? ?HAJ FA JHK FH >=>E EJ=JA =@EJEL JH =@AL H FH >=>E EJ=JA= @A EJ F=H=CH=BK ! LAHE ? =NE = E @E @A E E= ! ! =@E? P () = 1. 2A JHK K ALA E A J A = j N Eij =LA P (A) = j N pij 0, E=H FA JHK B= E E= K H=>E @A ALA E A JA (Ai )iN , FA JHK ?=HA Ai Ak = , ?K i = k, i, k N, =LA Ai = j N Eij . )E?E FHAIKFK A ? @=? K ALA E A J Ai = m j =0 Eij , =JK ?E = ACA Eij = FA JHK j {m +1, m +2, . . . } @A?E Ai = j N Eij , =@E? Ai IA F =JA HAFHA A J= ?= HAK EK A K H=>E -LE@A J P (Ai ) = m j =0 pij = j N pij , ? ?E P () = 0. 6 J @=J @E Ai Ak = FA JHK i = k HA K J ? K E E A @A E @E?E Ii = {i0 , i1 , . . . , in , . . . } E Ik = {k0 , k1 , . . . , kn , . . . } IK J @EI K ?JA =@E? Ii Ik = , ? ?E ?= ? JH=H ALA E A JA A Ai E Ak =H =LA= ?A FK E K =J ? K )LA
A0 = E00 E01 E02 . . . , ?K P (A0 ) = A1 = E10 E11 E12 . . . , ?K P (A1 ) =
j N j N
p0j = p00 + p01 + . . . p1j = p10 + p11 + . . .
An = En0 En1 En2 . . . , ?K P (An ) =
j N
pnj = pn0 + pn1 + . . .
.H
iN Ai = E00 E10 E01 E20 E11 E02 . . . , @A?E P (iN Ai ) = p00 + p10 + p01 + p20 + p11 + p02 + = pij = P (Ai ),
iN j N iN
? B H JA HA AE KE 4EA = HE?A FAH KJ=HA = K AE IAHEE ? LAHCA JA ?K JAH A E F EJELE A @ K IAHEA ? LAHCA J ?=HA =HA =?AA= E IK ?= E IAHE= E E E= F=H=CH=BK ! =LA K = J @A CA AJHE? ? ?HAJ +K = F =HA ? IKH= (F ) =NE = E @E @A E E= ! ! P () = P (F ) = IKH= = 1. 6 J @=J FA JHK HE?A (F ) IKH= (G ) F=HJA G = KE F =LA P (G ) = IKH= 0, E FA JHK HE?A B= E EA (Gi )iN F H E = A (F ) KE F @EI K ?JA @ K ? JA @ K HA K J ?
( P ) Gi = =
iN
IKH= (iN Gi ) = IKH= (F )
iN
iN
IKH= (Gi ) = IKH= (F )
IKH= (Gi ) = P (Gi ), IKH= (F ) iN B IEJ FH FHEAJ=JA= @A =@EJELEJ=JA =
=@E? =NE = EE @E @A E E= ! ! )E?E = IKHEE A>AIGKA
! ! ,A
E E= =NE
#
.EA A = K E A= LE@ = CA>H @A ALA E A JA K @A = {/ } AIJA ALA E A JK IECKH = = CA>HAE @=J I?HEAHA= = I= > EIJ HAIFA?JEL P : A [0, +) FH >=>E EJ=JA =@EJEL @A EJ FA =?A=IJ = CA>H @A ALA E A JA 5A FK A FH > A = @A = FHA K CE FH >=>E EJ=JA= =@EJEL P = FH >=>E EJ=JA =@EJEL @A EJ FA = CA>H= @A ALA E A JA K(A) CA AH=J @A = CA>H= A 6AD E?= @A ? IJHKEHA = =?AIJAE ANJE @AHE A?AIEJ E JH @K?AHA= FHA= =>E = EK EE @A FH >=>E EJ=JA ANJA HE =H 8 J= ?K P () = {A | A }, K E A= JKJKH H ALA E A JA H ?=HA IA F J B H = ?K = KJ HK ALA E A JA H A A A J=HA
,A E E= ! ! # BK ? EA P : P () [0, +] = [0, +) {+} IA K A JA FH >=>E EJ=JA ANJAHE =H @=? I=JEIB=?A KH J =HA A =NE A E P () = 0, EE FA JHK HE?A A, B P () ?K A B =LA P (A) P (B ) =@E? BK ? E= P AIJA J ) ( EEE FA JHK HE?A (Ai )iN =LA P iN Ai iN P (Ai ), =@E? BK ? E= P AIJA IK>=@EJEL
7H J =HA= JA HA E @E? @K ?K F =JA FHA K CEJ FH >=>E EJ=JA= =@EJEL P @A EJ FA = CA>H= @A ALA E A JA A = FH >=>E EJ=JA ANJAHE =H FA P ().
,A E E= ! ! $ 7 ALA E A J A P () IA K A JA P HA =JEL = FH >=>E EJ=JA= ANJAHE =H P @=? FA JHK HE?A M

P (M ) = P (M A) + P (M A),
IKH=>E K P () =LA
H=>E
K EJ ? @E E= KE +=H=JD @ HO
MP
L J= ?K MP ? =I= = {A P ()|A AIJA P IKH=>E

A
?A A ?A KH A=
K E E H P
IKH=>E A =@E?
AIJA P IKH=>E @=? E K =E @=? P (M ) P (M A) + P (M A) FA JHK HE?A ALA E A J M P () ?K P (M ) < +. JH =@AL H FA JHK A, M P () =LA M = (M A) (M A) @A?E P (M ) P (M A) + P (M A) P E @ IK>=@EJEL FA @A = J F=HJA E AC= EJ=JA= ? JH=H =HA ALE@A J ? FA JHK HE?A M FA JHK ?=HA P (M ) = +.
>IAHL= E= ! ! ! -LA E A JK
6A HA = ! ! $ .EA P : P () [0, +] FH >=>E EJ=JA ANJAHE =H .= E E= MP , = JKJKH H ALA E A JA H P IKH=>E A AIJA = CA>H @A ALA E A JA E=H P /MP AIJA FH >=>E EJ=JA

EJ FA = CA>HA @A ALA E A JA E K C EJA E @?
,A IJH= E= =?AIJAE JA HA A E @ B =HJA JAD E? @AF A JA ?K K J ?=@HK =?AIJAE ? H E
6A HA = ! ! % .EA A = K E A= LE@ = CA>H @A ALA E A JA ?K ALA E A JK IECKH J=J ?K , P : A [0, +) FH >=>E EJ=JA =@EJEL @A EJ FA = CA>H= A, E=H BK ? E= P : P () [0, +] BK ? EA @=J @A B H K =
P (A) = inf {
i=1
P (Ai ) |
iN
} Ai A, Ai A
FA JHK HE?A i N
FA JHK HE?A A P (). )JK ?E E P AIJA FH >=>E EJ=JA ANJAHE =H FA P (), K EJ FH >=>E EJ=JA= ANJAHE =H CA AH=J @A FH >=>E EJ=JA= =@EJEL P, EE HAIJHE? E= BK ? EAE P = = CA>H= @A ALA E A JA A AIJA J ? =E AC= ?K FH >=>E EJ=JA= =@EJEL P @=J FA A, =@E? P /A = P FHE KH =HA FH >=>E EJ=JA= ANJAHE =H P FHA K CA JA FH >=>E EJ=JA= =@EJEL P @A = = CA>H= @A ALA E A JA A = P ()).
,A IJH= E= =?AIJAE JA HA A E @ K C @AF A JA ?K K J ?=@HK =?AIJAE ? H E E B =HJA JAD E? EJA E @?
6A HA = ! ! & JA HA = @A FHA K CEHA = KE 0 FB FH >=>E EJ=JA =@EJEL P @A EJ FA = CA>H @A ALA E A JA A F =JA FHA K CEJ = FH >=>E EJ=JA =@EJEL P FA = CA>H= K(A) CA AH=J @A = CA>H= A. ,=? P AIJA FH >=>E EJ=JA EJ FHA K CEHA= AIJA K E?
,A IJH= E= =?AIJAE JA HA A E @ K C @AF A JA ?K K J ?=@HK =?AIJAE ? H E E B =HJA JAD E? EJA E @?
+=FEJ K " 2H >=>E EJ=JA= ? @E E =J 1 @AFA @A = ALA E A JA H

" 2H >=>E EJ=JA= ? @E E =J E JKEJEL
1 JKEJEL L H>E @AIFHA FH >=>E EJ=JA= ? @E E =J ? @ =F=HE E= K KE ALA E A J A AIJA ? @E E =J @A =F=HE E= K KE = J ALA E A J B A E JAHAIA= FH >=>E EJ=JA= @A HA= E =HA = ALA E A JK KE A ?= K ? @ ALA E A JK B I = HA= E =J ,A ANA F K ? IE@AH ?KJEA ?=HA =LA J J= n FEAIA @E JHA ?=HA p FEAIA IK J >K A (0 < p n), E=H n p IK J FEAIA HA>KJ 2HAIKFK A ? FHE JHA ?A A p FEAIA >K A =LA q FEAIA @A ?= EJ=JA B =HJA >K (0 q p). .EA B ALA E A JK ?= I ANJH=CA @E ?KJEA FEAI >K E=H A ALA E A JK ?= I ANJH=CA @E ?KJEA FEAI B =HJA p q >K )LA ? B H B H K AE FH >=>E EJ EE ? =IE?A P (B ) = n E P (A) = n . >IAHL ? HA= E =HA= ALA E A JK KE A =@E? I ANJH=CA FEAI B =HJA >K @E ?KJEA AIJA ? @E E =J @A =F=HE E= ALA E A JK KE B =@E? FEAI= ANJH=I JHA>KEA I A ?A FK E FEAI >K =?AIJ ?= ?DE=H =LA A B 8 J= E L @A E @ E JKEJEL FH >=>E EJ=JA= @A =F=HE EA = ALA E A JK KE A H=F HJ ?K ALA E A JK q B ?K P (A|B ) = PB (A) = p =@E? FHAIKFK A ? ALA E A JK B I = HA= E =J J J= =LA p FEAIA >K A E =?AIJ ?= =F=HA E ALA E A JK A J J= =LA q FEAIA q P (A) (AB ) q B =HJA >K A 2KJA I?HEA P (A|B ) = PB (A) = p = n = PP . >IAHL p = P (B ) (B ) n ? A B E F E? A = A B E CA AH= FHE HA= E =HA= ALA E A JK KE B @KF ?=HA =F=HA E ALA E A JK A, > E A ? ALA E A JK A B I = HA= E =J #!
#"
" 2H >=>E EJ=JA= ? @E E =J
"
2H >=>E EJ=JA= ? @E E =J FHE @A E EA =NE =JE?
EJ =@EJEL @=J
FH >=>E EJ=JA EJ =@EJEL
.EA K = CA>H @A ALA E A JA E=H P : K [0, +) E=H B K K ALA E A J N=J =IJBA ? J P (B ) = 0.
(AB ) 6A HA = " .K ? E= PB : K [0, +) @=J FHE B H K = PB (A) = P P (B ) FA JHK HE?A A K AIJA J J FH >=>E EJ=JA EJ =@EJEL A E ? BK ? E= PB L J= E ?K P ( |B ), =@E? PB (A) = P (A | B ) FA JHK HE?A ALA E A J A K.
,A IJH= EA
@A
E E= " (B ) (B ) E PB () = P P =P = 1, (B ) P (B ) EE @=? A1 , A2 K IK J E ? F=JE>E A =JK ?E

PB (A1 A2 ) = P ((A1 A2 ) B ) P ((A1 B ) (A2 B )) = = P (B ) P (B ) P (A1 B ) + P (A2 B ) P (A1 B ) P (A2 B ) = = + = P (B ) P (B ) P (B ) = PB (A1 ) + PB (A2 ),
6HA>KEA I =H J JH =@AL H
? BK ? E= PB LAHE ? =NE
A A E E EE @E
@A =HA?A (A1 B ) (A2 B ) = (A1 A2 ) B = B = . G A @
,A
E E= " 2H >=>E EJ=JA= EJ =@EJEL PB : K [0, +), @=J @A B H K = (AB ) PB (A) = P P FA JHK HE?A A K IA K A JA FH >=>E EJ=JA ? @E E =J (B )
-NA F K " ,A =HA?A PB AIJA J J FH >=>E EJ=JA EJ =@EJEL IA F =JA =F E?= E FA JHK PB JA HE= =NE =JE? = KE C H L @E F=H=CH=BK " + B H JA HA AE " > E A ? PB (A) + PB (A) = 1, E=H ? B H JA HA AE " $ > E A ?
PB (A1 A2 ) = PB (A1 ) + PB (A2 ) PB (A1 A2 )
FA JHK HE?A A, A1 , A2 K.
(AB ) ,E B H K = P (A | B ) = P P HA K J ? P (A B ) = P (B ) P (A | B ) )?A=IJ (B ) AC= EJ=JA =HA KH J =HA= CA AH= E =HA
6A HA = " . H K = @A K EHA = FH >=>E EJ E H ? @E E =JA ,=? (Ai )i=1,n K AIJA K IEIJA EJ @A ALA E A JA =JK ?E P (A1 ) P (A2 |A1 ) P (A3 | A1 A2 ) P (An | A1 A2 An1 ) = P (A1 A2 An ) IA FHAIKFK A ? FH >=>E EJ E A ? @E E =JA ?=HA =F=H B H K ANEIJ
"
2H >=>E EJ=JA= ? @E E =J
,A IJH= EA
EJ =@EJEL
##
P (A1 ) P (A2 | A1 ) P (A3 | A1 A2 ) . . . P (An | A1 A2 An1 ) = P (A2 A1 ) P (A3 A1 A2 ) P (An A1 A2 An1 ) = P (A1 ) = P (A1 ) P (A1 A2 ) P (A1 A2 An1 ) = P (A1 A2 An ),
@A =HA?A ANFHAIEE A IA IE F E ? FA H @ G A @
6A HA = " ! B H K = FH >=>E EJ EE J J= A .EA (Ai )i=1,n K K IEIJA ? F AJ @A ALA E A JA ?K P (Ai ) = 0 FA JHK HE?A i {1, . . . , n}, E=H B K K ALA E A J @=J )JK ?E =HA ? KH J =HA= B H K
P (B ) =
,A IJH= EA
n i=1
PAi (B ) P (Ai ).
)LA
FA H @
P (Ai )
n
n i=1
PAi (B ) P (Ai ) =
n P (B Ai ) i=1
P (Ai ) = ) =P (
n i=1
P (B Ai ) = (
n
)) Ai = P (B ) = P (B ),
= P
(B Ai )
i=1
i=1
@A =HA?A (Ai )i=1,n AIJA K IEIJA ? F AJ @A ALA E A JA @A K @A HA K J ? (B Ai )i=1,n B H A= @AI? FK AHA = ALA E A JK KE B ? B H JA HA AE # G A @
6A HA = " " B H K = KE *=OAI .EA (Ai )i=1,n K K IEIJA ? F AJ @A ALA E A JA ?K P (Ai ) = 0 FA JHK HE?A i {1, 2, . . . , n}, E=H B K K ALA E A J N=J =IJBA ? J P (B ) = 0 )JK ?E
PA (B ) P (Ai ) PB (Ai ) = n i j =1 PAj (B ) P (Aj )
IA FHAIKFK A ? FH >=>E EJ E A ? @E E =JA ?=HA =F=H

,A IJH= EA
B H K ANEIJ
+ B H
n j =1
B H K AE FH >=>E EJ EE J J= A LA E JA HA = " !

PAj (B ) P (Aj ) = P (B ),
=LA
= K EJ H
E=H = K
H J H
PAi (B ) P (Ai ) = P (B Ai ) P (Ai ) = P (B Ai ). P (Ai )
#$ 2HE KH =HA
" 2H >=>E EJ=JA= ? @E E =J
P (B ) P (Ai ) P (B Ai ) n Ai = = PB (Ai ). G A @ P (B ) j =1 PAj (B ) P (Aj )
-NA F K " JH B=>HE? " = E E =KJ =JA B=? =?AA= E FEAI = E E A @=K # # HAIFA?JEL ! @E FH @K? E= J J= = = E E A HAIFA?JELA HA>KJK AIJA # # HAIFA?JEL +=HA AIJA FH >=>E EJ=JA= ?= K @ = J F =HA FEAI @E FH @K? E= @A E I A HA>KJ ,E FH @K? E= @A E IA I? =JA = J F =HA FEAI E IA ? IJ=J ? AIJA HA>KJ +=HA AIJA FH >=>E EJ=JA= ?= =?A=IJ FEAI I A FH @KI @A = F=JH= = E 4A L=HA .EA Bi , i {1, 2, 3, 4} =?A ALA E A J ?=HA IA HA= E A= =JK ?E ? @ FEAI= ANJH=I AIJA B ?KJ @A = i = = E E=H A =?A ALA E A J ? @ FEAI= ANJH=I 20 25 AIJA HA>KJ + B H @=JA H FH > A AE =LA P (B1 ) = 100 = 0, 2; P (B2 ) = 100 =
0, 25; P (B3 ) =
25 100
= 0, 25; P (B4 ) =
2,5 100
30 100
= 0, 3; P (A/B1 ) =
1 100
AIJA K IEIJA
P (A) = 0, 017. 4
i=1
1,5 100
= 0, 015; P (A/B3 ) =
= 0, 025; P (A/B4 ) =
F AJ @A ALA E A JA ? B H
,A =HA?A (Bi )i=1,4 B H K AE FH >=>E EJ EE J J= A =LA

= 0, 01.
2 100
= 0, 02; P (A/B2 ) =
P (A/Bi ) P (Bi ) = 0, 02 0, 2 + 0, 015 0, 25 + 0, 025 0, 25 + 0, 01 0, 3 = P (A/B4 ) P (B4 ) 0, 01 0, 3 = 0, 176. P (A) 0, 017
)F E? @ B H K = KE *=OAI =LA H IFK IK = ?A= @A = @ K= JHA>=HA

P (B4 /A) =
" ! 2H >=>E EJ=JA= ? @E E =J =@EJEL @=J FHE @A E EA =NE =JE?

.EA K = CA>H @A ALA E A JA E=H P : K [0, +) E=H B K K ALA E A J N=J =IJBA ? J P (B ) = 0. FH >=>E EJ=JA =@EJEL
6A HA = " ! .K ? E= PB : K [0, +) @=J FHE B H K =

P (A | B ) = PB (A) = P (A B ) P (B )
FA JHK HE?A A K AIJA J J FH >=>E EJ=JA =@EJEL

,A IJH= EA
@A
E E= ! !
6HA>KEA I =H J JH =@AL H
? BK ? E= PB LAHE ? =NE
A A E E EE @E
" " 1 @AFA @A = ALA E A JA H
#%
i) ii)
P (B ) P ( B ) PB () = = = 1, P (B ) P (B ) ( ) ( ) (( ) ) P P P (Ai B ) iN (Ai B ) iN Ai B PB Ai = = = iN = P ( B ) P ( B ) P ( B ) iN P (Ai B ) = = PB (Ai ), P ( B ) iN iN
K @A (Ai )iN K AIJA K IEIJA =H>EJH=H @A ALA E A JA @E = CA>H= K E ? F=JE>E A @ K ? JA @ K =@E? Ai Aj = FA JHK HE?A i, j N ?K i = j, @A?E E ALA E A JA A (Ai B )iN IK J E ? F=JE>E A @ K ? JA @ K G A @
,A
E E= " ! 2H >=>E EJ=JA= =@EJEL PB : K [0, +), @=J @A B H K = (AB ) PB (A) = P P FA JHK HE?A A K IA K A JA FH >=>E EJ=JA ? @E E =J (B )
" " 1 @AFA @A = ALA E A JA H

.EA K = CA>H @A ALA E A JA E=H A, B K @ K ALA E A JA @=JA =IJBA ? J P (A) = 0 E P (B ) = 0. ?= K ? @ =F=HE E= ALA E A JK KE A K AIJA ? @E E =J @A =F=HE E= ALA E A JK KE B =LA ,E =?A=IJ K JE
PB (A) = P (A) =@E? P (A B ) = P (A), ?AA= P (B )
?A AIJA A?DEL= A J ?K AC= EJ=JA= P (A B ) = P (A) P (B ) AC= EJ=JA IA > E A P (B ) =
=F=HE E= ALA E A JK KE B K AIJA ? @E E ?= E?A ? ALA E A JA A A E B IK J HA?EFH ? E @AFA @A JA I=K IE F K E @AFA @A JA
P (B A) = PA (B ), =@E? P (A) =J @A =F=HE E= ALA E A JK KE A =?AIJ
,A E E= " " 8 IFK A ? ALA E A JA A @=? P (A B ) = P (A) P (B ).
AK
E B K IK J E @AFA @A JA
>IAHL= E= " " K ANEIJ E?E AC JKH JHA EK A= @A E @AFA @A = @ K ALA E A JA E EK A= @A E ? F=JE>E EJ=JA = @ K ALA E A JA JH=@AL H A A K K ALA E A J =IJBA ? J P (A) (0, 1). )JK ?E P (A) = 1 P (A) (0, 1) -LA E A JA A {A, A} IK J E ? F=JE>E A @=H K IK J E @AFA @A JA E @? P (A A) = P () = 0 = P (A) P (A). .EA =?K = {E1 , E2 , E3 , E4 }, K @A (Ei )i=1,n IK J ALA E A JA A A A J=HA 1 =IJBA ? J P (Ei ) = 4 FA JHK HE?A i {1, 2, 3, 4}. ) ACA ALA E A JA A
#&
A = E1 E4 (
" 2H >=>E EJ=JA= ? @E E =J
E B = E2 E4 . )JK ?E {A, B } IK J ALA E A JA E @A

1 4 1 4
FA @A JA
E @? P (A B ) = P (E4 ) =
+
P (A) = P (E1 E4 ) = P (E1 ) + P (E4 ) =
A JA A {A, B } K IK J E ?
F=JE>E A
1 4
) 1
2
= ,
I A B = E4 , @A?E ALA E
1 2
1 2
= P (A) P (B )
-NA F K " " = HA= E =HA= K KE JEF @A =F=H=JA A A?JH ?=I E?A IA HACEIJHA= " @ABA?JA @A B=>HE?= EA E @ABA?JA @A J= 5 IA @AJAH E A FH >=>E EJ=JA= ?= K =F=H=J = AI = J F =HA I A @ABA?J 4A L=HA .EA A ALA E A JK ? @ K =F=H=J = AI = J F =HA =HA @ABA?J @A B=>HE?= EA E B ALA E A JK ? @ =HA @ABA?J @A J= 2KJA FHAIKFK A ? ?A A @ K B= A @A K?HK IK J E @AFA @A JA K = B= @A ?A= = J 2HE KH =HA
P (A B ) = P (A) + P (B ) P (A B ) = P (A) + P (B ) P (A) P (B ) = 10 4 10 4 + = 0, 136. = 100 100 100 100
6A HA = " " 7H J =HA A = H = EE IK J A?DEL= A JA E A E B IK J ALA E A JA E @AFA @A JA EE A E B IK J ALA E A JA E @AFA @A JA EEE A E B IK J ALA E A JA E @AFA @A JA EL A E B IK J ALA E A JA E@AFA @A JA
2HE = @=J =H J ? @E E @AFA @A = ALA E A JA H A E B HA K J E @AFA @A = ALA E A JA H A E B 5A >IAHL ? ALA E A JA A AB E AB B H A= @AI? FK AHA = ALA E A JK KE A, ? ?E B E B B H A= K IEIJA ? F AJ @A ALA E A JA LA E JA HA = # 2HE KH =HA P (A) = P ((A B ) (A B )) = P (A B ) + P (A B ) @A K @A HA K J ? P (A B ) = P (A) P (A B ). I ? B H FHAIKFK AHEE A E B IK J E @AFA @A JA @A?E P (A B ) = P (A) P (B ). 2HE KH =HA P (A B ) = P (A) P (A) P (B ) = P (A) (1 P (B )) = P (A) P (B ), ?AA= ?A JHA>KE= @A IJH=J ,E E @AFA @A = ALA E A JA H A E B HA K J E @AFA @A = ALA E A JA H A E B @=? @A IJH= E= @=J =E IKI IA I?DE > H K KE A ?K B. 2A JHK = =H J= ? @E E @AFA @A = ALA E A JA H A E B HA K J E @AFA @A = IJH=J F ALA E A JA H A E B AIJA @A = K I I =F E? FA H @ ?AA= ?A = @A =?K G A @
,A IJH= EA
,A
5EIJA K @A ALA E A JA (Ai )iI IA E?A ? AIJA E @AFA @A J @=? P (Ai Aj ) = P (Ai ) P (Aj ) FA JHK HE?A i, j I, i = j.
E E= " "
" " 1 @AFA @A = ALA E A JA H 2HE KH =HA IEIJA K @A ALA E A JA (Ai )iI AIJA E @AFA @A J @=? ALA E A JA @E (Ai )iI IK J E @AFA @A JA IA IK @A E EAE " "
#' HE?=HA @ K
,A E E= " " ! -LA E A JA A A, B E C IA K AI? E @AFA @A JA J J= EJ=JA @=? =K ? KH J =HA A HA = EE P (A B ) = P (A) P (B ), P (B C ) = P (B ) P (C ), P (C A) = P (C ) P (A) E P (A B C ) = P (A) P (B ) P (C ). A E ? = E @AFA @A = J J= = ALA E A JA H A, B E C K =HA ? K =E E @AFA @A = = @ K ? JA @ K ?E IA ?AHA =E K J E = K A ALA E A JK A E B I A E @AFA @A J @A ALA E A JK C =@E? P ((A B ) C ) = P (A B ) P (C ) ?AA= ?A A ? @K?A = HA = E= P (A B C ) = P (A B ) P (C ) = P (A) P (B ) P (C ). = BA ALA E A JK B E C AIJA E @AFA @A J @A A, HAIFA?JEL ALA E A JK C E A AIJA E @AFA @A J @A B, ?=HA A ? @K? = =?AA= E HA = EA P (A B C ) = P (A) P (B ) P (C ). -NA F K " " JH K E FA FEAI IA ANA?KJ JHAE B= A @A K?HKHE A?=HA B= FA = J = E @A FHA K?H=J FEAIA 2H >=>E EJ=JA= ?= FHE = B= @A K?HK I ? HA IFK @ H A H FHAL KJA AIJA ' ?A= @A = @ K= B= '" E=H ?A= @A = JHAE= ' +=HA AIJA FH >=>E EJ=JA= ?= FEAI FHA K?H=J FA ?A A JHAE B= A I ? HAIFK @ H A H FHAI?HEIA 4A L=HA .EA Ai , i {1, 2, 3}, =?A ALA E A J ? @ B= = = i = > E A FEAI >E A FHA K?H=J 2KJA FHAIKFK A E @AFA @A = J J= = IEIJA K KE @A ALA E A JA (Ai )i=1,3 . 2HE KH =HA FH >=>E EJ=JA= ? KJ=J AIJA P (A1 A2 A3 ) =
P (A1 ) P (A2 ) P (A3 ) = 0, 9 0, 94 0, 92 0, 778.
5A >IAHL ? @=? K IEIJA @A ALA E A JA AIJA E @AFA @A J J J= EJ=JA =JK ?E AIJA E E @AFA @A J I HA?EFH ?= =?AIJAE = H = EE K AIJA =@AL H=J 2A JHK =IJ= ? IE@AH ? JH=ANA F K KE *AH IJAE .EA = {E1 , E2 , E3 , E4 } K @A (Ei )i=1,4 1 IK J ALA E A JA A A A J=HA =IJBA ? J P (E1 ) = P (E2 ) = P (E3 ) = P (E4 ) = 4 . + IE@AH ALA E A JA A A = E1 E4 , B = E2 E4 , C = E3 E4 . )JK ?E IEIJA K @A ALA E A JA {A, B, C } AIJA K IEIJA E @AFA @A J @A ALA E A JA
P (A B ) = P (E4 ) = 1 1 1 = = P (A) P (B ), 4 2 2
= = C P (A C ) = P (A) P (C ) E P (B C ) = P (B ) P (C ), I J J= EJ=JA E @?
P (A B C ) = P (E4 ) =
K AIJA E @AFA @A J
1 1 1 1 1 = = = P (A) P (B ) P (C ). 4 8 2 2 2
$
" 2H >=>E EJ=JA= ? @E E =J
2A JHK ? JH=ANA F K KE *AH IJAE IA F =JA @= KH J HK @A E? IA ? IE@AH K JAJH=A@HK HACK =J CA = ?=HA FHE = B= AIJA L FIEJ JH ?K =HA = @ K= B= ?K = @ K= ?K =HA = JHAE= B= ?K = JHAE= ?K =HA E=H = F=JH= B= ?K J =JA ?A A JHAE ?K HE 5A =HK ? JAJH=A@HK E @KF ?A IA = A= FA B= A KEJ = ?K HE A =F HKJA FA B= = HAIFA?JEL .EA A ALA E A JK ? @ =F=HA FHE = ?K =HA B ALA E A JK ? @ =F=HA = @ K= ?K =HA E=H C ALA E A JK ? @ =F=HA = JHAE= ?K =HA ,=? ALA E A JK A A A J=H (Ei )i=1,4 HAFHA E J B=FJK ? JAJH=A@HK IA = A= FA B= = K HK i {1, 2, 3, 4} =JK ?E A = E1 E4 , B = E2 E4 E C = E3 E4 -IJA E JAHAI= J ? ALA E A JA A {A, B, C } IK J E @AFA @A JA @ K ? JA @ K @=H K IK J E @AFA @A JA J J= EJ=JA CA AH= E =HA =JKH= = @A E EAE " " ! AIJA
,A E E= " " " -LA E A JA A A1 , A2 , . . . , An , ?K n 3, IA K AI? E @AFA @A JA J J= EJ=JA @=? FA JHK HE?A k {2, 3, . . . , n} E FA JHK HE?A F=HJA @A ALA E A JA Ai , Ai , . . . , Ai , K @A i1 , i2 , . . . ik {1, 2, . . . , n} ?K ij = il E j, l {1, 2, . . . , k }, =LA ( )
1 2 k
Aij
k j =1
P (Aij )
j =1
CA AH= E =HA =JKH= = JA HA AE " " AIJA
6A HA = " " ,=? ALA E A JA A A1 , . . . , Ak1 , Ak , Ak+1 , . . . , An IK J E @AFA k , Ak+1 , . . . , An IK J E @A JA J J= EJ=JA =JK ?E E ALA E A JA A A1 , . . . , Ak1 , A @AFA @A JA J J= EJ=JA
,A IJH= EA
. H = HAIJH CA CA AH= EJ=JA= AIJA @A = K I I @A
IJH
?
k Ak+1 An ) = P (A1 Ak1 A k ) P (Ak+1 ) . . . P (An ). P (A1 ) . . . P (Ak1 ) P (A k Ak+1 An = JH =@AL H A1 . . . Ak1 A = A1 Ak1 ( Ak ) Ak+1 An = = A1 Ak1 Ak+1 An A1 Ak1 Ak Ak+1 An = = A1 Ak1 Ak+1 An A1 Ak1 Ak Ak+1 An .
" " 1 @AFA @A = ALA E A JA H + B H JA HA AE " ! > E A

k Ak+1 An ) = P (A1 Ak1 A
$
= P (A1 Ak1 Ak+1 An ) P (A2 Ak1 Ak Ak+1 An ) = = P (A1 ) . . . P (Ak1 ) P (Ak+1 ) . . . P (An ) P (A1 ) . . . P (Ak1 ) P (Ak ) P (Ak+1 ) . . . P (An ) = = P (A1 ) . . . P (Ak1 ) [1 P (Ak )] P (Ak+1 ) . . . P (An ) = k ) P (Ak+1 ) . . . P (An ) G A @ = P (A1 ) . . . P (Ak1 ) P (A
+ IA?E = " " ,=? ALA E A JA A A1 , A2 , . . . , An IK J E @AFA @A JA 1 , A 2 , . . . , A n IK J E @AFA @A JA J=JA =JK ?E E ALA E A JA A A J J= EJ=JA
J J= E
,A E E= " " # 5EIJA K @A ALA E A JA (Ai )iI IA K A JA IEIJA ? F AJ E @A FA @A J @A ALA E A JA @=? HE?A F=HJA EJ @A ALA E A JA = IEIJA K KE @=J AIJA E @AFA @A J J J= EJ=JA 2HAIKFK A ? I AIJA K E A @A E @E?E E EJ + IA?E = " " ,=? IEIJA K @A ALA E A JA (Ai )iI AIJA ? F AJ E @AFA @A J i )iI AIJA ? F AJ E @AFA @A J =JK ?E E IEIJA K @A ALA E A JA (A
B= E EA @A ALA E A JA P : K [0, +) FH >=>E EJ=JA =@EJEL 5A B H A= IAHE= iN P (Ai ) := S, K @A S [0, +]. A E ? IAHE= iN P (Ai ) AIJA IAHEA ?K JAH A E F EJELE ?=HA F =JA I K A ? LAHCA J =L @ IK = IAHEAE S = +. .EA K
= CA>H @A ALA E A JA (Ai )iN K
6A HA = " " ! 6A HA = KE * E ( HA += JA ) E ,=? S < +, =JK ?E P lim sup(Ai ) = 0, iN EE ,=? S = + E ( A ) IEIJA i iN AIJA K ) (
P lim sup(Ai )
iN
,A
F AJ E @AFA @A J =JK ?E
= 1.
IJH= EA
E + B H
iN
@A
E EAE ' =LA
nN
lim sup(Ai ) =
in
Ai
in
Ai
FA JHK HE?A n N. 2H >=>E EJ=JA= =@EJEL P =HA FH FHEAJ=JA= @A JA HA = ! ! E JA HA = " " @A?E
( P ( ) ) lim sup(Ai ) P Ai .
iN i=n
J EA LA E
" 2H >=>E EJ=JA= ? @E E =J
,=H P ( i=n Ai ) i=n P (Ai ), @A =HA?A FH >=>E EJ=JA= =@EJEL P =HA FH FHEAJ=JA= @A IK>=@EJELEJ=JA LA E JA HA = ! ! " 2HE KH =HA
( P
) lim sup(Ai ) P (Ai )

iN i=n
"
? B H
FHAIKFK AHEE IAHE=
HAIJK IAHEAE JE @A = AH =@E? " @KF n IA > E A

( 0P (
iN
LAHCA J ?AA= ?A E F E? ? iN P (Ai ) AIJA ? P (Ai ) = 0. 6HA? @ = E EJ E AC= EJ=JA= lim

i=n
) ( ) P (Ai ) = 0. lim sup(Ai ) = lim P lim sup(Ai ) lim

n iN n i=n
,A?E P
) lim sup(Ai ) = 0.
iN
EE + B H
@A E EAE ' =LA

lim sup(Ai ) =
iN
nN
(
i=n
) Ai . )) Ai .
,A?E
P
( lim sup(Ai )
iN
) =P
(
i=n
nN
+ B H FHAIKFK AHEE P AIJA FH >=>E EJ=JA =@EJEL @A?E LAHE ? =NE = ? JE KEJ EE LA E JA HA = ! ! ,A =HA?A EHK @A ALA E A JA ( EH i=n Ai )nN AIJA K J @AI?HAI? J H @A ALA E A JA > E A ?
n
lim P
Ai
( ( )) =P Ai .
i=n
i=n
6 J @=J EHK @A ALA E A JA (m i=n Ai )mN ?K m n AIJA K @A ALA E A JA @A?E (m ) ( )

n
EH
?HAI? J H
lim P
Ai
=P
Ai .
i=n
i=n
2HE KH =HA
P
(m ) ) lim sup(Ai ) = lim lim P Ai .

iN n m i=n
+ B H =LA
ACE H KE @A
P (m
i=n
HC= JA HA = @A
) =P (m
i=n
E EAE " " # E ? IA?E AE " "

m i=n
) i A =
Ai
m i=n
i ) = P (A
(1 P (Ai )).
" " 1 @AFA @A = ALA E A JA H . IE @ E AC= EJ=JA= 1 x ex , ?K x R IA > E A ?

P (m
i=n
$!
) Ai =
m i=n
(1 P (Ai ))
m i=n
eP (Ai ) = e
m
i =n
P (Ai )
+K
S = + =LA
lim
m i=n
P (Ai ) = +, @A?E (m
i=n
) Ai e = 0.
lim P
2HE KH =HA
m
lim P (
(m
i=n
) Ai = lim
m
[ 1P
(m
)] Ai = 1 0 = 1,
i=n
=@E?
P
(m ) ) lim sup(Ai ) = lim lim P Ai = limn 1 = 1.

iN n m i=n
= J @A
P (
IJH= EA FA JHK EE IA F =JA @=

) lim sup(Ai )
iN
BA K KH
J H B
IE @ JA HA =
( =P (
) ( ) lim inf(Ai ) = 1 P lim inf(Ai ) .

iN iN
-IJA @A = K I I =H J
( P
? P
) lim inf(Ai ) = 0.
iN
JH =@AL H
( ) ( ( )) ) i ) = P i i lim inf(A A P A
iN nN i=n n=0 i=n
? B H
JA HA AE ! ! "
P
I = JAHE H =
) i A
=H J=J ?
= lim P
m
(m
i=n
) i A =0
i=n
FA JHK HE?A n N. 2HE KH =HA

n=0
(
i=n
) i A =
n=0
0=0 GA@
$"
" 2H >=>E EJ=JA= ? @E E =J
+=FEJ K # 5?DA A A @A FH >=>E EJ=JA

# 5?DA = KE *AH K E ?K >E = J =HI IJ HE E ?K @ K
5A ? IE@AH ANFAHEA = ?=HA F =JA I =F=H A ALA E A JK A A ALA E A JK A ?K FH >=>E EJ E A P (A) = p E P (A) = q 2HE KH =HA p + q = P (A) + P (A) = P () = 1 ? B H JA HA AE " 2HAIKFK A ? ANFAHEA = IA HAFAJ @A n HE ? @E EE E@A JE?A @A?E FH >=>E EJ=JA= @A =F=HE EA = ALA E A JA H A E A K IA I?DE > @A = ANFAHEA = = J= 5A ?AHA FH >=>E EJ=JA= ?= ?A A n ANFAHEA A ALA E A JK A I =F=H AN=?J @A k HE K @A 0 k n 4A K J=JK J ?K P (n, k ) E IA > E A k k nk B H K = P (n, k ) = Cn p q 2A JHK = @A IJH= =?AIJ HA K J=J IA B IA JA @A K @A KH = KE *AH K E 2HAIKFK A ? JH KH IK J N >E A E@A JE?A @E JHA ?=HA N1 IK J >E A = >A E=H N2 IK J >E A ACHA 2HE KH =HA N1 + N2 = N -NFAHEA = ? IJ KH J =HA A IA = ACA = J F =HA >E @E KH ? IJ=J ?K =HA= >E AE E FK A =F E KH )IJBA ? E KJK KH AE K IA @E ? @A = ANFAHEA = = J= ,E =?A=IJ ?=K =?A=IJ I?DA F =HJ K A A @A I?DA = KE *AH K E ?K >E = J =HI E ?K @ K IJ HE .EA A ALA E A JK ?=HA =F=HA =JK ?E ? @ IA ANJH=CA @E KH >E = > E=H A ALA E A JK ? @ IA ANJH=CA >E A=CH 1 2 )JK ?E ? B H @A E EAE =LA p = P (A) = N E=H q = P (A) = N ?A A n N N ANFAHEA A ALA E A JK A =F=HA @A k HE E=H ALA E A JK A @A n k HE . IE @ @A E E= " " HA K J ? FH >=>E EJ=JA= ?= I =F=H JH H@E A @=J ALA E A JK A @A k HE E ALA E A JK A @A n k HE AIJA
( (P (A)) (P (A))
k nk
N1 N
)k ( )nk N2 = pk q nk , N
$#
$$
@A =HA?A FKJA ? IE@AH= ?A A n ANFAHEA A ABA?JK=JA E @AFA @A J @ K ? JA @ K k @KHE I ?A A k ALA E A JA A FHE JHA ?A A n ALA E A JA F =JA I =F=H Cn @EBAHEJA FHE KH =HA
( P (n, k ) =
k Cn
N1 N
)k ( )nk N2 k = Cn pk q nk . N
,=? J ?K Bk , k {0, 1, 2, . . . , n} ALA E A JK ? @ ?A A n ANFAHEA A ALA E A JK A =F=HA @A k HE =JK ?E IEIJA K @A ALA E A JA (Bk )k=0,n B H A= K IEIJA ? F AJ @A ALA E A JA @A =HA?A ?= K K AE ANFAHEA A ABA?JK=JA @A n HE ?K IECKH= =F=HA K K E K =E K K @E JHA ALA E A JA A Bk , k {0, 1, . . . , n}. ? ? K EA
n k=0
P (Bk ) =
m k=0
P (n, k )) =
n k=0
k k nk p q = (p + q )n = 1, Cn
K @A = =F E?=J >E ? JE K=HA @
K KE AMJ ANA F A ?=HA IA F J HA
L= B
IE @ I?DA = @A
=E IKI
-NA F K # 7 JH C J H =JE CA E J @E JH K B ? ?K FH >=>E EJ=JA= & ,=? JH C J HK JH=CA A?A B ?KHE =IKFH= E JAE ?=HA AIJA FH >=>E EJ=JA= I =JE C AN=?J @A FJ HE 4A L=HA .EA A ALA E A JK ?=HA IA HA= E A= =JK ?E ? @ JH C J HK =JE CA E J= )JK ?E p = P (A) = 0, 8. 2H >=>E EJ=JA= ?= JH C J HK I K =JE C E J= AIJA q = P (A) = 1 P (A) = 0, 2. -NFAHEA = IA HAFAJ @A A?A HE n = 10 E KH HE ?= ?A A A?A ANFAHEA A ALA E A JK A I =F=H @A FJ HE k = 8 2HE KH =HA 8 FH >=>E EJ=JA= ? KJ=J AIJA P (n, k) = P (10, 8) = C10 (0, 8)8 (0, 2)2 0, 302. -NA F K # 5A =HK ? FAHA?DA @A =HKHE @A =IA HE +=HA AIJA FH >=>E EJ=JA= ?= AN=?J @A JHAE HE I > E A K J J= @A =FJA FK ?JA 4A L=HA .EA A ALA E A JK ?=HA IA HA= E A= =JK ?E ? @ IK = ?A H @ K K AHA @KF =HK ?=HA= =HKHE H AIJA =FJA ,A =HA?A FA ?A A @ K =HKHE F =JA I =F=H HE?A FAHA?DA @A K AHA (i, j ), i, j {1, 2, 3, 4, 5, 6}, L =LA= J J= 6 6 = 36 @A ?= KHE AC= FH >=>E A K HK ?= KHE H B=L H=>E A =F=HE EAE ALA E A JK KE A AIJA =IA ? ?E K HK =FJA IA F =JA > E A =IA @KHE F IE>E A 7 = 1 + 6, 7 = 2 + 5, 7 = 3 + 4, 7 = 4 + 3, 7 = 5 + 2, 7 = 6 + 1. . IE @ @A E E= =LA 6 1 P (A) = 36 = 6 ,A =HA?A ANFAHEA = IA HAFAJ @A =IA HE (n = 6) E KH HE ?= ALA E A JK A I =F=H @A JHAE HE (k = 3) HA K J ? FH >=>E EJ=JA= ?AHKJ AIJA AC= ( 1 )3 ( 5 )3 3 6 ?K P (n, k) = P (6, 3) = C6 6 0, 05.
5?DA = KE *AH K E ?K >E =
J =HI
E ?K s IJ HE
$%
5?DA = KE *AH K E ?K >E = IJ HE
J =HI
E ?K s
-IJA CA AH= E =HA =JKH= = I?DA AE KE *AH K E ?K >E = J =HI 2HAIKFK A ? IEIJA K @A ALA E A JA (Ai )i=1,s , s 2 B H A= K @A ALA E A JA ? B H @A E EAE E IA ? IE@AH ANFAHEA =F=H ALA E A JA A (Ai )i=1,s ?K FH >=>E EJ E A pi = P (Ai ), i = 1, s
s i=1
E ?K @ K IJ HE IEIJA ? F AJ = ?=HA F =JA I )LA
pi =
s i=1
( P (Ai ) = P
) Ai = P () = 1.
i=1
2HAIKFK A ? ANFAHEA = IA HAFAJ @A n HE @A =F=HE EA = ALA E A JA H (Ai )i1,s K IA ?AHA FH >=>E EJ=JA= ?= ?A A n ANFAHEA A ALA K @A 0 ki n E s i=1 ki = n 4A K J=JK B H K=
P (n; k1 , k2 , . . . , ks ) =
? @E EE E@A JE?A @A?E FH >=>E EJ E A @E ? @A = ANFAHEA = = J= 5A E A JK Ai I =F=H @A ki HE i = 1, s, J ?K P (n; k1 , k2 , . . . , ks ) E IA > E A
n! s pk1 pk2 . . . pk s . k1 !k2 ! . . . ks ! 1 2
2A JHK = @A IJH= =?AIJ HA K J=J IA B IA JA @A K @A KH = KE *AH K E 2HAIKFK A ? JH KH IK J N >E A E@A JE?A @E JHA ?=HA N1 >E A @A FHE = ?K =HA N2 >E A @A = @ K= ?K =HA . . . , Ns >E A @A ?K =HA= s. 2HE KH =HA N1 + N2 + + Ns = N. -NFAHEA = ? IJ KH J =HA A IA = ACA = J F =HA >E @E KH ? IJ=J ?K =HA= >E AE E FK A =F E KH )IJBA ? E KJK KH AE K IA @E ? @A = ANFAHEA = = J= ,E =?A=IJ ?=K =?A=IJ I?DA F =HJ K A A @A I?DA = KE *AH K E ?K >E = J =HI E ?K s IJ HE .EA Ai ALA E A JK ?=HA =F=HA =JK ?E ? @ IA ANJH=CA @E KH >E @A ?K =HA= i, i = 1, s )JK ?E ? B H i @A E EAE =LA pi = P (Ai ) = N , i = 1, s. . IE @ @A E E= " " HA K J ? N FH >=>E EJ=JA= ?= I =F=H JH H@E A @=J ALA E A JA A Ai @A ki HE i = 1, s AIJA
s i=1
(P (Ai )) =
ki
)k s ( Ni i
i=1
s i=1
i pk i ,
@A =HA?A FKJA ? IE@AH= ?A A n ANFAHEA A ABA?JK=JA E @AFA @A J @ K ? JA @ K n! I ?A A ki ALA E A JA Ai FHE JHA ?A A n ALA E A JA F J I =F=H @KHE k1 !k2 !...ks ! @EBAHEJA FHE KH =HA
n! P (n; k1 , k2 , . . . , ks ) = pk i . k1 !k2 ! . . . ks ! i=1 i
s
$&
# ! 5?DA = KE *AH K E ?K >E = A J =HI =L @ @ K IJ HE

5A ? IE@AH @A K KE *AH K E ?K KH ?=HA IK J N >E A E@A JE?A @E JHA ?=HA N1 IK J >E A = >A E=H N2 IK J >E A ACHA N1 + N2 = N ?= = F=H=CH=BK # K =E ? =?AIJ ?= ANFAHEA = ? IJ KH J =HA A IA = ACA = J F =HA >E @E KH E @KF ?A ? IJ=J ?K =HA= >E AE >E = ANJH=I K =E FK A =F E KH =?AIJ @ >IAHL ? IA @E ? ? E KJK KH AE @A = ANFAHEA = = J= ,E =?A=IJ ?=K =?A=IJ I?DA F =HJ K A A @A I?DA = KE *AH K E ?K >E = A J =HI E ?K @ K IJ HE ]E =?AIJ ?= IA ?AHA FH >=>E EJ=JA= ?= ?A A n ANFAHEA A @A k HE I =F=H >E = > K @A 0 k N1 HAIFA?JEL @A n k HE I =F=H >E = A=CH K @A 0 n k N2 @E ?=K = ? @E EE H @A ANEIJA = @A K KE E? -LE@A J n N1 + N2 = N. 4A K J=JK IA JA= FHE P (n, k ) E IA > E A B H K = P (n, k ) = N1C nN2 . + B H @A E EAE K HK J J= @A N n ?= KHE AC= FH >=>E A AIJA @=J @A CN , =@E? @E JHA ?A A N >E A ? JA @KHE FKJA ANJH=CA n >E A K HK ?= KHE H B=L H=>E A AIJA @=J @A =?A A ANFAHEA A ?=HA =F=H AN=?J k >E A = >A E n k >E A ACHA ,E JHA N1 >E A = >A IA F J ANJH=CA k >E A nk k = >A CN @KHE F IE>E A E=H @E JHA N2 >E A ACHA n k >E A ACHA CN @KHE 1 2 F IE>E A A?=HA = ACAHA = >E A H = >A E @ ?KF =J ?K = ACAHA = >E A H ACHA )IJBA nk k K HK ?= KHE H B=L H=>E A AIJA @=J @A CN CN . 2HE KH =HA IA > E A B H K = 1 2
P (n, k ) =
nk k CN CN 1 2 . n CN C k C nk
2A JHK HE?A k {0, 1, . . . , n} IA JA= ?K Ck ALA E A JK ? @ =F=H k >E A = >A E n k >E A ACHA @KF ABA?JK=HA= = n ANFAHEA A >IAHL ? IEIJA K @A ALA E A JA (Ck )k=0,n AIJA K IEIJA ? F AJ @A ALA E A JA @A =HA?A ?= K K AE ANFAHEA A ABA?JK=J @A n HE ?K IECKH= =F=HA K K E K =E K K @E JHA ALA E A JA A Ck , k {0, 1, . . . , n} ? ? K EA
n n nk k CN CN 1 2 = 1, P (Ck ) = P (n, k ) = n CN k=0 k=0 k=0 n
K @A FA JHK = =H J= AC= EJ=JA=

x)
N1
n
k=0
(1 + x)
N2
= (1 + x)
N1 + N2
IA JA E@A JEJ=JA= (1 + ?=HA @KF @A L J HE A >E E= A IA E@A JE ? L= B IE @ I?DA = @A =E IKI
nk k n CN CN = CN IA B 1 2
? A ?EA EE JAH A K KE xn . ? JE K=HA @ ANA F A ?=HA IA F J HA
# ! 5?DA = KE *AH K E ?K >E = A J =HI =L @ @ K IJ HE
$'
-NA F K # ! 5 IA =H=JA FA ?= A FH >=>E EIJE? KH

n k=0 k 2 n (Cn ) = C2 n.
J =HA= AC= EJ=JA
4A >E A
L=HA 5A ? IE@AH
KH
?=HA IK J n >E A = >A E n >E A ACHA
J J= 2n
5A ? IE@AH KH J HA= ANFAHEA @E KH I? =JA n >E A FHAIKFK @ ? I? =JAHA= >E A H IA B=?A FA H @ E >E = I? =I K IA =E FK A =F E KH .EA Dk , k {0, 1, . . . , n} =?A ALA E A J ?=HA IA HA= E A= =JK ?E ? @ @E KH = I? I k >E A = >A E n k >E A ACHA 5A >IAHL ? (Dk )k=0,n B H A= K IEIJA ? F AJ @A ALA E A JA 2HE KH =HA
( 1 = P () = P
n
) Dk =
n k=0
P (Dk ) =
n C k C nk n n k=0 n C2 n
k=0
n 1 k 2 (C ) , = n C2n k=0 n
@A K @A > E A ?AA= ?A JHA>KE= @A
IJH=J
-NA F K # ! JH K J @A @A FEAIA & IK J @ABA?JA E=H JH K = J J @A @A FEAIA ' IK J @ABA?JA ,E K K @E =?AIJA JKHE IA E=K = J F =HA FEAIA +=HA AIJA FH >=>E EJ=JA= ?= JHA FEAIA A = AIA & I A FEAIA >K A E @ABA?JA 4A L=HA .EA A ALA E A JK ?=HA IA HA= E A= =JK ?E ? @ ?A A FEAIA IK J K=JA @E FHE K J )JK ?E ALA E A JK A IA= ? ?A A A?A FEAIA IK J K=JA @E = @ E A= J @A FEAIA ,A =HA?A ALA E A JA A A E A B H A= K IEIJA ? F AJ @A ALA E A JA @A?E P (A) + P (A) = 1 E ?K K =LA E?E K K @E ?A A @ K JKHE @A FEAIA FHABAHA E= HA K J ? P (A) = P (A) = 1 2 .EA B =?A ALA E A J ?=HA IA HA= E A= =JK ?E ? @ @E ?A A A?A FEAIA ANJH=IA @E K K @E ?A A @ K JKHE @A FEAIA =LA & FEAIA >K A E @ABA?JA 5?HEA B H K = FH >=>E EJ EE J J= A LA E JA HA = " ! P (B ) = P (B |A) P (A) + P (B |A) P (A). +K P (B |A) IA= FH >=>E EJ=JA= ALA E A JK KE B ? @E E =J @A ALA E A JK A =@E? ?A A A?A FEAIA IK J ANJH=IA @E FHE K J =IJBA ? J L =LA= & FEAIA >K A C C E @ABA?JA ANJH=IA HA K J ? P (B |A) = C @ = = C P (B |A) = C C C 2HE KH =HA FH >=>E EJ=JA= ? KJ=J L=
8 2 92 8 10 100 8 2 111 9 10 120
P (B ) =
2 8 2 8 C8 C92 C9 1 C111 1 + 0, 082. 10 10 C100 2 C120 2
%
# " 5?DA = KE *AH K E ?K >E = A J =HI IJ HE
E ?K s
-IJA CA AH= E =HA =JKH= = I?DA AE KE *AH K E ?K >E = A J =HI E ?K @ K IJ HE 5A ? IE@AH @A K KE *AH K E ?K KH ?=HA IK J N >E A E@A JE?A @E JHA ?=HA N1 >E A IK J @A FHE = ?K =HA N2 >E A @A = @ K= ?K =HA Ns >E A @A s ?K =HA= s K @A s N, s 2, @A?E N = i=1 Ni . =?AIJ ?= ANFAHEA = ? IJ KH J =HA A IA = ACA = J F =HA >E @E KH E @KF ?A ? IJ=J ?K =HA= >E AE >E = ANJH=I K IA =E FK A =F E KH >IAHL ? =?AIJ BA ? E KJK KH AE IA @E ? @A = ANFAHEA = = J= ,E =?A=IJ ?=K =?A=IJ I?DA F =HJ K A A @A I?DA = KE *AH K E ?K >E = A J =HI E ?K s IJ HE 5A ?AHA FH >=>E EJ=JA= ?= ?A A n ANFAHEA A @A k1 HE I =F=H >E @A FHE = ?K =HA @A k2 HE I =F=H >E @A = @ K= ?K =HA @A ks HE I =F=H >E @A ?K =HA= s. -LE@A J n = s i=1 ki . 4A K J=JK IA JA= FHE P (n; k1 , k2 , . . . , ks ) E =LA B H K =
s P (n; k1 , k2 , . . . , ks ) =
ki i=1 CNi . n CN
,A IJH= E= =?AIJAE B H K A IA B=?A @ = = C ?= E @A F=H=CH=BK # ! FA JHK ?= K s = 2. ? JE K=HA @ ANA F A FA JHK =F E?=HA= =?AIJAE I?DA A
IJH= E= @=J
-NA F K # " JH K J @A @A FEAIA $ FEAIA =K @ABA?JA HA A@E=>E A " FEAIA IK J HA>KJKHE E=H HAIJK IK J FEAIA >K A ,E =?AIJ J =K B IJ K=JA = J F =HA FEAIA +=HA AIJA FH >=>E EJ=JA= ?= @E JHA =?AIJA= % I A >K A I =E> @ABA?JA HA A@E=>E A E I A HA>KJ 4A L=HA 8 =F E?= I?DA = KE *AH K E ?K >E = A J =HI =L @ s = 3 IJ HE 2HAIKFK A ? I? =JAHA= = J F =HA = FEAIA @E J IA B=?A FHE I? =JAHA= IK??AIEL K = ? JA K = = ?A H FEAIA )F E? @ B H K = IA > E A
P (n; k1 , k2 , k3 ) = P (10; 2, 1, 7) =
7 1 2 C90 C4 C6 0, 025. 10 C100
-NA F K # " JH K F=?DAJ IK J 4n FEAIA L FIEJA " ?K HE @A A?=HA ?K =HA ? JA n FEAIA 5A ANJH=C # FEAIA @E F=?DAJ B H = IA FK A =F E 5 IA @AJAH E A FH >=>E EJ=JA= @A = ANJH=CA " FEAIA @A ?K =HA E K = @A = J ?K =HA 4A L=HA 2HAIKFK A ? FHE JHA ?A A # FEAIA ANJH=IA " FEAIA IK J @A FHE = ?K =HA E=H = ?E ?E= FEAI @A = @ K= ?K =HA )JK ?E K =LA FHE JHA FEAIA A ANJH=IA
# # 5?DA = KE
=H? L 2 O=
%
FEAI @A = JHAE= HAIFA?JEL = F=JH= ?K =HA )F E? @ I?DA = KE *AH K E ?K >E = A J =HI =L @ s = 4 IJ HE IA > E A HA K J=JK
P (n; k1 , k2 , k3 , k4 ) = P (5; 4, 1, 0, 0) =
4 1 0 0 Cn Cn Cn Cn . 5 C4 n
I A K K FH > A AE K IA FHA?E A= B=FJK ? @E JHA ?A A # FEAIA ANJH=IA " FEAIA I A J ? =E @A FHE = ?K =HA ?E K =E I A @A = K EJ ?K =HA E=H = ?E ?A= FEAI K A=F H=J I A @A = @ K= ?K =HA E @A ?K =HA @EBAHEJ @A ?K =HA= ?A H " FEAIA ANJH=IA 2HE KH =HA FA JHK ?A A " FEAIA ANJH=IA =LA " F IE>E EJ E @A = = ACA ?K =HA= H E=H FA JHK = ?E ?A= FEAI A H A ?K =HA @EBAHEJ @A ?K =HA= ?A H F=JHK FEAIA =@E? A H A @A = AI JHAE ?K HE 2HE KH =HA HA K J=JK = = FH > A AE AIJA
1 0 0 4 Cn Cn Cn Cn 4 3. 5 C4 n
# # 5?DA = KE
=H? L 2 O=
)?A=IJ I?DA AIJA CA AH= E =HA FHE ?=HA FKJA FHE @A = K ? =J J I?DA = KE *AH K E ?K >E = J =HI ? J E ?A= ?K >E = A J =HI =L @ @ K IJ HE =?AIJ I? F IA ? IE@AH KH ?=HA IK J a >E A = >A E b >E A ACHA E KH J =HA= ANFAHEA IA I? =JA @E KH >E ? IJ=J ?K =HA= >E AE @KF ?=HA IA FK =F E KH c + 1 >E A @A =?AA= E ?K =HA ,=? ANFAHEA = IA HAFAJ @A k1 + k2 HE IA ?AHA FH >=>E EJ=JA= ?= ?A A k1 + k2 ANFAHEA A @A k1 HE I =F=H >E = > E @A k2 HE I =F=H >E A=CH 2H >=>E EJ=JA= ? KJ=J AIJA @=J @A B H K =
k1 P (k1 , k2 ) = Ck 1 +k2
a(a + c) . . . [a + c(k1 1)] b (b + c) . . . [b + c(k2 1)] . (a + b)(a + b + c) . . . [a + b + c(k1 + k2 1)]
,=? IA ? IE@AH c = 0 =JK ?E IA I? =JA @E KH >E E IA FK A =F E KH c + 1 = 1 >E @A =?AA= E ?K =HA )IJBA IA HA > E A @E I?DA = KE =H? L 2 O= I?DA = KE *AH K E ?K >E = J =HI JH =@AL H
( P (k1 , k2 ) =
k1 Ck 1 + k2
a a+b
)k 1 ( )k 1 b , a+b
?AA= ?A AIJA B H K = > E KJ
F=H=CH=BK #
,=? IA ? IE@AH c = 1 =JK ?E IA I? =JA @E KH >E E IA FK A =F E KH c +1 = 0 >E A @A =?AA= E ?K =HA )IJBA IA HA > E A @E I?DA = KE =H? L 2 O=
% I?DA = KE *AH K E ?K >E = A J =HI

k1 P (k1 , k2 ) = Ck 1 +k2
# 5?DA A A @A FH >=>E EJ=JA JH =@AL H
a(a 1) . . . (a k1 + 1)b(b 1) . . . (b k2 + 1) = (a + b)(a + b 1) . . . (a + b k1 k2 + 1)
k2 k1 Ca Cb , k1 + k2 Ca +b
?AA= ?A HAFHA E J B H K = > E KJ
F=H=CH=BK # !
# $ 5?DA = CA
5A ? IE@AH
AJHE?
ANFAHEA ?=HA =HA ?= HA K J=J A ALA E A JK A ?K FH >=>E EJ=JA= P (A) = p 0, A ALA E A JK A ?K FH >=>E EJ=JA= P (A) = q 0 -LE@A J p + q = P (A) + P (A) = 1. 2HAIKFK A ? ANFAHEA = IA ANA?KJ @A k + 1 HE ? @E EE E@A JE?A E IA ?AHA FH >=>E EJ=JA= ?= FHE A A k ANFAHEA A I =F=H ALA E A JK A, E=H K JE = ANFAHEA I =F=H ALA E A JK A. ,A =HA?A ANFAHEA A A ANA?KJ=JA IK J E @AFA @A JA @ K ? JA @ K HA K J ? B H @A E EAE " " " ? FH >=>E EJ=JA= ? KJ=J AIJA P (k ) = q q . . . q p = pq k . ,=? Bk , k N AIJA =?A ALA E A J ?=HA IA HA= E A= =JK ?E ? @ ?A A k +1 ANFAHEA A FHE = @=J @A k HE =F=HA ALA E A JK A E = k + 1 = ANFAHEA =F=HA ALA E A JK A )JK ?E IEIJA K @A ALA E A JA (Bk )kN AIJA K IEIJA ? F AJ @A ALA E A JA E L =LA=
kN kori
P (Bk ) =
kN
pq = p
k
k=0
q k = p (1 + q + q 2 + + q n + . . . ) =
= p
1 = 1, 1q
K @A =
FHAIKFKI ? q = 1.
# % 5?DA = KE 2=I?=
)?A=IJ I?DA AIJA CA AH= E =HA = I?DA AE CA AJHE?A @E F=H=CH=BK # $ E =?AIJ ?= IA ? IE@AH ANFAHEA ?=HA =HA ?= HA K J=J A ALA E A JK A ?K FH >=>E EJ=JA= P (A) = p, A ALA E A JK A ?K FH >=>E EJ=JA= P (A) = q. -LE@A J p + q = P (A) + P (A) = 1. 2HAIKFK A ? ANFAHEA = IA HAFAJ @A n + k HE ? @E EE E@A JE?A 5A ?AHA I IA @AJAH E A FH >=>E EJ=JA= ?= ?A A n + k ANFAHEA A ALA E A JK A I ANFAHEA = ?K =F=H @A n HE E=H ALA E A JK A @A k HE E K JE = ANFAHEA K HK n + k I =F=H A=F H=J ALA E A JK A. )IJ= IA= ? n+k1
# & 5?DA = KE 2 EII
?K @ K IJ HE
%!
ANFAHEA A ALA E A JK A =F=HA @A n 1 HE E=H ALA E A JK A @A k HE )F E? @ FA JHK FHE A A n+k 1 ANFAHEA A E @AFA @A JA @ K ? JA @ K I?DA = KE *AH K E ?K >E = J =HI @A = F=H=CH=BK # > E A ? L= =HA= =?AIJAE FH >=>E EJ E AIJA n1 n1 Cn q k . ,A =HA?A K JE = ANFAHEA ANFAHEA = ?K K HK n + k =F=HA +k 1 p A=F H=J ALA E A JK A ?K FH >=>E EJ=JA= P (A) = p, ? B H @A E EAE " " " L > E A ? FH >=>E EJ=JA= ? KJ=J FA JHK I?DA = KE 2=I?= J=J ?K P (n, k ) AIJA AC= ?K
n1 n1 n1 n k P (n, k ) = Cn q k p = Cn +k1 p +k1 p q .
>IAHL ? FA JHK n = 1 @E =?A=IJ I?DA CA AJHE?
= KE 2=I?= IA HA > E A I?DA =
# & 5?DA = KE 2 EII
?K @ K IJ HE
5A ? IE@AH ANFAHEA ?=HA =HA ?= HA K J=J ALA E A JA A A E A 2HAIKFK A ? @A = ANFAHEA = = J= ? @E EE A @A =F=HE EA = ALA E A JA H A E A IA I?DE > )IJBA FHE = ANFAHEA A p1 = P (A) E q1 = P (A) FH >=>E EJ E A @A =F=HE EA = A ALA E A JA H A HAIFA?JEL A ?K p1 , q1 0 E p1 + q1 = 1. = @ K= ANFAHEA P (A) = p2 E P (A) = q2 , p2 , q2 0 E p2 + q2 = 1, = @ K JE = ANFAHEA ANFAHEA = ?K K HK n L =LA= P (A) = pn , P (A) = qn ?K pn , qn 0, pn + qn = 1. 5A ?AHA FH >=>E EJ=JA= ?= ?A A n ANFAHEA A ALA E A JK A I =F=H @A k HE =IJBA ALA E A JK A @A n k HE 8= =HA= FH >=>E EJ EE ? KJ=JA IA JA= ?K P (n, k ) E AIJA J ? =E ? A ?EA JK KE xk @A L J=HA= F E E= @=J @A ANFHAIE= Q(x) = (p1 x + q1 )(p2 x + q2 ) . . . (pn x + qn ), =@E? =LA Q(x) = (p1 x + q1 )(p2 x + k q2 ) . . . (pn x + qn ) = + P (n, k ) x + . . . , FA JHK HE?A k {0, 1, . . . , n}. A E ? =?A=IJ I?DA AIJA CA AH= E =HA = I?DA AE KE *AH K E ?K >E = J =HI =L @ @ K IJ HE @A = F=H=CH=BK # JH =@AL H @=? FHAIKFK A ? ANFAHEA A A =K ? =?A A= E ? @E EE =JK ?E p1 = p2 = = pn = p E q1 = q2 = = qn = q, @A?E (p1 x + q1 )(p2 x + q2 ) . . . (pn x + qn ) = (px + q )n , @A K @A k pk q nk L= ? A ?EA JK KE xk @A L J=HA= >E E= = KE AMJ P (n, k ) = Cn HA K J=J > E KJ F=H=CH=BK # 6 J @=J F A? @ @A = @A K KH AE = KE *AH K E E FA JHK I?DA = KE 2 EII IA F =JA ? IJHKE K @A ?K n KH A A?=HA KH ? E @ >E A = >A E ACHA FH F H EE @EBAHEJA 7H = i, i {1, 2, . . . , n} ? E A ai >E A = >A E bi >E A ACHA @A?E J J= ai + bi >E A .EA A ALA E A JK ?=HA =HA ? @=? @E JH KH IA ANJH=CA >E
%"
= > FHE KH =HA =F=HE E= ALA E A JK KE A IA= ? IA ANJH=CA >E A=CH -NFAHEA = ? IJ ANJH=CAHA= K AE >E A @E KH = i FA JHK HE?A i {1, 2, . . . , n}. 2HE KH =HA = ANFAHEA = ?K K HK i FH >=>E EJ=JA= ?= I ANJH=CA >E = > i i AIJA P (A) = pi = aia , E=H ?= I ANJH=CA >E A=CH AIJA P (A) = qi = aib . +bi +bi 5A ?AHA I IA @AJAH E A FH >=>E EJ=JA= ?= ?A A n ANFAHEA A @A k HE I =F=H >E => ? JE K=HA FHA A J K ANA F K FA JHK E KIJH=HA= =?AIJAE I?DA A
-NA F K # & JH K =JA EAH IK J JHAE = E E FHE = @ HA>KJKHE = @ K= ! HA>KJKHE E=H = JHAE= " HA>KJKHE K @ = J F =HA ? JA FEAI @A = A?=HA = E I IA @AJAH E A FH >=>E EJ=JA= ?= I =LA @ K FEAIA >K A E K = HA>KJ 4A L=HA )F E? I?DA = KE 2 EII @A =E IKI .EA A HAIFA?JEL A ALA E A JK ? @ IA ANJH=CA FEAI >K HAIFA?JEL K HA>KJ @A = =E )JK ?E ?= K FHE AE = E E =LA p1 = P (A) = 0, 99; q1 = P (A) = 0, 01, ?= K ?A AE @A = @ K= = E E p2 = P (A) = 0, 97; q2 = P (A) = 0, 03, E=H ?= K ?A AE @A = JHAE= = E E =LA p3 = P (A) = 0, 96; q3 = P (A) = 0, 04. + IE@AH F E K Q(x) = (p1 x + q1 ) (p2 x + q2 ) (p3 x + q3 ). 2H >=>E EJ=JA= ?= I =LA AN JH=IA @ K FEAIA >K A E K HA>KJ AIJA @=J @A ? A ?EA JK KE x2 @A L J=HA= F E E= = KE Q(x), =@E? P (n, k) = P (3, 2) = p1 p2 q3 + p1 p3 q2 + p2 p3 q1 =
0, 99 0, 97 0, 04 + 0, 99 0, 96 0, 03 + 0, 97 0, 96 0, 01 0, 076.
# ' 5?DA = KE 2 EII
?K s IJ HE
)?A=IJ I?DA AIJA CA AH= E =HA =JKH= = I?DA AE KE 2 EII ?K @ K IJ HE @A = F=H=CH=BK # & .EA (Aj )j =1,s , s N, s 2 K IEIJA ? F AJ @A ALA E A JA 5A ? IE@AH ANFAHEA ?=HA =HA ?= HA K J=J K K @E ALA E A JA A Aj , j {1, 2, . . . , s}. 2HAIKFK A ? IA I?DE > ? @E EE A ANFAHEA A H @A = AN FAHEA = = J= )IJBA FHE = ANFAHEA =LA P (Aj ) = p1j FA JHK HE?A j = 1, s, s s = @ K= ANFAHEA P (Aj ) = p2j , j = 1, s K @A j =1 p1j = j =1 P (Aj ) = 1. s s K JE = AN =L @ @AF E EJ ? @E E= j =1 p2j = j =1 P (Aj ) = 1, = @ FAHEA ANFAHEA = ?K K HK n =LA P (Aj ) = pnj FA JHK HE?A j = 1, s, K @A s s ?A A n ANFAHEA A ALA E A j =1 P (Aj ) = 1. 5A ?AHA FH >=>E EJ=JA= ?= j =1 pnj = JK A1 I =F=H @A k1 HE ALA E A JK A2 @A k2 HE = @ ALA E A JK As @A ks HE JA= ?K P (n; k1 , k2 , . . . , ks ) K @A s j =1 kj = n. 8= =HA= FH >=>E EJ EE ? KJ=JA IA
# ' 5?DA = KE 2 EII
?K s IJ HE
%#
ks 1 k2 E AIJA AC= ?K ? A ?EA JK JAH A K KE xk 1 x2 . . . xs @E ANFHAIE=
Q(x1 , x2 , . . . , xs ) =
( s n
i=1 j =1
) pij xj =
ks 1 k2 = + P (n; k1 , k2 , . . . , ks ) xk 1 x2 . . . x s + . . .
A E ? =?A=IJ I?DA AIJA CA AH= E =HA = I?DA AE KE *AH K E ?K >E = J =HI =L @ s IJ HE @A = F=H=CH=BK # 6 J @=J F A? @ @A = @A K KH AE = KE *AH K E E FA JHK I?DA = KE 2 EII ?K =E K JA IJ HE IA F =JA ? IJHKE K @A ?K n KH A A?=HA KH ? E @ >E A @A s ?K HE @EBAHEJA E FH F H EE @EBAHEJA 7H = K HK i, i {1, 2, . . . , s} ? E A ai1 >E A @A FHE = ?K =HA ai2 >E A @A = @ K= ?K =HA = @ ais >E A @A ?K =HA= s, s J J= ? =JK ?E ? @ @E JH KH IA j =1 aij >E A .EA Aj ALA E A JK ?=HA =HA ANJH=CA >E @A ?K =HA= j {1, 2, . . . , s}. -NFAHEA = ?K K HK i i {1, 2, . . . , n} ? IJ ANJH=CAHA= K AE >E A @E KH = i 2HE KH =HA = ANFAHEA = K HK i FH >=>E EJ=JA= ?= I ANJH=CA >E @A FHE = ?K =HA AIJA P (A1 ) = pi1 = sai1 aij , j =1 >E @A ?K =HA= >E @A = @ K= ?K =HA AIJA P (A2 ) = pi2 = sai2 aij , = @
j =1
s : P (As ) = pis =
sais
j =1
. aij
5A ?AHA I IA @AJAH E A FH >=>E EJ=JA= ?= ?A A n ANFAHEA A @A k1 HE I =F=H >E @A FHE = ?K =HA @A k2 HE >E @A = @ K= ?K =HA = @ @A ks HE >E @A ?K =HA= s. ? JE K=HA FHA A J K ANA F K FA JHK E KIJH=HA= =?AIJAE I?DA A
-NA F K # ' JH K =JA EAH IK J JHAE = E E ?=HA FH @K? FEAIA >K A @A ?= EJ=JA= J E= E = @ K= HAIFA?JEL HA>KJKHE 2HAIKFK A ? = E E A @=K ! HAIFA?JEL " HA>KJKHE E=H # HAIFA?JEL IK J FEAIA A @A ?= EJ=JA= = @ K= HAIJK FEAIA H @A ?= EJ=JA= J E= K @ = J F =HA @A = A?=HA = E ? JA FEAI I IA @AJAH E A FH >=>E EJ=JA= ?= @ K FEAIA I A @A ?= EJ=JA= J E= E K = @A ?= EJ=JA= = @ K= 4A L=HA 8 =F E?= I?DA = KE 2 EII @A =E IKI ?K s = 3 IJ HE )LA n = 3 = E E ?K FH >=>E EJ E A @=JA @A KH J HK J=>A
p11 = 0, 84 p21 = 0, 85 p31 = 0, 76 p12 = 0, 15 p22 = 0, 12 p32 = 0, 20 p13 = 0, 01 p23 = 0, 03 p33 = 0, 04
%$
5?HEA F E
Q(x1 , x2 , x3 ) =
( 3 3
i=1 j =1
) pij xj =
= (0, 84 x1 + 0, 15 x2 + 0, 01 x3 )(0, 85 x1 + 0, 12 x2 + 0, 03 x3 ) (0, 76 x1 + 0, 20 x2 + 0, 04 x3 )
E A E JAHAIA= ? A ?EA JK KE x1 x2 x3 Q(x1 , x2 , x3 ). )LA
@A L J=HA= F E
K KE @A JHAE L=HE=>E A
Q(x1 , x2 , x3 ) = + (p11 p22 p33 + p11 p23 p32 + p21 p12 p33 + p21 p13 p32 + p31 p12 p23 + p31 p13 p22 ) x1 x2 x3 + . . .
2HE KH =HA FH >=>E EJ=JA= ? KJ=J AIJA P (3; 1, 1, 1) = 0, 84 0, 12 0, 04 + 0, 84 0, 03

0, 20+0, 85 0, 15 0, 04+0, 85 0, 01 0, 20+0, 76 0, 15 0, 03+0, 76 0, 01 0, 12 0, 02.
+=FEJ K $ 8=HE=>E A = A=J =HA E LA?J HE = A=J HE

$ 8=HE=>E A = A=J =HA
.EA K E K @ K = CA>HA ?K ALA E A JA IECKHA HAIFA?JEL K=JA = I= > EIJ IJE
,A E E= $ BK ? EA f : IA K A JA L=HE=>E = A=J =HA @=? FA JHK HE?A ALA E A J A K ? JH=E =CE A= =?AIJKE ALA E A J f 1 (A) K.
. IE @ I?HEAHA= = I= > EIJ =LA f 1 (A) = { | f ( ) A} = A=J =HA f : IA ? F HJ B =HJA >E A L=HE=>E
6A HA = $ ,=?
f :
AIJA L=HE=>E = A=J =HA =JK ?E =K ? AC= EJ E A

( (
iI iI
) Ai ) Ai = =
i)
f 1 f 1
iI
f 1 (Ai ), f 1 (Ai ),
ii) iii)
iI
) = f 1 (A), f 1 (A
=@AL H=JA FA JHK HE?A B= E EA @A ALA E A JA (Ai )iI K , E HE?A ALA E A J

A K .
,A IJH= EA
E )LA
KH
f 1
(
iI
J HK EH @A = H = EE A?DEL= A JA
) Ai f ( )
iI
Ai
%%
%&
() i0 I =IJBA () i0 I =IJBA iI f 1 (Ai ).
$ 8=HE=>E A = A=J =HA ? J f ( ) Ai0 ? J f 1 (Ai0 )
EE )LA
KH
f 1 (
iI
) Ai f ( )
iI
Ai
() i I =LA () i I =LA
f ( ) Ai f 1 (Ai )
iI
f 1 (Ai ).
EEE )LA
KH
) f ( ) A f ( ) A f 1 (A
f 1 (A) f 1 (A).
GA@
>IAHL= E= $ 5A >IAHL ? FH FHEAJ E A E EE E EEE @E A K K JA HA AE $ IK J =@AL H=JA FA JHK BK ? EA =H>EJH=H f : .

)?AIJA FH FHEAJ E IA F J B IE FA JHK CA AH=HA= = E = CA>HA .EA K = CA>H E=H f : BK ? EA @=J ?K = . + IE@AH K E A= K := {f 1 (A) | A K }.
6A HA = $
,A
AIJA = CA>H
6HA>KEA I LAHE ? =NE A A E E EE @E @A E E= " )LA K E @? K AIJA E @=? = ACA f (A) K ?K A K , =JK ?E A ) K. = CA>H + B H >IAHL= EAE $ > E A f 1 (A) = f 1 (A EE ,=? (f 1 (Ai ))iN K ?K K IEIJA @A ALA E A JA (Ai )iN K 1 =JK ?E @A =HA?A K AIJA = CA>H =LA A K , @A?E (Ai ) = i iN iN f ( ) 1 B H >IAHL= EAE $ G A @ f iN Ai K, ?
IJH= EA
8=HE=>E A = A=J =HA HA= A
,A E E= $ +K = ACAHA= = R E K = B B= E E= K E E H > HA EA A LA E ANA F K " ! L=HE=>E = = A=J =HA f : R IA K A JA L=HE=>E = A=J =HA HA=
%'
2HE KH =HA BK ? E= f : R IA K A JA L=HE=>E = A=J =HA HA= @=? f (A) = { | f ( ) A} K FA JHK HE?A K E A > HA E= A B ,=? IA ? IE@AH K = CA>H= K E E H IKH=>E A =JK ?E L=HE=>E = = A=J =HA HA= =E IKI @A EJ AIJA BK ? EA IKH=>E ? B H JA HEAE IKHEE .EA K = CA>H E=H f : R BK ? EA
1
6A HA = $ JA HA = @A ?=H=?JAHE =HA = L=HE=>E A H = A=J =HA HA= A 7H J =HA A = H = EE IK J A?DEL= A JA E f : R AIJA L=HE=>E = A=J =HA HA= EE FA JHK HE?A x R =LA f 1 ((, x)) K, EEE FA JHK HE?A x R =LA f 1 ((, x]) K, EL FA JHK HE?A x R =LA f 1 ((x, +)) K, L FA JHK HE?A x R =LA f 1 ([x, +)) K.
,A =HA?A E JAHL= K (, x) B FA JHK HE?A x R HA K J ? E E F E? EE 2A @A = J F=HJA K E A= E JAHL= A H @A B H = (, x) B H A= IK>>= FA JHK B= E E= K E E H > HA EA A B =@E? F A? @ K =E @A = E JAHL= A A @A B H = (, x), x R, IA F J CA AH= J =JA K E E A > HA EA A FHE FAH= EE ? IA?KJELA @A JHA?AHA = ? F A A J=H HAK EK A E E JAHIA? EA K H=>E = A E JAHL= A H (, x), x R. 2HE KH =HA EE E F E? E =E @AF=HJA =H J ?
,A IJH= EA
ii) iii) iv ) v ) ii).
EE EEE ,A =HA?A (, x] =

f
1
nN 1 n
( ))
((, x]) = f ( f 1
.. , x + )) )) (( ( 1 1 1 , x + = f , x + . n n nN nN
nN
, x +
FA JHK HE?A x R =LA IE @ >IAHL= E= $ > E A ?

1 n
2HE KH =HA
f
1
((, x]) =
nN
(( f
1
1 , x + n )) K
)) K,
@A =HA?A ? B H
FHAIKFK AHEE
f
1
((
1 , x + n
FA JHK HE?A x R E n N . EEE EL ,A =HA?A (x, +) = R \ (, x] FA JHK HE?A x R =LA f 1 ((x, +)) = f 1 (R \ (, x]). . IE @ >IAHL= E= $ HA K J ?
&
f 1 ((x, +) = f 1 ((, x]) K, E @? R \ (, x] AIJA f 1 ((, x])
$ 8=HE=>E A = A=J =HA K E A= ? F A A K AIJA ALA E A JK ? F A A J=H =
J=H = K E EE (, x], E=H ALA E A JK KE f 1 ((, x]) K. ( ) 1 iv ) v ) ,A =HA?A [x, +) = nN x n , + FA JHK HE?A x R =LA
( f 1 ([x, +)) = f 1 ( )) 1 x , + . n
nN
IE @ >IAHL= E= $ HA K J ?
( f 1 (
nN
(( )) )) 1 1 1 x , + f x , + = . n n nN
nN
2HE KH =HA
f
1
(( f
1
([x, +)) =
1 x , + n ))
)) K,
@A =HA?A ? B H
nN .
FHAIKFK AHEE f 1
((
1 , + x n
K FA JHK HE?A x R E
HE?A x R =LA f 1 ((, x)) = f 1 (R \ [x, +)). . IE @ >IAHL= E= $ HA K J ? f 1 ((, x)) = f 1 ([x, +)) K, E @? R \ [x, +) AIJA K E A= ? F A A J=H = K E EE [x, +), E=H f 1 ([x, +)) K AIJA ALA E A JK ? F A A J=H = ALA E A JK KE f 1 ([x, +)) K. G A @ .EA K = CA>H E=H f, g : R @ K BK ? EE E=H R @=J ,A E KH J =HA A BK ? EE
v) = (f + ) : R, ( f ) : R , (f + g ) : R , f 2 : R, f g : R, |f | : R, 1 : R, f f : R, g (f + )( ) = f ( ) + , (f )( ) = f ( ), (f + g )( ) = f ( ) + g ( ), f 2 ( ) = (f ( ))2 , (f g )( ) = f ( ) g ( ), |f |( ) = |f ( )|, ( ) 1 1 ( ) = f f ( ) ( ) f f ( ) ( ) = g g ( )
ii) ,A =HA?A (, x)
R \ [x, +) FA JHK
?K f ( ) = 0, ?K g ( ) = 0,
FA JHK HE?A .
& @E ? =I=
? JE K=HA =H J ? FHE =?AIJA FAH= EE =HEJ AJE?A K K= A K EA E L=HE=>E A H = A=J =HA HA= A
6A HA = $
,=? f, g : R IK J L=HE=>E A = A=J =HA =JK ?E f + , f, f + 1 f , g IK J J J L=HE=>E A = A=J =HA HA= A ?K R. g, f 2 , f g, |f |, g

,A IJH= EA
+ B H JA HA AE $ FK ?JK EE AIJA @A = K I I @A IJH HE?A x R =LA (f + < x) K, K @A K E A= @A ELA
? FA JHK
(f + < x) : = { | (f + )( ) < x} = { | f ( ) + < x} = = { |f ( ) < x } = (f < x ) K.
2A JHK HE?A x R JHA>KEA =H J=J ? ( f < x) K ,=? = 0 =JK ?E

( f < x) = (0 f < x) = { | (0 f )( ) < x} = { | 0 f ( ) < x} = = { | 0 < x} = K
FA JHK HE?A x > 0 E (0 f < x) = K FA JHK HE?A x 0. ,=? > 0 =JK ?E ( f < x) = { | (f )( ) < x} = { | f ( ) < x} = { ( ) x x | f ( ) < }= f < K ,=? < 0, =JK ?E ( f < x) = { | (
{ } ( ) x x f )( ) < x} = { | f ( ) < x} = | f ( ) > = f> K,
? B H
JA HA AE $ ? (f + g < x) K )LA ?
(f + g <
! 2A JHK HE?A x R JHA>KEA I =H J

f ( ) < x g ( )}.
x) = { | (f + g )( ) < x} = { | f ( ) + g ( ) < x} = { |
? JE K=HA =H J
r Q
{ | f ( ) < xg ( )} =
({ | f ( ) < r} { | r < x g ( )}) .
$ JH =@AL H @=? ? IE@AH K 0 =IJBA ? J f (0 ) < x g (0 ) =JK ?E JHA ?A A @ K L= HE HA= A f (0 ) E x g (0 ) ANEIJ K K H H= E = r0 Q E @? @KF ?K IA JEA K AHA A H= E = A IK J @A IA FA =N= HA= )IJBA 0 { | f (0 ) < r0 } { | r0 < x g (0 )} @A?E 0 rQ ({ | f ( ) < r} { | r < x g ( )}) 1 LAHI @A@K?A = BA @=?
&
$ 8=HE=>E A = A=J =HA

0 rQ ({ | f ( ) < r} { | r < x g ( )}, =JK ?E ANEIJ K r0 Q =IJBA
? J 0 { | f ( ) < r0 } { | r0 < x g ( )} @A?E f (0 ) < r0 < x g (0 ), =@E? 0 { | f ( ) < x g ( )}. ,A =HA?A K E E A @A ELA { | f ( ) < r} = (f < r) K, { | r < x g ( )} = { | g ( ) < x r} = (g < x r) K, E=H K E @ = CA>H E JAHIA? E= (f < r) (r < x g ) K E=H K E A= K AHA H H= E = A Q E @ K H=>E FHE HAK EK A K H=>E H A J J = CA>H= K : rQ ((f < r) (r < x g )) K.
" 2A JHK HE?A x R JHA>KEA =H J=J ? (f 2 < x) K ,=? x 0 =JK ?E (f 2 < x) = {x | (f 2 )( ) < x} = { | f 2 ( ) < x} = K. ,=? x > 0 =JK ?E (f 2 < x) = { | f 2 ( ) < x} = { | f ( ) < x} {
| f ( ) > x} = (f < x) (f > x) K.
# )HA
? KH
J =HA= E@A JEJ=JA FA JHK BK ? EE A f E g

f g = (f + g )2 (f g )2 . 4
)JK ?E @E ?A A = JAHE =HA HA K J ? @=? f E g IK J L=HE=>E A = A=J =HA HA= A =JK ?E E f g L= J J L=HE=>E = A=J =HA HA= $ 2A JHK HE?A x R JHA>KEA =H J=J ? (|f | < x) K ,=? x 0 =JK ?E (|f | < x) = { | |f |( ) < x} = { | |f ( )| < x} = K, E=H @=? x > 0 =JK ?E (|f | < x) = { | |f ( )| < x} = { | f ( ) >
x} { | f ( ) < x} = (f > x) (f < x) K. ( ) 1 % 2A JHK HE?A x R JHA>KEA =H J=J ? f < x K ,=? x = 0 =JK ?E ( ) ( ) { ( ) } { } 1 1 1 1 < x = < 0 = | ( ) < 0 = | < 0 = f f f f ( ) { ) |{ f ( ) < 0} = ( } (f < 0) K. ,=? x < 0, =JK ?E 1 1 < x = | f () < x E > E A ? f ( ) < 0 FA JHK J =JA f ( ) { } 1 FA JHK ?=HA f (1) < x 2HE KH =HA f < x = | f (1 < x = ) } ( { ) 1 1 < |x { f ( ) = f > x } K. ,=? x > 0 =JK ?E K E A= @A ELA ( ) 1 1 < x = | f () < x IA @AIB=?A @ K IK> K E E E = K A IA E=K f < 0 < x, HAIFA?JEL =?A A { } 1 < x = | f (1 < x = FA JHK ?=HA f ( ) > 0 2HE KH =HA f ) } { } { | f ( ) < 0 E f (1 < x | f ( ) > 0 E f (1 < x = (f < ) ) ( ) 1 0) f > x K. (
1 f () )
= F=HJA =?A A FA JHK ?=HA f ( ) < 0 @A?E
$ ! 8A?J HE = A=J HE HA= E
&!
1 & ,A =HA?A FA JHK BK ? EE A f E g : R =LA f = g f @E ?A A = JAHE =HA g HA K J ? @=? f E g IK J L=HE=>E A = A=J =HA HA= A =JK ?E E BK ? E= f L= J J g L=HE=>E = A=J =HA HA= GA@
5A F =JA A K = E K HA K J=J
=E CA AH=
BA K KH
J H
=R
,A E E= $ L=HE=>E = A=J =HA HA= FA JHK ?=HA A JA BK ? EA > HA E=
E K = B IA K
6A HA = $ ! ,=? BK ? E= h : R R AIJA BK ? EA > HA E= E f : R AIJA L=HE=>E = A=J =HA HA= =JK ?E BK ? E= h f : R AIJA J J L=HE=>E = A=J =HA HA=
$ ! 8A?J HE = A=J HE HA= E

2A JHK = ANJE @A EK A= @A L=HE=>E = A=J =HA @A EJ F=H=CH=BK K A= @A LA?J H = A=J H =LA AL EA FHA= =>E @A ANJE @AHA= EK EE > HA E= @A EJ FA =N= HA= ? B H ANA F K KE " " = IF= EK @E A IE = Rn ?K n 2. .EA K = CA>H @A ALA E A JA =L @ FA ALA E A JK f1 , f2 , . . . , fn : R n L=HE=>E A = A=J =HA HA= A $ = E @A K E A AK? E@E= n IECKH E=H
,A
@=J FHE B H K = X () = (f1 ( ), f2 ( ), . . . , fn ( )) FA JHK HE?A , IA K A JA LA?J H = A=J H n @E A IE = (n 2).

X : Rn ,
E E= $ ! .K ? E=
>IAHL= E= $ ! A E ? IA F =JA @= E @A E EA = LA?J HK KE = A=J H A?DEL= A J ?K @A E E= $ ! FHE ANJE @AHA= EK EE @A K E A > HA E= @A FA =N= HA= = IF= EK n @E A IE = Rn . X : Rn IA K A JA LA?J H = A=J H @=? FA JHK HE?A K E A > HA E= A Rn =LA X 1 (A) = { | X () A} K. 6A HA = $ ! JA HA = @A ?=H=?JAHE =HA = LA?J HE H = A=J HE HA= E 7H J =HA A = H = EE IK J A?DEL= A JA E X : Rn AIJA K LA?J H = A=J H HA= n @E A IE = EE FA JHK HE?A (x1 , x2 , . . . , xn ) Rn =LA
X 1 ( n
i=1
(, xi )
K;
&"
$ 8=HE=>E A = A=J =HA

( X 1 ) K;
EEE FA JHK HE?A (x1 , x2 , . . . , xn ) Rn =LA

n (, xi ]) i=1
EL FA JHK HE?A (x1 , x2 , . . . , xn ) Rn =LA

( X 1
n (xi , +) i=1
) K;
L FA JHK HE?A =LA (x1 , x2 , . . . , xn ) Rn

( X 1
n [xi , +) i=1
) K.
=E FKJA A K = E KH J =HA= JA HA @A ?=H=?JAHE =HA = LA?J HE H = A=J HE n @E A IE = E ?K = KJ HK L=HE=>E A H = A=J =HA HA= A
6A HA = $ ! 7H J =HA A = H = EE IK J A?DEL= A JA E BK ? E= X : Rn , X = (f1 , f2 , . . . , fn ) AIJA K LA?J H = A=J H HA= n @E A IE = EE FA JHK HE?A i = 1, n BK ? EE A fi : R IK J L=HE=>E A = A=J =HA HA= A
+=FEJ K % .K ? E= @A HAF=HJE EA E @A IEJ=JA= @A FH >=>E EJ=JA = K AE L=HE=>E A = A=J =HA HA= A HAIFA?JEL = K KE LA?J H = A=J H
% .K ? E= @A HAF=HJE EA
,A E E= % .K ? E= F : R R IA K A JA BK ? EA @A HAF=HJE EA @=? E F AIJA J ?HAI? J =HA EE F AIJA ? JE K = IJ C= EEE x lim F (x) = 0 E lim F (x) = 1. x+
ANA F A FA JHK BK ? EE @A HAF=HJE EA
: R R, x0 x>0 ,
? JE K=HA @
-NA F K % 5A ? IE@AH BK ? E= I= J F
{ F (x) =
@=? 1, @=?
0,
=L @ CH= ?K @=J
CKH= %
&#
&$
y
1 x
.ECKH= % )JK ?E F AIJA BK ? EA @A HAF=HJE EA
-NA F K %
5A ? IE@AH BK ? E=
0, 1 F (x) = , 2 1,
JHAFJA F : R R, @=? @=? @=?

x0 0<x1 , x>1
=L @ CH= ?K @=J
CKH= %
y 1 0 1 x
.ECKH= % )JK ?E F AIJA BK ? EA @A HAF=HJE EA
-NA F K % ! 5A ? IE@AH BK ? E=
@=? F ( x) = @=? 1, @=?
1 , n
0,
JHAFJA F : R R, FA JHK HE?A n N , EJ=JA @A JHAFJA
x0 ( 1 1] x n+1 ,n x>1
5A >IAHL ? BK ? E= F AIJA BK ? EA @A HAF=HJE EA ?=HA =HA E I= JKHE

( )
, , ?=HA AIJA ? JE K -NA F K % " 2 A? @ @A = BK ? E= arctg : R 2 2 E J ?HAI? J =HA FA R, FKJA ? IJHKE KH J =HA= BK ? EA F : R (0, 1),
.K ? EE A @A HAF=HJE EA E FH >=>E EJ E A =@EJELA

(
2
&%
F ( x) =
) + arctg x
E AIJA ? JE K FA J =J =N= HA=
1 2
arctg x,
?=HA LAHE ? ? @E EE A @E @A E E= %
J EAE BK ? EAE >IAHL= E= % + @E E= EEE @E @A E E= % @E ?=K = IA F =JA ?KE FHE ? @E E= =E FK E HAIJHE?JEL ?= FA JHK HE?A EH {xn }nN J @AI?HAI? J H E A HCE EJ I =LA nlim F (xn ) = HAIFA?JEL FA JHK J ?HAI? J H E A HCE EJ I =LA lim F (xn ) = +. HE?A EH {xn }nN n
? JE K=HA ? IE@AH J A ?=HA =F E? K HA K J=J ?K I?KJ @E = = E = HA= ?= K BK ? EE H @A HAF=HJE EA FA JHK BK ? EE
6A HA = % 2A JHK HE?A BK ? EA @A HAF=HJE EA F : R R =K ? KH J =HA A FH FHEAJ E E FA JHK HE?A x R ANEIJ E AIJA EJ F (x + 0) K @A ?K F (x + 0) = J=J E EJ= = @HA=FJ= FK ?JK x = BK ? EAE F : F (x + 0) = y lim F (y ). x
EE F AIJA ? JE K FK ?JK x R @=? E K =E @=? F (x + 0) = F (x), = JBA FK ?JK x =LA @EI? JE KEJ=JA @A IFA = J E= =@E? ANEIJ E EJA A =JAH= A x E IK J EJA EEE K E A= FK ?JA H @A @EI? JE KEJ=JA = A BK ? EAE @A HAF=HJE EA F AIJA ?A K J K H=>E
y>x
+ HAIF @A = >EK EL ? JHA BK ? EE A @A HAF=HJE EA E FH >=>E EJ E A =@EJELA @A EJA FA = CA>H= K E E H > HA EA A @A FA =N= HA=
? HAIF @A >EK EL ? JHA BK ? EE A @A HAF=HJE EA E 6A HA = % -NEIJ FH >=>E EJ E A =@EJELA @A EJA FA = CA>H= K E E H > HA EA A B.
.EA P : B R FH >=>E EJ=JA =@EJEL @A EJ FA = CA>H= B = K E E H > HA EA A ,A E BK ? E= F : R R @=J FHE B H K = F (x) = P ((, x)) FA JHK HE?A x R. 8 =H J= ? F =IJBA @A EJ AIJA BK ? EA @A HAF=HJE EA ? B H @A E EAE % JH =@AL H =LA E FA JHK x1 , x2 R ?K x1 < x2 HA K J ? (, x1 ) (, x2 ) @A?E F (x1 ) = P ((, x1 )) P ((, x2 )) = F (x2 ), ? B H J EAE FH >=>E EJ EE P.
,A IJH= EA
&&
EE .EA x R E {xn }nN HE?A EH @A K AHA HA= A ?=HA LAHE ? ? @E EE A AIJA J ?HAI? J H xn < x FA JHK HE?A n N E =IJBA ? J lim xn = x . )JK ?E n EHK @A ALA E A JA @=J @A E JAHL= A A {(, xn )}nN AIJA K EH J ?HAI? J H @A?E ? B H JA HA AE % AIJA ? LAHCA J E lim (, xn ) = nN (, xn ) = n (, x ). ,A?E
F (x ) = P ((, x )) = P ( lim (, xn )) = lim P ((, xn )) = lim F (xn ),
n n n
? B H JA HA AE ! ! @A?E F AIJA BK ? EA ? JE K = IJ C= EEE .EA {xn }nN HE?A EH J @AI?HAI? J H @A K AHA HA= A =IJBA ? J limn xn = )JK ?E EHK @A ALA E A JA @=J @A EHK @A E JAHL= A {(, xn )}nN AIJA K EH J @AI?HAI? J H @A?E ? B H JA HA AE % AIJA ? LAHCA J E limn (, xn ) = nN (, xn ) = . 2HE KH =HA
n
lim F (xn ) = lim P ((, xn )) = P

n
) lim (, xn ) = P () = P () = 0
? B H JA HA AE ! ! @ = = C @=? IA = ACA HE?A EH {xn }nN J ?HAI? J H E =IJBA ? J limn xn = +, =JK ?E EHK @A ALA E A JA @=J @A E JAHL= A A {(, xn )}nN AIJA J ?HAI? J H E ? B H JA HA AE % =LA limn (, xn ) = nN (, xn ) = R. 2HE KH =HA
n
lim F (xn ) = lim P ((, xn )) = P

n
) lim (, xn ) = P (R) = P () = 1.
? B H JA HA AE ! ! E =NE AE E @E @A E E= ! ! 2HE =IJ= = =H J=J ? BK ? E= F AIJA BK ? EA @A HAF=HJE EA 1 LAHI I FHAIKFK A ? F : R R AIJA BK ? EA @A HAF=HJE EA @=J E LHA I ? IJHKE ?K = KJ HK BK ? EAE F FH >=>E EJ=JA =@EJEL FA B= E E= K E E H > HA EA A B @A F= =N= HA= 2A JHK HE?A E JAHL= EJ = =NAE HA= A @A E BK ? E= P BA K KH J H P ((a, b)) = F (b) F (a + 0), P ([a, b)) = F (b) F (a), P ((a, b]) = F (b + 0) F (a + 0) E P ([a, b]) = F (b + 0) F (a) FA JHK HE?A a, b R, ?K a < b, K @A ?K F (x + 0) = J=J E EJ= = @HA=FJ= = BK ? EAE F FK ?JK x : F (x + 0) = limyx F (y ). A E ? =?A=IJ E EJ ANEIJ ? B H JA HA AE % E y>x F (x) F (x + 0). +K F (x) [0, 1] FA JHK HE?A x R > E A ? BK ? E= P E= L= HE E JAHL= K [0, 1] .EA I = CA>H= CA AH=J @A =?AIJA E JAHL= A )JK ?E BK ? E= P : I R IA FHA K CA JA BA K KH J H P (I1 I2 ) = P (I1 ) + P (I2 ) ?K I1 I2 = , HAIFA?JEL P ((, x)) = F (x), P ((, x]) = F (x + 0), P ((x, )) = 1 F (x + 0) E P ([x, +)) = 1 F (x) FA JHK HE?A x R. =E @AF=HJA ? IE@AH ? IJHK? E= KE 0=D FA ?=HA K L JH=J= ?=@HK =?AIJAE ? H E
% ! .K ? E= @A HAF=HJE EA = K AE L=HE=>E A = A=J =HA HA= A
&'
% ! .K ? E= @A HAF=HJE EA = K AE L=HE=>E A = A=J =HA HA= A

.EA K = CA>H @A ALA E A JA ALA E A JK IECKH P : K [0, +) FH >=>E EJ=JA =@EJEL E=H f : R L=HE=>E = A=J =HA HA= 5A @A A JA BK ? EA F : R R, @=J FHE B H K =
F (x) = P (f < x) = P ({ | f ( ) < x})
%
FA JHK HE?A x R.
6A HA = % ! .K ? E= HAF=HJE EA
,A IJH= EA
F : R R
@=J FHE B H K = % AIJA
BK ? EA @A
6HA>KEA I LAHE ? ? BK ? E= F : R R, @=J FHE B H K = % LAHE ? ? @E EE A E EE E EEE @E @A E E= % JH =@AL H E A x1 , x2 R =IJBA ? J x1 < x2 . )JK ?E F (x2 ) F (x1 ) = P (f < x2 ) P (f < x1 ) = P ({ | f ( ) < x2 }) P ({ | f ( ) < x1 }). J @ ALA E A JA A A = { | f ( ) < x2 } E B = { | f ( ) < x1 } =LA B A. . IE @ JA HA = " ! =LA P (B ) P (A) = P (B A). 2HE KH =HA F (x2 ) F (x1 ) =
P ({ | f ( ) < x2 } \ { | f ( ) < x1 }) = P ({ | x1 f ( ) < x2 }) 0,
@A =HA?A FH >=>E EJ=JA= K KE ALA E A J =HA?=HA AIJA =E =HA I=K AC= ?K AH )IJBA = =H J=J ? @E x1 < x2 HA K J F (x1 ) F (x2 ). EE A x R K K H HA= N=J E=H (xn )nN K EH @A K AHA HA= A J ?HAI? J H =IJBA ? J limn xn = x . 2A JHK = =H J= ? JE KEJ=JA= @E IJ C= = BK ? EAE F FK ?JK x AIJA @A = K I I =H J ? limn F (xn ) = F (x ) JH =@AL H limn F (xn ) = limn P (f < xn ) ? B H % .EA An := (f < xn ) = { | f ( ) < xn }. ,A =HA?A EHK @A K AHA HA= A (xn )nN AIJA K EH J ?HAI? J H HA K J ? EHK @A ALA E A JA (An )nN AIJA J J K EH J ?HAI? J H @A ALA E A JA LA E @A E E= % E limn An = iN Ai LA E >IAHL= E= % ,A =HA?A P AIJA FH >=>E EJ=JA =@EJEL A= LAHE ? =NE = ? JE KEJ EE ? B H JA HA AE ! ! 2HE KH =HA limn F (xn ) = limn P (An ) = P (iN Ai ) = P (f < x ) = F (x ), @A =HA?A IA F =JA =H J= K H ? nN { | f ( ) < xn } = { |
f ( ) < x }.
EEE + B H E BK ? E= F AIJA J ?HAI? J =HA @A?E L H ANEIJ= E EJA A BK ? EAE F FK ?JA A 2A JHK = ?= ?K = limx F (x) AIJA @A = K I I
'
?= ?K limn F (n) n N, =@E? E EJ= BK ? EAE F FA K EH ?=HA JE @A = )LA limx F (x) = limn F (n) = limn P (f < n) ? B H % ,=? J ?K Bn := (f < n) = { | f ( ) < n}, =JK ?E EHK @A ALA E A JA (Bn )nN AIJA K EH J @AI?HAI? J H @A ALA E A JA LA E @A E E= % E limn Bn = iN Bi . I iN Bi = , ALA E A JK E F IE>E JH =@AL H @=? FHAIKFK A ? ANEIJ K 0 iN Bi , =JK ?E 0 Bi FA JHK A?=HA i N @A?E f (0 ) < i FA JHK HE?A i N 2HE JHA?AHA = E EJ IA > E A f (0 ) = limi f (0 ) limi (i) = , @A?E f (0 ) = , ?AA= ?A IA= ? JH=@E? EA . IE @ =NE = ? JE KEJ EE FA JHK FH >=>E EJ=JA= =@EJEL LA E JA HA = ! ! IA > E A ?
(
x
lim F (x) = lim P (f < n) = lim (Bn ) = P

n n
nN
Bn
= P () = P () = 0
LA E JA HA = " @= = C
x
(
n
lim F (x) = lim F (n) = lim P (f < n) = P

n
nN
) (f < n) = P (R) = P () = 1.
GA@
6A HA = % ! ,=? f : R AIJA L=HE=>E = A=J =HA HA= E=H F : R R BK ? E= @A HAF=HJE EA ? HAIFK J =HA @=J @A HA = E= % =JK ?E KH J =HA A = H = EE IK J A?DEL= A JA E F AIJA ? JE K = @HA=FJ= x R; EE P ({x }) = 0.
,A
=IJBA
5A ? IE@AH ? J lim xn = x . )LA

IJH= EA
EHK (xn )nN IJHE?J
@AI?HAI? J H xn > x
lim F (xn ) =
( ) lim P ((, xn )) = P lim (, xn ) = n n ( ) = P (, xn ) = P ((, x ]) = P ((, x ) {x }) = = P ((, x )) + P ({x }) = F (x ) + P ({x }).

nN
2HE KH =HA @=? F AIJA ? JE K = @HA=FJ= P ({x }) = 0, E E LAHI GA@
x =LA
lim F (xn ) = F (x ), @A?E
% " .K ? E= @A IEJ=JA @A FH >=>E EJ=JA
'
>IAHL= E= % ! + B H JA HA AE % ! @=? F AIJA BK ? EA @A HAF=HJE EA ? JE K @A?E ? JE K E = @HA=FJ= =JK ?E ANEIJ ALA E A JA @EBAHEJA @A ALA E A JK E F IE>E ?=HA =K FH >=>E EJ E A AC= A ?K AH {x } = E J JK E P ({x }) = 0.

,A E E= % " BK ? EA : R @A IEJ=JA @A FH >=>E EJ=JA @=? LAHE ? E (t) 0 FA JHK HE?A t R; + EE (t)dt = 1.
F=H=CH=BK & ! L @= ?A A
R
E JACH=>E
IA I 4EA =
IA K A JA
=E K K= A ANA F A @A @A IEJ E @A FH >=>E EJ=JA

c
-NA F K % " 5 IA @AJAH E A ? IJ= J= HA=

(t) = c e + et
t
FA JHK ?=HA BK ? E= : R R,
AIJA @A IEJ=JA @A FH >=>E EJ=JA c 4A L=HA ,E ? @E E= E HA K J ? (t) = t t 0 FA JHK HE?A t R e +e + @A?E c 0. ,E ? @E E= EE HA K J ? (t)dt = 1, =@E?
c dt = c t e + et
et dt = c =H?JC (et ) = 2t + 1 e ( ) 2 = c (=H?JC e+ =H?JC e ) = c 0 = c = 1, @A?E c = . 2 2 dt =c t e + et 2 (e + et )

t
2HE KH =HA (t) =
AIJA @A IEJ=JA= @A FH >=>E EJ=JA ? KJ=J
AIJA @A IEJ=JA @A FH >=>E EJ=JA =JK ?E BK ? E= F : R R, F (x) = (t)dt L= BK ? EA @A HAF=HJE EA

x :RR
6A HA = % " ,=?
,A IJH= EA
6HA>KEA I LAHE ? E @=? x1 < x2 =JK ?E

F (x2 ) F (x1 ) = =
x2
? @E EE A @E @A
x1
E E= %
x1
(t)dt (t)dt +
(t)dt = x2
x1
(t)dt
x1
(t)dt =
x2 x1
(t)dt 0,
E @? E JACH= = @A EJ 4EA = = K AE BK ? EE F EJELA AIJA K K ,A?E @E x1 < x2 HA K J F (x2 ) F (x1 ) 0, =@E? F (x1 ) F (x2 );
H HA= F EJEL
'
EE A x R, E=H (xn )nN K EH J ?HAI? J H @A K AHA HA= A FA JHK ?=HA xn < x FA JHK HE?A n N E lim xn = x )JK ?E
n
|F (x ) F (xn )| = =
(t)dt (t)dt
xn
(t)dt =
xn
(t)dt +
(t)dt
xn
(t)dt =
x xn
xn
|(t)|dt
xn xn
M dt = M (x xn ).
)E?E = B IEJ B=FJK ? BK ? EA E JACH=>E IA I 4EA = AIJA HCE EJ 2HE JHA?AHA = E EJ FA JHK xn x IA > E A ? limn |F (x ) F (xn )| = 0, =@E? lim F (xn ) = F (x ), FHE KH =HA F AIJA ? JE K = IJ C= FK ?JK x R; n x EEE @A =HA?A E JACH= = E FH FHEA (t)dt AIJA ? LAHCA J FA JHK HE?A x R HA K J ? x
x
lim F (x) = lim

x
(t)dt = 0,
E=H
x+
(t)dt =
lim F (x) = lim
x+
(t)dt = 1,
? B H
? @E EAE EE @E @A E E= % "
GA@
>IAHL= E= % " ,=? AIJA @A IEJ=JA @A FH >=>E EJ=JA =JK ?E BK ? E= @A HAF=H JE EA F @=J @A JA HA = % " AIJA ?DE=H ? JE K .=FJK ? F L= ? JE K = @HA=FJ= FK ?JK x R IA @A IJHA= @= = C 6A HA = % " ,=? @A IEJ=JA= @A FH >=>E EJ=JA AIJA ? JE K =JK ?E BK ? E= @A HAF=HJE EA F : R R, @=J @A B H K = F (x) @AHEL=>E FK ?JK x R.
,A IJH= EA
FK ?JK x R x = (t)dt AIJA
=IJBA
.EA (xn )nN R K EH J ?HAI? J H @A K AHA HA= A ? J xn < x FA JHK HE?A n N E lim xn = x . )JK ?E
n
F (xn ) F (x ) lim = xn x xn x
x ( t ) dt (t)dt lim = xn x xn x ( ) xn x xn ( t ) dt ( t ) dt + ( t ) dt xn = lim = xn x xn x x xn (t)dt (x xn ) M (xn ) = lim = lim = xn x xn x xn x xn x = lim M (xn ) = (x ).

xn x
xn
'!
)E?E = B IEJ JA HA = @A A@EA FA JHK E JACH= = @A EJ = KE 4EA = =@E? x ANEIJ L= =HA M (xn ) R =IJBA ? J xn (t)dt = (x xn ) M (xn ). 6 J @=J
[ M (xn )
t[xn ,x ]
] inf (t), sup (t) .

t[xn ,x ]
I
lim
? B H
inf
xn x t[xn ,x ]
FHAIKFK AHEE BK ? E= AIJA ? JE K (t) = (x ) E lim sup (t) =

xn x t[x ,x ] n
FK ?JK x @A?E (x ). 2HE KH =HA
limxn x M (xn ) = (x ). )IJBA =
@A IJH=J ? F AIJA @AHEL=>E = IJ C= FK ?JK x E Fs (x ) = (x ). @ = = C IA @A IJHA= ? F AIJA @AHEL=>E = @HA=FJ= FK ?JK x E Fd (x ) = (x ). 2HE KH =HA FA JHK HE?A FK ?J @A ? JE KEJ=JA x = KE , F AIJA @AHEL=>E x E F (x ) = (x ).
>IAHL= E= % " ,=? @A IEJ=JA= @A FH >=>E EJ=JA AIJA ? JE K FA =N= HA= =JK ?E BK ? E= @A HAF=HJE EA ? HAIFK J =HA F AIJA @AHEL=>E FA =N= HA= E F = 2HE KH =HA ?= K @A IEJ E H @A FH >=>E EJ=JA ? JE KA BK ? E= @A HAF=HJE EA F =? H K @A FHE EJEL = KE . >IAHL= E= % " ! ?= K CA AH= FA JHK @A IEJ=JA @A FH >=>E EJ=JA , BK ? E= @A x HAF=HJE EA F : R R, F (x) = (t)dt AIJA J ?HAI? J =HA FA R, ? B H JA HA AE % " @A?E L= @AHEL=>E =FH =FA FAIJA J J E F = =FH =FA FAIJA J J =@E? K E A= FA ?=HA F K AIJA @AHEL=>E AIJA K E A @A IKH A>AIGKA K E ?K AN?AF E= =?AIJAE K E E @A FK ?JA =HA ? HA = E= F = .
) L KJ = >IAHL= E= % " ? FA JHK @A IEJ=JA @A FH >=>E EJ=JA BK ? E= @A HAF=HJE EA ? HAIFK J =HA AIJA ? JE K 2KJA = H = FH FHEAJ=JA E =E FKJAH E? =@E? F L= ?DE=H =>I KJ ? JE K
6A HA = % " ! ,=? : R R AIJA @A IEJ=JA @A FH >=>E EJ=JA =JK ?E BK ? E= x @A HAF=HJE EA F : R R @=J @A B H K = F (x) = (t)dt AIJA BK ? EA =>I KJ ? JE K
6HA>KEA I @A IJH ? FA JHK HE?A > 0 ANEIJ () > 0 =IJBA ? J FA JHK HE?A n N E HE?A FK ?JA a1 < b1 < a2 < b2 < < an < bn n JH =@AL H FA JHK K ?K n i=1 |F (bi ) F (ai )| < . i=1 (bi ai ) < () HA K J ? > 0 @=J = ACA () = M , K @A M > 0 AIJA =HCE A FA JHK BK ? E= E JACH=>E
,A IJH= EA
'" 4EA =
n i=1
|F (bi ) F (ai )| = = =
n n
i=1 n i=1
bi
(t)dt (t)dt +
ai
(t)dt =
bi ai
ai
bi
(t)dt
bi
ai
(t)dt =
(t)dt
|(t)|dt = . M
ai i=1 n bi i=1 ai
M dt = M
i=1 ai n i=1
(bi ai ) < M () = M
+ B H ?EFH ?
JA HA AE KE A>AIGKA 4=@
O @E
JA HA = % " ! =@ EJA E
HA
6A HA = % " " ,=? BK ? EA @A HAF=HJE EA F : R R AIJA =>I KJ ? JE K =JK ?E x ANEIJ @A IEJ=JA @A FH >=>E EJ=JA : R R =IJBA ? J F (x) = (t)dt FA JHK HE?A x R.
% # .K ? E= @A HAF=HJE EA = K KE LA?J H = A=J H HA= n @E A IE =

.EA K
= CA>H @A ALA E A JA =L @ FA ALA E A JK IECKH E=H X : Rn , X = (f1 , f2 , . . . , fn ) K LA?J H = A=J H E=H P : K R
FH >=>E EJ=JA @=J
,A
E E= % # .K ? E= F : Rn R @=J FHE B H K = F (x1 , x2 , . . . , xn ) = P (f1 < x1 , f2 < x2 , . . . , fn < xn ) FA JHK HE?A (x1 , x2 , . . . , xn ) Rn IA K A JA BK ? E= @A HAF=HJE EA = LA?J HK KE = A=J H X
A E ? FHE IE > K (f1 < x1 , f2 < x2 , . . . , fn < xn ) L A ACA ALA E A JK (f1 < x1 ) (f2 < x2 ) (fn < xn ) = { | f1 ( ) < x1 } { |
f2 ( ) < x2 } { | fn ( ) < xn } K.
5A >IAHL ? FA JHK n = 1 @E @A E E= % # HA > E A B H K = @=J = % FA JHK IE CKH L=HE=>E = A=J =HA HA= ? JE K=HA FHA A J ? JAL= FH FHEAJ E = A BK ? EAE @A HAF=HJE EA = LA?J HE H = A=J HE
% # .K ? E= @A HAF=HJE EA = K KE LA?J H = A=J H HA= n @E A IE =
'#
6A HA = % # )HA ? KH
ai < bi , i = 1, n :
J =HA= AC= EJ=JA FA JHK HE?A K AHA HA= A ai , bi ?K
P (a1 f1 < b1 , a2 f2 < b2 , . . . , an fn < bn ) = n = F (b1 , b2 , . . . , bn ) F (b1 , . . . , bi1 , ai , bi+1 , . . . , bn ) + +

1i<j n i=1
F (b1 , . . . , bi1 , ai , bi+1 , . . . , bj 1 , aj , bj +1 , . . . , bn )
+ + (1)n F (a1 , a2 , . . . , an ).
,A IJH= EA
,A
IJH= E=
@= FHE E @K? EA
=JA =JE?
FA JHK
n = 1 =LA P (a1 f1 < b1 ) = P ((f1 < b1 )(f1 < a1 )) = P (f < b1 )P (f < a1 ) = F (b1 )F (a1 ),
K @A =
IEJ JA HA =
" ! 2A JHK n = 2 IA > E A
P (a1 f1 < b1 , a2 f2 < b2 ) = P ((a1 f1 < b1 ), (f2 < b2 ) (f2 < a2 )) = = P ((a1 f1 < b1 ), (f2 < b2 ) (a1 f1 < b1 ), (f2 < a2 )) = = P ((a1 f1 < b1 ), (f2 < b2 )) P ((a1 f1 < b1 ), (f2 < a2 )) = = P ((f1 < b1 ) (f1 < a1 ), (f2 < b2 )) P ((f1 < b1 ) (f1 , a1 ), (f2 < a2 )) = = P ((f1 < b1 , f2 < b2 ) (f1 < a1 , f2 < b2 )) P ((f1 < b1 , f2 < a2 ) (f1 < a1 , f2 < a2 )) = = P (f1 < b1 , f2 < b2 ) P (f1 < a1 , f2 < b2 ) P (f1 < b1 , f2 < a2 ) + +P (f1 < a1 , f2 < a2 ).
2HAIKFK
@ ? AC= EJ=JA= =HA
? FA JHK n N @A
IJH
E FA JHK n + 1 :
P (a1 f1 < b1 , . . . , an fn < bn , an+1 fn+1 < bn+1 ) = = P (a1 f1 < b1 , . . . , an fn < bn , (fn+1 < bn+1 ) (fn+1 < an+1 )) = = P (a1 f1 < b1 , . . . , an fn < bn , fn+1 < bn+1 ) P (a1 f1 < b1 , . . . , an fn < bn , fn+1 < an+1 ) = n = [F (b1 , . . . , bn , bn+1 ) F (b1 , . . . , bi1 , ai , bi+1 , . . . , bn , bn+1 ) + +
1i<j n i=1
F (b1 , . . . , bi1 , ai , bi+1 , . . . , bj 1 , aj , bj +1 , . . . , bn , bn+1 )
+ + (1)n F (a1 , a2 , . . . , an , bn+1 )]
'$
[F (b1 , . . . , bn , an+1 ) +
1i<j n n i=1
F (b1 , . . . , bi1 , ai , bi+1 , . . . , bn , an+1 ) +
F (b1 , . . . , bi1 , ai , bi+1 , . . . , bj 1 , aj , bj +1 , . . . , bn , an+1 )
+ + (1)n F (a1 , a2 , . . . , an , an+1 )]
?AA= ?A AIJA J ? =E HA K J=JK @ HEJ
GA@
6A HA = % # ,=? @E A IE = =JK ?E
xi +
AIJA
BK ? EA @A HAF=HJE EA = K KE LA?J H = A=J H HA= n
(x1 , . . . , xi1 , xi+1 , . . . , xn ), lim F (x1 , . . . , xi1 , xi , xi+1 , . . . , xn ) = F
AIJA BK ? EA @A HAF=HJE EA = K KE LA?J H = A=J H HA= n 1 @E A IE = K @A F

,A IJH= EA
)LA
xi +
lim F (x1 , . . . , xi1 , xi , xi+1 , . . . , xn ) =
= F (x1 , . . . , xi1 , +, . . . , xn ) = = P (f1 < x1 , . . . , fi1 < xi1 , fi < +, fi+1 < xi+1 , . . . , fn < xn ) = = P (f1 < x1 , . . . , fi1 < xi1 , , fi+1 < fi+1 < xi+1 , . . . , fn < xn ) = = P (f1 < x1 , . . . , fi1 < xi1 , fi+1 < xi+1 , . . . , fn < xn ) = (x1 , . . . , xi1 , xi+1 , . . . , xn ). G A @ = F
6A HA = % # ! ,=? @E A IE = =JK ?E
,A IJH= EA
AIJA
BK ? EA @A HAF=HJE EA = K KE LA?J H = A=J H HA= n
xi
lim F (x1 , . . . , xi1 , xi , xi+1 , . . . , xn ) = 0.

xi
)LA
lim F (x1 , . . . , xi1 , xi , xi+1 , . . . , xn ) =
= F (x1 , . . . , xi1 , , xi+1 , . . . , xn ) = = P (f1 < x1 , . . . , fi1 < xi1 , fi < , fi+1 < xi+1 , . . . , fn < xn ) = = P (f1 < x1 , . . . , fi1 < xi1 , , fi+1 < xi+1 , . . . , fn < xn ) = P () = 0. G A @
2KJA I E JH @K?A @A IEJ=JA= @A FH >=>E EJ=JA E LA?J HE= A @ = = C ?= F=H=CH=BK % "
?= K BK ? EE H @A HAF=HJE EA
BK ? EA : Rn R E JACH=>E 4EA = ,A E E= % # @A FH >=>E EJ=JA @=? LAHE ? E (t1 , t2 , . . . , tn ) 0 FA JHK HE?A (t1 , t2 , . . . , tn ) Rn ; EE (t1 , t2 , . . . , tn )dt1 dt2 . . . dtn = 1.
4A K J=JA A K E@E A IE = A A K =JA FA JHK IF= EK n @E A IE = Rn .
Rn
IA K A JA @A IEJ=JA
F=H=CH=BK % " IA F J ANJE @A ?K K KHE
+=FEJ K & + =IA @A L=HE=>E A = A=J =HA HA= A ? =IA @A LA?J HE = A=J HE HA= E
& 8=HE=>E A = A=J =HA IE F A -NA F A
.EA K
= CA>H @A ALA E A JA =L @ FA ALA E A JK IECKH
,A E E= & L=HE=>E = A=J =HA HA= f : R IA K A JA L=HE=>E = A=J =HA HA= IE F @=? E =CE A= AE AIJA B H =J @E JH K K H EJ @A A A A JA 1 (f ) = {x1 , x2 , . . . , xn } R.
8 B IE J= EE A FA JHK KH J =HA A K E E @A ELA
(f = y ) = { | f ( ) = y }
= A=J =HA K E A= @A ELA (f = y ) K E @? (f = y ) = (f y ) (f y ), E=H (f y ) K E (f y ) K ? B H JA HA AE $ ,=? y 1 (f ) =JK ?E ANEIJ i {1, 2, . . . , n} =IJBA ? J y = xi , @A?E K E A= @A ELA (f = xi ) = , I @=? y 1 (f ) =JK ?E K E A= @A ELA (f = y ) = >IAHL ? ALA E A JA A {(f = xi )}i=1,n B H A= K IEIJA ? F AJ @A ALA E A JA JH =@AL H @A =HA?A f AIJA BK ? EA =L @ E =CE A= B H =J @E n L= HE @EIJE ?JA HA K J ? n i=1 (f = xi ) = E (f = xi ) (f = xj ) = FA JHK HE?A i, j {1, 2, . . . , n} ?K i = j. .EA P : K R FH >=>E EJ=JA EJ =@EJEL @=J ,=? J ?K pi = P (f = n n xi ), =JK ?E i=1 pi = i=1 P (f = xi ) = P () = 1. '%
FA JHK HE?A y R. ,A =HA?A f AIJA
L=HE=>E
'&
,A E E= & 2HE J=>A K @A HAF=HJE EA = L=HE=>E AE = A=J =HA IE F A L KH J HK J=>A J=J BA K KH J H

( f: x1 x 2 . . . p1 p 2 . . . xn pn ) ,
A ACA
=@E? K J=>A IE F f E=H + JA @=J L
?=HA FHE = E EA IA JHA? L= HE A FA ?=HA A E= L=HE=>E = = A=J =HA = @ E A= H @ IA JHA? FH >=>E A ?K ?=HA =?AIJA L= HE IK J K=JA (EJ E) J= J=>A K IE F K FHE f :
ANA F A
xi pi
i=1,n
? JE K=HA @
-NA F K & 2 A? @ @A = ANFAHEA = ?K A@= FKJA ? IJHKE L=HE=>E ? HAIFK J H = A=J =HA IE F += HA K J=J = ANFAHEA AE =F=H ALA E A JA A A E A =F=HE EAE IJA AE I=K = >= K KE )J= K AHA A HAIFA?JEL @=? =F=HA IJA = ) = 1 IA > E A KH J HK J=>A @A HAF=HJE EA HAIFA?JEL >= ) K +K P (A) = P (A 2 (
f1 : 0 1
1 2 1 2
-NA F K & 2 A? @ @A = ANFAHEA = =HK ? HEE =HK KE FKJA ? IJHKE L=HE=>E = A=J =HA IE F f2 += HA K J=J = ANFAHEA AE =F=H ALA E A JA A (i) i {1, 2, 3, 4, 5, 6} E L =J= = K HK i = ALA E A JK (i), i = 1, 6 +K 1 P ((i)) = 6 FA JHK HE?A i = 1, 6 > E A KH J HK J=>A @A HAF=HJE EA f2 : ( )
1 2 3 4 5 6
1 6 1 6 1 6 1 6 1 6 1 6
-NA F K & ! 2 A? @ @A = ANFAHEA = ? IE@AH=J = I?DA = KE *AH K E ?K >E = J =HI LA E F=H=CH=BK # FKJA ? IJHKE L=HE=>E = A=J =HA IE F f3 += HA K J=J = ANFAHEA AE F =JA I =F=H k >E A = >A ?A A n ANFAHEA A k = 0, n )J= ( K HK ) k @=? =F=H k >E A = >A > E A KH J HK J=>A @A HAF=HJE EA
f3 : k
k k nk p q Cn
?K I?KJ IK> K A A @A ACA= >E

k=0,n
E=
-NA F K & " 2 A? @ @A = ANFAHEA = ? IE@AH=J = I?DA = KE *AH K E ?K >E = A J =HI LA E F=H=CH=BK # ! FKJA ? IJHKE L=HE=>E = A=J =HA IE F f4 . += HA K J=J = ANFAHEA AE F =JA I =F=H k >E A = >A ?A A n ANFAHEA A K @A k = 0, n. )J= K HK k @=? =F=H k >E A = >A > E A KH J HK J=>A @A HAF=HJE EA
k k nk f4 : CN1 CN , 2 k CN k=0,n
?K I?KJ IK> K A A @A ACA= DEFAHCA
AJHE?
& 8=HE=>E A = A=J =HA IE F A -NA F A
''
A : R
-NA F K & # + IE@AH L=HE=>E = = A=J =HA HA= ?=H=?JAHEIJE? ALA E A JK KE A K @=J ?K B H K =
{ A ( ) = 1,
@=? 0, @=?
0 )
A A. ( )
)JK ?E FKJA
> E A KH
J HK J=>A @A HAF=HJE EA
( xA : 1 ) P (A) P (A =
1 0 p q
K @A =
) = 1 P (A) = 1 p. J=J ?K p = P (A) @A?E q = P (A
A E ? HE?A L=HE=>E = A=J =HA IE F BK ? EE H ?=H=?JAHEIJE?A JH =@AL H @=? J =JK ?E =LA KH J HK HA K J=J
n xi Ai .
IJH= EA
IA F =JA HAFHA A J= ?K = KJ HK K E E A @A ELA (f = xi ) ?K Ai
6A HA = & 2A JHK HE?A L=HE=>E = A=J =HA HA= IE F

f=
i=1
,A
=LA HAFHA A J=HA=

? J Ai
2A JHK HE?A ANEIJ i {1, 2, . . . , n} =IJBA E Aj FA JHK HE?A j = 1, n ?K j = i @A?E Aj ( ) = 0 2HE KH =HA
f =
n j =1
xj Aj f ( ) =
(xj Aj )( ) f ( ) =
xj Aj ( ) x j 0.
f ( ) = xi Ai ( ) +
j =1 n j =1 j =i
xj Aj ( ) xi = xi 1 +
j =1 n j =1 j =i
GA@
= HE?A L=HE=>E = A=J =HA HA= IE F IA F =JA =J= = BK ? E= @A HAF=HJE EA F : R R @=J FHE B H K = F (x) = P (f < x) FA JHK HE?A x R LA E F=H=CH=BK % ! =?AIJ ?= ? ?HAJ = L=HE=>E AE = A=J =HA HA= A IE F A L > E A FHAIKFK A ? x1 < x2 < < xn
6A HA = & ,=? f AIJA L=HE=>E = A=J =HA IE F =JK ?E BK ? E= @A HAF=HJE EA ? HAIFK J =HA F : R R AIJA @=J FHE B H K =
0, p1 , p 1 + p2 , p1 + p2 + + pn = 1,
F (x) =
@=? @=? @=? @=?
x x1 x1 < x x2 x2 < x x3 x > xn

,A
IJH= EA
,=? x x1 =JK ?E ? B H B H K AE F (x) = P (f < x) =LA F (x) = P () = 0, ? ?E (f < x) = ,=? x1 < x x2 =JK ?E F (x) = P (f < x) = P (f = x1 ) = p1 , ? ?E (f < x) = (f = x1 ) (x1 < f < x) = (f = x1 ) = (f = x1 ), = @ = @=? x > xn =JK ?E F (x) = P (f < x) = P (f = x1 ) + P (f = x2 ) + + P (f = xn ) = p1 + p2 + + pn = 1, E @? (f < x) = (f = x1 ) (f = x2 ) (f = xn ). G A @
&
.EA K
8=HE=>E A = A=J =HA @EI?HAJA -NA F A

= CA>H @A ALA E A JA =L @ ALA E A JK IECKH
,A E E= & L=HE=>E = A=J =HA HA= f : R IA K A JA L=HE=>E = A=J =HA HA= @EI?HAJ @=? E =CE A= AE AIJA B H =J @E JH K K H E EJ @=H K H=>E @A A A A JA 1 (f ) = {x0 , x1 , x2 , . . . , xn , . . . }, E =IJBA ? J E =CE A= KE f K ? E A E?E K FK ?J @A =?K K =HA = E =CE EE
8 8 FHAIKFK A ? x0 < x1 < x2 < < xn < xn+1 < . . . . B IE J= EE A FA JHK KH J =HA A K E E @A ELA
(f = y ) = { | f ( ) = y }
FA JHK HE?A y R. ,A =HA?A f AIJA L=HE=>E = A=J =HA HA= E (f = y ) = (f y ) (f y ) HA K J ? (f = y ) K, B IE @ JA HA = $ ,=? y 1 (f ) =JK ?E ANEIJ i N =IJBA ? J y = xi @A?E K E A= @A ELA (f = xi ) = , I @=? y 1 (f ), =JK ?E K E A= @A ELA (f = y ) = >IAHL ? ALA E A JA A {(f = xi ) | i N} B H A= K IEIJA ? F AJ @A ALA E A JA JH =@AL H @A =HA?A f AIJA BK ? EA =L @ E =CE A= B H =J @E L= HE @EIJE ?JA HA K J ? iN (f = xi ) = E (f = xi ) (f = xj ) = FA JHK HE?A i, j N ?K i = j. .EA P : K R FH >=>E EJ=JA =@EJEL @=J ,=? J ?K pi = P (f = xi ) =JK ?E iN pi = i=0 pi = i=0 P (f = xi ) = P (iN (f = xi )) = P () = 1.
,A E E= & 2HE J=>A K @A HAF=HJE EA = L=HE=>E AE = A=J =HA @EI?HAJA L A ACA KH J HK J=>A J=J BA K KH J H
( f: x0 x1 x2 . . . p 0 p1 p 2 . . . xn ... ) pn . . . ,
=@E? K J=>A @EI?HAJ f E=H
?=HA FHE = E EA IA JHA? L= HE A FA ?=HA A E= L=HE=>E = = A=J =HA = @ E A= H @ IA JHA? FH >=>E EJ E A ?K ?=HA =?AIJA L= HE IK J K=JA
&
8=HE=>E A = A=J =HA @EI?HAJA -NA F A

(

xi pi ) .
iN
+ JA @=J L
? JE K=HA @
J= J=>A K
ANA F A
=E IE F K FHE f :
-NA F K & 2 A? @ @A = ANFAHEA = ? IE@AH=J = I?DA = CA F=H=CH=BK # $ FKJA ? IJHKE L=HE=>E = A=J =HA @EI?HAJ f1 . 2A JHK =F=HA @A k HE E ALA E A JK A ANFAHEA = K HK k + 1 =F=HA A )J= K HK =JKH= k =?AIJAE ANFAHEA A E > E A KH J HAF=HJE EA ( )
f1 : k pq k .
kN
AJHE? LA E A?=HA k N ALA E A JK HK J=>A @A
?K I?KJ IK> K A A @A ACA= CA
AJHE?
-NA F K & + IE@AH ACA= KE 2 EII @A KH J HK J=>A @A HAF=HJE EA

k
I=K ACA= ALA E A JA H H=HA @=J
f2 : k e k! k N
K @A > 0 AIJA K F=H= AJHK HA= @=J k e >0 E k!

k
kN
>IAHL
? FA JHK HE?A k N =LA
k!
e = e
k
k N
k!
= e e = 1.
? JE K=HA =H J ? ACA= KE 2 EII ACE >E E= A JH K = K EJ IA I
IA F =JA > E A ?= E EJ= K KE EH @A
6A HA = & ,=? IA ? IE@AH EHK @A J=>A A @A HAF=HJE EA @A JEF >E

( fn : k
nk k pk Cn n qn
E= E
)
k=0,n
=IJBA ? J pn n = K @A > 0 AIJA K K H HA= @=J =JK ?E =?AIJ EH @A ACE >E E= A JE @A = ACA= KE 2 EII I=K = ACA= ALA E A JA H H=HA IA IK ? FA JHK HE?A k N N=J =LA
n
lim
k Cn
pk n
nk qn
k = e . k!

,A
IJH= EA
JH =@AL H FA JHK K k N N=J =LA

nk qn k Cn
)nk ( )k ( lim = lim 1 = n n n n [( ] n (nk) ) n k n! = lim 1 = n k !(n k )! nk n [( ] n (nk) ) n n! k = lim lim lim 1 = n (n k )!nk n k ! n n ( ) k (n k + 1)(n k + 2) . . . n k = lim e = e . GA@ n nk k! k!
k Cn
pk n
HE? HAE L=HE=>E A = A=J =HA HA= A @EI?HAJA E IA F =JA =J= = BK ? E= @A HAF=HJE EA F : R R @=J FHE B H K = F (x) = P (f < x) FA JHK HE?A x R LA E F=H=CH=BK % ! =?AIJ ?= ? ?HAJ = L=HE=>E AE = A=J =HA HA= A @EI?HAJA L > E A FHAIKFK A ? x0 < x1 < x2 < < xn < xn+1 < . . .
6A HA = & JE EA ? HAIFK
,=? f AIJA L=HE=>E = A=J =HA @EI?HAJ =JK ?E BK ? E= @A HAF=H J =HA F : R R AIJA @=J FHE B H K = @=? p0 @=? F (x) = p0 + p1 , @=?
0, x x0 x0 < x x1 x1 < x x2
,=? x x0 , =JK ?E ? B H B H K AE F (x) = P (f < x) =LA F (x) = P () = 0, ? ?E (f < x) = . ,=? x0 < x x1 , =JK ?E F (x) = P (f < x) = P (f = x0 ) = p0 , @A?E
,A IJH= EA
(f < x) = (f = x0 ) (x0 < f < x) = (f = x0 ) = (f = x0 ).
,=? x1 < x x2 , =JK ?E

F (x) = P (f < x) = P [(f = x0 ) (f = x1 )] = P (f = x0 ) + P (f = x1 ) = p0 + p1 ,
E @?
=?AIJ ?=
(f < x) = (f = x0 ) (x0 < f < x1 ) (f = x1 ) (x1 < f < x) = = (f = x0 ) (f = x1 ) = (f = x0 ) (f = x1 ) =
@ GA@
& ! 8=HE=>E A = A=J =HA ? JE KA -NA F A
!

.EA K = CA>H @A ALA E A JA ?K ALA E A JK IECKH P : K [0, +) FH >=>E EJ=JA =@EJEL f : R L=HE=>E = A=J =HA HA= E=H F : R R, F (x) = P (f < x) FA JHK HE?A x R, BK ? E= @A HAF=HJE EA =I ?E=J L=HE=>E AE = A=J =HA HA= A f.
,A E E= & ! 8=HE=>E = = A=J =HA HA= f IA K A JA L=HE=>E = A=J =HA HA= ? JE K @=? =@ EJA @A IEJ=JA @A FH >=>E EJ=JA =@E? @=? ANEIJ BK ? EA : R R x K EJ @A IEJ=JA @A FH >=>E EJ=JA =IJBA ? J F (x) = (t)dt FA JHK HE?A x R LA E F=H=CH=BK % "
? JE K=HA @ ANA F A @A L=HE=>E A = A=J =HA ? JE KA FHE FHA?E =HA= @A IEJ E H @A FH >=>E EJ=JA
-NA F K & ! 5A > E A ACA= K EB H FH >=>E EJ=JA : R R, @=J @A B H K =

{ (t) =
1 , ba
K E@E A IE = @=? @=?

t [a, b] t [a, b]
FA JHK @A IEJ=JA= @A
0,
>IAHL ? BK ? E= @=J =E IKI JH =@AL H AIJA @A IEJ=JA @A FH >=>E EJ=JA E @? LAHE ? @A E E= % " JH =@AL H (t) 0 FA JHK HE?A t R E
(t)dt =

(t)dt +
a
(t)dt +
b
(t)dt = 0 +
a
1 dt + 0 = 1. ba
.K ? E= @A HAF=HJE EA = =?AIJAE ACE L=

F (x) =
0,
F : R R,
1,
xa , ba
@=? @=? @=?

x
xa a<xb x > b. (t)dt = 0,
JH =@AL H @=? x a, =JK ?E F (x) = HE?A t < x ,=? x (a, b] =JK ?E
@A =HA?A (t) = 0 FA JHK

x
F (x) =
(t)dt =
(t)dt +
(t)dt = 0 +
a
xa 1 dt = . ba ba
b
,=? x > b, =JK ?E
(t)dt +
b
F ( x) =
(t)dt =
(t)dt +
a
(t)dt = 0 +
a
1 dt + 0 = 1. ba
2HA A J CH= ?A A BK ? EE H E F CKHE A & E &
?= K ACEE K EB H A K E@E A IE = A LA E
"
y 1 ba O a b x
.ECKH= &
y
.ECKH= &
-NA F K & ! 5A > E A ACA= H = = KE /=KII K E@E A IE = FA JHK @A 1 IEJ=JA= @A FH >=>E EJ=JA : R R, (t) = e , K @A m R E > 0, 2 R IK J F=H= AJHEE HA= E @= E >IAHL ? BK ? E= @=J =E IKI JH =@AL H AIJA @A IEJ=JA @A FH >=>E EJ=JA E @? LAHE ? @A E E= % " JH =@AL H (t) 0 FA JHK HE?A t R E
(tm)2 2 2
(t)dt =
(tm) 1 1 e 22 dt = 2 2
(tm)2 2 2
dt.
tm =?A=IJ E JACH= B=?A IK>IJEJK E= y = @A?E B H = FA JHK t = > E A 2 ? E y = IA A A ? HAIFK @ E dy = dt , =@E? dt = 2 dy )IJBA 2
1 (t)dt = 2
y 2
1 2dy =
1 2 ey dy = = 1,
? B H E JACH= AE 0 ey2 dy = 2 . x (tm)2 1 .K ? E= @A HAF=HJE EA = =?AIJAE ACE L= F : R R, F (x) = e 22 dt. 2 A E ?= K F=HJE?K =H FA JHK m = 0 E = 1, ? @ =LA ACA= H = 2 t2 . HA@KI = KE /=KII ?K : R R, (t) = 1 e 2 /H= ?K BK ? EAE @A @A IEJ=JA FA JHK ACA= H = = KE /=KII AIJA ?KH>= K EJ ? F JK KE /=KII LA E CKH= & !

y 1 2
#
.ECKH= & ! E=H ?KH>= BK ? EAE @A HAF=HJE EA =H=J

y 1
BA K KH
J H LA E CKH= & "
.ECKH= & "
-NA F K & ! { ! 5A > E A ACA= ANF A E= FA JHK @A IEJ=JA= @A FH >=>E EJ=JA :

R R, (t) = 0, t0
>IAHL ? BK ? E= IKI JH =@AL H AIJA @A IEJ=JA @A FH >=>E EJ=JA @A =HA?A (t) 0 FA JHK HE?A t R E
et (t)dt = = e +e0 = 1. e dt = 0 0 0 { 0, FA JHK x 0 .K ? E= @A HAF=HJE EA AIJA @=J @A F : R R, F (x) = 1 ex , FA JHK x > 0, x @A =HA?A FA JHK x 0 =LA F (x) = (t)dt = 0, E=H FA JHK x > 0 IA > E A
t
, t > 0, @=J =E
K @A > 0 AIJA K F=H= AJHK HA= @=J
(t)dt+
(t)dt = 0+
F ( x) =
(t)dt =
(t)dt+
0
(t)dt = 0+
0
et dt =
= 1ex .
0
-NA F K & ! " 5A > E A ACA= KE +=K?DO FA JHK @A IEJ=JA= @A FH >=>E EJ=JA : 1 R R, (t) = +( , K @A > 0, R E R IK J F=H= AJHEE HA= E =E t) ACEE >IAHL ? BK ? E= @=J =E IKI JH =@AL H AIJA @A IEJ=JA @A FH >=>E EJ=JA FA JHK ? (t) 0 FA JHK HE?A t R E
2 2
(t)dt =

1 1 1 2 dt = + (t )2
1+
dt ( t )2 .
$
=?A=IJ E JACH= B=?A I?DE >=HA= @A L=HE=>E y = t , @A?E IE > E? FA JHK t = IA > E A y = IA A A ? HAIFK @ E dy = dt , =@E? dt = dy. )IJBA 1 1 dy 1 (t)dt = = =H?JC y = 1. 2
1+y
.K ? E= @A HAF=HJE EA IA ?= ?K A=
x 1 1 1 dt F ( x) = (t)dt = 2 dt = ( t )2 = 2 1 + + (t ) x ) ( ] [ ( ) 1 1 x = =H?JC y = =H?JC = 2 1 1 x = + =H?JC 2 {
FHE
-NA F K & ! # 5A > E A ACA= C= = FA JHK @A IEJ=JA= @A FH >=>E EJ=JA : R R,

(t) = 0,
1 (s)
s1
@=? e , @=?
t
t<0 t0
K @A s > 0, s R AIJA K F=H= AJHK HA= E=H (s) AIJA L= =HA= BK ? EAE C= = FK ?JK s LA E ) AN= ) >IAHL ? BK ? E= =IJBA @A EJ AIJA @A IEJ=JA @A FH >=>E EJ=JA ? ?E (t) 0 FA JHK HE?A t R, E=H
(t)dt =
(t)dt +
0
1 (t)dt = 0 + (s)
ts1 et dt = 1,
IE @ @A E E= BK ? EAE C= = IK> B H = E JACH= .K ? E= @A HAF=HJE EA ? HAIFK J =HA L= @=J @A F : R R,

{ F ( x) =
1 (s)
x
0
0, t
s1
FA JHK x 0 e dt, FA JHK x > 0.

t
-NA F K & ! $ 5A > E A ACA= >AJ= FA JHK @A IEJ=JA= @A FH >=>E EJ=JA : R R,

{ (t) =
@=? 1 ta1 (1 t)b1 , @=? (a,b)

0,
t [0, 1] t [0, 1]
K @A a, b > 0, a, b R IK J F=H= AJHEE HA= E E=H (a, b) AIJA L= =HA= BK ? EAE >AJ= FK ?JK (a, b) LA E ) AN= * >IAHL ? BK ? E= =IJBA @A EJ JH =@AL H AIJA BK ? EA @A @A IEJ=JA (t) 0 FA JHK HE?A t R E
(t)dt =
(t)dt+
0
(t)dt+
1
1 (t)dt = 0+ (a, b)
ta1 (1t)b1 dt+0 = 1,
%
? B H @A E EAE BK ? EAE >AJ= .K ? E= @A HAF=HJE EA AIJA @=J @A F : R R,

1 F (x) = (a, b)
0
0,
x
@=? @=? @=?
x0 x (0, 1] x > 1.
ta1 (1 t)b1 dt, 1,
-NA F K & ! % 5A > E A ACA= KE 2AHI EJ=JA : R R,

(t) =
0A AHJ FA JHK @A IEJ=JA= @A FH >=>E @=? @=?

t<0 t 0, ( )
0, t s 1 ( s ) t 2 1 e 22 , s s 22 2
s K @A s > 0, s R E > 0, R IK J F=H= AJHEE HA= E E=H 2 IA= L= =HA= s BK ? EAE C= = FK ?JK 2 LA E ) AN= ) >IAHL ? BK ? E= =IJBA @A EJ AIJA @A IEJ=JA @A FH >=>E EJ=JA @A =HA?A (t) 0 FA JHK HE?A t R E=H
(t)dt =
(t)dt +
0
1 (s) (t)dt = 0 + s s 22 2
t 2 1 e 22 dt,
s t
t K @A IA B=?A I?DE >=HA= @A L=HE=>E y = 2 )JK ?E FA JHK t = 0 =LA y = 0, E=H 2 2 FA JHK t = =LA y = E dt = 2 dy 2HE KH =HA
1 (s) (t)dt = s s 22 2
(2 y )
0
s 1 2
2 dy =
2
1 (s)
2 s 2
y 2 1 ey dy = 1,
s
? B H @A E EAE IK> B H = E JACH= = BK ? EAE =J= =J =?AIJAE ACE L= @=J @A F : R R,

F (x) = 1 (s) s 22 s 2 0, x
0
s
FK ?JK
.K ? E= @A HAF=HJE EA
x0 x>0
@=?
t 2 1 e 22 dt,
t
@=?
-NA F K & ! & 5A > E A ACA= KE 5JK@A J / IIAJ FA JHK @A IEJ=JA= @A FH >=>E E J=JA : R R, ( )
) s+1 ( 2 s+1 t2 2 ( ) (t) = , 1 + s s s 2
K @A s N AIJA K F=H= AJHK @=J
-NA F K & ! ' 5 IA = A ? IJ= J= HA= c R =IJBA ? J BK ? E= : R R, c (t) = 1+ I A @A IEJ=JA @A FH >=>E EJ=JA 5 IA @AJAH E A BK ? E= @A HAF=HJE EA t
2
&
? HAIFK J =HA 5 IA ?= ?K A A FH >=>E EJ=JA= P (1 f < 1) K @A f AIJA L=HE=>E = = A=J =HA HA= ? JE K ?K @A IEJ=JA= @A FH >=>E EJ=JA c 4A L=HA + B H @A E EAE % " JHA>KEA I =LA 1+ 0 FA JHK HE?A t2 + c 1 @A?E =LA ACA @A JEF +=K?DO t R E 1+t2 dt = 1. ,A =E?E HA K J ? c = LA E ANA F K & ! " + B H @A E EAE & ! FKJA ?= ?K = BK ? E= @A HAF=HJE EA
F : R R, 1 1 1 F (x) = (t)dt = dt = =H?JC t 2 1 + t ( ( )) 1 1 1 = =H?JC x = =H?JC x + . 2 2
x
,E B H K = F (x) = P (f < x) IA @A@K?A ?

P (1 f < 1) = P ((f < 1) (f < 1)) = P (f < 1) P (f < 1) = ( ) ( ) 1 1 1 1 1 = F (1) F (1) = =H?JC 1 + =H?JC (1) + = . 2 2 2
-NA F K & ! 8=HE=>E = = A=J =HA ? JE K

R R, 0, (t) = 1, 2
=HA @A IEJ=JA= @A FH >=>E EJ=JA :
@=? @=?
t 1 sau t 1 1 < t < 1.
5 IA = A BK ? E= @A HAF=HJE EA ? HAIFK J =HA 5 IA @AJAH E A @A IEJ=JA= @A FH > =>E EJ=JA = L=HE=>E AE ? JE KA g @=J @A B H K = g = ef . 4A L=HA 5A >IAHL ? =LA ACA K EB H ? JE K ?K a = 1 E b = 1 LA E ANA F K & ! 2HE KH =HA BK ? E= @A HAF=HJE EA = KE f AIJA
0, x+1 Ff (x) = , 2 1,
@=? @=? @=?
x < 1 1 x < 1 1 x.
.EA Fg BK ? E= @A HAF=HJE EA = L=HE=>E AE = A=J =HA HA= A g. )JK ?E Fg (x) = P (g < x) = P (ef < x) FA JHK HE?A x R. ,=? x 0, =JK ?E (ef < x) = @A?E (x) = 0 FA JHK HE?A x 0. Fg (x) = P () = 0 FA JHK HE?A x 0. ,A?E g (x) = Fg .EA x > 0. )JK ?E
Fg (x) = P (ef < x) = P (f < ln x) = Fg (ln x).
,A?E
1 (ln x) (ln x) = f (ln x) . (x) = [Ff (ln x)] = Ff g (x) = Fg x
& " + =IE ?=HA= L=HE=>E A H = A=J =HA HA= A
'
,=? 1 < ln x < 1, =@E? 1 < x < e =JK ?E f (ln x) = 1 . ,=? ln x 1 I=K e 2 ( ) 1 ln x 1, =@E? x e I=K x e, =JK ?E f (ln x) = 0. 2HE KH =HA @=? x 1 ,e e ( ] 1 1 1 =LA g (x) = 2 x , E=H @=? x 0, 1 [e, ), =JK ?E g (x) = 0 x = 0. = e ( ] 0, =LA @=? x , 1 [e, ) e
g (x) = 1, 2x
@=?
(1 ) ,e . e
& " + =IE ?=HA= L=HE=>E A H = A=J =HA HA= A ?K = K J HK BK ? EE H @A HAF=HJE EA

+ IE@AH ? =I= JKJKH H L=HE=>E A H = A=J =HA HA= A f : R, K @A K AIJA = CA>H @A ALA E A JA ?K ALA E A JK IECKH ) L KJ LA E F=H=CH=BK % ! ? HE? HAE L=HE=>E A = A=J =HA HA= A E IA F =JA =J= = K BK ? EA K EJ BK ? E= @A HAF=HJE EA F : R R @=J @A B H K = F (x) = P (f < x) FA JHK HE?A x R, K @A P : K [0, +) AIJA FH >=>E EJ=JA =@EJEL ,A =HA?A BK ? E= F =IJBA @A EJ IA F =JA =J= = HE? HAE L=HE=>E A = A=J =HA f L J= FHE F = Ff ,E IJHK?JKH= BK ? EAE HA= A F L > E A ? =IA A @A L=HE=>E A = A=J =HA HA= A FHA A J=JA F=H=CH=BA A = JAHE =HA & & E & ! =@E? FHE E JAH A@EK BK ? EAE @A HAF=HJE EA HAK E I B=?A ? =IE ?=HA ? =I= L=HE=>E A H = A=J =HA HA= A JH =@AL H BK ? E= Ff : R R, E @ BK ? E= @A HAF=HJE EA =J= =J L=HE=>E AE = A=J =HA HA= A f Ff ANEIJ J J@A=K = FA JHK FH >=>E EJ=JA =@EJEL N=J AIJA J ?HAI? J =HA FA J =J =N= HA= )LA @ K F IE>E EJ E Ff =@ EJA FK ?J @A @EI? JE KEJ=JA @A IFA = J E= I=K K =@ EJA @EI? JE KEJ E ,=? Ff =@ EJA @EI? JE KEJ E =JK ?E I=K =HA K K H EJ @A @EI? JE KEJ E @A IFA = J E= I=K K K H E EJ @=H K H=>E @A @EI? JE KEJ E @A IFA = J E= FHE K ?= HA > E A ? =I= L=HE=>E A H = A=J =HA IE F A E=H ?A @A = @ E A= ?= FHAIKFK @ F KI ?K I?KJ EHK FK ?JA H @A @EI? JE KEJ E @A IFA = J E= ?= K EH IJHE?J J ?HAI? J H HA > E A ? =I= L=HE=>E A H = A=J =HA @EI?HAJA ,=? Ff K =@ EJA @EI? JE KEJ E =JK ?E AIJA ? JE K 2HAIKFK @ F KI ? Ff AIJA ?DE=H =>I KJ ? JE K HA > E A ? =I= L=HE=>E A H = A=J =HA ? JE KA
& # + =IA @A LA?J HE = A=J HE HA= E -NA F A

+ HAIFK HA= E J H ? =IA H @A L=HE=>E A = A=J =HA HA= A > E A ? =IA A @A LA?J HE = A=J HE

,A E E= & # 8A?J HK = A=J H X : Rn IA K A JA LA?J H = A=J H IE F K @=? E =CE A= KE X AIJA B H =J @E JH K K H EJ @A K AHA HA= A
+ B H F=H=CH=BK KE $ ! K LA?J H = A=J H n @E A IE = X : Rn =HA B H = X = (f1 , f2 , . . . , fn ), K @A ? F A JA A f1 , f2 , . . . , fn : R IK J n L=HE=>E A = A=J =HA HA= A
6A HA = & # 8A?J HK = A=J H X : Rn AIJA LA?J H = A=J H IE F K @=? E K =E @=? ? F A JA A I= A f1 , f2 , . . . , fn : R IK J L=HE=>E A = A=J =HA IE F A
,=? X AIJA K LA?J H = A=J H IE F K ? B H @A E EAE & # E =CE A= I= AIJA B H =J @E JH K K H EJ @A FK ?JA =@E? E =CE A= KE X J=J ?K 1 (X ) AIJA IK> K E A EJ = IF= EK KE Rn )JK ?E FA JHK HE?A i = 1, n, E =CE A= L=HE=>E AE = A=J =HA fi J=J ?K 1 (fi ) AIJA B H =J @E K AHA A HA= A @A FA ? F A J= = i = = A FK ?JA H ?K n ? F A JA HA= A @E 1 (X ). 2HE KH =HA 1 (fi ) AIJA IK> K E A EJ @A FA =N= HA= FA JHK HE?A i = 1, n.
,A IJH= EA
1 LAHI @=? fi : R, i = 1, n IK J n L=HE=>E A = A=J =HA IE F A =JK ?E E =CE A= KE X, 1 (X ) AIJA FH @KIK ?=HJA E= = K E E H EJA 1 (fi ) @A?E AIJA EJ GA@ =?A=IJ ?=HJA L
( ) yj
? IE@AH= ?= K n = 2 =@E? X = (f1 , f2 ). ( 2A ) JHK L=HE J=>A A A @A HAF=HJE EA f1 :=

xi pi
=>E A A = A=J =HA IE F A f1 E f2 =LA

f2 :=
E
i=1,n
, K @A 1 (f1 ) = {x1 , x2 , . . . , xn }, 1 (f2 ) = {y1 , y2 , . . . , ym }, qj j =1,m n m pi = P (f1 = xi ), qj = P (f2 = yj ) E p = 1 , i i=1 j =1 qj = 1. )JK ?E
LA?J HK = A=J H IE F K X = (f1 , f2 ) L= K= L= HE A (xi , yj ) ?K FH >=>E EJ E A pij = P (f1 = xi , f2 = yj ) FA JHK HE?A i = 1, n E j = 1, m. 2A JHK LA?J HK = A=J H IE F K >E@E A IE = IA B IA JA KH J HK J=>A @A HAF=HJE EA
f1 \ f2 x1 xi xn y1 p11 pi1 pn1 ... yi p1 i pij pnj ... ym p1 m pim pnm
& # + =IA @A LA?J HE = A=J HE HA= E -NA F A 2A JHK i = 1, n N=J > E A

m j =1

) ((f1 = xi ) (f2 = yj )) =
pij =
m j =1
( P (f1 = xi , f2 = yj ) = P ( (f1 = xi )
m
m j =1
)) (f2 = yj ) = P ((f1 = xi ) ) = P (f1 = xi ) = pi ,
= P
j =1
E=H FA JHK j = 1, m N=J HA K J

n i=1
pij =
n i=1
( P (f1 = xi , f2 = yj ) = P ( (f2 = yj )
n
) ((f1 = xi ) (f2 = yj )) =
i=1 ))
= P
(f1 = xi )
= P ((f2 = yj ) ) = P (f2 = yj ) = qj ,
i=1
?=HA IA K AI? FH >=>E EJ E A JE EA

f1 \ f2 x1 xi xn
=HCE = A E ?K ?=HA IA ?
F AJA=
J=>A K @A HAF=H
y1 p11 pi1 pn1 q1
...
yj p1 j pij pnj qj
...
ym p1m pim pnm qm p1 pi pn

n
i=1
A E
j =1 qj
?
= 1.
LAHE ?=HA = J=>A K KE IA F =JA B=?A FHE AC= EJ E A
pi =
,A E E= & # 8A?J HK = A=J H X : Rn IA K A JA LA?J H = A=J H @EI?HAJ @=? E =CE A= KE X AIJA B H =J @E JH K K H E EJ @=H K H=>E @A FK ?JA @E Rn E =IJBA ? J 1 (X ) K ? E A E?E K FK ?J @A =?K K =HA = E =CE EE
+ B H F=H=CH=BK KE $ ! K LA?J H = A=J H n @E A IE = X : Rn =HA B H = X = (f1 , f2 , . . . , fn ) K @A ? F A JA A f1 , f2 , . . . , fn : R IK J n L=HE=>E A = A=J =HA HA= A
6A HA = & # 8A?J HK = A=J H X : Rn AIJA LA?J H = A=J H @EI?HAJ @=? E K =E @=? ? F A JA A I= A f1 , f2 , . . . , fn : R IK J L=HE=>E A = A=J =HA @EI?HAJA

,A
IJH= EA
,=? X AIJA K LA?J H = A=J H @EI?HAJ ? B H @A E EAE & # E =CE A= I= AIJA B H =J @E JH K K H E EJ @=H K H=>E @A FK ?JA @E Rn =@E? E =CE A= KE X J=J ?K 1 (X ) AIJA IK> K E A K H=>E = IF= EK KE Rn )JK ?E FA JHK HE?A i = 1, n E =CE A= L=HE=>E AE = A=J =HA fi J=J ?K 1 (fi ) AIJA B H =J @E K AHA HA= A @A FA ? F A J= = i = = A FK ?JA H ?K n ? F A JA HA= A @E 1 (X ) 2HE KH =HA 1 (fi ) AIJA IK> K E A ?A K J K H=>E FA JHK HE?A i = 1, n )E?E FHAIKFK A ? HE?A L=HE=>E IE F IA F =JA ? IE@AH= ?= L=HE=>E @EI?HAJ 1 LAHI @=? fi : R, i = 1, n IK J n L=HE=>E A = A=J =HA @EI?HAJA =JK ?E E =CE A= KE X, 1 (X ) AIJA FH @KIK ?=HJA E= = K E E H K H=>E A 1 (fi ) @A?E AIJA K H=>E GA@ =?A=IJ ?=HJA L ? IE@AH= ?= K n = 2 =@E? X = (f 1 , f) 2 ). 2A JHK L=HE=>E ( ( )A A = A=J =HA @EI?HAJA f1 E f2 =LA K @A 1 J=>A A A @A HAF=HJE EA f1 :
xi f1 = {x0 , x1 , . . . , xn , . . . }, 1 qj = P (f2 = yj ) E j N qj = 1. )JK ?E LA?J HK = A=J H @EI?HAJ iN pi = 1, pi qj iN j N f2 = {y0 , y1 , . . . , yn , . . . }, pi = P (f1 = xi ),
E f2 :
yj
X = (f1 , f2 ) L= K= L= HE A (xi , yj ) ?K FH FHEAJ E A pij = P (f1 = xi , f2 = yj ) FA JHK
HE?A i, j N. 2A JHK LA?J HK = A=J H @EI?HAJ >E@E A IE = IA B J=>A @A HAF=HJE EA

f1 \ f2 x0 xi y0 p00 pi 0 ... yj p0 j pij ... ... ...
IA JA KH
J HK
2A JHK i N N=J > E A
j N
pij =
j N
( (
P (f1 = xi , f2 = yj ) = P (f1 = xi )
) ((f1 = xi (f2 = yj )) =
)) (f2 = yj ) ( = P ((f1 = xi ) ) = P (f1 = xi ) = pi , ) ((f1 = xi ) (f2 = yj )) =
j N
= P
j N
E=H FA JHK j N N=J HA K J
j N
pij =
iN
P (f1 = xi , f2 = yj ) = P ( (f2 = yj )
)) (f1 = xi ) = P ((f2 = yj ) ) = P (f2 = yj ) = qj ,
iN
= P
iN
& # + =IA @A LA?J HE = A=J HE HA= E -NA F A ?=HA IA K AI? FH >=>E EJ E A JE EA

f1 \ f2 x0 xi
! F AJA= J=>A K @A HAF=H
=HCE = A E ?K ?=HA IA ?
y0 p00 pi0 q0 ... yj p0j pij qj ... p0 pi
A E
j N qj
?
= 1.
LAHE ?=HA = J=>A K KE IA F =JA B=?A FHE AC= EJ E A
iN
pi =
,A
:R
n
E E= & # ! 7 LA?J H = A=J H R =IJBA ? J

F (x1 , x2 , . . . , xn ) =
X
x1
IA K A JA ? JE KK @=? ANEIJ
x2
BK ? EA
(t1 , t2 , . . . , tn )dt1 dt2 . . . dtn ,
K @A F : Rn R AIJA BK ? E= @A HAF=HJE EA = LA?J HK KE = A=J H X ? B H @A E EAE % # .K ? E= IA K A JA @A IEJ=JA= @A FH >=>E EJ=JA = LA?J HK KE = A=J H ? JE KK
X.
? JE K=HA FHA A J @ K ANA F A @A LA?J HE = A=J HE ? JE KE FHE ANJE @AHA= ACEE K EB H A E = ACEE H = A @A FA =N= HA= = IF= EK Rn .
-NA F K & # > E A ACA= K EB H FH >=>E EJ=JA : Rn R @=J @A B H K =
K JE@E A IE = FA JHK @A IEJ=JA= @A @=? t D @=? t D,
1 , n (bi ai ) (t1 , . . . , tn ) = i =1 0,
K @A D = {(x1 , x2 , . . . , xn ) Rn | a1 x1 b1 , a2 x2 b2 , . . . , an xn bn }, t = (t1 , t2 , . . . , tn ), K AHA A HA= A ai , bi , i = 1, n E @ @=JA (ai bi , i = 1, n). > E A ACA= H = K JE@E A IE = = KE /=KII FA JHK @A -NA F K & # IEJ=JA= @A FH >=>E EJ=JA : Rn R @=J @A B H K =
det(A) 1 H(t1 ,t2 ,...,tn ), (t1 , t2 , . . . , tn ) = e 2 n (2 ) 2
"
n
K @A H : Rn R AIJA
F JH=JE? IE AJHE? E F EJEL @A EJ H(x1 , x2 , . . . , xn ) = i,j =1 aij xi xj = x Ax, ?K x = (x1 , x2 , . . . , xn ) E A = (aij )i,j =1,n . A E ? B H = F JH=JE? H AIJA IE AJHE? @=? =JHE?A= A AIJA IE AJHE? =@E? aij = aji FA JHK HE?A i, j = 1, n, E AIJA F EJEL @A EJ @=? = JHE?A= A AIJA F EJEL @A EJ 4A= E JE JA HA = KE 5O LAIJAH @A ?=H=?JAHE =HA = F EJEL @A EJ EE
T
B H
1 = |a11 | > 0, 2 =
a11 a12 a21 a22
a11 a12 a13 > 0, 3 = a21 a22 a23 a31 a22 a23 > 0, . . . , n = det(A) > 0.
>IAHL= E= & # = BA ?= ?= K K K @E A IE = E ?= K K JE@E A IE = =HA ? FH FHEAJ=JA= @=? @A IEJ=JA= @A FH >=>E EJ=JA : Rn R AIJA ? JE K =JK ?E BK ? E= @A HAF=HJE EA F : Rn R AIJA @AHEL=>E E
n F (x1 , x2 , . . . , xn ) = (x1 , x2 , . . . , xn ). x1 x2 . . . xn
6A HA = & # ! .EA X = (f1 , f2 ) : R2 K LA?J H = A=J H >E@E A IE = ? JE KK ?=HA =HA @A IEJ=JA= @A FH >=>E EJ=JA = X = (f ,f ) : R2 R. )JK ?E ? F A JA A LA?J HK KE = A=J H X, L=HE=>E A A = A=J =HA IK J L=HE=>E A = A=J =HA ? JE KA ?K @A IEJ E A @A FH >=>E EJ=JA @=JA @A B H K A A
1 2
f1 (x1 ) =
,A IJH= EA
X (x1 , x2 )dx2
E f2 (x2 ) =
X (x1 , x2 )dx1 .
.EA Ff2 : R R BK ? E= @A HAF=HJE EA = L=HE=>E AE = A=J =HA HA= A f2 ?=HA ANEIJ ? B H JA HA AE % ! ,A?E
Ff2 (x2 ) = P (f2 < x2 ) = P ( (f2 < x2 )) = P (f1 < +, f2 < x2 ) = F(f1 ,f2 ) (+, x2 ) = + x2 x2 + = (f1 ,f2 ) (t1 , t2 )dt2 dt1 = (f1 ,f2 ) (t1 , t2 )dt1 dt2 = ) x2 ( + = (f1 ,f2 ) (t1 , t2 )dt1 dt2 .

2HE KH =HA BK ? E= Ff2 AIJA @AHEL=>E

Ff (x2 ) = 2
E
+
(f1 ,f2 ) (t1 , x2 )dt1 .
)IJ= IA= ? L=HE=>E = = A=J =HA HA= f2 AIJA @A IEJ=JA= @A FH >=>E EJ=JA
f2 (x2 ) =
Ff ( x2 ) 2
L=HE=>E = A=J =HA ? JE K ?K
(f1 ,f2 ) (t1 , x2 )dt1 .
@ = = C IA LAHE ?
E ?A= = J B H K
GA@
& $ 1 @AFA @A = L=HE=>E A H = A=J =HA HA= A
#
-NA F K & # ! 5A @ BK ? E= : R2 R
(x,y) 1, = 4 0,
BA K KH
J H
@=? 0 x 2 E 0 y 2 HAIJ
5 IA =H=JA ? AIJA @A IEJ=JA @A FH >=>E EJ=JA (f,g) . 5 IA ?= ?K A A FH >=>E EJ E A P (f < 1, g < 1) E P (f < 1, g 3 ). 2 4A L=HA 5A >IAHL ? =LA ACA K EB H >E@E A IE = (n = 2) ?K 2 D = {(x, y ) R | 0 x 2 E 0 y 2}. )K ? HA = EE A (x,y) 0 FA JHK HE?A (x, y ) R2 E
(x, y )dxdy =
R2 D
(x, y )dxdy =
1 dxdy = 1. 4
2HE KH =HA AIJA @A IEJ=JA @A FH >=>E EJ=JA = LA?J HK KE X = (f, g). ? JE K=HA =LA
P (f < 1, g < 1) =
D1
(x, y )dxdy,
K @A D1 = {(x, y ) R2 | 0 x < 1
P (f < 1, g < 1) =
0 0 1
E 0 y < 1}. 2HE KH =HA

1
(x, y )dxdy =
0
1 1 dxdy = . 4 4
? JE K=HA =LA
P
3 f < 1, g 2
) =
(x, y )dxdy,
D2
K @A D2 = {(x, y ) R2 | 0 x < 1
3 y 2}. 2HE KH =HA 2 ( ) 1 2 1 2 3 1 1 P f < 1, g = dydx = . (x, y )dydx = 3 3 2 4 8 0 0 2 2
& $ 1 @AFA @A = L=HE=>E A H = A=J =HA HA= A

.EA f1 , f2 : R @ K L=HE=>E A = A=J =HA HA= A E=H X = (f1 , f2 ) : R2 LA?J HK = A=J H ? HAIFK J H >E@E A IE = .EA Ff1 , Ff2 : R R BK ? EE A @A HAF=HJE EA = A L=HE=>E A H = A=J =HA f1 , f2 ?=HA ANEIJ ? B H JA HA AE % ! E=H FX = F(f1 ,f2 ) : R2 R BK ? E= @A HAF=HJE EA = LA?J HK KE = A=J H f1 , f2 ?=HA ANEIJ ? B H @A E EAE % #
$
,A
E E= & $ 8=HE=>E A A = A=J =HA f1 E f2 IA K AI? E @AFA @A JA @=?

F(f1 ,f2 ) (x1 , x2 ) = Ff1 (x1 ) Ff2 (x2 )
FA JHK HE?A (x1 , x2 ) R2 .

)?A=IJ @A E EA AIJA CA AH= E =HA =JKH= = E @AFA @A AE ALA E A JA H LA E @A E E= " " ,=? J ?K A = (f1 < x1 ) E ?K B = (f2 < x2 ), =JK ?E IA >IAHL ?
P (A B ) = P ((f1 < x1 ), (f2 < x2 )) = F(f1 ,f2 ) (x1 , x2 ) = Ff1 (x1 ) Ff2 (x2 ) = = P (f1 < x1 ) P (f2 < x2 ) = P (A) P (B ).
,=?) f1 E f2 IK @ K L=HE=>E A = A=J =HA IE F A ?K J=>A A A @A HAF=HJE EA f1 = ( ( J) xi yj , f2 : , E=H LA?J HK = A=J H (f1 , f2 ) =HA J=>A K @A @EIJHE>K EA pi i=1,n qj j =1,m ( ) (xi , yj ) (f1 , f2 ) : i=1,n pij
j =1,m
=JK ?E L=HE=>E A A = A=J =HA IE F A f1 E f2 IK J E @AFA @A JA @=? pij = pi qj FA JHK HE?A i = 1, n E HE?A j = 1, m. JH =@AL H
pij = P ((f1 = xi ), (f2 = yj )) = P (f1 = xi ) P (f2 = yj ) = pi qj .
,=?) f1 E f2 ( IK ) J @ K L=HE=>E A = A=J =HA @EI?HAJA ?K J=>A A A @A HAF=HJE EA f1 = ( yj xi , E=H LA?J HK = A=J H (f1 , f2 ) =HA J=>A K @A HAF=HJE EA , f2 : qj j N pi iN ( ) (xi , yj ) , (f1 , f2 ) : pij i,j N =JK ?E L=HE=>E A A = A=J =HA @EI?HAJA f1 E f2 IK J E @AFA @A JA @=? pij = pi qj FA JHK HE?A i, j N JH =@AL H
pij = P ((f1 = xi ), (f2 = yj )) = P (f1 = xi ) P (f2 = yj ) = pi qj .
,=? f1 E f2 IK J @ K L=HE=>E A = A=J =HA ? JE KA ?K @A IEJ E A @A FH >=>E EJ=JA f1 E f2 E=H LA?J HK = A=J H (f1 , f2 ) AIJA J J ? JE KK =L @ @A IEJ=JA= @A FH >= >E EJ=JA (f1 ,f2 ) =JK ?E L=HE=>E A A = A=J =HA ? JE KA f1 E f2 IK J E @AFA @A JA @=? (f1 ,f2 ) (x1 , x2 ) = f1 (x1 ) f2 (x2 ) FA JHK HE?A (x1 , x2 ) R2 . JH =@AL H
(f1 ,f2 ) (x1 , x2 ) = 2 2 (F(f1 ,f2 ) (x1 , x2 )) = (Ff (x1 ) Ff2 (x2 )) = x1 x2 x1 x2 1 Ff1 (x1 ) Ff2 (x2 ) = f1 (x1 ) f2 (x2 ). = x1 x2
+=FEJ K ' FAH= EE ?K L=HE=>E A = A=J =HA HA= A

?=FEJ K $ F=H=CH=BK $ = =H J=J ? FHE FAH= EE A =HEJ AJE?A K K= A K EA E @E ? =I= L=HE=>E A H = A=J =HA HA= A ? JE K=HA =?AIJA FAH= EE =HEJ AJE?A A L F=HJE?K =HE = FA JHK A?=HA ? =I @A L=HE=>E A = A=J =HA HA= A
'
(
FAH= EE ?K L=HE=>E A = A=J =HA IE F A

xi pi )
.EA f :
L=HE=>E = A=J =HA HA= IE F @=J FHE JH K J=>A @A HAF=H

i=1,n
JE EA LA E F=H=CH=BK & E A a R = R \ {0} K K H HA= A K @=J )JK ?E ? B H JA HA AE $ a f AIJA J J L=HE=>E = A=J =HA HA= I FKJA = H = =E K J E = L= J J L=HE=>E = A=J =HA IE F @=J @A J=>A K @A HAF=H (K A f ) JE EA (a f ) : ? 1 FA JHK HE?A i = 1, n
. JH =@AL H @A =HA?A 1 (f ) = {x1 , x2 , . . . , xn } HA K J pi i=1,n (af ) = {ax1 , ax2 , . . . , axn }, E @? a = 0, E=H FH >=>E EJ=JA= P (af = axi ) = pi a xi
E @? (af = axi ) = { | (af )( ) = axi } = { | a f ( ) = a xi } = { | f ( ) = xi } = (f = xi ), E=H P (f = xi ) = pi . CA AH= E =HA E A@E=J = =?AIJAE FAH= EE IA F =JA > E A FA JHK BK ? EA h : R R IKH=>E * HA E E A?JEL JH =@AL H =JK ?E BK ? E= h f : R L= J J L=HE=>E = A=J =HA HA= ? B H JA HA AE $ ! I FKJA = H = =E K (J ? L= ) J J L=HE=>E = A=J =HA IE F @=J @A J=>A K @A HAF=HJE EA
hf : h(xi ) pi .
i=1,n
JH =@AL H @A =HA?A 1
(h f ) = {h(x1 ), h(x2 ), . . . , h(xn )},
E @? h AIJA E A?JEL E=H FH >=>E EJ=JA= P (h f = h(xi )) = pi FA JHK HE?A i = 1, n, %
&
'
E @? (hf = h(xi )) = { | (hf )( ) = h(xi )} = { | h(f ( )) = h(xi )} = { | f ( ) = xi } = (f = xi ), E=H P (f = xi ) = pi . ? JE K=HA @ K ( ? )IE@AH ( L=HE=>E ) A = A=J =HA IE F A @=JA @A J=>A A A @A HAF=HJE EA f :
xi pi
Eg :
i=1,n
yj qj
. )JK ?E IK =
j =1,m
H (f + g ) : R
L= J J L=HE=>E = A=J =HA HA= ? B H JA HA AE $ I FKJA = H = =E ?DE=H L=HE=>E = A=J =HA IE F @=J @A J=>A K @A HAF=HJE EA (f + g ) : (K J L= )
xi + yj pij
K @A pij = P ((f = xi ), (g = yj )) FA JHK HE?A i = 1, n E j = 1, m

i=1,n j =1,m
A E ? J= E= P ((f = xi ), (g = yj )) IA A ACA BA K KH J H IA ? IE@AH K E E A @A ELA (f = xi ) E (g = yj ) ?= @ K ALA E A JA IA B=?A E JAHIA? E= H E IA E= FH >=>E EJ=JA= E JAHIA? EAE =@E? pij = P ((f = xi ) (g = yj )). -LA E A JA A @AI? FK AHA = ((f = xi ) (g = yj ))j =1,m FA JHK i {1, 2, . . . , n} N=J B H A= ALA E A JK KE (f = xi ) 2HE KH =HA
m j =1
pij =
m j =1
P ((f = xi ), (g = yj )) =
m
P ((f = xi ) (g = yj )) = ( (f = xi ) (
m j =1
) ((f = xi ) (g = yj ))
j =1
)) (g = yj ) =
= P
=P
j =1
= P ((f = xi ) ) = P (f = xi ) = pi .
5A =H=J
@= = C?
n m i=1 j =1
n
i=1 n i=1
pij = qj . 2HE KH =HA
pij =
pi = 1
m n j =1 i=1
pij =
m j =1
q j = 1.
2A JHK ?A A = JA FAH= EE =HEJ AJE?A IA > E KH

( (f g ) :
) ( ) ( xi ) ) ( f xi y j xi y j ; ; (f g ) : : yj pij pij g pij
J =HA A J=>A A @A HAF=HJE EA
K @A pij IK J FH >=>E EJ E A @A IKFK A 0 1 (g )
EJA
=E IKI
A E
F H EHA FHA
'
( ) x .EA f : i pi iN
FAH= EE ?K L=HE=>E A = A=J =HA @EI?HAJA

L=HE=>E = A=J =HA HA= @EI?HAJ @=J FHE JH K J=>A @A HAF=HJE EA K H HA= A K @=J )JK ?E ? B H
LA E F=H=CH=BK & E A a R = R \{0} K
'
FAH= EE ?K L=HE=>E A = A=J =HA @EI?HAJA
'
JA HA AE $ a f AIJA J J L=HE=>E = A=J =HA HA= I FKJA = H = =E K J E = K A (f L= ) J J L=HE=>E = A=J =HA @EI?HAJ @=J @A J=>A K @A HAF=HJE EA a xi (a f ) : . JH =@AL H @A =HA?A 1 (f ) = {x0 , x1 , . . . , xn , . . . } HA K J ? 1
pi iN (a f ) = {ax0 , ax1 , . . . , axn , . . . }, E @? a = 0, E=H FH >=>E EJ=JA P (af = axi ) = pi FA JHK HE?A i = 1, n, @A =HA?A
(af = axi ) = { | (af )( ) = axi } = { | a f ( ) = a xi } = = { | f ( ) = xi } = (f = xi ),
E=H P (f = xi ) = pi . CA AH= E =HA E A@E=J = =?AIJAE FAH= EE IA F =JA > E A FA JHK BK ? EA h : R R IKH=>E * HA E E A?JEL JH =@AL H =JK ?E BK ? E= h f : R L= J J L=HE=>E = A=J =HA HA= ? B H JA HA AE $ ! I FKJA = H = =E K J (? L=) J J L=HE=>E = A=J =HA @EI?HAJ @=J @A J=>A K @A HAF=HJE EA (h
f) : h(xi ) JH =@AL H @A =HA?A 1 (h f ) = {h(x1 ), h(x2 ), . . . , h(xn ), . . . }, pi iN E @? h AIJA E A?JEL E=H FH >=>E EJ=JA= P (h f = h(xi )) = pi FA JHK HE?A i N
@A =HA?A
(h f = h(xi )) = { | (h f )( ) = h(xi )} = { | h(f ( )) = h(xi )} = = { | f ( ) = xi } = (f = xi ),
E=H P (f = xi ) = pi . ? JE K=HA @ ) IE@AH ( K )L=HE=>E A = A=J =HA @EI?HAJA @=JA @A J=>A A A @A ( ? yj xi )JK ?E IK = H (f + g ) : R L= E g : HAF=HJE EA f : J J L= ( L=HE=>E = A=J =HA HA= ? B H JA HA AE $ I FKJA = H = =E K J ?DE=H L=HE=>E = A=J =HA @EI?HAJ @=J @A J=>A K @A HAF=HJE EA (f + g ) : )
i,j N
pi
iN
qj
j N
? J= E= P ((f = xi ), (g = yj )) IA A ACA BA K KH J H IA ? IE@AH K E E A @A ELA (f = xi ) E (g = yj ) ?= @ K ALA E A JA IA B=?A E JAHIA? E= H E IA E= FH >=>E EJ=JA= E JAHIA? EAE =@E? pij = P ((f = xi ) (g = yj )) -LA E A JA A ((f = xi ) (g = yj ))j N FA JHK i N N=J B H A= @AI? FK AHA = ALA E A JK KE
xi + y j pij
, K @A pij = P ((f = xi ), (g = yj )) FA JHK HE?A i, j N.
A E

(f = xi ) 2HE KH =HA
j N
'
pij =
j N
P ((f = xi ), (g = yj )) = ((f = xi ) (g = yj ))
)
j N
P ((f = xi ) (g = yj )) = ( (f = xi ) ( )) (g = yj ) =
= P
=P
j N
j N
= P ((f = xi ) ) = P (f = xi ) = pi .
5A =H=J
@= = C?
iN j N
iIN
pij = qj 2HE KH =HA
pij =
iN
pi = 1
j N iN
pij =
j N
q j = 1.
2A JHK ?A A = JA FAH= EE =HEJ AJE?A IA > E KH

( (f g ) : xi yj pij ) ; (f g ) :
i,j N
J =HA A J=>A A @A HAF=HJE EA

) ( ) ( xi ) f ; , : yj pij i,j N g i,j N
xi yj pij
K @A pij IK J FH >=>E EJ E A @A IKFK A 0 1 (g ).
EJA
=E IKI
A E
F H EHA FHA
'!
FAH= EE ?K L=HE=>E A = A=J =HA ? JE KA

1 2
6A HA = ' ! ,=? X = (f1 , f2 ) : R2 AIJA K LA?J H = A=J H >E@E A IE = ? JE KK ?K @A IEJ=JA= @A FH >=>E EJ=JA X = (f ,f ) : R2 R =JK ?E L=HE=>E = = A=J =HA (f1 + f2 ) : R AIJA ? JE K =L @ @A IEJ=JA= @A FH >=>E EJ=JA
f1 +f2 (z ) =
,A IJH= EA
X (u, z u)du.
,E JA HA = & # ! HA K J ? ? F A JA A f1 E f2 = A LA? J HK KE = A=J H ? JE KK X = (f1 , f2 ) IK J ? JE KA E L @A IJH= ? IK = H f1 + f2 L= J J L=HE=>E = A=J =HA ? JE K =L @ @A IEJ=JA= @A FH >=>E EJ=JA
f1 +f2 =
+
(f1 ,f2 ) (u, z u)du.
JH =@AL H
Ff1 +f2 (z ) = P (f1 + f2 < z ) =
D
(f1 ,f2 ) (x, y )dxdy
'!

K @A @
u = x
A EK D = {(x, y ) R2 | x + y < z }. 5A B=?A I?DE >=HA= @A L=HE=>E A ,A?E

Ff1 +f2 (z ) =
+
v = x + y.
(f1 ,f2 ) (u, v u) x v = y v
D(x, y ) dvdu, D(u, v )
K @A
D(x, y ) = D(u, v )
x u y u
1 0 1 1
= 1,
@A =HA?A x = u E y = v u. 2HE KH =HA
F(f1 +f2 ) (z ) =
(f1 ,f2 ) (u, v u) 1dvdu = ) z ( + = (f1 ,f2 ) (u, v u)du dv.

(f1 ,f2 ) (u, v u)dudv =
,A =E?E HA K J ? BK ? E= Ff1 +f2 AIJA @AHEL=>E

Ff (z ) 1 +f2
(f1 ,f2 ) (u, z u)du.
2HE KH =HA L=HE=>E = = A=J =HA HA= FH >=>E EJ=JA

f1 +f2 (z ) = F(f1 +f2 ) (z ) =
f1 + f2 AIJA ?
+
JE K
E =HA @A IEJ=JA= @A
(f1 ,f2 ) (u, z u)du G A @
+ IA?E = ' ! ,=? L=HE=>E A A = A=J =HA ? JE KA f1 E f2 IK J E @AFA @A JA =JK ?E (f ,f ) (u, v ) = f (u) f (v) FA JHK HE?A u, v R ? B H F=H=CH=BK KE & $ =?AIJ ?= +
1 2 1 2
f1 +f2 (z ) =
A E E f 2 .
? =?AIJ FH @KI =HA @A K EHA= @A FH @KIK @A ? L K EA = BK ? EE H f1
f1 (u) f2 (z u)du.
6A HA = ' ! ,=? X = (f1 , f2 ) : R2 AIJA K LA?J H = A=J H >E@E A IE = ? JE KK ?K @A IEJ=JA= @A FH >=>E EJ=JA X = (f ,f ) : R2 R =JK ?E L=HE=>E = = A=J =HA (f1 f2 ) : R AIJA ? JE K =L @ @A IEJ=JA= @A FH >=>E EJ=JA
1 2
f1 f2 (z ) =
(f1 ,f2 ) (u, u z )du.

,A IJH= EA
'
,E JA HA = & # ! HA K J ? ? F A JA A f1 E f2 = A LA? J HK KE = A=J H ? JE KK X = (f1 , f2 ) IK J ? JE KA E L @A IJH= ? @EBAHA = H f1 f2 L= J J L=HE=>E = A=J =HA ? JE K =L @ @A IEJ=JA= @A FH >=>E EJ=JA
f1 f2 (z ) =
+
(f1 ,f2 ) (u, u z )du.
JH =@AL H
Ff1 f2 (z ) = P (f1 f2 < z ) =
D
f1 f2 (x, y )dxdy
K @A @ u = x
A EK D = {(x, y ) R2 | x y < z.} 5A B=?A I?DE >=HA= @A L=HE=>E

. ,A?E Ff1 +f2 (z ) =
+
v = x y
(f1 ,f2 ) (u, u v )
K @A
D(x, y ) = D(u, v )
x u y u
x v y v
1 1
= 1,
@A =HA?A x = u E y = u v. 2HE KH =HA

Ff1 +f2 (z ) = =
z + z
(f1 ,f2 ) (u, u v ) 1dvdu = v )dudv = ) (f1 ,f2 ) (u, u v )du dv.
(f1 ,f2 ) (u, u ( +
,A =E?E HA K J ? BK ? E= Ff1 f2 AIJA @AHEL=>E

Ff (z ) 1 f2
(f1 ,f2 ) (u, u z )du.
2HE KH =HA L=HE=>E = = A=J =HA HA= FH >=>E EJ=JA

f1 f2 (z ) =
Ff (z ) 1 f2
f1 f2 AIJA ?
+
JE K
E =HA @A IEJ=JA= @A
(f1 ,f2 ) (u, u z )du G A @
'!
!
+ IA?E = ' ! ,=? L=HE=>E A A = A=J =HA ? JE KA f1 E f2 IK J E @AFA @A JA =JK ?E (f ,f ) (u, v ) = f (u) f (v ) FA JHK HE?A u, v R, ? B H F=H=CH=BK KE & $ =?AIJ ?= +
1 2 1 2
f1 f2 (z ) =
f1 (u) f2 (u z )du.
6A HA = ' ! ! ,=? X = (f1 , f2 ) : R2 AIJA K LA?J H = A=J H >E@E A IE = ? JE KK ?K @A IEJ=JA= @A FH >=>E EJ=JA X = (f ,f ) : R2 R, =JK ?E L=HE=>E = = A=J =HA (f1 f2 ) : R AIJA ? JE K =L @ @A IEJ=JA= @A FH >=>E EJ=JA
1 2
( (f1 ,f2 )
f1 f2 (z ) =
,A IJH= EA
z) 1 u, du. u |u|
,E JA HA = & # ! HA K J ? ? F A JA A f1 E f2 = A LA? J HK KE = A=J H ? JE KK X = (f1 , f2 ) IK J ? JE KA E L @A IJH= ? FH @KIK H f1 f2 L= J J L=HE=>E = A=J =HA ? JE K =L @ @A IEJ=JA= @A FH >=>E EJ=JA
f1 f2 (z ) =
( z) 1 du. (f1 ,f2 ) u, u |u|
JH =@AL H
Ff1 f2 (z ) = P (f1 f2 < z ) =
f1 f2 (x, y )dxdy,
D
K @A @
u = x
A EK D = {(x, y ) R2 | x y < z }. 5A B=?A I?DE >=HA= @A L=HE=>E

. ,A?E Ff1 f2 (z ) =
+
v = x y
(f1 ,f2 ) (u, u v ) x v = y v

z
K @A
D(x, y ) = D(u, v )
x u y u
+
1 v 2 u
0 1 u
1 , u
v @A =HA?A x = u E y = u . 2HE KH =HA
Ff1 f2 (z ) =
( v) 1 (f1 ,f2 ) u, dvdu = u | u| z + ( v) 1 (f1 ,f2 ) u, = dvdu = u | u| z ( + ( v) 1 ) = (f1 ,f2 ) u, du dv. u |u|
"
' E
,A =E?E HA K J ? BK ? E= Ff1 f2 AIJA @AHEL=>E

Ff (z ) = 1 f2 +
( z) 1 (f1 ,f2 ) u, du. u |u|
2HE KH =HA L=HE=>E = = A=J =HA HA= f1 f2 AIJA ? JE K E =HA @A IEJ=JA= @A FH > =>E EJ=JA + ( z) 1 f1 f2 (z ) = Ff1 f2 (z ) = (f1 ,f2 ) u, du G A @
|u|
+ IA?E = ' ! ! ,=? L=HE=>E A A = A=J =HA ? JE KA f1 E f2 IK J E @AFA @A JA =JK ?E (f ,f ) (u, v ) = f (u) f (v ) FA JHK HE?A u, v R, ? B H F=H=CH=BK KE & $ =?AIJ ?= + ( )
1 2 1 2
f1 f2 (z ) =
f1 (u) f2
z 1 du. u |u|
6A HA = ' ! " ,=? X = (f1 , f2 ) : R2 AIJA K LA?J H = A=J H >E@E A IE = ? JE KK ?K ( @A ) IEJ=JA= @A FH >=>E EJ=JA X = (f ,f ) : R R =JK ?E L=HE=>E = f = A=J =HA f : R (f2 () = 0 FA JHK HE?A ) AIJA ? JE K =L @ @A IEJ=JA= @A FH >=>E EJ=JA
1 2 1 2
f1 (z ) =
f2
(f1 ,f2 ) (uz, u) |u|du.
,E JA HA = & # ! HA K J ? ? F A JA A f1 E f2 = A LA? J HK KE = A=J H ? JE KK X = (f1 , f2 ) IK J ? JE KA E L @A IJH= ? H=F HJK f1 H f2 L= J J L=HE=>E = A=J =HA ? JE K =L @ @A IEJ=JA= @A FH >=>E EJ=JA
,A IJH= EA
f1 f2 (z ) =
f1 (u) f2 ) = }
D
(z ) u
1 du. |u|
JH =@AL H
K @A @
u = y v =
x y
F f1 (z ) = P f2 { A EK D = (x, y ) R2 | . ,A?E F f1 (z ) =
f2
f1 <z f2
f1 (x, y )dxdy,
f2
x y
< z . 5A B=?A I?DE >=HA= @A L=HE=>E
(f1 ,f2 ) (uv, u) x v y v
K @A
D(x, y ) = D(u, v )
x u y u
v u 1 0
= u,
'!
#
@A =HA?A x = uv E y = u. 2HE KH =HA

Ff 1 + f 2 ( z ) = =
z +
(f1 ,f2 ) (uv, u) |u|dvdu = |u|dudv = ) (f1 ,f2 ) (uv, u) |u|du dv.
(f1 ,f2 ) (uv, u) ( +
,A =E?E HA K J ? BK ? E= F f1 AIJA @AHEL=>E

f2
F f1 (z ) =
f2
(f1 ,f2 ) (uz, u) |u|du.
2HE KH =HA L=HE=>E = = A=J =HA HA= EJ=JA

f1 (z ) = F f 1 (z ) =
f2 f2
f1 f2 +
AIJA ? JE K
E =HA @A IEJ=JA= @A FH >=>E
(f1 ,f2 ) (uz, u) |u|du G A @
+ IA?E = ' ! " ,=? L=HE=>E A A = A=J =HA ? JE KA f1 E f2 IK J E @AFA @A JA =JK ?E (f ,f ) (u, v ) = f (u) f (v ) FA JHK HE?A u, v R, ? B H F=H=CH=BK KE & $ =?AIJ ?= +
1 2 1 2
f1 (z ) =
f2
f1 (uz ) f2 (u) |u|du.
$
'
+=FEJ K +=H=?JAHEIJE?E K AHE?A = A L=HE=>E A H = A=J =HA HA= A

8= =HA= A@EA
.EA f : R L=HE=>E = A=J =HA HA= E=H Ff : R R BK ? E= @A HAF=HJE EA =J= =J L=HE=>E AE = A=J =HA HA= A f ? B H F=H=CH=BK KE % ! J J@A=K = ANEIJ BK ? E= Ff
,A E E= K HK J=J ?K M (f ) R =J= =J L=HE=>E AE = A=J =HA HA= A f E + @A EJ FHE B H K = M (f ) = xdFf (x) IA K A JA L= =HA= A@EA = L=HE=>E AE + = A=J =HA HA= A f A E ? xdFf (x) AIJA E JACH= 5JEA J AI = BK ? EAE ? JE KA E@A JE?A FA R H=F HJ ?K BK ? E= J ?HAI? J =HA Ff LA E @A E E= % 8 ? IE@AH= ? ANEIJ L= =HA= A@EA = L=HE=>E AE = A=J =HA HA= A f @=? + ANEIJ E JACH= = 5JEA J AI xdFf (x).
,E FH FHEAJ E A E JACH= AE 5JEA J AI IA > E E A@E=J B H K A A @A ?= ?K = A L= HEE A@EE FA JHK @EBAHEJA A ? =IA @A L=HE=>E A = A=J =HA HA= A @=? f ( ) AIJA
xi pi n
i=1,n
L=HE=>E
= A=J =HA IE F
@=J ?K J=>A K @A HAF=HJE EA f : FHE B H K = M (f ) =
, =JK ?E L= =HA
A@EA = KE f IA ?= ?K A=
i=1 xi pi .
Ff @=J
JH =@AL H AIJA @A = K I I ? IE@AH B H = BK ? EAE @A HAF=HJE EA JA HA = & E I ?= ?K E JACH= = 5JEA J AI L=HE=>E = A=J =HA @EI?HAJ @=J ?K J=>A K @A HAF=HJE EA %
@=? f AIJA
&
( f : xi )

, =JK ?E L= =HA= A@EA = KE f IA ?= ?K A= FHE B H K = pi iN M (f ) = ? x0 < x1 < . . . xn < xn+1 < . . . E iN xi pi . )E?E FHAIKFK A
@E B H = BK ? EAE @A HAF=HJE EA @=J 5JEA J AI ! @=? f AIJA
JA HA = &
IA ?= ?K A=
E JACH= =
L=HE=>E = A=J =HA ? JE K @=J ?K @A IEJ=JA= @A FH >=>E EJ=JA : R R, =JK ?E L= =HA= A@EA = KE f IA ?= ?K A= FHE B H K = M (f ) = + x(x)dx. )?A=IJ B H K HA K J @E E JACH= = 5JEA J AI JEE @ ? =?AIJ ?= F AIJA @AHEL=>E =FH =FA FAIJA J J ?K F = =FH =FA FAIJA J J E E JACH= = 5JEA J AI IA JH= IB H JH E JACH= 4EA = E FH FHEA ? JE K=HA @ ANA F A @A ?= ?K = A L= HE H A@EE FA JHK L=HE=>E A = A=J =HA
HA= A
-NA F K .EA A : R, K @A A AIJA K ALA E A J @=J L=HE=>E = = A=J =HA IE F ( @A BK ) ? E= ?=H=?JAHEIJE? = ALA E A JK KE A K @=J @A J=>A K @A
HAF=HJE EA A :
1 0
?= L= =HA= A@EA AIJA M (A ) = 1 p + 0 q = p. .EA f1 : R L=HE=>E = = A=J =HA IE F ( ?=HA ? HAIFK @A AN ) 1 1 3 4 5 5 FAHEA AE =HK ? HEE =HK KE @=J @A J=>A K @A HAF=HJE EA f1 : 1 1 1 1 1 1 LA E ANA F K &
M (f1 ) =
p q
K @A p, q 0 ?K p + q = 1, LA E ANA F K & #
=?AIJ
-NA F K
=?AIJ ?= L= =HA= A@EA AIJA

6 i=1
6 1 1 1 (1 + 6) 6 i = i= = 3, 5 , 6 6 i=1 6 2
K @A = B
IEJ IK = K AE FH CHAIEE =HEJ AJE?A
-NA F K ! + IE@AH
ACA= >E ( E= @=J @A ) L=HE=>E = = A=J =HA IE F k LA E ANA F K & ! f2 : R FHE J=>A K @A HAF=HJE EA f2 : k k nk
Cn p q
k=0,n
8= =HA=
A@EA
'
)JK ?E L= =HA= A@EA = =?AIJAE ACE AIJA

M (f2 ) =
n k=0 n k k Cn pk q nk = n k=1 n k k Cn pk q nk =
n! (n 1)! = k pk q nk = n pk q nk = k !( n k )! ( k 1)!( n k )! k=1 k=1 = n

n k=1 k nk k 1 =np Cn 1 p q n1 k 1 n1 k 1 k 1 q nk = Cn 1 p
= np (p + q )
= np,
K @A = =F E?=J >E
K KE AMJ
E AC= EJ=JA= p + q = 1.
-NA F K " + IE@AH ACA= DEFAHCA AJHE? @=J @A L=HE=>E = = A=J =HA IE F f3 : R FHE J=>A K @A HAF=HJE EA
f3 : k
k C nk CN N 1 2 n CN 1 +N2
k=0,n
LA E ANA F K & " )JK ?E L= =HA= A@EA = =?AIJAE ACE AIJA
M (f3 ) = =
n k=0 n k=1
k k
n nk nk k k CN CN CN CN 1 1 2 2 k = = n n CN C N + N 1 + N2 1 2 k=1 nk N1 ! CN k!(N1 k)! 2 n CN 1 + N2 (N1 1)! (k1)!(N1 k)! n CN 1 + N2

1 2
n N1 k=1
nk N1 ! CN (k1)!(N1 k)! 2 = n C N + N 1 2 k=1 nk n k 1 nk CN CN2 CN 1 1 2 = N1 n C N1 + N2 k=1
= =
= N1 = N1
n k1 nk CN 1 CN k=1
@A =HA?A
n
k=1
1 (N1 +N2 )! N1 +N2 1)! N1 +N2 (n(1)!( k=1 n!(N1 +N2 n)! n N1 +N1 n)! n k 1 n k CN 1 CN n N1 n 1 2 , = n1 N1 + N2 k=1 CN1 +N2 1 N1 + N2
=N
k1 nk CN CN 1 1 2
k1 nk n1 CN CN = CN . 1 1 2 1 + N2 1
-NA F K # + IE@AH
f4 : R
ACA= CA
AJHE? @=J ( ) @A L=HE=>E = = A=J =HA @EI?HAJ

k pq k ,
kN
FHE J=>A K @A HAF=HJE EA f4 :

k=0 k=1
K @A p, q 0 E p + q = 1
k=1
LA E ANA F K & )JK ?E L= =HA= A@EA = =?AIJAE ACE AIJA

M (f4 ) = k pq k = k pq k = p kq k .
!
1 k 2A JHK HE?A q (0, 1) ? IE@AH IAHE= @A FKJAHE S (q ) = k=0 q = 1q . ,E JA HE= IAHEE H @A FKJAHE IA ?K = JA JA HA = @AHEL HEE IAHEAE @A FKJAHE JAH A ?K JAH A
S (q ) =
(
k=0
k=0
(q ) =
k=0
kq
k 1
1 1q
1 . (1 q )2
)IJBA IAHE= @A FKJAHE

k=1 q ,A?E M (f4 ) = p pq2 = p .
kq = q
k
k=1
kq
k 1
=q
k=0
k q k1 = q
q 1 = 2. 2 (1 q ) p
-NA F K $ + IE@AH ACA= KE 2 EII I=K ACA= ALA E A JA H H=HA @=J @A ( L=HE=>E = ) = A=J =HA @EI?HAJ f5 : R FHE J=>A K @A HAF=HJE EA f5 :
k
k k!
)JK ?E L= =HA= A@EA = =?AIJAE ACE AIJA

k k k k k e = k e = M (f5 ) = e =e = k ! k ! ( k 1)! ( k 1)! k=0 k=1 k=1 k=1
,
k N
K @A > 0 AIJA K F=H= AJHK HA= @=J LA E ANA F K &
= e
k 1 = e e = , ( k 1)! k=1
K @A =
x 1!
IEJ @A L J=HA=
xn n!
IAHEA
=? =KHE = BK ? EAE ANF A E= A ex = 1 +
x2 2!
+ +
+ ...
-NA F K % + IE@AH ACA= K EB H K E@E A IE = @=J @A L=HE=>E = = A=J =HA ? JE K f6 : R FHE @A IEJ=JA= @A FH >=>E EJ=JA : R R,
{ (t) =
1 , ba
0,
@=? @=?
t [a, b]; t [a, b].

b b
LA E ANA F K & ! )JK ?E L= =HA= A@EA = =?AIJAE ACE AIJA
a b
M (f6 ) =
t (t)dt =
b
t(t)dt +
a
t(t)dt +
a
t(t)dt =
b
1 1 = 0+ t dt + 0 = ba ba a 1 b 2 a2 b+a a+b = = = , ba 2 2 2
tdt =
1 t2 ba 2
=
a
=@E? J ? =E A@E= =HEJ AJE? = ?=FAJA H E JAHL= K KE [a, b].
8= =HA=
A@EA
!
-NA F K & + IE@AH ACA= H = = KE /=KII K E@E A IE = @=J @A L=HE=>E = = A=J =HA ? JE K f7 : R FHE @A IEJ=JA= @A FH >=>E EJ=JA : R R, 1 (t) = e , K @A m R, > 0, R IK J F=H= AJHEE ACEE LA E ANA F K 2 & ! 8 =H J= ? F=H= AJHK HA= m =HA E JAHFHAJ=HA= FH >=>E EIJE? @A = J ? =E L= =HA= A@EA = =?AIJAE ACE JH =@AL H
(tm)2 2 2
+ (tm)2 (tm)2 1 1 2 2 M (f7 ) = dt = t (t)dt = t e 22 dt t e 2 2 tm 5A ? IE@AH IK>IJEJK E= y = @A K @A =LA t = 2 y + m E dy = dt , 2 2

+ +
HAIFA?JEL y = FA JHK t = IA

M (f7 ) =
A A ? HAIFK @ ,A?E
+ 1 2 ( 2 y + m) ey 2 dy = 2 + + 1 1 2 y 2 = 2 y ey dy + ( 2 y + m) e dy = + 1 2 + m ey dy
I BK ? E= h : R R, h(y ) = y ey2 AIJA BK ? EA E F=H (h(y ) = h(y)) @A?E + y2 E JACH= = AE AIJA AH E=H E JACH= = e dy = . 2HE KH =HA
m M (f7 ) = 0 + = m.
-NA F K ' + IE@AH ACA= ANF A E= @=J @A L=HE=>E = = A=J =HA ? JE K f8 : R FHE @A IEJ=JA= @A FH >=>E EJ=JA : R R,
{ (t) =
@=? et , @=?
0,
t0 t > 0,
K @A > 0, R AIJA K F=H= AJHK HA= @=J LA E ANA F K & ! ! 8 =H J= ? F=H= AJHK HA= =HA E JAHFHAJ=HA= FH >=>E EIJE? ?= L= =HA= HA?EFH ? = KE I A J ? =E L= =HA= A@EA = =?AIJAE ACE JH =@AL H
M (f8 ) = t (t)dt + t (t)dt = 0 t = 0+ t e dt = t et dt
0 0 +
t (t)dt =
)?A=IJ E JACH=
] [ et et 1 dt = M (f8 ) = t 0 0 [ ] 1 et t = 0+ e dt = et dt = 0 0
?= ?K = FHE F H E
=
0
1 .
!
-NA F K + IE@AH ACA= KE +=K?DO @=J @A L=HE=>E = = A=J =HA ? 1 , JE K f9 : R FHE @A IEJ=JA= @A FH >=>E EJ=JA : R R, (t) = +( t) K @A > 0, R E R IK J F=H= AJHEE HA= E =E ACEE LA E ANA F K & ! " 8 =H J= ? F=H= AJHK HA= =HA E JAHFHAJ=HA= FH >=>E EIJE? @A L= =HA= A@EA = ACEE KE +=K?DO )LA
2 2
M (f9 ) =
t (t)dt =
1 dt = t 2 2 + (t )
+
t dt. + (t )2 dy. + y2
.=?A I?DE >=HA= @A L=HE=>E t = y, @A?E

M (f9 ) =
+
y+ dy = 2 2 +y
y 2 +y 2
y + 2 2 +y
I BK ? E= h : R R, h(y) = E JACH= = AE AIJA K 2HE KH =HA
AIJA
BK ? EA E F=H (h(y ) = h(y)), @A?E
+ + dy M (f9 ) = 0 + dy = ( ) = 2 + y 2 2 1 + y 2 ) (y) + + (y) d dy = ( y )2 = ( y )2 = =H?JC 1 + 1 + x )] [ ( = . = 2 2
-NA F K + IE@AH ACA= C= = @=J @A L=HE=>E = = A=J =HA ? JE K f10 : R FHE @A IEJ=JA= @A FH >=>E EJ=JA : R R,
{ (t) =
@=? 1 ts1 et , @=? (s)

0,
t<0 t 0,
K @A s > 0, s R AIJA K F=H= AJHK HA= E=H (s) AIJA L= =HA= BK ? EAE C= = FK ?JK s LA E = AN= ) E ANA F K & ! # 8 =H J= ? F=H= AJHK HA= s =HA E JAHFHAJ=HA= FH >=>E EIJE? @A = L= =HA= A@EA = =?AIJAE ACE )LA
M (f10 ) = t (t)dt = t (t)dt + t (t)dt = 0 1 1 ts1 et dt = ts et dt = = 0+ t (s) (s) 0 0 1 1 = t(s+1)1 et dt = (s + 1), (s) 0 (s)

? B H @A E EAE BK ? EAE C= = @=J IK> B H = E JACH= I BK ? E= C= = LAHE ? HA = E= @A HA?KHA (s + 1) = s (s) LA E = AN= ) @A?E
M (f10 ) = s (s) = s. (s)
8= =HA=
A@EA
!!
f11 :
-NA F K + IE@AH ACA= >AJ= @=J @A L=HE=>E = = A=J =HA ? JE K R FHE @A IEJ=JA= @A FH >=>E EJ=JA : R R,
{ (t) =
@=? 1 ta1 (1 t)b1 , @=? (a,b)

0,
t [0, 1] t [0, 1]
K @A a, b > 0, a, b R IK J F=H= AJHEE HA= E E=H (a, b) AIJA L= =HA= BK ? EAE >AJ= FK ?JK (a, b) LA E = AN= * E ANA F K & ! $ )LA
M (f11 ) =
t (t)dt =
1
1 1 1 a 1 b1 t = 0+ t (1 t) dt + 0 = ta (1 t)b1 dt = ( a, b ) ( a, b ) 0 0 1 1 1 = t(a+1)1 (1 t)b1 dt = (a + 1, b), (a, b) 0 (a, b)
t (t)dt +
0
t (t)dt +
1
t (t)dt =
? B H @A E EAE BK ? EAE >AJ= IK> B H = E JACH= @A HA?KHA LA E ) AN= *

(p, q ) =
I BK ? E= >AJ= LAHE ? HA = E=
p1 (p 1, q ), p+q1
@A?E
M (f11 ) =
1 a+11 a (a, b) = . (a, b) a + 1 + b 1 a+b
? JE K=HA @A@K?A
? JAL= FH FHEAJ E = A L= HEE
A@EE
6A HA = ,=? f AIJA L=HE=>E = A=J =HA HA= ?K BK ? E= @A HAF=HJE EA F : R R, E=H h : R R AIJA BK ? EA > HA E= =JK ?E
M (h f ) =
,A IJH= EA
h(x)dFf (x)
E =?A=IJ ?=HJA L ? IE@AH= ?= K F=HJE?K =H = K AE BK ? EE h : R R ? JE K IJHE?J ?HAI? J =HA ?K limx h(x) = , limx+ h(x) = + @A?E h AIJA >E A?JEL + IE@AH KH J =HA A ?= KHE E @=? ) f AIJA ( xi
pi
i=1,n
L=HE=>E
= A=J =HA IE F
@=J @A J=>A K @A HAF=HJE EA f : L=HE=>E

. )JK ?E
i=1,n
=JK ?E ? B H IE F
F=H=CH=BK KE ' BK ? E= h f AIJA J J

( h(xi ) pi )
= A=J =HA HA=

M (h f ) =
?K J=>A K @A HAF=HJE EA h f :
i=1 h(xi ) pi .
!" EE @=?( f AIJA )

f: xi pi
iN
+=H=?JAHEIJE?E K AHE?A = A L=HE=>E A H = A=J =HA HA= A L=HE=>E = A=J =HA HA= @EI?HAJ @=J @A J=>A K @A HAF=HJE EA
( )
=JK ?E ? B H F=H=CH=BK KE ' BK ? E= h f AIJA J J L=HE=>E @EI?HAJ ?K J=>A K @A HAF=HJE EA h f :

i=0 h(xi ) pi .
= A=J =HA HA=

M (h f ) =
h(xi ) pi
)JK ?E
iN
EEE @=? f AIJA L=HE=>E = A=J =HA ? JE K ?K @A IEJ=JA= @A FH >=>E EJ=JA f : R R =JK ?E ? B H F=H=CH=BK KE ' !
Fhf (x) = P (h f < x) = P (f < h1 (x)) = Ff (h1 (x)), @A?E
hf (x) = (Fhf (x)) = (Ff (h1 (x))) = Ff (h1 (x)) (h1 (x)) =
= f (h1 (x)) (h1 (x))
)IJBA
M (h f ) =
x hf (x)dx =
x f (h1 (x)) (h1 (x)) dx.
.=?A IK>IJEJK E= y = h1 (x) @A?E x = h(y ) E dy = (h1 (x)) dx, E=H E EJA A IA F IJHA= FA JHK x = =LA y = 2HE KH =HA
M (h f ) =
+
h(y ) f (y )dy =
h(y )dFf (y )
,E JA HA = FHE F=HJE?K =HE =HA= BK ? EAE h IA > E A
+ IA?E = J ?K KH J =HA= L=HE=>E = A=J =HA : R, ( ) = 1 R FA JHK HE?A >IAHL ? FA JHK HE?A L=HE=>E = A=J =HA f : R =LA f 0 = . ,=? = ACA BK ? E= h : R R h(x) = x0 = 1, =JK ?E @E JA HA = IA > E A
M () = M (h f ) =
+
h(x)dFf (x) =
x dFf (x) =
1dFf (x).
)?A=IJ E JACH= 5JEA J AI E FH FHEA IA F =JA ?= ?K = E =LA

Ff () = 1 0 = 1.
M () = Ff (+)
+ IA?E = 2A JHK HE?A a, b R =LA M (af + b) = a M (f ) + b. =@AL H = AC @ BK ? E= h : R R, h(x) = ax + b > E A

M (h f ) = M (af + b) =
+
JH
dFf (x) =
(ax + b)dFf (x) = a
= a M (f ) + b M (),
xdFf (x) + b
8= =HA=
A@EA
M (af ) = aM (f ).
!#
+ IA?E = ! 2A JHK HE?A a R =LA

JH =@AL H
? IA?E = IA = ACA b = 0.
xi pi
6A HA = (
HAF=HJE EA f :
,=? f : R AIJA )
,
i=1,n iin
L=HE=>E = A=J =HA IE F ?K J=>A K @A
=JK ?E =LA
min {xi } M (f ) max {xi }
1in n i=1
,A
IJH= EA
)LA
n i=1 1in
M (f ) =
n i=1
xi p i
min {xi } pi = min {xi }

1in
pi = min {xi },
1in
@A =HA?A pi 0 FA JHK A?=HA i = 1, n E max1in {xi } G A @
n
i=1
pi = 1.
@ = = C M (f )
6A HA = ( ! ,=? )
HAF=HJE EA f :
xn < xn+1 xi
f :R
AIJA
L=HE=>E = A=J =HA @EI?HAJ ?K J=>A K @A FHAIKFKI ? x0 < x1 < < IKFAHE H @A ? IJ= J c R
, =JK ?E =LA x0 M (f ) = pi < . . . ). ,=? EHK {xi }iN AIJA HCE EJ
=JK ?E M (f ) c.
,A
M (f ) = i=0 xi pi i=0 x0 pi = x0 i=0 pi = x0 , HAIFA?JEL M (f ) = i=0 xi pi i=0 c pi = c i=0 pi = c. G A @

IJH= EA
)LA
6A HA = " ,=? f, g : R IK J L=HE=>E A = A=J =HA =F=H E ? =I @A L=HE=>E A = A=J =HA =JK ?E M (f + g) = M (f ) + M (g).
,A
@ = =?AA= E
IJH= EA
JE EA f : J J )LA
xi pi
E .EA f, g @ ( ) K L=HE=>E A = A=J =HA IE F A ?K J=>A A A @A HAF=H Eg:

yj qj
)JK ?E ? B H
j =1,m
F=H=CH=BK KE ' f + g AIJA

( xi + y j pij ) .
i=1,n j =1,m
i=1,n
L=HE=>E = A=J =HA IE F ?K J=>A K @A HAF=HJE EA (f + g ) :
n m n m n m M (f + g ) = (xi + yj )pij = xi pij + yj pij = i=1 j =1 n m i=1 j =1 n i=1 i=1 j =1 m n j =1 i=1 n j =1 n i=1 i=1 j =1 m j =1 m j =1 n i=1
= =
xi pij +
yj pij =
xi
pij +
yj
pij =
x i pi +
yj qj = M (f ) + M (g ).
!$

( xi pi )
iN
EE .EA f, g @ K L=HE=>E A = A=J =HA @EI?HAJA ?K J=>A A A @A HAF=HJE EA f :

(
Eg:
yj qj
) . )JK ?E ?
j N
B H F=H=CH=BK KE ' f + g AIJA J J L=HE=>E = A=J =HA

( xi + y j pij ) . )LA
i,j N
@EI?HAJ ?K J=>A K @A HAF=HJE EA (f + g ) :
M (f + g ) = = =
(xi + yj ) pij = xi pij + yj pij =

iN iN j N iN j N
xi pij +
j N
j N iN
iN j N
yj pij =
iN
xi
j N
iN j N
pij +
j N
yj
iN
pij =
x i pi +
yj qj = M (f ) + M (g ).
EEE .EA f, g @ K L=HE=>E A = A=J =HA ? JE KA ?K @A IEJ E A @A FH >=>E EJ=JA f , g : R R. )JK ?E f + g AIJA J J L=HE=>E = A=J =HA HA= ? JE K ?K @A IE J=JA= @A FH >=>E EJ=JA @=J @A f +g : R R, f +g (z ) = R (f,g) (u, z u)du, ? B H JA HA AE ' ! ,E @A E E=
M (f + g ) =
+
zdFf +g (z ) = zf +g (z )dz = ) + ( + (f,g) (u, z u)du dz = = z

R2
z (f,g) (u, z u)dudz.
-BA?JK J J
I?DE >=HA= @A L=HE=>E

{
t=u w = z u, u=t z = w + t.
FHE ?=HA F = K R2 IA JH= IB H 2HE KH =HA

D(u, z ) dtdw. D(t, w)
F = K R2 . 6 J @=J =LA
M (f + g ) =
R2
(t + w) (f,g) (t, w)
I
D(u, z ) = D(t, w) u t z t u w = z w 1 0 1 1 = 1.
8= =HA= ,A?E
A@EA
!%
M (f + g ) = = = = =
(t + w) (f,g) (t, w)dtdw = t (f,g) (t, w)dtdw + w (f,g) (t, w)dtdw = 2 2 R R t (f,g) (t, w)dwdt + w (f,g) (t, w)dtdw = R2 R2 ( ) ( ) t (f,g) (t, w)dw dt + w (f,g) (t, w)dt dw = R2 R R R t f (t)dt + w g (w)dw = M (f ) + M (g ),
2
K @A =
=F E?=J JA HA = & # !
+ IA?E = " 8= =HA= A@EA ?= FAH=J H @A EJ FA JHK HE?A L=HE=>E = A=J =HA HA= ?K L= HE HA= A AIJA K FAH=J H E E=H JH =@AL H ? IA?E = ! E JA HA = " A =IECKH ? M (af + bg ) = aM (f ) + b M (g) FA JHK HE?A a, b R, f, g : R L=HE=>E A = A=J =HA HA= A CA AH= E =HA E A@E=J AIJA B H K = n n n M ( i=1 ai fi ) = i=1 ai M (fi ). += KHE F=HJE?K =HA M ( n i=1 fi ) = i=1 M (fi ). 6 J @=J A E E B H K = M (f g ) = M (f ) M (g). 6A HA = # 8= =HA= A@EA ?= FAH=J H @A EJ FA K E A= L=HE=>E A H = A=J =HA HA= A ?K L= HE HA= A AIJA K FAH=J H F EJEL =@E? FA JHK HE?A L=HE=>E = A=J =HA f 0 HA K J ? M (f ) 0.
2HE J= E= f 0 L A ACA ? f ( ) 0 FA JHK HE?A ,E f 0 HA K J ? ANEIJ L=HE=>E = = A=J =HA HA= g = f 0, ? B H + 2 JA HA AE $ ! ,A?E f = g 2 E M (f ) = M (g 2 ) = x dFg (x) 0, ? B H F EJELEJ EE E JACH= AE 5JEA J AI GA@
,A IJH= EA
+ IA?E = # 8= =HA= A@EA ?= FAH=J H @A EJ FA K E A= L=HE=>E A H = A=J =HA HA= A ?K L= HE HA= A AIJA K FAH=J H J =@E? FA JHK HE?A L=HE=>E A = A=J =HA f, g ?K f g HA K J M (f ) M (g ). 2HE J= E= f g L A ACA ? f () g() FA JHK HE?A ,E f g HA K J ? f g 0. + B H JA HA AE # =LA M (f g ) 0. ,=H @E ? IA?E = " =LA M (f g ) = M (f ) M (g ). 2HE KH =HA M (f ) M (g ) 0, =@E? M (f ) M (g).
!&
6A HA = $ ,=? f, g : R IK J @ K L=HE=>E A = A=J =HA HA= A E @AFA @A JA LA E @A E E= & $ =F=H E @ =?A AE= E ? =IA @A L=HE=>E A = A=J =HA HA= A =JK ?E M (f g ) = M (f ) M (g).
,A IJH= EA
E ( ,=? ) f, g : R ( IK J )@ K L=HE=>E A = A=J =HA IE F A ?K

xi pi
J=>A A A @A HAF=HJE EA f : ' ( f g )AIJA J J

xi y j pij
i=1,n j =1,m
Eg : = A=J =HA IE F
i=1,n
yj qj
, =JK ?E ?
j =1,m
B H F=H=CH=BK KE
L=HE=>E
@=J @A J=>A K @A HAF=HJE EA f g : B H F=H=CH=BK KE & $
. 1 @AFA @A = L=HE=>E A H = A=J =HA IE F A ?
A @ ? @E E= ?= pij = pi qj FA JHK HE?A i = 1, n E j = 1, m. )IJBA

M (f g ) = =
n n i=1 j =1 n m i=1 j =1
xi yj pij =
n n i=1 j =1 n i=1
x i y j p i qj =
m j =1
x i p i y j qj =
x i pi
y j qj =
m j =1
y j qj
n i=1
x i pi =
= M (g ) M (f ) = M (f ) M (g ).
EE ,=? f, g : ( R IK = A=J =HA HA= A @EI?HAJA @=JA ?K J=>A A A ) J @ K L=HE=>E ( A) @A HAF=HJE EA f :
xi pi
E g :
iN
yj qj
, =JK ?E ?
j N
B H
F=H=CH=BK KE '
f g : ( R AIJA ) J J L=HE=>E = A=J =HA @EI?HAJ ?K J=>A K @A HAF=HJE EA @=J xi y j @A f g : + @E E= @A E @AFA @A = ?A H @ K L=HE=>E A = A=J =HA pij i,j N @EI?HAJA IA ANFHE FHE pij = pi qj FA JHK HE?A i, j N, ? B H F=H=CH=BK KE & $
)IJBA
M (f g ) = = =
j N iN j N iN j N
xi yj pij =
iN j N
x i y j pi q j =
j N
x i pi y j q j =
iN
iN
xi p i
y j qj =
y j qj
xi pi = M (g ) M (f ) = M (f ) M (g ).
EEE ,=? f, g : R IK J @ K BK ? EE A @A @A IEJ=JA @A FH >=>E EJ=JA J J L=HE=>E = A=J =HA HA= ? JE K ( z) 1 + u, u |u| du ? B H JA HA ( f,g )
L=HE=>E A = A=J =HA HA= A ? JE KA @=JA ?K f , g : R R, =JK ?E f g : R AIJA =L @ @A IEJ=JA= @A FH >=>E EJ=JA f g (z ) = AE ' ! !
8= =HA=
A@EA
!'
+ @E E= @A E @AFA @A = ?A H @ K L=HE=>E A = A=J =HA HA= A f E g IA ANFHE FHE ? @E E= (f,g) (t, w) = f (t) g (w) FA JHK HE?A t, w R LA E F=H=CH=BK & $ ,E @A E E=
M (f g ) = zdFf g (z ) = z f g (z )dz = + ( + ( z) 1 ) = z (f,g) u, du dz u |u| ( z) 1 z (f,g) u, dudz. = u |u| R2 { { u=t t=u , @A K @A , E F = K R2 IA 5A B=?A I?DE >=HA= @A L=HE=>E A z z = wt w=u 2 JH= IB H J J F = K R ,A?E 1 D(u, z ) M (f g ) = dtdw. w t (f,g) (t, w) |t| D(t, w) R2
+
+= ?K
=? >E= K
D(u, z ) = D(t, w) u t z t u w = z w 1 0
w t
= t.
)IJBA
M (f g ) = =
R w t (f,g)
2
1 |t|dtw = |t|
w t f (t) g (w)dtdw = t f (t) w g (w)dtdw = R2 ( ) t f (t)dt dw = t f (t)dt wg (w)dw = = w g (w)

R2
= M (f ) M (g ).
+ IA?E = $ ,=? f1 , f2 , . . . , fn : R IK J L=HE=>E A = A=J =HA HA= A E @A n FA @A JA @ K ? JA @ K =JK ?E M ( n i=1 M (fi ). i=1 fi ) =
"

,EIFAHIE=
A@EA M (f ) R.
.EA f : R L=HE=>E = A=J =HA HA= ?=HA =@ EJA L= =HA=
,A
E E= 2HE @EIFAHIE= L=HE=>E AE = A=J =HA f L
A ACA K
HK M [(f
M (f ))2 ].
5A >IAHL ? f M (f ) ? B H JA HA AE $ AIJA J J L=HE=>E = A=J =HA HA= ? ?E @E f IA I?=@A ? IJ= J E=H (f M (f ))2 L= J J L=HE=>E = A=J =HA E @? L=HE=>E = = A=J =HA HA= f M (f ) IA HE@E? = F JH=J 2HAIKFK A ? = >A A L= HE A@EE ANEIJ ,A =HA?A (f M (f ))2 0 @E F EJELEJ=JA= FAH=J HK KE L= =HA= A@EA LA E JA HA = # HA K J ? M [(f M (f ))2 ] 0. 2HE KH =HA ANEIJ K K H HA= F EJEL J=J ?K D(f ) =IJBA ?= [D(f )]2 = M [(f M (f ))2 ]. K HK D2 (f ) = [D(f )]2 F =HJ K A A @A @EIFAHE= I=K L=HE= = L=HE=>E AE = A=J =HA f. K HK D(f ) = [M [(f M (f ))2 ]]1/2 F =HJ K A A @A =>=JAHA= A@EA F JH=JE? I=K =>=J=HA= IJ= @=H@ A E ? L= HE A F EJELA D(f ) E D2 (f ) I =H @E FK ?J @A LA@AHA FH >=>E EIJE? FH JEAHA= L= HE H L=HE=>E AE = A=J =HA f KHK L= HEE A@EE M (f ) += ?K K @EIFAHIEAE IA F =JA B=?A @KF B H K = @=J @A E E= I IA HA? = @ = J B H K =E KJE
6A HA =
,A
D2 (f ) = M (f 2 ) [M (f )]2 .
IJH= EA
2 A? @ @A = B H K = @EIFAHIEAE @E @A
E E= IA > E A
D2 (f ) = M [(f M (f ))2 ] = M [f 2 2M (f ) f + (M (f ))2 ],
B IE @ FAH= EE A =HEJ AJE?A K K= A @E JA HA = $ E E=H LA E ? IA?E = " @A?E
,=H M AIJA K
FAH=J H
D2 (f ) = M [f 2 ] M [2M (f ) f ] + M [(M (f ))2 ] = = M (f 2 ) 2M (f ) M (f ) + [M (f )]2 M (),
K @A ?K = J=J L=HE=>E = = A=J =HA : R, ( ) = 1 R. ,E ? IA?E = HA K J ? M () = 1. 2HE KH =HA

D2 (f ) = M (f 2 ) 2(M (f ))2 + [M (f )]2 1 = M (f 2 ) [M (f )]2 . G A @

,EIFAHIE=
"
2A JHK = ?= ?K = @EIFAHIE= K AE L=HE=>E A = A=J =HA HA= A JHA>KEA I ?= ?K =E J E L= =HA= A@EA = L=HE=>E AE = A=J =HA HA= A M (f ), FHA?K E L= =HA= A@EA M (f 2 ) = F JH=JK KE L=HE=>E AE = A=J =HA HA= A f ,E JA HA = 10.1.1 ?K = ACAHA= BK ? EAE h : R R, h(x) = x2 =LA
M (f ) = M (h f ) =
2 +
x2 dFf (x)

? JE K=HA L @= B H K A A ? ?HAJA @A ?= ?K = A L= HEE A@EE FA JHK @EBAHEJA A ? =IA @A L=HE=>E A = A=J =HA HA= A E ,=? f ( : ) R AIJA L=HE=>E = A=J =HA HA= IE F @=J ?K J=>A K @A HAF=HJE EA f :
M (f 2 ) = n xi pi , =JK ?E L= =HA=
i=1,n
A@EA = KE f 2 IA ?= ?K A=
FHE B H K =
JH =@AL H AIJA @A = K I I ? IE@AH B H = BK ? EAE @A HAF=HJE EA Ff @=J JA HA = & E I ?= ?K E JACH= = 5JEA J AI 2HE KH =HA B IE @ B H K = =@A?L=J = ?= ?K K KE L= HEE A@EE FA JHK L=HE=>E A = A=J =HA IE F A IA > E A ? ( )
2 i=1 xi pi
D (f ) =
n i=1
x2 i pi
n i=1
xi p i
EE ( ,=? ) f : R AIJA L=HE=>E = A=J =HA @EI?HAJ @=J ?K J=>A K @A HAF=HJE EA )E?E FHAIKFK A BK ? EAE @A HAF=HJE EA @=J )IJBA
pi 2 iN xi pi f : xi , =JK ?E L= =HA=
iN
A@EA = KE f 2 IA ?= ?K A=
FHE B H K = M (f 2 ) =
? x0 < x1 < < xn < xn+1 < . . . E @E B H = JA HA = & IA ?= ?K A= E JACH= = 5JEA J AI
iN
( x2 i pi
D2 (f ) =
iN
)2 xi p i .
EEE ,=? f : R AIJA L=HE=>E = A=J =HA= HA= ? JE K @=J ?K @A IEJ=JA= @A FH >=>E EJ=JA : R R =JK ?E L= =HA= A@EA = KE f 2 IA ?= ?K A= FHE B H K =
M (f ) =
2 +
x2 (x)dx.
)?A=IJ B H K HA K J @E E JACH= = 5JEA J AI JEE @ ? =?AIJ ?= BK ? E= @A HAF=HJE EA AIJA @AHEL=>E =FH =FA FAIJA J J ?K F = =FH =FA FAIJA J J E E JACH= = 5JEA J AI IA JH= IB H JH E JACH= 4EA = E FH FHEA )IJBA
D (f ) =
2 +
[ x (x)dx
2
]2 x(x)dx .
"
+=H=?JAHEIJE?E K AHE?A = A L=HE=>E A H = A=J =HA HA= A ? JE K=HA @ ANA F A @A ?= ?K = A @EIFAHIEE H L=HE=>E A H = A=J =HA HA= A IE @ L= HE A A@EE ?= ?K =JA = ANA F A A
-NA F K .EA A : R, K @A A AIJA K ALA E A J @=J L=HE=>E = = A=J =HA IE F (@A BK ? EA ?=H=?JAHEIJE? = ALA E A JK KE A K @=J @A J=>A K @A )
HAF=HJE EA A : ANA F K = 2HE KH =HA
1 0 p q ,
K @A p, q 0 ?K p + q = 1 LA E ANA F K & #
> E KJ ? M (A ) = p. += ?K
2 2 M (2 A ) = 1 p + 0 q = p.
2 2 D2 (A ) = M (2 A ) (M (A )) = p p = p(1 p) = pq.
-NA F K .EA f1 : R L=HE=>E = = A=J =HA IE F FAHEA AE =HK ? HEE =HK KE @=J @A J=>A K @A HAF=HJE EA
( f1 : 1 2 3 4 5 6
1 6 1 6 1 6 1 6 1 6 1 6
?=HA ? HAIFK @A AN
LA E ANA F K & += ?K

2 M (f1 )
= ANA F K = ?= ?K =J L= =HA= A@EA M (f1 ) = 3, 5.

6 1 1 2 1 6(6 + 1)(2 6 + 1) 91 i = i = = . 6 6 i=1 6 6 6 2
6 i=1
)E?E = B
IEJ B H K = FA JHK IK = F JH=JA H = FHE A H n K AHA =JKH= A

12 + 22 + + n2 = n(n + 1)(2n + 1) . 6 ( )2 7 35 = . 2 12
,A?E
91 D (f ) = M (f ) (M (f )) = 6
2 2 2
-NA F K ! + IE@AH ( ACA= >E ) E= @=J @A L=HE=>E = = A=J =HA IE F k f2 ?K J=>A K @A HAF=HJE EA f2 : LA E ANA F K & ! = ANA F K k k nk
Cn p q
k=0,n

,EIFAHIE=
"!
! = ?= ?K =J L= =HA= A@EA M (f2 ) = np. += ?K

2 M (f2 ) = n k=0 k k 2 Cn pk q nk = n k=1
= = = =
n k=1 n k=1 n k=2 n k=2
k
2
k Cn
p q
k k Cn
nk
k [k (k 1) + k ] Cn pk q nk = n k=1 n k=1
k (k 1)
p q
k
nk
k k Cn pk q nk =
k pk q nk + k (k 1) Cn
k pk q nk = k Cn
k (k 1)
n k=2
n n! n! pk q nk + k pk q nk = k !(n k )! k !( n k )! k=1
= n(n 1) +n
n k=1
(n 2)! pk q nk + (k 2)!(n k )!
(n 1)! pk q nk = (k 1)!(n k )!
n k=2 k2 k nk Cn +n 2 p q n k=2 n k=1 k2 Cn 2 k1 k nk Cn = 1 p q n k=1
= n(n 1)
= n(n 1) p
2
k2
nk
+np
k 1 k 1 Cn q nk = 1 p
= n(n 1) p2 (p + q )n2 + np (p + q )n1 = n(n 1) p2 + np
2HE KH =HA @EIFAHIE=

D2 (f2 ) = M (f 2 ) (M (f ))2 = n(n 1) p2 + np (np)2 = = np2 + np = np(1 p) = npq,
K @A = B
IEJ ANA F K ! FA JHK L= =HA= A@EA = KE f2 E = K A M (f2 ) = np. ACA= DEFAHCA
-NA F K " + IE@AH
AJHE? @=J @A J=>A K @A HAF=HJE EA
k f3 : CN 1 n CN 1 +N2
k N k CN 2
k=0,n
LA E ANA F K & "
= ANA F K " =
?= ?K =J L= =HA=
A@EA M (f3 ) =
""
n N1 . N1 + N2
2 M (f3 )
+= ?K
n 2
n nk nk k CN CN C k CN 2 N1 1 2 2 = k = k = n n C C N1 + N2 N1 + N2 k=0 k=1
n nk k CN CN 1 2 [k (k 1) + k ] = n C N + N 1 2 k=1 n
n nk nk k k CN CN CN CN 1 1 2 2 = + = k (k 1) k n n C C N + N N + N 1 2 1 2 k=1 k=1 n nk nk k k CN CN CN CN 1 1 2 2 = + k = k (k 1) n n C C N1 + N2 N1 + N2 k=2 k=1 n
n k=2
k (k 1)
N1 ! C nk k!(N1 k)! N2
CN1 +N2
n k=1
N1 ! C nk k!(N1 k)! N2
CN1 +N2 +
n N1 k=1
=
nk CN 2
n k=2
N1 (N1
N1 2)! 1) (k(2)!( N1 k)! n CN 1 +N2

1 2
nk CN 2
(N1 1)! (k1)!(N1 k)! n CN 1 + N2

2
= N1 (N1 1)
n k 2 nk CN 2 CN k=2 n n CN 1 + N2
+ N1
n k 1 nk CN 1 CN
1
= N1 (N1 1) = N1 (N1 1)
k2 nk CN CN 1 2 2 (N1 +N2 )! k=2 n!(N1 +N2 n)!
+ N1
k=1 n k=1
n CN 1 + N2
= =
k1 nk CN CN 1 1 2
= =
(N1 +N2 )(N1 +N2 1) n(n1) n k 1 nk CN CN 1 1 1 2 +N1 N1 +N2 = (N1 +N2 1)! n k=1 (n1)!(N1 +N2 n)! n k2 nk Cn N1 (N1 1) n(n 1) CN 2 1 2 n2 (N1 + N2 )(N1 + N2 1) k=2 CN 1 +N2 2
(N1 +N2 )! n!(N1 +N2 n)! n k 2 nk CN CN 1 2 2 + (N1 +N2 2)! k=2 (n2)!(N1 +N2 n)!
n k 1 nk CN N1 n CN 1 1 2 + = n1 N1 + N2 k=1 CN 1 + N2 1
N1 n N1 (N1 1) n(n 1) + . (N1 + N2 )(N1 + N2 1) N1 + N2
= ANA F K " = AIJA

D (f3 ) =
2
?= ?K =J L= =HA=
A@EA M (f3 ) =
n N1 , N1 + N2
@A?E @EIFAHIE=
2 )[M (f3 )]2 M (f3
( )2 N1 (N1 1) n(n 1) N1 n nN1 = . + (N1 + N2 )(N1 + N + 2 1) N1 + N2 N1 + N2
-NA )F K ( k pq k kN
# + IE@AH ACA= CA AJHE? @=J @A J=>A K @A HAF=HJE EA f4 : LA E ANA F K & = ANA F K # = ?= ?K =J L= =HA= A@EA =

,EIFAHIE=
"#
q =?AIJAE ACE M (f4 ) = p . += ?K k=0 k=0
2 M (f4 )
k pq = p
2 k
k q =p
2 k k
k2qk =
k k=1
= p
k=1
[k (k 1) + k ] q = p
k=1
k=1 k=1
k (k 1) q + p q , p2
kq k .
+ B H ANA F K KE # > E A ?
2 M (f4 ) k
kq k =
@A?E
q q =p k (k 1) q + p 2 = p k (k 1) q k + . p p k=1 k=1
2A JHK HE?A q (0, 1) ? IE@AH
IAHE= @A FKJAHE
k=0
S (q ) =
qk =
1 . 1q
,E JA HE= IAHEE H @A FKJAHE IA ?K = JA JA HA = @AHEL HEE IAHEAE @A FKJAHE JAH A ?K JAH A

S (q ) =

(
k=0
= )
k=0
( kq
k 1
= )
S (q ) = =
( (
k=0
= )
(
k=0
1 1q
k=0
) =
1 (1 q )2
kq
k 1
k (k 1) q k2 =
1 (1 q )2
2 . (1 q )3
k=0
,A?E
k=1
k (k 1) q k =
k=0
k (k 1) q k = q 2
k (k 1) q k2 = q 2
2 2 2 = q 3. (1 q )3 p
2HE KH =HA
2 M (f4 )
=p
k=1
k (k 1) q k +
q 2 q 2q 2 q = p q2 3 + = 2 + . p p p p p
= IA > E A L= =HA= @EIFAHIEAE

( )2 2q 2 q q (M (f4 )) = 2 + D (f4 ) = = p p p q2 q q 2 + qp q (q + p) q = 2+ = = = 2. 2 2 p p p p p
2 2 ) M (f4 2
"$
-NA F K $ + IE@AH ACA=)KE 2 EII I=K ACA= ALA E A JA H H=HA @=J ( k @A J=>A K @A HAF=HJE EA f5 : LA E ANA F K & = ANA F K $
= ?= ?K =J L= =HA= A@EA
2 M (f5 )= k=0
e kN M (f5 ) = .
k
k!
? JE K=HA ?= ?K
k2
2 2 2 k e = k e = [k (k 1) + k ] e = k! k ! k ! k=1 k=1
k k k k e = e + = k (k 1) e + k k (k 1) k e . k! k! k! k! k=1 k=2 k=1 k=1
+ B H ANA F K KE $ =LA

k=1 k
k e = , k!
E=H
k k k2 2 k (k 1) e = e = e = 2 e e = 2 . k ! ( k 2)! ( k 2)! k=2 k=2 k=2
)E?E = B
IEJ @A L J=HA=
IAHEA
=? =KHE = BK ? EAE ANF A E= A
ex = 1 +
x x2 xn + + + + ... 1! 2! n!
2 = IA > E A M (f5 ) = 2 + @A?E @EIFAHIE= 2 D2 (f5 ) = M (f5 ) (M (f5 ))2 = 2 + 2 = .
ACA= K EB H -NA F K % + IE@AH J=JA= @A FH >=>E EJ=JA : R R,

1 , (t) = b a 0,
K E@E A IE =
@=J FHE @A IE
@=? t [a, b]; @=? t [a, b].

a+b
LA E ANA F K & ! = ANA F K % = ?= ?K =J L= =HA= A@EA M (f6 ) = , 2 K @A f6 : R AIJA L=HE=>E = = A=J =HA ? JE K ?=HA ? HAIFK @A =?AIJAE ACE ? JE K=HA ?= ?K
2 M (f6 ) +
= =
a b
t (t)dt =
2
t (t)dt +
2 a 3 b 3
t (t)dt +
2 b 3 2
t2 (t)dt =
t2
1 1 t dt = ba ba 3
=
a
b a b + ba + a2 = . 3(b a) 3 ( )2 =
= IA > E A @EIFAHIE=
D (f6 ) =
2 2 M (f6 )
b2 + ba + a2 (M (f6 )) = 3
2
a+b 2
(a b)2 . 12

,EIFAHIE=
"%
-NA F K & + IE@AH ACA= H = FHE @A IEJ=JA= @A FH >=>E EJ=JA : R R,
= KE /=KII K E@E A IE =
@=J
(tm)2 1 (t) = e 22 . 2
LA E ANA F K & ! = ANA F K & = ?= ?K =J L= =HA= A@EA M (f7 ) = m, K @A f7 : R AIJA L=HE=>E = = A=J =HA ? JE K ?=HA ? HAIFK @A =?AIJAE ACE ? JE K=HA ?= ?K
2 M (f7 )
(tm)2 1 t (t)dt = t2 e 22 = 2 + 2 (tm) 1 = t2 e 22 dt = 2
@A K @A =LA t = 2 y + m E dt = 2 dy 5A KJE E A= IK>IJEJK E= y = 2 HAIFA?JEL y = FA JHK t = IA A A ? HAIFK @ E @? > 0 ,A?E

+ 1 2 = ( 2 y + m)2 ey 2 dy = 2 + 1 2 = (2 2 y 2 + 2 2ym + m2 ) ey dy = + + + 2 2 2 2m m2 2 2 y 2 y 2 = y e dy + y e dy + ey dy. + ,A =HA?A BK ? E= h : R R, h(y ) = y ey2 AIJA BK ? EA E F=H HA K J ? y + 2 y 2 + y2 y 2 e dy = 0, E JACH= = e dy = , E=H E JACH= = y e dy ?= ?K FHE
2 M (f7 )
tm
F HE
y e
2 y 2
+ + 1 1 2 y 2 dy = y (2y )e dy = y (ey ) dy = 2 2 ] [ + + 1 y 2 y 2 = (y e ) 1 e dy = 2 ] [ + 1 y + 1 y 2 = e dy = [0 ] = . 2 y 2 e 2 2 2 2 2 2m m2 = + 0 + = 2 + m2 . 2
2HE KH =HA
2 ) M (f7
)IJBA @EIFAHIE= AIJA

2 D2 (f7 ) = M (f7 ) [M (f7 )]2 = 2 + m2 m2 = 2 .
"&

0,
-NA F K ' + IE@AH
ACA= ANF A E= @=J FHE @A IEJ=JA= @A FH >=>E @=? t 0; EJ=JA : R R, (t) = LA E ANA F K & ! ! = ANA F K et , @=? t > 0. ' = ?= ?K =J L= =HA= A@EA M (f8 ) = , K @A f8 : R AIJA L=HE=>E = = A=J =HA ? JE K ?=HA ? HAIFK @A =?AIJAE ACE += ?K
2 M (f8 )
= = = = =
t (t)dt = t (t)dt + t2 (t)dt = 0 0 + 2 2 t t 0dt + t e dt = 0 + t2 et dt = 0 0 [ ] [ ] t t e e 2 2 t 2t t e dt = t dt = 0 + 0 0 0 [ t ] e et t 2 t e dt = 2 t dt = 0 0 0 [ ] ( t ) ( ) 1 e 1 1 1 2 t 2 0+ e =2 =2 0 = 2. 0 0

2 2
2HE KH =HA
D (f8 ) =
2 2 M (f8 )
2 [M (f8 )] = 2
2
( )2 1 1 = 2.
ACA= KE +=K?DO ?K @A IEJ=JA= @A FH >=>E EJ=JA E ANA F K & ! " = ANA F K @A f9 : R AIJA L=HE=>E = = A=J =HA ? JE K ?=HA ? HAIFK @A =?AIJAE ACE += ?K
1 : R R, (t) = 2 LA + (t )2 = ?= ?K =J L= =HA= A@EA M (f9 ) = K
+ 2 M (f9 )
-NA F K + IE@AH
t2
dt = +, 2 + (t )2
E @?
@A?E E JACH= = E FH FHEA K F =JA I
t2 = > 0, t 2 + (t )2 lim
A ? LAHCA J
2HE KH =HA
2 ) [M (f9 )]2 = + 2 = +. D2 (f9 ) = M (f9
2HE KH =HA @EIFAHIE= ACEE KE +=K?DO AIJA E
EJ
ACA= C= = ?K @A IEJ=JA= @A FH >=>E EJ=JA : R @=? t < 0; LA E ANA F K & ! # = ANA F K R, (t) = 1 ts1 et , @=? t 0.
0, (s)
-NA F K + IE@AH

,EIFAHIE=
"'
= ?= ?K =J L= =HA= A@EA M (f10 ) = s, K @A f10 : R AIJA L=HE=>E = = A=J =HA ?=HA ? HAIFK @A =?AIJAE ACE += ?K
2 M (f10 )
t (t)dt = t (t)dt + t2 (t)dt = 0 0 + + 1 1 2 2 s1 t = t 0dt + t t e dt = 0 + ts+1 et dt = ( s ) ( s ) 0 0 + 1 1 t(s+2)1 et dt = (s + 2). = (s) 0 (s)

2 2
. IE B H K = @A HA?KHA
2 M (f10 )=
(s + 1) = s (s)
LA E = AN= ) @A?E
(s + 2) (s + 1) (s + 1) (s + 1) s (s) = = = (s + 1) s = s2 + s. (s) (s) (s)

2 D2 (f10 ) = M (f10 ) [M (f10 )]2 = s2 + s s2 = s.
2HE KH =HA
1 ta1 (1 t)b1 , ( a, b ) (t) = 0,
-NA F K + IE@AH
ACA= >AJ= ?K @A IEJ=JA= @A FH >=>E EJ=JA : R R, @=? t [0, 1]; LA E ANA F K & ! $ = ANA @=? t [0, 1]. a F K = ?= ?K =J L= =HA= A@EA M (f11 ) = , K @A f11 : R AIJA a+b L= =HA= A@EA ?=HA ? HAIFK @A =?AIJAE ACE += ?K
2 M (f11 )
t (t)dt = t (t)dt + t (t)dt + t2 (t)dt = 0 1 0 1 1 a 1 b1 2 2 t (1 t) dt + t2 0dt = = t 0dt + t (a, b) 1 0 1 1 ta+1 (1 t)b1 dt + 0 = = 0+ (a, b) 0 1 (a + 2, b) 1 t(a+2)1 (1 t)b1 dt = . = (a, b) 0 (a, b)
2 2 2
.K ? E= >AJ= LAHE ? HA = E= @A HA?KHA * @A?E

2 ) = M (f11
(p, q ) =
p1 (p 1, q ) LA p+q1
E = AN=
(a + 2, b) a+21 (a + 1, b) = = (a, b) a+2+b1 (a, b) a+1 (a + 1, b) a+1 a+11 (a, b) = = = a+b+1 (a, b) a + b + 1 a + 1 + b 1 (a, b) a+1 a = . a+b+1 a+b
#
2HE KH =HA
( )2 a+1 a a D (f11 ) = (M (f11 )) = = a+b+1 a+b a+b [ ] a a+1 a a (a + 1)(a + b) a(a + b + 1) = = = a+b a+b+1 a+b a+b (a + b + 1)(a + b) a b ab = = . 2 a + b (a + b + 1)(a + b) (a + b) (a + b + 1)
2 2 M (f11 ) 2
? JE K=HA IJK@EA
= JA FH FHEAJ E JA HAJE?A = A @EIFAHIEAE
,=? f, g : R IK J @ K L=HE=>E A = A=J =HA HA= A @AFA 6A HA = @A E A=H =@E? =IJBA ? J g = af + b K @A a, b R =JK ?E D2 (g) = a2 D2 (f ).
,A IJH= EA
+ B H
JA HA AE =LA
D2 (g ) = M (g 2 ) [M (g )]2 = M ((af + b)2 ) [M (af + b)]2 = = M (a2 f 2 + 2abf + b2 ) [M (af + b)]2 .
,=H ? B H
? IA?E AE " M AIJA K
FAH=J H E E=H @A?E
D2 (g ) = a2 M (f 2 ) + 2abM (f ) + b2 M () [a M (f ) + b M ()]2 .
I M () = 1 ? B H
? IA?E AE @A?E
D2 (g ) = a2 M (f 2 ) + 2abM (f ) + b2 a2 [M (f )]2 2abM (f ) b2 = = a2 (M (f 2 ) [M (f )]2 ) = a2 D2 (f ). G A @
6A HA = ! ,=? ? JA @ K =JK ?E
(fi )i=1,n
IK J L=HE=>E A = A=J =HA HA= A E @AFA @A JA @ K
( n ) n D fi = D2 (fi ).
2 i=1 i=1
,A
IJH= EA
+ B H
n i=1
@A
E EAE =LA
( D2
) fi
(( ) ( n ))2 n . =M fi M fi
i=1 i=1
! + L=HE= =
( ( )2 )2 ( n ) n n n fi M (fi ) = M (fi M (fi )) = D2 fi = M
i=1
#
,E
E E=HEJ=JA= KE M HA K J
[ = M = =
n i=1 n i=1
i=1 n i=1
i=1
i=1
(fi M (fi ))2 + 2
(fi M (fi )) (fj M (fj )) = M [(fi M (fi )) (fj M (fj ))] =
1i<j n
M [(fi M (fi ))2 ] + 2 D2 (fi )
1i<j n
E @?
M [(fi M (fi ))(fj M (fj )) = = M [fi fj M (fi )fj M (fj )fi + M (fi )M (fj )] = = M (fi fj ) M [M (fi )fj ] M [M (fj )fi ] + M [M (fi )M (fj )] = = M (fi fj ) M (fi )M (fj ) M (fj )M (fi ) + M (fi )M (fj )M () = = M (fi fj ) 2M (fi )M (fj ) + M (fi )M (fj ) = = M (fi fj ) M (fi )M (fj ).
,=H fi , fj IK J @ K L=HE=>E A = A=J =HA E @AFA @A JA @A?E ? B H =LA M (fi fj ) M (fi )M (fj ) = 0 G A @
JA HA AE $
! + L=HE= =
.EA f, g : R @ K L=HE=>E A = A=J =HA HA= A
,A E E= ! 2HE ? L=HE= = L=HE=>E A H = A=J =HA K H HA= J=J ?K C (f, g) E @=J @A B H K =
E g L
A ACA K
C (f, g ) = M [(f M (f )) (g M (g ))],
K @A M AIJA FAH=J HK @A L= =HA A@EA

? JE K=HA EH FH FHEAJ E A ? L=HE= AE IK> B H = K H JA HA A
#
6A HA = ! )HA ? B H K =
C (f, g ) = M (f g ) M (f ) M (g ).
,A IJH= EA
2 A? @ @A = @A E E= ! =LA
C (f, g ) = M [(f M (f )) (g M (g ))] = = M [f g M (f ) g M (g ) f + M (f ) M (g )].
)F E? @ E E=HEJ=JA= KE M HA K J ?
C (f, g ) = M (f g ) M (f ) M (g ) M (g ) M (f ) + M (f ) M (g ) M () = = M (f g ) 2 M (f ) M (g ) + M (f ) M (g ) = M (f g ) M (f ) M (g ),
@A =HA?A M () = 1.
GA@
: R
6A HA = ! ,=? f, g @A JA =JK ?E C (f, g) = 0.

,A IJH= EA
IK J @ K L=HE=>E A = A=J =HA HA= A E @AFA
)?A=IJ = H = EA HA K J @E JA HA = ! E @E JA HA = $ = E @AFA @A AE = @ K L=HE=>E A = A=J =HA HA= A GA@
6A HA = ! ! )HA ? B H K =
,A IJH= EA
C (f, f ) = D2 (f ).
,E JA HA = ! ?K = ACAHA= g = f HA K J ?
C (f, f ) = M (f 2 ) [M (f )]2 = D2 (f ) q.e.d.
6A HA = ! " ,=? f, g : R IK J @ K L=HE=>E A = A=J =HA HA= A @AFA @A JA E E=H =@E? g = af + b ?K a, b R, =JK ?E C (f, g) = a D2 (f ).
,A IJH= EA
+ B H
JA HA AE ! =LA
C (f, g ) = M (f g ) M (f ) M (g ) = M [f (af + b)] M (f ) M (af + b) = = M (af 2 + bf ) M (f ) M (af + b).
,E
E E=HEJ=JA= FAH=J HK KE @A L= =HA
A@EA M HA K J ?
C (f, g ) = a M (f 2 ) + b M (f ) M (f ) [a M (f ) + b] = = a M (f 2 ) + b M (f ) a [M (f )]2 b M (f ) = = a[M (f 2 ) [M (f )]2 ] = a D2 (f ). G A @
" + A ?EA JK @A ? HA = EA
#!
6A HA = ! # ,=?
(fi )i=1,n IK J L=HE=>E A = A=J =HA HA= A =JK ( n ) n 2 D fi = D2 (fi ) + 2 C (fi , fj ).

i=1 i=1 1i<j n
?E
,A
IJH= EA
IE @ H= E = A JK @E
@A
IJH= E= JA HA AE !
( n ) n 2 M [(fi M (fi )) (fj M (fj ))] = D fi = M [(fi M (fi ))2 ] + 2

i=1
>E A
i=1 n i=1
1i<j n
D2 (fi ) + 2
1i<j n
C (fi , fj ) G A @
" + A ?EA JK @A ? HA = EA
.EA f, g : R @ K L=HE=>E A = A=J =HA HA= A
,A L
E E= " 2HE ? A ?EA JK @A ? HA = EA = ?A H @ K L=HE=>E A = A=J =HA HA= A A ACA K K H HA= J=J ?K r(f, g) E @=J @A B H K =
r(f, g ) = C (f, g ) M [(f M (f )) (g M (g ))] = D(f ) D(g ) D (f ) D (g )
)E?E FHAIKFK A ? ANEIJ @EIFAHIEE A L=HE=>E A H = A=J =HA HA= A f E g ? JE K=HA FHA A J FH FHEAJ E A ? A ?EA JK KE @A ? HA = EA
6A HA = " )HA ? B H K =
r(f, g ) =
,A IJH= EA
M (f g ) M (f ) M (g ) . D(f ) D(g )
IE
@A E E= " E JA HA = ! G A @
: R
6A HA = " ,=? f, g @A JA =JK ?E r(f, g ) = 0.

,A IJH= EA
IK J @ K L=HE=>E A = A=J =HA HA= A E @AFA

E E= " E JA
) H = E= =?AIJAE JA HA A HA K J @E @A
HA = !
GA@
1 r(f, g )
6A HA = " ! 2A JHK HE?A @ K L=HE=>E A = A=J =HA f E g =LA

1.
#"
,A IJH= EA
+=H=?JAHEIJE?E K AHE?A = A L=HE=>E A H = A=J =HA HA= A @=J FHE B H K =
.EA h : R L=HE=>E = A=J =HA HA= h = u(f M (f )) + v (g M (g )), K @A u, v R )JK ?E
h2 = u2 (f M (f ))2 + 2uv (f M (f )) (g M (g )) + v 2 (g M (g ))2 ,
@A?E
M (h2 ) = u2 D2 (f ) + 2uv C (f, g ) + v 2 D2 (g ),
K @A = B IEJ E E=HEJ=JA= L= HEE A@EE M E @A E E= = @EIFAHIEAE JA HA = # =LA M (h2 ) 0, @A?E B H = F JH=JE? AIJA F EJEL @A EJ
u2 D2 (f ) + 2uv C (f, g ) + v 2 D2 (g ) 0
I @E
FA JHK HE?A u, v R. 2A JHK v = 0 IA F =JA > E A A A A J=H ?

D2 (f ) ( u )2 v + 2C (f, g ) u + D2 (g ) 0 v
FA JHK HE?A u R E v R = R \ {0}. 2HE KH =HA @EI?HE E = JK @A CH=@K = @ E A= u AIJA AC=JEL ,A?E v
= [2C (f, g )]2 4D2 (f ) D2 (g ) 0,
@A K @A
C (f, g ) 1, =@E? r(f, g ) [1, 1]. G A @ D(f ) D(g )
6A HA = " " ,=? f, g : R IK J @ K L=HE=>E A = A=J =HA HA= A @AFA @A JA E E=H =@E? g = af + b, K @A a, b R ?K a = 0, =JK ?E r(f, g ) = 1.
,A IJH= EA
)F E? @ JA HA = ! " E JA HA =
HA K J ?
r(f, g ) =
C (f, g ) a D2 (f ) a = = = 1. G A @ D(f )D(g ) D(f ) |a| D(f ) |a|
)HA
? E HA?EFH ?= JA HA AE " "
#
A JA
.EA K = CA>H @A ALA E A JA ?K ALA E A JK IECKH P : K [0, +) FH >=>E EJ=JA =@EJEL E f : R L=HE=>E = A=J =HA HA=
,A E E= # 2HE A JK @A H@E K k N = L=HE=>E AE = A=J =HA HA= A L A ACA K K H HA= J=J ?K Mk R @=J @A B H K = Mk = M (f k ), K @A M (f k ) AIJA L= =HA= A@EA = L=HE=>E AE = A=J =HA f k .
#
A JA
##
+ k . IE @ JA HA = =LA Mk = x dFf (x), K @A Ff : R R AIJA BK ? E= @A HAF=HJE EA = L=HE=>E AE = A=J =HA f ,E E JACH= = 5JEA J AI IA > E KH J =HA A B H KA ( )
E @=? f AIJA L=HE=>E = A=J =HA IE F ?K J=>A K @A HAF=HJE EA f : =JK ?E Mk =

n
k i=1 xi pi ;
xi pi
,
i=1,n
EE @=? f AIJA L=HE=>E = A=J =HA @EI?HAJ ?K J=>A K @A HAF=HJE EA f : =JK ?E Mk = iN xk i pi ; EEE @=? f AIJA L=HE=>E f : R R, =JK ?E
xi pi
) ,
iN
= A=J =HA ? JE K ?K @A IEJ=JA= @A FH >=>E EJ=JA

Mk =
+
xk f (x)dx.
>IAHL ? FA JHK k = 0 =LA M0 = M (f 0 ) = M () = 1, @A?E A JK @A H@E K AH AIJA AC= ?K K K FA JHK k = 1 =LA M1 = M (f ) @A?E A JK @A H@E K K K AIJA J ? =E L= =HA= A@EA = L=HE=>E AE = A=J =HA f E=H FA JHK k = 2 =LA M2 = M (f 2 ) @A?E > E A A JK @A H@E K @ E ?=HA = B IEJ 2 ?= ?K K @EIFAHIEAE )IJBA FKJA I?HEA ? D2 (f ) = M (f 2 ) [M (f )]2 = M2 M1 . ANA F A A = ?= ?K =J A JK @A H@E K @ E FA JHK @EBAHEJA L=HE=>E A = A=J =HA HA= A
,A E E= # 2HE A JK =>I KJ @A H@E K k N = L=HE=>E AE = A=J =HA HA= A f L A ACA K K H HA= J=J ?K Mk R @=J @A B H K = Mk = M (|f |k ), K @A M (|f |k ) AIJA L= =HA= A@EA = L=HE=>E AE = A=J =HA |f |k .
+ . IE @ JA HA = =LA Mk = |x|k dFf (x), K @A Ff : R R AIJA BK ? E= @A HAF=HJE EA = L=HE=>E AE = A=J =HA f. ,E E JACH= = 5JEA J AI IA > E KH J =HA A B H K A ( )
E @=? f AIJA L=HE=>E = A=J =HA IE F ?K J=>A K @A HAF=HJE EA f : =JK ?E

Mk
xi pi
,
i1,n
n
i=1
|xi | pi ;
k
EE @=? f AIJA L=HE=>E = A=J =HA @EI?HAJ ?K J=>A K @A HAF=HJE EA f :
xi pi
) ,
iN
=JK ?E Mk = iN |xi |k pi ; EEE @=? f AIJA L=HE=>E = A=J =HA ? JE K ?K @A IEJ=JA= @A FH >=>E EJ=JA + f : R R, =JK ?E Mk = |x|k f (x)dx.
#$
6A HA = # ,=? FA JHK L=HE=>E = A=J =HA HA= ANEIJ @A H@E K n N =JK ?E FA JHK HE?A k {0, 1, . . . , n} ANEIJ
k.
A JK =>I KJ A JK @A H@E K
+ B H FHAIKFK AHEE ANEIJ A JK =>I KJ @A H@E K n + AC= ?K Mn R @A?E E JACH= = 5JEA J AI E FH FHEA |x|n dF (x) AIJA ? LAHCA J + k 8HA I =H J ? E E JACH= = x dF (x) AIJA ? LAHCA J FA JHK HE?A k = 0, n. . IE @ FH FHEAJ E A E JACH= AE 5JEA J AI =LA
,A IJH= EA
|Mk | = =
x dF (x)
k
(,1][1,+)
|x|k dF (x) = k |x| dF (x) + |x|k dF (x) |x|n dF (x) +

1 k [1,1] 1 1
(,1][1,+) n
|x|k dF (x)
Mn
|x| dF (x) +
|x| dF (x) =
|x|k dF (x),
HA K J=J ?=HA AIJA K
H HA=
EJ ,A?E Mk R. G A @
A JK B=?J HE= @A H@E K k N = N \ {0} = L=HE=>E AE A ACA K K H HA= J=J ?K k R @=J @A B H K = k = M [f (f 1) . . . (f k + 1)], K @A M [f (f 1) . . . (f k + 1)] AIJA L= =HA= A@EA = L=HE=>E AE = A=J =HA f (f 1) . . . (f k + 1). ?= K k = 1 > E A 1 = M (f ), =@E? J ? =E L= =HA= A@EA = KE f. ?= K k=2 >E A
2 = M [f (f 1)] = M (f 2 f ) = M (f 2 ) M (f ) = M2 M1 ,
,A E E= # ! 2HE = A=J =HA HA= A f L
=@E? @EBAHA = @E JHA A JA A @A H@E K @ E E A JK @A H@E K K K ?=HA AIJA J ? =E L= =HA= A@EA 2A JHK K k =H>EJH=H A JK B=?J HE= IA F =JA AN FHE = ?K = KJ HK A JA H @A H@E IKFAHE H B IE @ K AHA A KE 5JEH E C
) L KJ @A E E= ?K IA ? IJHKEA JA ?=H=?JAHEIJE?= K AHE? ?K I ?KJ IK> K A A @A @EIFAHIEA FA JHK L=HE=>E = A=J =HA HA= ? JE K=HA @ CA AH= E =HA =JKH= = =?AIJAE @A E EE
,A L
A JK ?A JH=J @A H@E K k N = L=HE=>E AE = A=J =HA f E E= # " 2HE A ACA K K H HA= J=J ?K mk @=J @A B H K = mk = M [(f M (f ))k ].
$ .K ? EE CA AH=J =HA
#%
2A JHK k = 0 > E A m0 = M [(f M (f ))0 ] = M () = 1, FA JHK k = 1 > E A

m1 = M [(f M (f ))1 ] = M (f ) M (f )M () = 0,
E=H FA JHK k = 2 HA > E A ? B H @A E EAE @EIFAHIE= =@E? D2 (f ) = m2 . >IAHL ? A JA A ?A JH=JA I =H K AHE? FH JEAHA= L=HE=>E AE = A=J =HA f KHK L= HEE A@EE M (f )
+ . IE @ JA HA = =LA mk = (x M (f ))k dFf (x), K @A Ff AIJA BK ? E= @A HAF=HJE EA = L=HE=>E AE = A=J =HA f A E ? E A JK ?A JH=J IA F =JA AN FHE = FA JHK K k N =H>EJH=H ?K = KJ HK A JA H @A H@E IKFAHE H . IE @ @A L J=HA= >E E= = KE AMJ =LA
mk = M [(f M (f ))k ] = M =
k i=0
k i=0
i i (1)ki Ck f [M (f )]ki = k i=0
i (1)ki Ck [M (f )]ki M (f i ) =
i (1)ki Ck (M1 )ki Mi ,
K @A =
IEJ E E=HEJ=JA= FAH=J HK KE @A L= =HA
A@EA
.K ? E= CA AH=J =HA AIJA BK ? EA ?=HA IA =I ?E= L=HE=>E A H = A=J =HA @EI?HAJA E @ =KJ =J ?A H IE F A ?=HA =K E =CE A= B H =J @E K E A= K AHA H =JKH= A )IJBA A f : R L=HE=>E = A=J =HA @EI?HAJ ?K J=>A K @A HAF=HJE EA ( ) @=J @A f :
k pk
,=? f AIJA
kN
L=HE=>E
= A=J =HA IE F
?=HA =HA E =CE A=
B H =J @E JH IK> K E A = K AHA H =JKH= A L=HE=>E AE = A=J =HA IE F A L ? F AJ= BA K KH L FK A J =JA K AHA A =JKH= A E=H = =?A A K E =CE A= L=HE=>E AE = A=J =HA IE F A K FH >=>E EJ
=JK ?E J=>A K @A HAF=HJE EA = J H FHE K H @ = J=>A K KE AHA =JKH= A ?=HA K =F=H E AC= A ?K AH
iN
,A E E= $ .K ? E= G K A JA BK ? EA CA AH=J =HA
:DRR
@=J @A B H K = G(x) =
p i xi
IA
2HE = @=J ? IJ=J ? BK ? E= G IA @A A JA FHE E JAH A@EK K AE IAHEE @A FKJAHE =E >IAHL ? FA JHK HE?A x [1, 1] =LA
iN
|pi xi | =
iN
pi |x|i
iN
|pi | = 1.
#&
. IE @ JA HA = KE 9AEAHIJH=IIA @E JA HE= IAHEE H @A FKJAHE @A@K?A ? FA JHK HE?A x [1, 1] IAHE= @A FKJAHE iN pi xi AIJA ? LAHCA J @A?E BK ? E= G AIJA >E A @A EJ FA JHK HE?A x [1, 1]. 2HE KH =HA [1, 1] D, K @A D R AIJA @ A EK @A @A E EA = BK ? EAE G. 6 J @E JA HE= IAHEE H @A FKJAHE IA ?K = JA ? FA JHK HE?A x (1, 1) BK ? E= G IA F =JA @AHEL= @AHEL=HA= ABA?JK @K IA JAH A ?K JAH A >IAHL ? G(0) = p0 . ,E G(x) = p0 + p1 + p2 x2 + + pn xn + . . . FHE @AHEL=HA IA > E A ? G (x) = p1 + 2p2 x + + npn xn1 + . . . , @A?E G (0) = p1 . ,=? @AHEL=HA= IA ANA?KJ ? @=J =JK ?E G (x) = 2p2 + + n(n 1)pn xn2 + . . . , @A?E G (0) = 2p2 . 2HE E @K? EA =JA =JE? IA =H=J E A@E=J ? G(n) (0) = n!pn n =@E? pn = G n(0) . ,E ?=K = =?AIJAE B H K A BK ? E= G F =HJ @A K EHA= @A BK ? EA ! CA AH=J =HA E @? @=? =LA B H K = KE G E A@E=J FKJA CA AH= FH >=>E EJ E A
pn , n N
? JE K=HA @
? JAL= ANA F A @A ?= ?K = BK ? EAE CA AH=J =HA
L=HE=>E = = A=J =HA ?=H=?JAHEIJE? A : ) ( 0 1 =JK ?E BK ? E= R = ALA E A JK KE A, @=J @A J=>A K @A HAF=HJE EA A : CA AH=J =HA ? HAIFK J =HA AIJA G(x) = q + px.
q p
-NA F K $ ,=? ? IE@AH
-NA F K $ ,=? ? IE@AH L=HE=>E = = A=J =HA f1 , ? HAIFK HEA AE =HK ? HEE =HK KE =JK ?E =LA J=>A K @A HAF=HJE EA
1 f1 ; 1 6 2 1 6 3 1 6 4 1 6 5 1 6 6 1 6
J =HA ANFA
=?AIJ ?= BK ? E= CA AH=J =HA AIJA

1 1 1 1 1 1 G(x) = 0 1 + x + x2 + x3 + x4 + x5 + x6 + 0 x7 + . . . 0 xn + = 6 6 6 6 ( 6 6 ) 6 6 1 1x 1 xi = x = , 6 i=1 6 1x
FA JHK HE?A x = 1.
-NA F K $ ! ,=? ? IE@AH

AH=J =HA ? HAIFK
L=HE=>E f2 , ? HAIFK J =HA ACEE >E ( = = A=J =HA ) k E= A @=J @A J=>A K @A HAF=HJE EA f2 : , =JK ?E BK ? E= CA k k nk J =HA AIJA @=J @A
G(x) =
n k=0
Cn p q
k=0,n
k k nk k Cn p q x = (px + q )n ,
IE @ ACA= >E
E= = KE AMJ
#'
f3 ,
-NA F K $ " ,=? ? IE@AH L=HE=>E = = A=J =HA DEFAHCA AJHE?A @=J @A J=>A K @A HAF=HJE EA
k k nk f3 : CN , CN2 1 n CN1 +N2 k=0,n
? HAIFK
J =HA ACEE
=JK ?E BK ? E= CA AH=J =HA ? HAIFK
J =HA AIJA
n nk k CN CN 1 2 G( x ) = xk . n C N1 + N2 k=0
-NA F K $ # ,=? ? IE@AH

? HAIFK J =HA AIJA
G(x) =
kN
L=HE=>E = = A=J ( )=HA f4 , ? HAIFK

k pq k
k N
J =HA ACEE CA
AJHE?A @=J @A J=>A K @A @EIJHE>K EA f4 :

k=0
=JK ?E BK ? E= CA AH=J =HA
pq x = p
k k
(qx)k = p
1 , 1 qx
FA JHK HE?A x ?=HA LAHE ? |qx| < 1.
-NA F K $ $ ,=? ? IE@AH L=HE=>E = = A=J =HA f5 , ? HAIFK J =HA ACEE KE 2 EII ) I=K ACEE ALA E A JA H H=HA @=J @A J=>A K @A @EIJHE>K EA f5 : (
k
k
e k!
=JK ?E BK ? E= CA AH=J =HA ? HAIFK

kN
J =HA AIJA
= e ex = e(x1)
G( x ) =
k
k N
k!
x =e
(x)k k=0
k!
FA JHK HE?A x R.
,KF ?K = L KJ BK ? E= CA ( AH=J ) =HA G : R R, G(x) =
k pk , ?K IECKH=
kN
k=0
pk xk =J= =J
L=HE=>E AE = A=J =HA @EI?HAJA f : JAHL= K [1, 1] E @AHEL=>E FA JHK HE?A n N =LA
G
(n)
AIJA ? LAHCA J FA E
@A
k =n
EJ=JA @A HE FA JHK HE?A x (1, 1) )IJBA
( x) =
pk k (k 1)(k 2) . . . (k n + 1)xkn .
,=? IA FHAIKFK A ? BK ? E= G(n) AIJA >E A @A EJ FA JHK x = 1 =@E? IAHE= LAHCA J =JK ?E B =HJA K H G(n) (1) = k=n pk k (k 1)(k 2) . . . (k n + 1) AIJA ?
$
IA F J ?= ?K = @ HA?KHIEL A JA A B=?J HE= A = A L=HE=>E AE = A=J =HA @EI?HAJA f. JH =@AL H FA JHK n = 1 > E A
G (1) =
k=1
pk k =
k=0
kpk = M (f ).
2A JHK n = 2 =LA
G (1) =
k=2
pk k (k 1) =
k=0
k (k 1)pk =
k=0
k 2 pk
k=0
kpk = M (f 2 ) M (f )
.EA x (1, 1) K HA=
H HA=
N=J ,=?( f : ) N AIJA

k pk , ?
k N
L=HE=>E
= A=J =HA
@EI?HAJ ?K J=>A K @A @EIJHE>K EA f :

x
k
B H
F=H=CH=BK KE '
f ( ) BK ? E= g : R, g ( ) = x AIJA J J ( )
L=HE=>E
= A=J =HA @EI?HAJ @=J @A A@EA = L=HE=>E AE = A=J =HA g
J=>A K @A HAF=HJE EA g :
pk
. )JK ?E L= =HA=
kN
AIJA M (g ) = M (xf ) = kN pk xk = G(x) FA JHK HE?A x (1, 1) . IE @ AC= EJ=JA= G(x) = M (g ) = M (xf ) > E A KH J =HA= =F E?= EA E F HJ= J = BK ? EAE CA AH=J =HA
6A HA = $ ,=? (fi )i=1,n IK J L=HE=>E A = A=J =HA @EI?HAJA IE F A ?K L= HE K AHA =JKH= A E @AFA @A JA @ K ? JA @ K =L @ BK ? EE A CA AH=J =HA ? HAIFK J =HA (Gi )i=1,n , =JK ?E L=HE=>E = = A=J =HA f : R, @=J @A B H K = n f = J J L=HE=>E = A=J =HA @EI?HAJ ?K L= HE K AHA =JKH= A i=1 fi L= =L @ BK ? E= CA AH=J =HA G ?=HA IA ?= ?K A= ?= FH @KIK BK ? EE H CA AH=J =HA
Gi , i = 1, n : G =
,A
i=1
Gi .
IJH= EA
)LA
i=1 fi
G(x) = M (x
)=M
( n
i=1
) x
fi
n i=1
M (x ) =
fi
n i=1
Gi (x). G A @
+=FEJ K 1 AC= EJ E FH >=>E EIJE?A

1 AC= EJ=JA= FH >=>E EIJE? = KE 0 @AH
= CA>H AIJA >E A ?K I?KJ KH J =HA= E AC= EJ=JA IK> K A A @A E AC= EJ=JA= KE 0 @AH ( n )1/p ( n )1/q n
i=1
|ai |p
i=1
|bi |q
i=1
|ai bi |,
K @A ai , bi R IK J K AHA HA= A E=H p, q > 0, p, q R IK J @ 1 F EJELA FA JHK ?=HA p +1 = 1 )?A=IJ E AC= EJ=JA IA ANJE @A q = = E = =JA =JE? =F=HA KH J =HA= E AC= EJ=JA @A JEF 0 @AH h1 , h2 : [a, b] R E JACH=>E A 4EA = =E CA AH= E JACH=>E A HA = E=
(
a b p
K K AHA HA= A = E JACH= A E FA JHK BK ? EE A A>AIGKA =HA ?
)1/q b )1/p ( b q |h1 (x)| dx |h2 (x)| dx |h1 (x) h2 (x)| dx

a a
1 AC= EJ=JA= KE 0 @AH =F=HA E
JA HE= FH >=>E EJ E H IK> B H = KH
J =HA
6A HA = ,=?
f, g : R
IK J @ K L=HE=>E A = A=J =HA HA= A =JK ?E
[M (|f |p )]1/p [M (|g |q )]1/q M (|f g |),
K @A p, q > 0 IK J @ K K AHA HA= A F EJELA FA JHK ?=HA FAH=J HK @A L= =HA A@EA @A EJ F=H=CH=BK
2A JHK = @A IJH= JA HA = FHA= =>E =LA ?K I?KJ IK> K A A @A E AC= EJ=JA= KE ; K C $
1 p
1 q
= 1,
E=H M AIJA
= KJ J =HA
AL EA @A
$
A = ,=? a, b IK J @ K p, q IK J @ K K AHA F EJELA ?K

2HA A J
,A
K AHA HA= A F EJELA =JK ?E

1 p
ap p
bq q
ab,
K @A
1 q
= 1.
@ K @A
IJH= E=
IJH= EE FA JHK A = FA JHK A =
5A ? IE@AH BK ? E= H : [0, +) [0, +), H (t) = tp1 . A E ? BK ? E= 1 H AIJA >E A @A EJ E @? @E AC= EJ=JA= p +1 = 1 ?K p, q > 0 HA K J ? p > 1 q .K ? E= H E= L= HE F EJELA ?K H (0) = 0 E AIJA IJHE?J ?HAI? J =HA ?K limt H (t) = . 2HE KH =HA BK ? E= H AIJA >E A?JEL ?K BK ? E= E LAHI H 1 : [0, ) [0, ), 1 1 H 1 (y ) = y q1 . JH =@AL H @E tp1 = y HA K J ? t = y p1 E AC= EJ=JA= p +1 =1 q q 1 AIJA A?DEL= A J ?K AC= EJ=JA= (p 1) (q 1) = 1, @A?E t = y . 2A JHK HE?A K AHA HA= A F EJELA a, b =LA
H (t)dt +
0
H 1 (y )dy a b,
=HE= @=J @A E JACH= = 0 H (t)dt =@K =J ?K =HE= @=J @A E JACH= = H 1 (y )dy AIJA =E =HA I=K AC= @A? J =HE= @HAFJK CDEK KE ?K =JKHE A @A K CE A 0 a E b LA E CKH= ,=H
b
0 a
E @?
tp H (t)dt = p
a 0
ap = p
y
yq (y )dy = q
=
0
bq ap bq , deci + ab. q p q
y H(t) b
.ECKH=
,A IJH= E=
FA JHK A =
p q
5A ? IE@AH BK ? E= G : [0, ) R, G(a) = ap + bq ab. )JK ?E G (a) = ap1 b, @A?E FA JHK a [0, bq1 ] =LA G (a) 0 E=H FA JHK a [bq1 , ) =LA G (a) 0. )IJBA a = bq1 AIJA K FK ?J @A E E C >= E JAHL= K [0, ) FA JHK BK ? E= G.
G( b
q 1
bq bq b(q1)p bq + bq1 b = + bq = bq )= p q p q
) 1 1 + 1 = 0. p q
)JBA G(a) G(bq1 ) = 0 FA JHK HE?A a [0, ). G A @
1 AC= EJ=JA= FH >=>E EIJE? = KE 0 @AH

,A IJH= EA
$!
FA JHK JA HA = 2A JHK HE?A A

|f ( )| R [M (|f |p )]1/p
a=
E b=
|g ( )| R. [M (|g |q )]1/q
)F E? @ A = IA > E A ?
ap bq |f ( )|p |g ( )|q + = + ab= p q p M (|f |p ) q M (|g |q ) |(f g )( )| = , p [M (|f | )]1/p [M (|g |q )]1/q
E AC= EJ=JA= L= =>E FA JHK HE?A . 2HE KH =HA

|f |p |g |q |f g | + p q p 1 /p p M (|f | ) q M (|g | ) [M (|f | )] [M (|g |q )]1/q
)F E? @ FAH=J HK @A L= =HA= A@EA FA JHK =?A=IJ E AC= EJ=JA E B IE @ J E= E E A=HEJ=JA= FAH=J HK KE @A L= =HA A@EA LA E ? IA?E = " E ? IA?E = # HA K J ?
1 1 M (|f |p ) + M (|g |q ) p p M (|f | ) q M (|g |q ) 1 M (|f g |), p 1 /p [M (|f | )] [M (|g |q )]1/q
=@E?
1 1 M (|f g |) + . p p q [M (|f | )]1/p [M (|g |q )]1/q
1 ,=H p +1 = 1 ? B H FHAIKFK AHEE @A K @A HA K J E AC= EJ=JA= KE 0 @AH @E q A K K JA HA AE G A @
+ IA?E = .EA K AHA A HA= A (ai )i=1,n E (bi )i=1,n . 2HAIKFK A ? =LA IAF=H=J @ K ANFAHEA A = ?=HA =F=H K AHA A ai HAIFA?JEL bi . .EA Ai , i {1, 2, . . . , n} ALA E A JK ?=HA IA HA= E A= =JK ?E ? @ = FHE = ANFAHEA =F=HA K HK ai HAIFA?JEL = = @ K= ANFAHEA =F=HA K HK bi 2HAIKFK A ? K AHA A (ai )i=1,n E (bi )i=1,n =F=H ?K =?AE= E FH >=>E EJ=JA ,A =HA?A (Ai )i=1,n AIJA K IEIJA ? F AJ 1 @A ALA E A JA =LA P (Ai ) = n FA JHK HE?A i = 1, n. ,=? f, g : R IK J @ K L=HE=>E A = A=J =HA HA= A IE F A( =J= =JA ANFAHEA ) ?A H @ K ( ) A ABA?JK=JA IAF=H=J
@=JA FHE J=>A A A @A HAF=HJE EA f : HAF=HJE EA @=J @A f g :
ai bj pij a1
1 n
Eg:
i=1,n
bi
1 n
,
i=1,n
=JK ?E L=HE=>E =
= A=J =HA FH @KI f g : ( R L= ) J J L=HE=>E = A=J =HA HA= IE F ?K J=>A K @A

,
i,j =1,n
K @A pij = P ((f = ai ), (g = bj )) FA JHK HE?A
$"
i, j = 1, n
? B H F=H=CH=BK KE ' I FA JHK i = j IA > E A pij = P (Ai Aj ) = 1 P () = 0, E=H pii = P ((f = ai ), (g = bi )) = P (Ai Ai ) = P (Ai ) = n . 2HE KH =HA @=? ( J=>A K ) @A HAF=HJE EA IA JAHC FH >=>E EJ E A ?K L= =HA= AH A H A J=>A K f g :
( |f |p : ai bi
1 n
I f, g, f g IK J L=HE=>E A = A=J =HA IE F A @A?E ? B H

( ; |g |q : ) ( )
i=1,n
F=H=CH=BK KE ' L
1 n
>E A?
)
i=1,n
|ai |p
|bi |q
1 n
E |f g | :
i=1,n
|ai bi |
1 n
@A K @A
M (|f | ) =
p n i=1
1 |ai | , n
p
M (|g | ) =
q
n i=1
1 |bi | , n
q
E M (|f g |) =
n i=1
|ai bi |
1 . n
2HE KH =HA @E JA HA = HA K J ?
( n
i=1
1 |ai |p n
)1/p (
n i=1
1 |bi |q n
)1/q
n i=1
|ai bi |
1 n
?AA= ?A AIJA A?DEL= A J ?K E AC= EJ=JA=

( n )1/q ( ) 1 1 ( n ) +q p 1 1 |ai |p |bi |q |ai bi | , n n i=1 i=1 i=1 ( n )1/p ( n )1/q n p q |ai | |bi | |ai bi |. G A @
n i=1 i=1 i=1
)1/p (
@A?E
,E JA HA = FA JHK ?= K F=HJE?K =H p = q = 2 IA > E A E AC= EJ=JA= KE 5?DM=HJ
6A HA =
2 2
,=? f, g : R IK J @ K L=HE=>E A = A=J =HA HA= A =JK ?E
M (|f | ) M (|g | ) [M (|f g |)]2 .

1 ,=? p = q = 2, =JK ?E p +1 = 1, @A?E FKJA =F E?= E AC= q EJ=JA= FH >=>E EIJE? = KE 0 @AH @E JA HA = [M (|f |2 )]1/2 [M (|g |2 )]1/2 M (|f g |), =@E? M (|f |2 ) M (|g |2 ) [M (|f g |)|2 . GA@
,A IJH= EA
,E E AC= EJ=JA= KE 5?DM=HJ IA > E A E AC= EJ=JA= KE +=K?DO *K E= MI E
6A HA = ! ,=?
M (|f |2 ) [M (f )]2 .
f : R
AIJA
L=HE=>E
= A=J =HA HA=
=JK ?E

1 AC= EJ=JA= FH >=>E EIJE? = KE

,A IJH= EA
MI E
$#
E AC= EJ=JA= KE 5?DM=HJ @E JA HA = = ACA L=HE =>E = = A=J =HA HA= g = , K @A : R, ( ) = 1 FA JHK HE?A . )JK ?E M (|g |2 ) = M () = 1, E=H M (|f g |) = M (|f |). )IJBA @E E AC= EJ=JA= KE 5?DM=HJ > E A M (|f |2 ) [M (|f |)]2 . GA@ = J @A IJH= EA IA F =JA @= FHE B IEHA= @EIFAHIEAE E = JA HA AE
J H + IA?E = ,E JA HA A A E ! FHE F=HJE?K =HE =HA =IA ? IA?E AE IA F J > E A E AC= EJ E A KE +=K?DO *K E= MI E 5?DM=HJ B H = = CA>HE?

1 AC= EJ=JA= FH >=>E EIJE? = KE
MI E
= CA>H AIJA >E A ?K I?KJ KH J =HA= E AC= EJ=JA IK> K A A @A E AC= EJ=JA= KE E MI E FA JHK K AHA A HA= A ai , bi , i {1, 2, . . . , n} E 1 K H HA= @=J =LA
(
n i=1
)1/
|ai |
( n
i=1
)1/
|bi |
n i=1
)1/
|ai + bi |
)?A=IJ E AC= EJ=JA IA ANJE @A = E JACH= A E = = E = =JA =JE? =F=HA KH J =HA= E AC= EJ=JA @A JEF E MI E FA JHK BK ? EE A f, g : [a, b] R E JACH=>E A 4EA = =E CA AH= E JACH=>E A A>AIGKA =HA ?
(
b
)1/
)1/
)1/
|f (x)| dx
a
+
a
|g (x)| dx
|f (x) + g (x)| dx
FA JHK HE?A 1 K HK HA= 1 AC= EJ=JA= KE E MI E =F=HA E J =HA
JA HE= FH >=>E EJ E H IK> B H = KH
6A HA = ,=? f, g : R IK J @ K L=HE=>E A = A=J =HA HA= A E=H 1 AIJA K K H HA= @=J =JK ?E
[M (|f | )]1/ + [M (|g | )]1/ [M (|f + g | )]1/ .
,A IJH= EA
g |). .EA =?K
,=? = 1 =JK ?E M (|f |) + M (|g |) = M (|f | + |g |) M (|f + > 1 K K H HA= N=J )JK ?E
= M (|f + g |1 |f | + |f + g |1 |g |) = = M (|f + g |1 |f |) + M (|f + g |1 |g |).
M (|f + g | ) = M (|f + g |1 |f + g |) M (|f + g |1 (|f | + |g |)) =

$$
? JE K=HA= =F E? E AC= EJ=JA= KE 0 @AH @A = JA HA = = AC @ p = > 1 1, E q = . )JK ?E IA LAHE ? HA = E= p +1 = 1. 1 q 2HE KH =HA

M (|f + g |1 |f |) = M (|f | |f + g |1 ) [M (|f |p )]1/p [M (|f + g |(1)q )]1/q
E
M (|f + g |1 |g |) = M (|g | |f + g |1 ) [M (|g |p )]1/p [M (|f + g |(1)q )]1/q !
I ( 1) q = @A?E @E E ! HA K J ?

M (|f + g | ) ([M (|f |p )]1/p + [M (|g |p )]1/p ) [M (|f + g | )]1/q .
,A =E?E IA > E A ?
[M (|f + g | )]11/q [M (|f |p )]1/p + [M (|g |p )]1/p .
1 q
=1
E p = , @A?E
[M (|f + g | )]1/ [M (|f | )]1/ + [M (|g | )]1/ . G A @
@ = = C ? IA?E AE IA F =JA > E A @E JA HA = + IA?E = B H = = CA>HE? = E AC= EJ EE KE E MI E
! 1 AC= EJ E A KE C H L
=H? L
+A> AL
.EA K = CA>H @A ALA E A JA ?K ALA E A JK IECKH , P : K [0, +) FH >=>E EJ=JA =@EJEL E=H f : R L=HE=>E = A=J =HA HA=
6A HA = ! E AC= EJ=JA= KE =H? L ,=? f AIJA L=HE=>E = A=J =HA F E JEL f 0 =@E? f () 0 FA JHK HE?A ?=HA =@ EJA L= =HA= A@EA M (f ) E=H c > 0 AIJA ? IJ= J HA= @=J =JK ?E =HA ? KH J =HA= E AC= EJ=JA
P (f c ) M (f ) . c
! 1 AC= EJ E A KE
,A IJH= E=
=H? L +A> AL E
C H L
$%
E ,=? f ( : ) [0, +) AIJA HAF=HJE EA f :

xi pi
i=1,n
L=HE=>E
= A=J =HA IE F
@=J @A J=>A K @A
, =JK ?E xi 0 FA JHK HE?A i = 1, n )LA
M (f ) =
n i=1
x i pi
xi c
xi p i
xi c
c pi = c
xi c
pi = c P (f c).
EE ,=? f( : ) [0, +) AIJA HAF=HJE EA f :

xi pi
iN
L=HE=>E
= A=J =HA @EI?HAJ @=J @A J=>A K @A
, =JK ?E xi 0 FA JHK HE?A i N )LA
M (f ) =
iN
xi p i
xi c
x i pi
xi c
cpi = c
xi c
pi = c P (f c.)
EEE ,=? f : [0, +) AIJA L=HE=>E = A=J =HA HA= ? JE K IE F EJEL ?K @A IEJ=JA= @A FH >=>E EJ=JA f : R R =JK ?E f (x) = 0 FA JHK HE?A x 0. JH =@AL H Ff (x) = P (f < x) = P () = 0 FA JHK HE?A x 0. ,A?E f (x) = Ff (x) = 0 FA JHK HE?A x 0. )LA
M (f ) =
+
x f (x)dx =
x f (x)dx +
0
x f (x)dx =
= 0+ x f (x)dx = x f (x)dx 0 0 c f (x)dx = c f (x)dx = c c [ + ] c = c f (x)dx f (x)dx =

x f (x)dx
= c [1 F (c)] = c [1 P (f < c)] = c P (f c). G A @
,=? f : [0, +) AIJA L=HE=>E = A=J =HA= HA= ?K L= HE F EJELA =JK ?E BK ? E= @A HAF=HJE EA Ff : R R ? HAIFK J =HA =?AIJAE L=HE=>E A = A=J =HA HA= A LAHE ? ? Ff (x) = 0 FA JHK HE?A x 0 JH =@AL H
,A IJH= E=
$&
Ff (x) = P (f < x) = P () = 0 FA JHK HE?A x R. )JK ?E + 0 M (f ) = xdFf (x) = xdFf (x) + xdFf (x) = 0 = 0+ xdFf (x) = xdFf (x) xdFf (x) 0 0 c [ + cdFf (x) = c dFf (x) = c dFf (x)
c c
= c [(Ff (+) Ff ()) (Ff (c) Ff ())] = = c [(1 0) (Ff (c) 0)] = c[1 Ff (c)] = = c [1 P (f < c)] = c P (f c). G A @
] dFf (x) =
? JE K=HA= FHA A J E AC= EJ=JA= KE +A> AL B IE @ E AC= EJ=JA= KE =H ? L 1 AC= EJ=JA= KE +A> AL AIJA E AC= EJ=JA= FKH FH >=>E EIJE? @ @ AL= K=HA FA JHK FH JEAHA= K AE L=HE=>E A = A=J =HA HA= A g KHK L= HEE A@EE M (g ) ?K = KJ HK @EIFAHIEAE D2 (g ).
6A HA = ! E AC= EJ=JA= KE +A> AL ,=? g : R AIJA L=HE=>E = A=J =HA HA= =L @ L= =HA= A@EA M (g) R E @EIFAHIE= D2 (g) R =JK ?E
P (|g M (g )| ) D 2 (g ) 2
FA JHK HE?A > 0 K

,A IJH= E=
H HA=
.EA f : R L=HE=>E = = A=J =HA HA= @=J @A f = [g M (g )]2 . )JK ?E f 0, =@E? f ( ) 0 FA JHK HE?A . ) ACA c = 2 ?K > 0 K H HA= E =F E? E AC= EJ=JA= KE =H? L FA JHK f :
P ([g M (g )]2 2 ) M [(g M (g ))]2 . 2
I
([g M (g )]2 2 ) = { | [g ( ) M (g )]2 2 } = = { | |g ( ) M (g )| } = (|g M (g )| ),
E? B H
@A E EAE =LA
P (|g M (g )| ) D2 (g ) . 2
.EA g : R L=HE=>E = A=J =HA HA= =L @ BK ? E= @A HAF=HJE EA Fg : R R. 2 A? @ @A = AC= EJ=JA= P (g < c) = Fg (c) E B IE @
,A IJH= E=
! 1 AC= EJ E A KE
=H? L +A> AL E
C H L
$'
FH FHEAJ E A BK ? EAE @A HAF=HJE EA Fg FHA?K @A@K?A ?

P (|g M (g )| ) =
E FH FHEAJ E A E JACH= AE 5JEA J AI IA

dFg (x).
|xM (g )|
,=H
|xM (g )|
dFg (x) =
|xM (g )|
1 2
|x M (g )|2 dFg (x) 2

2
|x M (g )|2 dFg (x) = 2
|x M (g )|2 dFg (x) =
D (g ) . GA@ 2
? JE K=HA FHA A J
B H A A?DEL= A JA FA JHK E AC= EJ=JA= KE +A> AL

g:R
+ IA?E = ! ,=?
AIJA L=HE=>E = A=J =HA HA= =JK ?E

D 2 (g ) . 2
P (|g M (g )| < ) 1
JH =@AL H (|g M (g)| ) = \ (|g M (g)| < ), @A?E

P (|g M (g )| ) = 1 P (|g M (g )| < ) D 2 (g ) . 2
2HE KH =HA
P (|g M (g )| < ) 1
D 2 (g ) . 2
+ IA?E = ! =JK ?E
,=? = ACA = D(g ) K @A > 0 AIJA K

P (|g M (g )| D(g )) 1 2
H HA= @=J
E
1 . 2
P (|g M (g )| < D(g )) 1
JH =@AL H AIJA @A = K I I ?KE ?K D(g) E AC= EJ E A @E JA HA = ! E @E ? IA?E = ! -IJA E JAHAI= J @=? = ACA E JA K AHA ? ?HAJA FA JHK F=H= AJHK HA= >IAHL ? FA JHK L= HE A KE FHA= E?E E FHA= =HE E AC= EJ=JA= KE +A> AL K AIJA HA AL= J ,=? = 2 > E A
1 4 3 P (|g M (g )| < 2 D(g )) , 4 P (|g M (g )| 2 D(g ))
I=K
%
E=H FA JHK = 3 > E A

P (|g M (g )| 3 D(g )) 8 9 8 P (|g M (g )| < 3 D(g )) . 9
I=K
2HE KH =HA IA >IAHL ? FH >=>E EJ=JA= ?= g (M (g ) D(g ), M (g) + D(g)) ?HA JA @=J ?K @A?E D(g ) AIJA IKH = FH JEAHEE L= HE H L=HE=>E AE = A=J =HA g KHK L= HEE A@EE M (g)
6A HA = ! ! E AC= EJ=JA= KE = A=J =HA E @AFA @A JA =JK ?E

( P
1kn
C H L ,=? f1 , f2 , . . . , fn IK J L=HE=>E A
} ) 1 D2 (fk ), 2
{ max
k (fj M (fj )) j =1
>0
K@
@A
IJH= E= =?AIJAE JA HA A
?=@HK =?AIJAE ? H E
+=FEJ K 6EFKHE @A ? LAHCA = A EHKHE H @A L=HE=>E A = A=J =HA HA= A

]EHKHE @A L=HE=>E A = A=J =HA HA= A
.EA K = CA>H @A ALA E A JA ?K ALA E A JK IECKH E=H V K E A= JKJKH H L=HE=>E A H = A=J =HA HA= A @A EJA FA K ?K L= HE HA= A V = {f : R | f AIJA L=HE=>E = A=J =HA HA= LA E ?=FEJ K $ ? JE K=HA LHA I @A E EK A= @A EH @A L=HE=>E A = A=J =HA HA= A
,A E E= HA= A
BK ? EA H : N V IA K A JA K
EH @A L=HE=>E A = A=J =HA
6AH A EE EHK KE IK J @= E @A H(0) , H(1) , . . . , H(n) , . . . K @A H(n) V FA JHK A?=HA n N, =@E? A?=HA JAH A = EHK KE AIJA L=HE=>E = A=J =HA HA= ? @A H(n) L B IE J= E= fn 2HE KH =HA =LA EHK @A L=HE=>E A = A=J =HA HA= A f0 , f1 , . . . , fn , . . . I=K FA I?KHJ (fn )nN . ? JE K=HA L FHA A J= @EBAHEJA JEFKHE @A ? LAHCA =IKFH= EHKHE H @A L=HE=>E A = A=J =HA HA= A ?=HA IA HAC IAI? = = E = =JA =JE? E JA HE= IKHEE
%
%
6EFKHE @A ? LAHCA
+ LAHCA = FK ?JK= E K EB H @A L=HE=>E A = A=J =HA HA= A
= EHKHE H
,A E E= 8 IFK A ? K EH @A L=HE=>E A = A=J =HA HA= A (fn )nN ? LAHCA FK ?JK= ? JHA BK ? EA f : R, @=? FA JHK HE?A =LA limn fn () = f ( ), =@E? @=? FA JHK HE?A EHK (fn ( ))nN AIJA K EH @A K AHA HA= A ? LAHCA J ? JHA K K H HA= E EJ FA ?=HA J ?K f ().
. IE @ B H = EI K =JA =JE? EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN ? LAHCA FK ?JK= ? JHA BK ? E= f : R @=? FA JHK HE?A R E FA JHK HE?A > 0 ANEIJ n(, ) N =IJBA ? J FA JHK HE?A n n(, ) I =LA |fn ( ) f ( )| < ? JE K=HA L =H J= ? E EJ= FK ?JK= = HE? HKE EH @A L=HE=>E A = A=J =HA AIJA J J L=HE=>E = A=J =HA HA= FHA= =>E =LA AL EA @A KH J =HA A
,A E E= 8 IFK A ? EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN AIJA HCE EJ FK ?JK= @=? FA JHK HE?A =LA ? K E A= @A K AHA HA= A {fn ( ) | n N} AIJA K E A HCE EJ =@E? FA JHK A?=HA ANEIJ M ( ) R =IJBA ? J |fn ( )| M ( ) 6A HA = .EA )JK ?E BK ? EE A
h : R, g : R,
(fn )nN
EH @A L=HE=>E A = A=J =HA HA= A
HCE EJ FK?JK=
h( ) = sup{fn ( ) | n N}, g ( ) = inf {fn ( ) | n N},
f : R, f ( ) = lim sup{fn ( ) | n N} = inf nN supkn {fk ( )} f : R, f ( ) = lim inf {fn ( ) | n N} = supnN inf kn {fk ( )}
@A EJA FA JHK HE?A IK J J J L=HE=>E A = A=J =HA HA= A

>IAHL ? @E HCE EHA= FK ?JK= = EHK KE @A L=HE=>E A = A=J =HA HA= A =LA =IECKH=J ANEIJA = BK ? EE H h, g, f , f 2A JHK ?= h I A L=HE=>E = A=J =HA HA= JHA>KEA I =H J ? FA JHK HE?A x R K E A= @A ELA (h x) K. JH =@AL H
,A IJH= EA
(h x) = { | h( ) x} =
{ | fn ( ) n}.
nN
.EA K 0 { | h( ) x}. )JK ?E h(0 ) x, @A?E E sup{fn (0 ) | n N} x @A K @A HA K J ? FA JHK A?=HA n N =LA fn (0 ) x. 2HE KH =HA
+ LAHCA = FK ?JK=
E K EB H
= EHKHE H @A L=HE=>E A = A=J =HA HA= A %!
0 nN { | fn ( ) x}. 1 LAHI @=? 0 nN { | fn ( ) x} =JK ?E
FA JHK FA JHK HE?A n N =LA fn (0 ) x, =@E? E sup{fn (0 ) | n N} x. 2HE KH =HA h(0 ) x. ? IA?E K E A= @A ELA (h x) = nN (fn x) K, @A =HA?A (fn )nN IK J L=HE=>E A = A=J =HA HA= A @A?E (fn x) K ?=HA AIJA = CA>H @ = = C =LA ? FA JHK HE?A x R K E A= @A ELA
(g x) = { | g ( ) x} =
nN
{ | fn ( ) x} =
(fn x) K.
nN
,E ?A A @A
IJH=JA HA K J ?
E f E f IK J L=HE=>E A = A=J =HA HA= A
GA@
6A HA = ,=? FK ?JK= ? JHA BK ? E= = A=J =HA HA=

,A IJH= EA
EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN AIJA ? LAHCA J f : R =JK ?E BK ? E= E EJ f AIJA J J L=HE=>E
,E ? LAHCA = FK ?JK= = EHK KE @A L=HE=>E A = A=J =HA HA= A (fn )nN ? JHA BK ? E= f : R HA K J HCE EHA= FK ?JK= = EHK KE @A L=HE=>E A = A=J =HA HA= A E FA JHK HE?A =LA
n
lim fn ( ) = f ( ) = f ( ) = f ( ).
IE @ JA HA =
HA K J ? f AIJA
L=HE=>E = A=J =HA HA=
GA@
,A E E= ! 8 IFK A ? K EH @A L=HE=>E A = A=J =HA HA= A (fn )nN AIJA EH +=K?DO FK ?JK= @=? FA JHK HE?A EHK (fn ())nN AIJA K EH @A K AHA HA= A +=K?DO I=K BK @= A J=
. IE @ B H = EI K =JA =JE? EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN AIJA K EH @A L=HE=>E A = A=J =HA +=K?DO FK ?JK= @=? FA JHK HE?A E FA JHK HE?A > 0 ANEIJ n(,) N =IJBA ? J FA JHK HE?A m, n n(,) I =LA |fm ( )
fn ( )| < .
6A HA = ! ]EHK @A L=HE=>E A = A=J =HA HA= A AIJA ? LAHCA J FK ?JK= @=? E K =E @=? AIJA EH +=K?DO FK ?JK=
,E = = E = HA= IA JEA ? K E A= K AHA H HA= A R AIJA ? F AJ =@E? K EH @A K AHA HA= A AIJA ? LAHCA J @=? E K =E @=? AIJA EH +=K?DO 2HE KH =HA FA JHK HE?A EHK (fn ( ))nN AIJA K EH @A K AHA HA= A ? LAHCA J @=? E K =E @=? AIJA K EH K AHE? +=K?DO I=K BK @= A J= GA@
,A IJH= EA
%"
6EFKHE @A ? LAHCA
= A EHKHE H @A L=HE=>E A = A=J =HA HA= A ! IA @A@K?A ? HE?A EH @A L=HE=>E A ? LAHCA J ? JHA L=HE=>E = A=J =HA
. IE @ JA HA = E JA HA = = A=J =HA HA= A @A JEF +=K?DO FK ?JK= L= HA=
,A E E= " 8 IFK A ? K EH @A L=HE=>E A = A=J =HA HA= A (fn )nN ? LAHCA K EB H ? JHA BK ? EA f : R, @=? FA JHK HE?A > 0, ANEIJ n() N =IJBA ? J |fn () f ()| < FA JHK HE?A .
5A >IAHL E A@E=J ? @E ? LAHCA = K EB H = EHK KE @A L=HE=>E A = A=J =HA HA= A HA K J ? LAHCA = FK ?JK= = =?AIJKE EH I E LAHI K AIJA =@AL H=J JH =@AL H @=? = ACA = [0, 1], K = B [0, 1] = {A [0, 1] | A B}, E=H fn : [0, 1] R, fn (t) = tn , FA JHK HE?A n N =JK ?E EHK @A L=HE=>E A = A=J =HA (fn )nN ? LAHCA FK ?JK= ? JHA BK ? E= f : [0, 1] R,
{ f (t) = 0, @=? 1, @=? t [0, 1); t = 1,
K =HA ? ? LAHCA = K EB H = KE (fn )nN ? JHA f, E @? sup{|fn (t) f (t)| | t [0, 1]} = 1, @A?E K F =JA I A HE? J @A E? 6 J @=J FKJA JH=CA ? ? K E= ? @=? EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN ? LAHCA K EB H ? JHA BK ? E= f =JK ?E f AIJA J J L=HE=>E = A=J =HA HA= JH =@AL H @E ? LAHCA = K EB H HA K J ? LAHCA = FK ?JK= = EHK KE @A L=HE =>E A = A=J =HA HA= A E =F E? JA HA =
,A E E= # 8 IFK A ? K EH @A L=HE=>E A = A=J =HA HA= A (fn )nN AIJA EH +=K?DO K EB H I=K EH BK @= A J= K EB H @=? FA JHK HE?A > 0 ANEIJ n() N =IJBA ? J FA JHK HE?A m, n n() (m, n N) I HA K JA |fm () fn ()| < FA JHK HE?A . 6A HA = " 7 EH @A L=HE=>E A = A=J =HA HA= A AIJA ? LAHCA J K EB H @=? E K =E @=? AIJA EH +=K?DO K EB H
2HE = @=J I FHAIKFK A ? EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN AIJA ? LAHCA J K EB H =@E? ANEIJ L=HE=>E = A=J =HA HA= f FA JHK ?=HA @=? n n() , =JK ?E |fn ( ) f ( )| < FA JHK HE?A . )JK ?E @=? 2 m, n n() , IA > E A
,A IJH= EA
|fm ( ) fn ( )| = |fm ( ) f ( ) + f ( ) fn ( ) |fm ( ) f ( )| + |fn ( ) f ( )| < + = 2 2
! + LAHCA = =FH =FA IECKH = EHKHE H @A L=HE=>E A = A=J =HA HA= A
%#
FA JHK HE?A 1 LAHI I FHAIKFK A ? EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN AIJA EH +=K?DO K EB H @A?E FA JHK HE?A > 0, ANEIJ n() N =IJBA ? J FA JHK HE?A m, n n() I =LA |fm ( ) fn ( )| < FA JHK HE?A 2 2A JHK K N=J HA K J ? EHK @A K AHA HA= A (fn ( ))nN AIJA K EH K AHE? +=K?DO @A?E AIJA ? LAHCA J E A f ( ) := lim fn ( ). 2HE KH =HA EHK @A L=HE=>E A n = A=J =HA (fn )nN AIJA ? LAHCA J FK ?JK= ? JHA L=HE=>E = A=J =HA f ? B H JA HA AE E AC= EJ=JA= |fm ( ) fn ( )| < JHA?A = E EJ @KF m , @A?E |f ( ) fn ( )|
2 < @=? n n() E FA JHK HE?A . 2
GA@
! + LAHCA = =FH =FA IECKH = EHKHE H @A L=HE =>E A = A=J =HA HA= A
.EA K = CA>H @A ALA E A JA =L @ FA ALA E A JK IECKH E=H P : K [0, +) FH >=>E EJ=JA =@EJEL
,A E E= ! 8 IFK A ? FH FHEAJ=JA AIJA L= =>E =FH =FA IECKH @=? K E A= ALA E A JA H A A A J=HA @E ?=HA K LAHE ? =?A=IJ FH FHEAJ=JA B H A= K ALA E A J @E K ?K FH >=>E EJ=JA= AH
A E ? FH FHEAJ E A ?K ?=HA L K?H= IA HABAH HA= A @A EJA FA E ALA E A JA A A A A J=HA ?=HA K LAHE ? CA L H B H = ALA E A JA = A = CA>HAE K = L=HE=>E A = A=J =HA FH FHEAJ=JA @A =?AIJ
-NA F K ! 8 IFK A ? L=HE=>E A A = A=J =HA f, g : R LAHE ? HA = E= f g =FH =FA IECKH @=? P (f > g ) = 0 @A =HA?A K E A= (f > g ) = { | f ( ) > g ( )} K ? B H F=H=CH=BK KE $ -C= EJ=JA= = JAHE =H IA F =JA I?HEA E IK> B H = A?DEL= A J @ K L=HE=>E A = A=J =HA HA= A LAHE ? HA = E= f g =FH =FA IECKH @=? P (f g) = 1 JH =@AL H ALA E A JK (f g ) = { | f () g ( )} AIJA ALA E A JK ? JH=H ALA E A JK KE (f > g ) = { | f ( ) > g ( )} E IA =F E? JA HA = 2.4.1. -NA F K ! 8 IFK A ? L=HE=>E A A = A=J =HA f, g : R LAHE ? AC= E J=JA= f = g =FH =FA IECKH @=? P (f = g) = 0, @A =HA?A K E A= (f = g) = { | f ( ) = g ( )} K, ? B H F=H=CH=BK KE $
%$
6EFKHE @A ? LAHCA

a.s.
? JE K=HA =?AIJ B=FJ L J= FHE f = g -C= EJ=JA= = JAHE =H IA F =JA I?HEA a.s. E IK> B H = A?DEL= A J @ K L=HE=>E A = A=J =HA HA= A LAHE ? HA = E= f = g, @=? a.s. P (f = g ) = P ({ | f ( ) = g ( )}) = 1. A E ? HA = E= = AIJA HA = EA @A A?DEL= A FA V , ? =I= L=HE=>E A H = A=J =HA HA= A @A EJA FA , ? ?E AIJA HA ANEL E IE AJHE? E=H JH= EJELEJ=JA= HA = EAE HA K J BA K KH J H @E
{ | f ( ) = g ( )} { | g ( ) = h( )} { | f ( ) = h( )}
>E A
{ | f ( ) = h( )} { | f ( ) = g ( )} { | g ( ) = h( )}.
IE @ FH FHEAJ E A FH >=>E EJ EE LA E JA HA = " " E JA HA = " ' HA K J

P (f = h) = P ({ | f ( ) = h( )}) P ({ | f ( ) = g ( )}) + P ({ | g ( ) = h( )}) = = P (f = g ) + P (g = h)
+ B H
FHAIKFK AHEE P (f = g ) = P (g = h) = 0 @A?E P (f = h) = 0.
>IAHL= E= ! )HA ? KH > 0 =LA
J =HA= f a.s. = g @=?
E K =E @=? FA JHK HE?A
P (|f g | ) = P ({ / |f ( ) g ( )| }) = 0.
JH =@AL H @E
(f = g ) = { | f ( ) = g ( )} = = { | |f ( ) g ( )| = 0} { | |f ( ) g ( )| } = (|f g | )
IA > E A ? P (f = g ) P (|f g| ) FA JHK HE?A > 0 ,=? f a.s. = g, =JK ?E P (f = g ) = 0 @A?E E P (|f g | ) = 0. 1 LAHI @E
(f = g ) = { | f ( ) = g ( )} = } { 1 = | |f ( ) g ( )| > = n nN ) ( 1 = |f g | > n nN
%%
IA > E A ?
( 0 P (f = g ) = P (
nN
1 |f g | n
))
nN
( P
1 |f g | n
) .
1 2HAIKFK @ ? P (|f g| ) = 0 FA JHK HE?A > 0 E = AC @ = n HA K J ( ) 1 ? P |f g| n = 0 FA JHK HE?A n N. )IJBA IK = IAHEAE AIJA AH @A?E E
P (f = g ) = 0.
A E ? HA = E= f = g ?=@HK JA HEAE FH >=>E EJ E H IA JH= I?HEA JA HE= IKHEE BA K KH J H A (E, K, ) K ? F @A IKH E=H f, g : E R @ K BK ? EE IKH=>E A )JK ?E L IFK A ? f = g =FH =FA FAIJA J J FHAI?KHJ=J FHE = F J @=? (f = g ) = ({x E | f (x) = g (x)}) = 1, =@E?
a.s.
(f = g ) = ({x E | f (x) = g (x)}) = 0.
,A E E= ! ]EHK @A L=HE=>E A = A=J =HA HA= A ? JHA L=HE=>E = = A=J =HA f @=?
( P
n n
(fn )nN
? LAHCA =FH =FA IECKH
) ( ) lim fn = f = P { | lim fn ( ) = f ( )} = 1.
a.s.
2A JHK ? LAHCA = =FH =FA IECKH L B IE J= E= fn f, E=H ALA E A JK (limn fn = f ) L J= ?K (fn f ). + @E E= @=J @A E E= ? LAHCA AE =FH =FA IECKHA AIJA A?DEL= A J ?K HA = E=
P (fn f ) = P (
n
) ({ }) lim fn = f = P | lim fn ( ) = f ( ) = 0.
n
? JE K=HA FHA A J =FH =FA IECKH
? JAL= FH FHEAJ E E A@E=JA
AC JKH ?K ? LAHCA =
6A HA = ! .EA (fn )nN E (gn )nN IK J @ K EHKHE @A L=HE=>E A = A=J =HA HA= A a.s. f E gn g. )JK ?E E=H f, g : R @ K L=HE=>E A = A=J =HA HA= A =IJBA ? J fn a.s. a.s. a.s. f + g, fn f E fn gn f g. =LA ? fn + gn a.s.
,A IJH= EA
,E E ? K EK A=
{ | fn ( ) f ( )} { | gn ( ) g ( )} { | fn ( ) + gn ( ) f ( ) + g ( )}
%&
6EFKHE @A ? LAHCA
FHE JHA?AHA= = ALA E A JA A ?
F A A J=HA IA > E A ?
(fn + gn f + g ) = { | fn ( ) + gn ( ) f ( ) + g ( )} { | fn ( ) f ( )} { | gn ( ) g ( )} = = (fn f ) (gn g )
IE @ FH FHEAJ E A FH >=>E EJ EE LA E JA HA = " " E JA HA = " ' HA K J

P (fn + gn f + g ) P (fn f ) + P (gn g ).
+ B H FHAIKFK AHEE P (fn f ) = P (gn g ) = 0 @A?E P (fn + gn f + g ) = 0. a.s. 2A JHK = =H J= ? fn f = ACA ?= KHE A = 0, ? @ ? LAHCA = AIJA JHELE= HAIFA?JEL = 0, ? @
{ | fn ( ) f ( )} = { | fn ( ) f ( )},
@A?E fn f E F E? fn f a.s. 2A JHK = =H J= ? fn gn f g FH ?A@ JH =@AL H =LA E ? K EK A=

a.s. a.s.
= BA ?K = =H J=J ? fn + gn f + g.
(fn f ) (gn g ) = { | fn ( ) f ( )} { | gn ( ) g ( )} = { | fn ( ) gn ( ) f ( ) g ( )} = = (fn gn f g ).
6HA? @ = ? g ). ,A?E
F A A J=H= ALA E A JA H > E A (fn gn f g ) (fn f )(gn
0 P (fn gn f g ) P (fn f ) + P (gn g ) = 0 + 0 = 0,
=@E? P (fn gn f g ) = 0.
GA@
fn
a.s.
6A HA = ! ,=? FA JHK EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN =LA a.s. a.s. f E fn g, =JK ?E f = g.
,A IJH= EA
,E K E?EJ=JA= E EJAE HA K J E ? K EK A= (fn f ) (fn g ) (f = g ). 6HA? @ = ALA E A JA A ? F A A J=HA > E A (f = g ) (fn f ) (gn g ). )F E? @ FH FHEAJ E A FH >=>E EJ EE =LA 0 P (f = g ) P (fn a.s. f ) + P (gn g ) = 0 + 0 = 0 @A?E P (f = g ) = 0, =@E? f = g.
%'
,A E E= ! ! 8 IFK A ? +=K?DO =FH =FA IECKH @=?

( P
EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN AIJA EH

)
{ | lim |fm ( ) fn ( )| = 0}
m,n
= 1.
6A HA = ! ! ]EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN AIJA EH +=K?DO =FH =FA IECKH @=? E K =E @=? AIJA EH ? LAHCA J =FH =FA IECKH
A E KH J HK HA K J=J B H = @= @A A JK (limn fn = f ) : IJH= E= K @A @AI?HEA ALA E
6A HA = ! " )LA
(
n
) lim fn = f =
{ k=1 n=1 m=n
1 | |fm ( ) f ( )| < k (fn )nN
} .
6A HA = ! # ,=? EHK @A L=HE=>E A = A=J =HA HA= A ? JHA L=HE=>E = = A=J =HA HA= f, =JK ?E fn a.s. f.
,A IJH= EA
? LAHCA FK?JK=
LAHCA FK ?JK= ? JHA f =JK ?E FA JHK HE?A =LA limn fn ( ) = f ( ), @A?E (limn fn = f ) = , =@E? P (limn fn = f ) = 1 G A @ A E ? E LAHI= =?AIJAE = H = EE K AIJA =@AL H=J -IJA @A = K I ? ? IE@AH K ALA E A J A , A = =IJBA ? J P (A) = 1. ,=? EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN ? LAHCA FK ?JK= FA A ? JHA f, @=H FA A = K =HA ? ? LAHCA = FK ?JK= =JK ?E = > E KJ K ANA F K @A EH @A L=HE=>E A = A=J =HA HA= A (fn )nN ?=HA K AIJA ? LAHCA J FK ?JK= FA @=H AIJA ? LAHCA J =FH =FA IECKH 7 ANA F K ? ?HAJ =H
{ fn : R, fn ( ) = 0, @=? n, @=? A A .
,=?
(fn )nN ?
)JK ?E (fn )nN AIJA K EH @A L=HE=>E A = A=J =HA HA= A ?=HA ? LAHCA =FH =FA IECKH ? JHA L=HE=>E = = A=J =HA HA= f : R, f ( ) = 0. 6 JK E >IAHL ? FA JHK K A =LA limn fn ( ) = R, ?=HA K F =JA L= =HA FA JHK E?E L=HE=>E = A=J =HA HA= f : R. += K ANA F K ? ?HAJ FKJA ? IE@AH= = R, K = B , B= E E= K E E H > HA EA A E A = R \ {x }. -IJA @A = K I I =F E? >IAHL= E= % !
&
6EFKHE @A ? LAHCA
" + LAHCA = FH >=>E EJ=JA = EHKHE H @A L=HE=>E A = A=J =HA HA= A

.EA K
= CA>H @A ALA E A JA ALA E A JK IECKH = = CA>HAE E=H P : K [0, +)
FH >=>E EJ=JA =@EJEL
,A E E= " ]EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN ? LAHCA ? JHA L=HE=>E = = A=J =HA f, @=? FA JHK HE?A > 0, N=J =LA
n
FH >=>E EJ=JA
lim P (|fn f | < ) = P ({ | |fn ( ) f ( )| < }) = 1.

p
2A JHK ? LAHCA = FH >=>E EJ=JA L B IE J= E= fn f. + @E E= @=J @A E E= ? LAHCA AE FH >=>E EJ=JA AIJA A?DEL= A J ?K HA = E=
n
lim P (|fn f | ) = P ({ | |fn ( ) f ( )| }) = 0.
)?A=IJ = H = EA HA K J E A@E=J @E B=FJK ?

(|fn f | < ) = (|fn f | ).
? =F=HA JA HE= IKHEE =?AIJ JEF @A ? LAHCA )? IA ? IE@AH (E, K, ) K ? F @A IKH E=H ? LAHCA = FH >=>E EJ=JA L= ? LAHCA = IKH ? JE K=HA FHA A J B H A A?DEL= A JA ?K ? @E E= @A ? LAHCA FH >= >E EJ=JA @E @A E E= "
A E
6A HA = " 7H J =HA A = H = EE IK J A?DEL= A JA FA JHK K EH @A L=HE=>E A = A=J =HA (fn )nN E L=HE=>E = = A=J =HA f : p E fn f ; EE FA JHK HE?A > 0 E HE?A > 0 ANEIJ n(,) N =IJBA ? J FA JHK HE?A n n(,) I =LA P (|fn f | < ) > 1 , K @A
(|fn f | < ) = { | |fn ( ) f ( )| < } K,
EEE FA JHK HE?A > 0 E HE?A > 0 ANEIJ n(,) N =IJBA n n(,) I =LA P (|fn f | ) , K @A
? J FA JHK HE?A
(|fn f | ) = { | |fn ( ) f ( )| } K.
" + LAHCA =
,A IJH= EA
FH >=>E EJ=JA = EHKHE H @A L=HE=>E A = A=J =HA HA= A ? EE AIJA A?DEL= A J ?K EEE
& JH =@AL H
2HE = @=J >IAHL (|fn f | < ) = (|fn f | ) @A?E
P (|fn f | < ) = P ((|fn f | )) = 1 P (|fn f | ).
2HE KH =HA P (|fn f | < ) > 1 @=? E K =E @=? 1 P (|fn f | ) > 1 @=? E K =E @=? P (|fn f | ) < . -?DEL= A = KE E ?K EE K @A IJH ?=@HK =?AIJAE ? H E GA@ ? JE K=HA FHA A J FH >=>E EJ=JA ? JAL= FH FHEAJ E E A@E=JA AC JKH ?K ? LAHCA =
6A HA = " ,=? (fn )nN E (gn )nN IK J @ K EHKHE @A L=HE=>E A = A=J =HA p HA= A E=H f, g : R IK J @ K L=HE=>E A = A=J =HA HA= A =IJBA ? J fn f E p p p p gn g, =JK ?E =LA fn + gn f + g, fn f E fn gn f g.
2A JHK = =H J= ? fn + gn f + g FH ?A@ FA JHK HE?A =LA
,A IJH= EA
BA K KH
J H
|(fn ( ) + gn ( )) (f ( ) + g ( ))| = |(fn ( ) f ( )) + (gn ( ) g ( ))| |fn ( ) f ( )| + |gn ( ) g ( )|.
,E =?A=IJ E AC= EJ=JA FKJA =JK ?E I=K |fn ( ) f ( )|
JH=CA ? ? K E= ? @=?
I=K |gn ( ) g ( )| 2 , =@E?
|(fn ( ) + gn ( )) (f ( ) + g ( ))| ,
2
{ | |(fn ( ) + gn ( )) (f ( ) + g ( ))| } { } | |fn ( ) f ( )| 2 } { . | |gn ( ) g ( )| 2
6HA? @ = FH >=>E EJ=JA

(
=?A=IJ E ? K EK A IA > E A
P (|(fn + gn ) (f + g )| ) ( ) ) P |fn f | + P |gn g | 2 2
6HA? @ = E EJ @KF n p gn g IA > E A ?

0
n
=?A=IJ E AC= EJ=JA E E
@ ? J ? fn f E
lim P (|(fn + gn ) (f + g )| ) ( ( ) ) + lim P |gn g | = lim P |fn f | n n 2 2 = 0 + 0 = 0.
&
6EFKHE @A ? LAHCA
p
2A JHK = =H J= ? fn f @EIJE CA @ K ?= KHE @=? = 0 =JK ?E ? LAHCA = FH >=>E EJ=JA AIJA JHELE= E=H @=? = 0 =JK ?E
(
n
lim P (|fn f | < ) = lim P

n p
|fn f | < ||
= 0.
.=FJK ? fn gn f g IA F =JA =H J= =?AIJAE ? H E GA@
@ IE E =H E K
@A
IJH
?=@HK
p
6A HA = " ! ,=? FA JHK EHK @A L=HE=>E A = A=J =HA (fn )nN =LA ? p E fn g =JK ?E f a.s = g.
,A IJH= EA
fn f
2A JHK HE?A E HE?A n N =LA
|f ( ) g ( )| = |(f ( ) fn ( )) + (fn ( ) g ( ))| |f ( ) fn ( )| + |fn ( ) g ( )|.
,E =?A=IJ E AC= EJ=JA FKJA JH=CA ? ? K E= ? @=? |f ( ) g ( )| =JK ?E I=K |f ( ) fn ( )| 2 I=K |fn ( ) g ( )| 2 , =@E?
{ } { | |f ( ) g ( )| } | |f ( ) fn ( )| 2 { } . | |fn ( ) g ( )| 2
6HA? @ = FH >=>E EJ=JA
=?A=IJ E ? K EK A IA > E A
(
( ) ) + P |fn g | . P (|f g | ) P |f fn | 2 2
6HA? @ = E EJ @KF n p gn g IA > E A ?
=?A=IJ E AC= EJ=JA E E
@ ? J ? fn f E
( ( ) ) + lim P |g gn | = 0, 0 P (|f g | ) lim P |f fn | n n 2 2
=@E? FA JHK HE?A > 0 =LA a.s. f = g. G A @
P (|f g | ) = 0. ,E
>IAHL= E= ! HA K J ?
a.s.
6A HA = " " ,=? FA JHK EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN =LA p f, =JK ?E fn f.
,A IJH= E= =?AIJAE JA HA A K L @= ?=@HK =?AIJAE ? H E 4A?EFH ?= JA HA AE " " K AIJA =@AL H=J @ =H K =E IK> B H @=J @A . 4EAI
fn
=E I =>
" + LAHCA =
FH >=>E EJ=JA = EHKHE H @A L=HE=>E A = A=J =HA HA= A

k
&!
p 6A HA = " # ,=? fn f =JK ?E ANEIJ K IK> EH (fn =>E A = A=J =HA HA= A (fn )nN =IJBA ? J fn a.s. f.
k
)kN
= EHK KE @A L=HE
J H
2HE KH =HA JHA ? LAHCA A A E JH @KIA =LA HA = EE A @=JA @A J=>A K KH

convergena uniform
convergena punctual
convergena aproape sigur
convergena n probabilitate
&"
6EFKHE @A ? LAHCA
+=FEJ K ! ACA= K AHA H E EJ ?A JH= =HE E JA HA A
,E =?JELEJ=JA= ? ?HAJ I = >IAHL=J ? ANEIJ IJH I AC JKH JHA BHA?LA = IJ=JEIJE? @A =F=HE EA = K KE ALA E A J E FH >=>E EJ=JA= JA HAJE? @A =F=HE EA = =?AIJKE ALA E A J IA IK ? BHA?LA = IJ=JEIJE? I?E A= E E= L= HE @E ?A ?A =E =FH FE=JA @A L= =HA= @=J @A FH >=>E EJ=JA= JA HAJE? ?K ?HA JAHA= K HK KE @A ANFAHEA A 2 A? @K IA @A = =?AIJ B=FJ I =K IJ=>E EJ IAHEA @A JA HA A ?=HA ANFHE AC JKH= JHA BHA?LA = IJ=JEIJE? E FH >=>E EJ=JA= JA HAJE? )?AIJA JA HA A IK J ?K I?KJA IK> K A A @A ACA= K AHA H =HE -NEIJ @ K B H A B H = I => E B H = J=HA
!
ACA= I => = K AHA H
=HE
.EA K = CA>H @A ALA E A JA ?K ALA E A JK IECKH P : K [0, +) FH >=>E EJ=JA =@EJEL E=H (fn )nN K EH @A L=HE=>E A = A=J =HA HA= A .EA hn : n R R K EH @A =F E?= EE IKH=>E A * HA E IE AJHE?A =HCK A JA A H =@E? FA JHK HE?A n N =LA hn (x1 , x2 , . . . , xn ) = hn (xi1 , xi2 , . . . , xin ), K @A K E A= {i1 , i2 , . . . , in } AIJA FAH KJ=HA =HA?=HA = K E EE {1, 2, . . . , n}.
,A E E= ! 8 IFK A ? EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN KH A= ACA= I => = K AHA H =HE @=? ANEIJ K EH @A BK ? EE (hn )nN , hn : Rn R IKH=>E A * HA E IE AJHE?A =HCK A JA A H HAIFA?JEL ANEIJ K EH @A K AHA
&#
&$
!
ACA= K AHA H
>0
HA= A (an )nN =IJBA
? J HE?=HA =H
n
N=J =LA
lim P (|hn (f1 , f2 , . . . , fn ) an | < ) = 1.
2HE KH =HA ? B H KH A= ACA= I => =
@A E EAE EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN K AHA H =HE @=? EHK @A L=HE=>E A = A=J =HA HA= A (hn (f1 , f2 , . . . , fn ) an )nN ? LAHCA FH >=>E EJ=JA ? JHA AH E ?=@HK =?AIJAE ? H E L = ACA BK ? EE A hn : Rn R, @=JA @A
hn (x1 , x2 , . . . , xn ) = x1 + x2 + + xn , n ) = 1 M (fn ) n i=1
n
E=H
an = M (h(f1 , f2 , . . . , fn )) = M
f1 + f2 + + fn n
K @A ?K M = J=J L= =HA= A@EA )IJBA L IFK A ? (fn )nN LAHE ? ACA= I => = K AHA H =HE @=?
( ) n 1 1 p fi M (fi ) 0. n i=1 n
EHK @A L=HE=>E A = A=J =HA
? JE K=HA
EH
? JAL= JA HA A @A ACA= I => = K AHA H

(fn )nN
=HE
6A HA = ! 6A HA = KE =H? L .EA HA= A ?=HA LAHE ? ? @E E= KE =H? L =@E?

1 lim 2 D2 n n
EH @A L=HE=>E A = A=J =HA
( n ) fi = 0.
i=1
)JK ?E FA JHK HE?A > 0 N=J =LA

(
n
lim P
1 1 fi M (fi ) < n i=1 n i=1

n n
) = 1.
,A
IJH= EA
2 A?
@A = E AC= EJ=JA= KE +A> AL LA E ? IA?E = !

D 2 (g ) , 2
P (|g M (g )| < ) 1
K @A = ACA
g= ( P
fi . )IJBA ) ( n ) ) ( 1 n n D2 n 1 1 i=1 fi . fi M fi < 1 n i=1 n i=1 2

1 n i=1
!
ACA= I => = K AHA H

(
=HE
)
&%
I ? B H
? IA?E AE " =LA

M
n 1 fi n i=1
1 = M (fi ) n i=1
n
E? B H
JA HA AE
=LA
( D2
n 1 fi n i=1
( n ) 1 = 2 D2 fi . n i=1 ) D2 ( n i=1 fi ) 1 2 n 2
2HE KH =HA
P
1 1 fi M (fi ) < n i=1 n i=1

n n
!
6HA? @ = E EJ @KF n K H HA= N=J > E A ?

( (
n
=?A=IJ E AC= EJ=JA FHAIKFK

) 1, )
@ > 0 AIJA K
lim P lim P
n n 1 1 fi M (fi ) < n i=1 n i=1 n n 1 1 fi M (fi ) < n i=1 n i=1
=@E?
= 1. G A @
6A HA = ! 6A HA = KE +A> AL .EA (fn )nN K EH @A L=HE=>E A = A=J =HA HA= A E @AFA @A JA @ K ? JA @ K =IJBA ? J @EIFAHIEE A H IK J K EB H HCE EJA 2 =@E? ANEIJ ? IJ= J L R =IJBA ? J D (fn ) L FA JHK HE?A n N )JK ?E FA JHK HE?A > 0 N=J =LA
(
n
lim P
n n 1 1 fi M (fi ) < n i=1 n i=1
= 1.
,A =HA?A FA JHK HE?A n N =LA D2 (fi ) L, E @A =HA?A L=HE=>E A A = A=J =HA fn IK J E @AFA @A JA @ K ? JA @ K @E JA HA = ! HA K J ? ( )
,A IJH= EA
n i=1
fi
n i=1
D2 (fi ) n L.
2HE KH =HA
@A?E limn ! )F E? @ JA HA = ! = KE
( n ) 1 1 0 lim 2 D2 fi lim 2 nL = 0, n n n n i=1 1 ? ? @E E= KE =H? L @E D2 ( n i=1 fi ) = 0, =@E? =HA n2
=H? L HA K J =?A=IJ JA HA
JA HA = GA@
&&
!
ACA= K AHA H
+ IA?E = ! AE KE +A> AL =LA

( P
A E
n
? @E E AC= EJ=JA= ! B

n
IE @ ? @E EE A JA HA
L . n2
1 1 fi M (fi ) < n i=1 n i=1
) 1
!
6A HA = ! ! 6A HA = KE 2 EII .EA (fn )nN K EH @A L=HE=>E A = A=J =HA HA= A E @AFA @A JA @ K ? JA @ K @=JA @A J=>A A A @A HAF=HJE EA fn : ) ( A IE F
1 0 pn q n =H > 0
K @A pn , qn 0 E pn + qn = 1 FA JHK HE?A n N. )JK ?E HE?=HA K K H HA= N=J =LA

(
n n n 1 1 fi pi < n i=1 n i=1
) = 1.
lim P
,A
IJH= EA
=F E?= JA HA = ! = KE +A> AL + B H ( ANA F K KE )

fn @=J @A J=>A K @A HAF=HJE EA fn : 1 0 p n qn
L=HE=>E = = A=J =HA IE F
=HA L= =HA= A@EA M (fn ) = pn E=H ? B H ANA F K KE L=HE=>E = = A=J =HA fn =HA @EIFAHIE= D2 (fn ) = pn qn . ( 1 )2 ( q n )2 1 = 2 = 4 , @A?E FKJA ,E E AC= EJ=JA= A@EE H HA K J ? pn qn pn + 2 1 = ACA ? IJ= J= L = 4 2HE KH =HA =K ? ? @E EE A JA HA AE ! @A?E
(
n
lim P
n n 1 1 fi pi < n i=1 n i=1
) = 1. G A @
,E E AC= EJ=JA= !

( P
=?AIJ ?=
n
>E A
n
E AC= EJ=JA=
) 1 1 4n2
1 1 fi pi < n i=1 n i=1
! !
6A HA = ! " 6A HA = KE *AH K E 5A ? IE@AH ANFAHEA ?=HA =HA ?= 2HAIKFK A ? ANFAHEA = IA ANA?KJ HA K J=J A ALA E A JK A A ALA E A JK A. ? @E EE E@A JE?A @A n HE ANFAHEA A A E @ ABA?JK=JA E @AFA @A J )IJBA FH >= >E EJ=JA= @A =F=HE EA = ALA E A JK KE A K IA I?DE > E A P (A) = p (0, 1) ,=? ?A A n ANFAHEA A E @AFA @A JA ALA E A JK A =F=HA @A m HE =JK ?E FA JHK HE?A > 0 N=J =LA
) ( m lim P p < = 1. n n
!
,A
ACA= I => = K AHA H

IJH= EA
=HE
&'
= EHK @A ANFAHEA A ABA?JK=JA E @AFA @A J @ K ? JA @ K FKJA =I ?E= EHK @A L=HE=>E A = A=J =HA IE F A BK ? E= ?=H=?JAHEIJE? @A =F=HE EA = ALA E A JK KE A :
{ fn ( ) = A ( ) = 1, @=? 0, @=? A; A. ( 1 0 )
)JK ?E fn =HA J=>A K @A @EIJHE>K EA @=J @A fn :
E @? ALA E A JK A =F=HA AN=?J @A m HE ?A A n ANFAHEA A ABA?JK=JA E @AFA @A J @ K ? JA @ K >IAHL ? J =JA ? @E EE A JA HA AE ! ! = KE 2 EII IK J I=JEIB ?KJA @A?E FA JHK HE?A > 0 K H HA= N=J =LA
1 n i=1
p q n 1 M (fn ) = p FA JHK HE?A n N, @A?E n i=1 M (fn ) = p E
=?AIJ ?= =LA
n fi =
m , n
lim P
1 fi p < n i=1
n
= lim P
n
) ( m p < = 1. G A @ n
,E E AC= EJ=JA= ! !
=?AIJ ?=
P
>E A
E AC= EJ=JA= ! "
( m ) pq p < 1 2 n n
? JE K=HA= @ ? JAL= ANA F A @A EHKHE @A L=HE=>E A = A=J =HA HA= A ?=HA LAHE ? ACA= I => = K AHA H =HE
-NA F K ! .EA (fn )nN K
EH @A L=HE=>E A( = A=J =HA HA= A IE ) F A E @AFA

2 0 2
1 2 1 4 1 4
@A JA =L @ J=>A A A @A HAF=HJE EA E@A JE?A fn :

n N .
FA JHK HE?A
8 LAHE ?= ? =?AIJ EH @A L=HE=>E A = A=J =HA HA= A I=JEIB=?A ACA I => = K AHA H =HE IK> B H = JA HA AE KE +A> AL LA E JA HA = ! 2A JHK =IJ= ?= ?K L= =HA= A@EA
M (fn ) = 1 1 1 2 + 0 + ( 2) = 0, 4 2 4
n 1 M (fi ) = 0. n i=1
2 , AIJA 6=>A K @A @EIJHE>K EA = L=HE=>E AE = A=J =HA fn
2 2 : fn 1 4
0 1 2
2 2 = 1 1 1 + 4 4 4
0 2 = 1 1 2 2
0 , 1 2
2 2 )=2 1 : M (fn A JK @A H@E K @ E = KE fn +0 1 = 1 E @EIFAHIE= D2 (fn ) = 2 2 2 ) [M (fn )]2 = 1 0 = 1. ,=? = ACA ? IJ= J= L = 1, =JK ?E >IAHL M (fn
'
!
ACA= K AHA H
? J =JA ? @E EE A JA HA AE ! = KE +A> AL IK J I=JEIB ?KJA @A?E FA JHK HE?A > 0 N=J =LA ( ) n =@E? CA AE
1 fi < = 1, n n i=1 ( 1 n ) EHK @A L=HE=>E A = A=J =HA HA= A n i=1 fi nN JE @A = n p 1 FH >=>E EJ=JA LA E F=H=CH=BK " n i=1 fi 0. lim P
AH
IA IK ? LAH
-NA F K ! .EA (fn )nN K EH @A L=HE=>E A = A=J =HA HA= A ? JE KA E @A FA @A JA @ K ? JA @ K @=JA ?K @A IEJ E A @A FH >=>E EJ=JA n : R R,
(t n )2 1 n e n (t) = 4n
FA JHK HE?A n N K @A [0, 1] AIJA ? IJ= J HA= @=J 8 LAHE ?= ? =?AIJ EH @A L=HE=>E A = A=J =HA HA= A I=JEIB=?A ACA I => = K AHA H =HE IK> B H = JA HA AE KE =H? L LA E JA HA = ! 2A JHK =IJ= ?= ?K L= =HA= A@EA M (fn ) = n , @A =HA?A ? B H ANA F K KE & =LA m = n )IJBA
1 1 i 1 1 n M (fi ) = = , n i=1 n i=1 n 1
n n
B IE @ B H K = FA JHK IK = K AE FH CHAIEE CA AJHE?A += ?K @EIFAHIE= KE fn 4n n 2 ?= K L=HE=>E AE B IE @ ANA F K & @A?E D (fn ) = 2 , @A =HA?A = 2 = A=J =HA fn . >IAHL ? K FKJA =F E?= JA HA = ! = KE +A> AL E @?
lim D (fn ) = lim
n = , 2
@A?E K ANEIJ ? IJ= J L R ?=HA I = HA A J =JA @EIFAHIEE A =F E?= JA HA = ! = KE =H? L E @?
I L
FKJA=
( n ) n 1 1 2 0 lim 2 D2 fi = lim 2 D (fi ) = n n n n i=1 i=1 n 1 n n 1 i lim 2 = 0. = lim 2 n n n n 2 2 i=1 (
)IJBA FA JHK HE?A > 0 K

n
H HA= N=J =LA

1 1 1 n < fi n i=1 n 1
n
) = 1,
lim P
@A?E EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN IA IKFK A ACEE I =>A = K AHA H =HE IK> B H = JA HA AE KE =H? L
!
ACA= J=HA = K AHA H
=HE
'
!
ACA= J=HA = K AHA H
=HE
.EA K = CA>H @A ALA E A JA ?K ALA E A JK IECKH P : K [0, +) FH >=>E EJ=JA =@EJEL E=H (fn )nN K EH @A L=HE=>E A = A=J =HA HA= A .EA hn : Rn R K EH @A =F E?= EE IKH=>E A * HA E IE AJHE?A =HCK A JA =@E? FA JHK HE?A n N =LA hn (x1 , x2 , . . . , xn ) = hn (xi1 , xi2 , . . . , xin ), K @A K E A= {i1 , i2 , . . . , in } AIJA FAH KJ=HA =HA?=HA = K E EE {1, 2, . . . , n}
,A E E= ! 8 IFK A ? EHK @A L=HE=>E A = A=J =HA (fn )nN KH A= ACA= J=HA = K AHA H =HE @=? ANEIJ K EH @A BK ? EE (hn )nN , hn : Rn R IE AJHE?A =HCK A JA A H IKH=>E A * HA HAIFA?JEL ANEIJ K EH @A K AHA HA= A (an )nN =IJBA ? J HE?=HA =H > 0 N=J =LA
( P
n
) lim |hn (f1 , f2 , . . . , fn ) an | = 0 = 1.
2HE KH =HA ? B H KH A= ACA= J=HA =
@A E EAE EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN K AHA H =HE @=? EHK @A L=HE=>E A = A=J =HA HA= A (hn (f1 , f2 , . . . , fn ) an )nN ? LAHCA =FH =FA IECKH ? JHA AH E ?=@HK =?AIJAE ? H E L = ACA BK ? EE A hn : Rn R, @=JA FHE
hn (x1 , x2 , . . . , xn ) = x1 + x 2 + + xn n )
n 1 = M (fi ), n i=1
E=H
an = M (hn (f1 , f2 , . . . , fn )) = M
f1 + f2 + + fn n
K @A ?K M = J=J L= =HA= A@EA )IJBA L IFK A ? (fn )nN LAHE ? ACA= J=HA = K AHA H =HE @=?
(
EHK @A L=HE=>E A = A=J =HA
) n n 1 1 a.s. fi M (fi ) 0. n i=1 n i=1
2A JHK = FHA A J= K HA K J=J @A JEF ACA= J=HA = K AHA H =HE =LA AL EA FHA= =>E @A ? JAL= A A @E = = E = HA= = EHKHE H E = IAHEE H @A K AHA HA= A
A = ! JA HA = KE 5J +AI=H ,=? (an )nN E (bn )nN IK J @ K EHKHE =IJBA ?HAI? J H E limn bn = +, =JK ?E @=? ANEIJ
n
? J EHK (bn )nN AIJA IJHE?J
lim
an+1 an =lR bn+1 bn
HA K J ? ANEIJ
n n E limn a E =LA limn a = l. bn bn
' ,A
!
ACA= K AHA H
IJH= E= =?AIJAE A A IA B=?A = = = E =
=JA =JE?
A = ! A = KE +AI=H ,=? EHK @A K AHA HA= A (xk )kN ? LAHCA = x R =JK ?E E EHK @A K AHA HA= A ( ) n
1 xk n k=1
? LAHCA = x.
,A IJH= EA
nN
5A =F E? A = ! 5A = ACA an =
n
k=1
xk E bn = n FA JHK
HE?A n N .
GA@
A = ! ! ,=? FA JHK EHK @A K AHA HA= A (xn )nN IAHE= LAHCA J =JK ?E EHK ) (
n 1 xk n k=1
xn n=1 n
AIJA ?
? LAHCA = AH
,A IJH= EA
nN
1 JH @K?A
sn =
J= EE A
n xk k=1
E tn =
n k=1
xk
FA JHK HE?A n N . 2A JHK k = 1 =LA k (sk sk1 ) )JK ?E

tn+1 =
n+1 k=1
s1 = x1 , FA JHK k 2 =LA
n+1 k=2
sk sk1 =
xk , k
=@E? xk =
x k = s1 +
k (sk sk1 ) =
= s1 + 2(s2 s1 ) + 3(s3 s2 ) + + (n + 1)(sn+1 sn ) = = (s1 2s1 ) + (2s2 3s2 ) + + (nsn (n + 1)sn ) + (n + 1)sn+1 = = s1 s2 sn + (n + 1) sn+1 .
)IJBA
n 1 tn+1 = sn+1 sk . n+1 n + 1 n k=1

n
xn ,A =HA?A IAHEA ? LAHCA J HA K J ? n=1 n AIJA ? LAHCA J =@E? (sk )kN ? LAHCA = s R. + B H n 1 sk = s . n n k=1
EHK IK A H F=H E= A AIJA A AE ! HA K J ?
lim
!
ACA= J=HA = K AHA H
=HE
( ) sk = s 1 s = 0,
'!
2HE KH =HA
tn+1 n 1 lim = lim sn+1 lim lim n n + 1 n n n + 1 n n
n k=1
?AA= ?A JHA>KE= @A
IJH=J
GA@
C H L ,=? EHK @A L=HE=>E A HA= A (fn )nN E @AFA @A JA 6A HA = ! @ K ? JA @ K ?K @EIFAHIEE A EJA LAHE ? ? @E E=
D2 (fn ) n=1
n2
< +, ) = 1,
=JK ?E
P
1 1 lim fk M (fk )) = 0 n n n k=1 k=1

n n
=@E? EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN LAHE ? ACA= J=HA = K AHA H =HE ? B H @A E EAE !
1 gn FA JHK HE?A n N )JK ?E .EA gn = fn M (fn ) E Gn = n 1 1 2 2 ? B H JA HA AE D 2 ( Gn ) = n @E E= JA HA AE 2 D (gn ) = n2 D (fn ), @A?E ? 2 @ALE A n=1 D (Gn ) < +. 8 =H J= ? IAHE= n=1 Gn ? LAHCA =FH =FA IECKH gn =@E? LAHCA =FH =FA IECKH + B H A AE ! ! HA K J ? n=1 n ?
,A IJH= EA
n n 1 1 gk = lim (fk M (fk )) = 0 lim n n n n k=1 k=1
FA
K E A @A FH >=>E EJ=JA K K ?AA= ?A JHA>KE= @A

Sn =
n k=1
IJH=J .EA
A = inf Am .
mN
Gk ,
Am = sup |Sm+k Sm |,
kN
2A JHK ?= IAHE= LA=HC =FH =FA IECKH JHA>KEA ?= P (A = 0) = 1 n=1 Gn I ? 8=HE=>E A A = A=J =HA HA= A (Gn )nN E @ E @AFA @A JA E
( M (Gn ) = M = 1 gn n ) = 1 1 M (gn ) = M (fn M (fn )) = n n
1 (M (fn ) M (fn ) M (1)) = 0, n ) ( =P
IA F =JA =F E?= E AC= EJ=JA= KE

( P
1kn
C H L LA E JA HA = ! ! E IA > E A
sup
m +k
sup |Sm+k Sm |
1kn j =m+1
Gj
m +k 1 2 D2 (Gk ), k=m+1
'" @A K @A IA @A@K?A ?
!
ACA= K AHA H
1 P (Am ) 2 D2 (Gk ), k=m+1
@A?E
1 P (A ) P (Am ) 2 D2 (Gk ), m N . k=m+1
,A =HA?A
n=1
D2 (Gn ) < HA K J ? P (A ) = 0 FA JHK HE?A > 0, @A?E
P (A = 0) = 1.
GA@
=?AIJ F=H=CH=B FHA A J JA HA A E EJ ?A JH= E ?K =?AIJ ?= A @ IA= = @A E F HJ= = @EIJHE>K EAE H = A = KE /=KII =?A=IJ= E @ K = @E JHA @EIJHE>K EE A @A >= = A JA HEAE FH >=>E EJ E H
6A HA = ! ! .EA f1 , f2 , . . . , fn : R L=HE=>E A = A=J =HA HA= A E @AFA @A JA @ K ? JA @ K =L @ =?A A= E L= HE A@EE E @EIFAHIEE M (fi ) = m E D2 (fi ) = 2 FA JHK HE?A i = 1, n. )JK ?E FA JHK L=HE=>E = = A=J =HA HA= A@EA =HEJ AJE? f : n 1 R, f = n i=1 fi L =LA= M (f ) = m E D2 (f ) = n .
2
,A
IJH= EA
FAH=J HK @A L= =HA
(
n 1 fi n i=1
A@EA E @ E E=H ? B H
? IA?E AE
" =LA
M (f ) = M
) =
n n 1 1 M (fi ) = m = m. n i=1 n i=1
IE @ JA HA =
D (f ) = D
2 2
E JA HA = ! > E A
1 n
n i=1
fi
1 = 2 n
n i=1
n 1 2 2 D (fi ) = 2 = . GA@ n i=1 n 2
,A E E= ! ! ,=? f : R AIJA L=HE=>E = A=J =HA HA= =JK ?E L=HE=>E = 1 = A=J =HA g : R @=J @A B H K = g = D( (f M (f )), ?K D(f ) = 0, IA K A JA f) L=HE=>E = = A=J =HA HA= IJ= @=H@ =J= =J L=HE=>E AE = A=J =HA HA= A f.
n 1 2HE KH =HA KJE E @ JA HA = ! ! = L=HE=>E = = A=J =HA HA= f = n i=1 fi FKJA =J= = L=HE=>E = = A=J =HA IJ= @=H@ g, ? B H @A E EAE ! ! @=J @A B H K=
1 1 g= (f M (f )) = D(f ) n
n 1 fi m n i=1
) =
m i=1
fi n m n .
'#
6A HA = ! ! .EA f1 , f2 , . . . , fn : R L=HE=>E A = A=J =HA E @AFA @A JA @ K ? JA @ K =L @ =?A A= E L= HE A@EE E @EIFAHIEE M (fi ) = m E D2 (fi ) = 2 FA JHK HE?A i = 1, n. )JK ?E FA JHK L=HE=>E = = A=J =HA IJ= @=H@
n
fi n m n
g=
i=1
=LA M (g ) = 0 E D2 (g ) = 1.
,A IJH= EA
+ B H
n
? IA?E AE 10.1.4 FAH=J HK @A L= =HA
A@EA AIJA
E E=H @A?E
( n ) fi n m i=1 1 = M (g ) = M fi n m = n M n i=1 1 ( n
n i=1
) M (fi ) n m
1 = n
( n
i=1
) mnm =
1 (n m n m) = 0. = n
+ B H
JA HA AE
E JA HA AE ! IA > E A
n
( n ) fi n m 1 i =1 2 = D2 (g ) = D2 fi n m = 2 n D n i=1 1 = 2 n ( n
i=1
) D2 (fi ) =
n 1 2 = 1. G A @ 2 n i=1
6A HA = ! ! ! JA HA = E EJ ?A JH= .EA EHK @A L=HE=>E A = A=J =HA HA= A (fn )nN E @AFA @A JA @ K ? JA @ K E =IJBA ? J M (fn ) = m E D2 (fn ) = 2 FA JHK HE?A n N. )JK ?E L=HE=>E = = A=J =HA IJ= @=H@ = IK AE =?AIJ H L=HE=>E A = A=J =HA (fn )nN =HA = E EJ @EIJHE>K E= H = IJ= @=H@ =@E?
fi n m x i=1 u2 1 = lim P < x e 2 du . n n 2
n
'$ ,A
!
ACA= K AHA H
IJH= E= =?AIJAE JA HA A K @ ?=@HK =?AIJAE ? H E + B H JA HA AE = JAHE =HA EHK BK ? EE H @A HAF=HJE EA =J= =J EHK KE @A L=HE =>E A = A=J =HA IJ= @=H@ CA AH=J @A EHK @A L=HE=>E A = A=J =HA (fn )nN E @AFA @A JA @ K ? JA @ K JE @A FK ?JK= FA JHK HE?A x R N=J = BK ? E= @A HAF=HJE EA = ACEE H = A HA@KI = KE /=KII 6A HA = = JAHE =H F =HJ @A K EHA= @A JA HA = ?A JH= E @? IK = K KE EH @A L=HE=>E A = A=J =HA HA= A K A=F H=J ?K @EIJHE>K EA H = = KE /=KII @=H ?K =?AA= E L= =HA A@EA E @EIFAHIEA L= @= @EIJHE>K EA H = @A JEF /=KII
) AN= ) .K ? E= IFA?E= = KE -K AH @A IFA = = @ K= BK ? E= C= =

,A E E= ) .K ? E= C= = IA F =JA @A E ?K = KJ HK K AE E JACH= A E FH FHEE BA K KH J H
: (0, +) (0, +), (x) =
0 +
tx1 et dt
FA JHK HE?A x > 0.

A E ? ?=@HK = = E AE E FH FHEE FA JHK HE?A x > 0. =JA =JE?A IA @A IJHA= ? LAHCA = E JACH= AE
,A E E= ) KH J H
.K ? E= C= = IA F =JA @A E ?= E EJ= K KE EH ? LAHCA J

n! nx x(x + 1)(x + 2) . . . (x + n)
BA K
: (0, +) (0, +), (x) = limn
FA JHK HE?A x > 0.

A E =E IKI ? ?=@HK = = E AE =JA =JE?A IA @A IJHA= ? LAHCA = EHK KE @A
,A E E= ) ! .K ? E= C= = IA F =JA @A E IK> B H = K KE FH @KI E AHA HA= A BA K KH J H

: (0, +) (0, +),
[( 1 x) x ] = x e x 1+ e n (x) n n=1
EJ @A K
FA JHK HE?A x > 0.

'%
'&
) .K ? E= IFA?E= = KE -K AH @A IFA = = @ K= BK ? E= C= =
A E ? ?=@HK = = E AE =JA =JE?A IA @A IJHA= ? LAHCA = FH @KIK KE E EJ E K HK HA= R AIJA ? IJ= J= KE -K AH ( = 0, 577215...) )?A=IJ ? IJ= J AIJA K K H EH= E = JH= I?A @A J E IA F =JA > E A ?= E EJ= EHK KE KE -K AH ( )
= lim
n
1+
1 1 1 + + + ln n . 2 3 n
6J
?=@HK = = E AE
=JA =JE?A IA =H=J ?

an = 1 +
EHK
1 1 1 + + + ln n 2 3 n
FA JHK HE?A n N AIJA ? JE K=HA ? IE@AH B H K = @A HA?KHA B H K=?
E HCE EJ @A?E AIJA ? LAHCA J ? JAL= B H K A KJE A

(x + 1) = x (x);
, FA JHK HE?A x (0, 1); sin x ( ) 1 ! B H K = KE ACA @HA (x) x + = 2x1 (2x); 2 2
F A A JA H (x) (1 x) =
" B H K = KE /=KII CA AH= E =HA= B H K AE KE ACA @HA

1 (x) x + n ( ) n1 ... x + n ( ) = n 2 nx (2 )
1 n1 2
(nx)
FA JHK HE?A n N ?K n 2. ? JE K=HA ? IE@AH # (1) = 1; $ (n) = (n 1)!;

( ) 1 % = . 2
? JAL= L= HE KJE A
5A >IAHL ? BK ? E= C= = IA F =JA ? IE@AH= ?= ANJA IEA = BK ? EAE B=?J HE= @A = K E A= @EI?HAJ = K AHA H =JKH= A = K E A= ? JE K = K AHA H HA= A F EJELA ? JE K=HA @ LAHE ? HE A ? HAIFK J =HA FA JHK ? JAL= @E JHA B H K A A E L= HE A KJE A = A BK ? EAE C= = )H J ? (1) = 1 LA E FK ?JK # 7JE E @A E E= )
(1) =
0
t e dt =
0
M +
lim
e dt = lim (e )
0 M + 0
M +
lim (eM 1) = lim (1 eM ) = 1 0 = 1.

M +
) .K ? E= IFA?E= = KE -K AH @A IFA = = @ K= BK ? E= C= = )H J ? (x + 1) = x (x) LA E FK ?JK 7JE E
x t
'' E E= )
@A
tx et x tx1 et (x + 1) = t e dt = dt = 1 0 1 0 0 tx = t +x tx1 et dt = 0 + x (x) = x (x). e 0 0
)H J ? (n) = (n 1)! LA E FK ?JK $ JH =@AL H (1) = 1 = 0! = (1 1)!, ? B H ?A H =E IKI B ?KJA 2HAIKFK @ ? (n) = (n 1)! @E HA = E= @A HA?KHA (x + 1) = x (x) IA > E A
(n + 1) = n (n) = n (n 1)! = n!. ( ) 1 ? = LA E FK ?JK % 7JE E @A E E= ) 2 ( ) M t 1 e 1 t 2 dt. = t e dt = lim M + 2 t 0 0 t = y2 > E A dt = 2ydy, @A?E ( ) M + 1 y 2 y 2 = 2 lim e dy = 2 = . e dy = 2 M + 0 2 2 0 + y 2 A @A LAHE ?=J ? . JH =@AL H A e dy = 2 0 2 x2 I= e dx = ey dy.
0 0
)H J
. ? @ I?DE >=HA= @A L=HE=>E
AH
,A?E
I =
2
x2
dx
0
y 2
dy =
0
e(x
2 +y 2 )
dxdy.
5A B=?A IK>IJEJK E= x = cos E y = sin . +K ( FK ?JK (x, y ) @AI?HEA FHE K ) ?=@H= = F = K KE xOy HA K J ? (0, +) E 0, . 2HE KH =HA
2 I =
0 0 2
2
e |
2
D(x, y ) |dd. D(, )
5A ?= ?K A=
@AJAH E = JK IE > E?
D(x, y ) = D(, ) x y x = y cos sin sin cos
= .
,A?E
I =
0 0 2
2
dd =
0
d
0
d =
1 = , 2 2 4
=@E? I =
. 2 (
JH =@AL H
) 1 1 1 2 2 2 e (2)d = e d(2 ) = (e ) 2 2 0 2 0
e
0
d =
=
0
1 2
d =
. 2
? JE K=HA =H J ,A E E= ) ,A
A?DEL= A = ?A H JHAE @A E E= )
E EE @=JA FA JHK BK ? E= C= =
5A ? IE@AH BK ? E= = KJ J =HA
F (x, n) =
0 n
t 1 n
)n tx1 dt,
K @A n N E x > 0. )LA
n n
lim F (x, n) = lim
t 1 n
)n t
x1
dt =
0
et tx1 = (x),
? B H
@A
E EAE ) )E?E =
(
n
KJE E =J B=FJK ?
)n = lim
n
lim
t 1 n
[(
t 1 n
]t ) n t
= et .
5A ?= ?K A= E JACH= = FHE ?=HA IA @A t I?DE >=HA= @A L=HE=>E y = :

n F (x, n) =
0 n
A JA BK ? E= = KJ J =HA F (x, n) B ? @
t 1 n
)n t
x1
dt =
0
(1 y ) (yn)
n
x1
ndy = n
x 0
(1 y )n y x1 dy.
) .K ? E= IFA?E= = KE -K AH @A IFA = = @ K= BK ? E= C= = =E @AF=HJA KJE E

[ F (x, n) = nx = nx = nx = nx = nx = nx = nx = nx

E JACH=HA= FHE F H E
] 1 x 1 x y y (1 y )n n(1 y )n1 (1) dy = x 0 x 0 1 n (1 y )n1 y x dy = x 0 [ ] 1 x+1 x+1 1 y n y (n 1) (1 y )n2 (1) (1 y )n1 dy = x x+1 0 x+1 0 1 n n1 y x+1 (1 y )n2 dy = = x x+1 0 x+1 1 n n1 1 ... y x+n1 dy = x x+1 x+n1 0 1 n n1 1 y x+ n = ... x x+1 x+n1 x+n 0 n n1 1 1 ... = x x+1 x+n1 x+n n! . x(x + 1) . . . (x + n 1)(x + n)
2HE KH =HA
n
lim F (x, n) = lim nx

n
n! , x(x + 1) . . . (x + n 1)(x + n)
@A?E IA > E A @A E E= ) ,A )LA

(x) = nx n! = n x(x + 1) . . . (x + n 1)(x + n) 1 1 2 n1 n = lim ... nx = n x x + 1 x + 2 x+n1 x+n ( ) 1 ( 1 ( x ) 1 ( x ) 1 x x ) 1 x = lim 1 + 1+ ... 1 + 1+ n . n x 1 2 n1 n lim
E E= ) ,A
E E= ) !
2HE KH =HA
1 = (x) ( ) ( x) ( x) x x ) x lim x 1 + 1+ ... 1 + n = 1+ n 1 2 n1 n [( ) ] [( x x ) x ] [( x) x ] x = lim x 1 + e 1+ e 2 ... 1 + e n1 n 1 2 n1 (

[(
x x x) x ] x x 1+ e n e e 2 . . . e n1 e n nx = n { } n [( x x x ) x ] x+ x x = x lim 1+ e k e 2 ++ n1 + n eln n = n k } {k=1 n [( 1 1 x ) x ] x(1+ 1 ++ n1 + n ln n) 2 = = x lim 1+ e k e n k k=1 [( x ) x ] x = x e k e . 1+ k k=1
,A?E F A? @ @A = @A @A E E= ) !
E E= )
E KJE E
@ JH= IB H
HE A?DEL= A JA = K CA
) AN= * .K ? E= IFA?E= = KE -K AH @A IFA = J E= BK ? E= >AJ=

,A E E= * .K ? E= >AJ= IA F =JA @A E ?K = KJ HK K AE E JACH= A E FH FHEE BA K KH J H
: (0, +) (0, +) R, (p, q ) =
0 1
xp1 (1 x)q1 dx
FA JHK HE?A p, q > 0.

A E ? ?=@HK = = E AE =JA =JE?A IA @A E JACH= A E FH FHEE FA JHK HE?A p, q > 0. ? JE K=HA ? IE@AH ? JAL= B H K A KJE A B H K = @A ? IJHA= ? LAHCA = =?AIJAE
KJ=HA = =HCK A JA H (p, q ) = (q, p);

(p, q ) = q1 (p, q 1), K @A q > 1, HAIFA?JEL p+q1
B H K = @A HA?KHA
(p, q ) =
p1 (p 1, q ), p+q1
K @A p > 1;
! B H K = ?=HA A=C ?A A @ K BK ? EE IFA?E= A = A KE -K AH

(p, q ) = (p) (q ) . (p + q )
? JE K=HA ? IE@AH
(
"
1 1 , 2 2
? JAL= L= HE KJE A
= ;
!
"
* .K ? E= IFA?E= = KE -K AH @A IFA =
J E= BK ? E= >AJ=
# (n, a) = (a, n) =
(n 1)! , K @A a R, a > 0 E n N ; a(a + 1) . . . (a + n 1) (m 1)! (n 1)! , K @A m, n N . (m + n 1)!
$ (m, n) = (n, m) =
? JE K=HA @ LAHE ? HE A ? HAIFK J =HA FA JHK B H K A A E L= HE A KJE A )H J ? (p, q ) = (q, p) LA E FK ?JK JH =@AL H (p, q ) =
(p, q ) =
1 0 1
xp1 (1 x)q1 dx, K @A IA B=?A I?DE >=HA= @A L=HE=>E (1)dt =

0 1
t = 1 x. ,A?E (1 t)
p1
q 1
tq1 (1 t)p1 dt = (q, p).
)H J ? (p, q ) = (p, q 1) FA JHK q > 1 LA E FK ?JK p+q1 E JACH=HA= FHE F H E
q1
.
IE
(p, q ) = = = = = = = =
xp1 (1 x)q1 dx = 0 1 p 1 xp x q 1 (1 x) (q 1) (1 x)q2 (1)dx = p p 0 0 1 1 q1 q1 p q 2 0+ x (1 x) dx = xp1 x (1 x)q2 dx = p p 0 1 0 q1 xp1 [(1 x 1)] (1 x)q2 dx = p 0 [ 1 ] 1 q1 p1 q 2 p1 q 2 x [(1 x)] (1 x) dx + x [(1)] (1 x) dx] = p 0 0 [ 1 ] 1 q1 p1 q 1 p1 q 2 x (1 x) dx + x (1 x) dx = p 0 0 1 1 q1 q1 p1 q 1 x (1 x) dx + xp1 (1 x)q2 dx = p p 0 0 q1 q1 (p, q ) + (p, q 1). p p (p, q ) = q1 q1 (p, q ) + (p, q 1), p p ) = q1 (p, q 1). p
,A?E =@E? 2HE KH =HA

(p, q )
q1 (p, q ) 1 + p
p+q1 q1 = (p, q 1), p p
* .K ? E= IFA?E= = KE -K AH @A IFA = @A K @A IA > E A HA?KHA =

(p, q ) =
J E= BK ? E= >AJ=
#
q1 (p, q 1). p+q1
,A =E?E E A@E=J IA F =JA @A@K?A ?A= = J B H K @A HA?KHA

(p, q ) = (q, p) = p1 p1 (q, p 1) = (p 1, q ). q+p1 p+q1
? JE K=HA @A
IJH
HA = E= (p, q ) =
@A E EAE BK ? EAE C= = IK> B H = E JACH= >E A

(p) (q ) = =
0 0
(p) (q ) LA E FK ?JK ! + (p + q )
B H
LA E @A
E E= ) @A = = AN= ) IA
t 0
p1
e dt
0
xq1 ex dx = e dxdt =
x
p1
q 1
tp1 xq1 e(t+x) dtdx.
5A >IAHL ? FK ?JK (t, x) @AI?HEA FHE K ?=@H= = F = K KE tOx @A?E B ? @ I?DE >=HA= @A L=HE=>E t = cos2 E x = sin2 L =LA= (0, +) E ( ) 0, . 2HE KH =HA
2 (p) (q ) =
0
( cos2 )p1 ( sin2 )q1 e(cos
+sin2 )
D(t, x) dd. D(, )
+= ?K
=? >E= K
D(t, x) = D(, ) t t 2 = cos 2 cos sin x x sin2 2 sin cos = 2 sin cos3 + 2 sin3 cos = =
= 2 sin cos (cos2 + sin2 ) = 2 sin cos = sin 2.
,A?E
(p) () =
0
p1 (cos2 )p1 q1 (sin2 )q1 e sin 2dd =
p+q1 e (cos2 )p1 (sin2 )q1 sin 2dd = 0 0 2 2 p1 2 q 1 = (cos ) (sin ) sin2d p+q1 e d = =
0 0
= (p, q ) (p + q ),
$ E @?
* .K ? E= IFA?E= = KE -K AH @A IFA =
(p, q ) =
0 2 1
J E= BK ? E= >AJ=
xp1 (1 x)q1 dx,
E B ? @ IK>IJEJK E= x = cos IA > E A

(p, q ) = =
0
2
(cos2 )p1 (1 cos2 )q1 2 cos ( sin )d = (cos2 )p1 (sin2 )q1 sin 2d. (p) (q ) = (p, q ) (p + q ), @A?E (p, q ) = ) ( ) ( ) 1 1 2 2 (1 1) = = = = , (1) 1 2+2 (p) (q ) . (p + q )
2HE KH =HA = .
=H J=J ?
(
IE @ K JE = HA = EA =LA
1 1 , 2 2
=@E? J ? =E B H K = " ) .
IEJ HA = EE A # E % @A = ) AN= )
(p, q ) =
IE @ B H K = @A HA?KHA
q1 (p, q 1) =LA p+q1
(n, a) = (a, n) =
n1 n1 n2 (a, n 1) = (a, n 2) = = a+n1 a+n1 a+n2 (n 1)(n 2) . . . 1 = (a, 1) = (a + n 1)(a + n 2) . . . (a + 1) 1 (n 1)! xa1 (1 x)11 dx = = (a + n 1)(a + n 2) . . . (a + 1) 0 1 (n 1)! = xa1 dx = (a + n 1)(a + n 2) . . . (a + 1) 0 (n 1)! xa = (a + n 1)(a + n 2) . . . (a + 1) a (n 1)! = , (a + n 1)(a + n 2) . . . (a + 1) a
1
=
0
=@E? J ? =E B H K = # . IE @ HA K J=JK = JAHE H IA > E A ?

(m, n) = (n, m) = (n 1)! = m(m + 1) . . . (m + n 1) (n 1)! (m 1)! (n 1)! (m 1)! = = , (m 1)! m(m + 1) . . . (m + n 1) (m + n 1)!
=@E? J ? =E B H K = $
*E> E CH= A
2AJHK * =C= =H?A 4 @K AI?K += ?K K FH >=>E EJ E H 7 ELAHIEJ=JA= *=>A * O=E .=?K J=JA= @A =JA =JE? E .E E? + K =F ?= '&% 2AJHK * =C= += ?K K FH >=>E EJ E H E IJ=JEIJE? =JA =JE? L 1 E 11 7 ELAHIEJ=JA= *=>A * O=E .=?K J=JA= @A =JA =JE? E 1 B H =JE? + K =F ?= ''" ! /A HCA +EK?K 8EHCE +H=EK 1 5 ?KEK 2H > A A @A JA HE= FH >=>E EJ E H -@EJKH= 6AD E? *K?KHA JE '%" " 1 = +K?K AI?K 6A HE= FH >=>E EJ E H -@EJKH= ) *K?KHA JE ''& E >= OL E
# ,A E CAH / = +K ACAHA @A FH > A A @A JA HE= FH >=>E EJ E H =CDE=H 6= OL E=@ *K@=FAIJ '%% $ ,A E CAH / = 6A HE= FH >=>E EJ E H =@ *K@=FAIJ '%& E >= =CDE=H 6=
% ) C H L *= A A JA HEAE FH >=>E EJ E H @ =J E=@ *K@=FAIJ '& & /D ED ? JKH= ,E@=?JE?
E >= =CDE=H /
E?K 6A HE= FH >=>E EJ E H E IJ=JEIJE? E 2A@=C CE? *K?KHA JE '&
=JA =JE? -@E
' 1 ED ? += ?K K FH >=>E EJ E H E IJ=JEIJE? =JA =JE? F=HJA= 1 E 11 7 ELAHIEJ=JA= *=>A * O=E .=?K J=JA= @A =JA =JE? E 1 B H =JE? + K =F ?= ''# - A = = ?A= =H?A 4 @K AI?K += ?K K FH >=>E EJ E H E IJ=JEIJE? =JA =JE? 7 ELAHIEJ=JA= *=>A * O=E .=?K J=JA= @A =JA =JE? + K =F ?= '%" %
&
*E> E CH= A ?J=L E?AI?K 2H >=>E EJ E E FH ?AIA = A=J =HA -@EJKH= ]JEE E ? - ?E? FA@E? *K?KHA JE '%% )@HE= 2AJHAI?K 1 JH @K?AHA JA HE= FH >=>E EJ E H 1 IJEJKJK @A L J 5KFAHE H 6C KHA '%% E >= =CDE=H 6= OL E=@ E
! 4 OE ) BH @ 6A HE= FH >=>E EJ E H *K@=FAIJ '&

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2HAB=

? @KH I E ?K CA AH EJ=JA =?A=IJ ?=HJA IJK@A E H 7 ELAHIEJ EE

KHA # =FHE EA # .E J= * =

=@EJEL @A EJ FA = CA>HA @A ALA E A JA

" 2H >=>E EJ=JA= ? @E E =J

" " "! ""

2H >=>E EJ=JA= ? 2H >=>E EJ=JA= ? 2H >=>E EJ=JA= ? 1 @AFA @A = ALA

# 5?DA A A @A FH >=>E EJ=JA

$ 8=HE=>E A = A=J =HA E LA?J HE = A=J HE

FAH= EE ?K L=HE=>E A = A=J =HA HA= A

 +=H=?JAHEIJE?E K AHE?A = A L=HE=>E A H = A=J =HA HA= A

 1 AC= EJ E FH >=>E EIJE?A

= A EHKHE H @A L=HE=>E A = A=J =HA HA= A

  ]EHKHE @A L=HE=>E A = A=J =HA HA= A + LAHCA = FK ?JK= HA= A

ACA= I => = K AHA H ACA= J=HA = K AHA H

) .K ? E= IFA?E= = KE -K AH @A IFA = = @ K= BK ? E= C= = * .K ? E= IFA?E= = KE -K AH @A IFA = J E= BK ? E= >AJ=

+=FEJ K  ) CA>HA @A ALA E A JA

IFK A ? ALA E A JK = A=J H A AIJA AC= ?K ALA E A JK A B E B A.

,A E E=  ! 5A K A JA HAK EK A= ALA E A JA H A E B K = J ALA E A J ?=HA =F=HA @=? ?A FK E K K @E ALA E A JA A A I=K B IA HA= E A=

FAH= EE ?K ALA E A JA ,E @A E EA HA K J A = A. 1 A@E=J =LA KH J =HA A FH FHEAJ E E A A = E A A = ; EE = \ = E = = ; EEE (A) = A.

6A HA =    ACE A KE @A HC=  ,=? (Ai )iI AIJA B= E EA @A ALA E A JA =JK ?E =K ? HA = EE A E Ai = Ai ;

H=>E @A ALA E A JA (An )nN 5A = ACA I = N)

,A E E=  ' 5A K A JA E EJ IKFAHE =H = B= E EAE @A ALA E A JA ALA E A JK J=J ?K A = limnN sup(An ) E @A EJ FHE

5A >IAHL E A@E=J ? A IA HA= E A= @E JHA ALA E A JA A (Ai )iN .

,A E E=   5A K A JA E EJ E BAHE =H = B= E EAE @A ALA E A JA ALA E A JK J=J ?K A = lim inf(An ) E @A EJ FHE

5A >IAHL E A@E=J ? A IA HA= E A= @=? ALA E A JA A @E JHA (Ai )iN ?K AN?AF E= K KE K

E K =E @=? IA HA= E A= H EJ @A ALA E A JA

E lim sup(An ) = lim inf An ,

2A ( JHK B= E E= ) @A ALA E A JA (An )nN =K ? HA = EE A

EE lim inf(An ) = lim sup An .

.EA @=JA ALA E A JK B E ALA E A JA A (Ai )iI .

IJH=J FA JHK @ K ALA E A JA E @E F=IK E @K?JEL HA K J

6A HA =  " ,=? IA = ACA K E A= @A E @E?E I = N , =JK ?E B= E E= @A ALA E ) ( 1 @AI? FK AHA = ALA E A JK KE B = iN Ai . A JA Ai \ i j =1 Aj iN B H A=

) H = E= =?AIJAE JA HA A HA K J @E JA HA =  ! B =JA =JE?A

E iI (B Ai ) = B (iI Ai ) = B = B E EE (B Ai ) (B Aj ) = B (Ai Aj ) = B = FA JHK HE?A i, j I ?K i = j. GA@

,E ACE A KE @A HC= > E A AC= EJ E A A B = A B E A B = A B, ?=HA =IECKH A?DEL= A = @E JHA = E > G A @

6A HA =  ! ,=? K AIJA = CA>H @A ALA E A JA =JK ?E , , A B, A B, A \ B, A =F=H E J J KE K FA JHK A, B K.

ANA F A @A = CA>HA @A ALA E A JA

= KE F E @? E H AIJA J J E @? IA JEA ? IKH=>E H@=

IA JEA ? @EBAHA = F H, K E A IKH=>E H@= HAK EK A= = @ K K E E @A?E (F H1 ) (F H2 ) =

6A HA =  ! ! .EA (Ki )iI B= E EA @A = CA>HA @A ALA E A JA )JK ?E iI Ki AIJA J J = CA>H @A ALA E A JA

 " = CA>HA @A ALA E A JA

 " = CA>HA @A ALA E A JA

= CA>H @A ALA E A JA =JK ?E , , A B, iN Ai , A B, iN Ai , A \ B, A =F=H E J J KE K FA JHK HE?A A, B K E HE?A (Ai )iN K.

 " = CA>HA @A ALA E A JA

6A HA =  " # .EA (Ki )iI B= E E= JKJKH H FA A )JK ?E K(A) = iI Ki .

E I=K ALA E A JA A A A J=HA

2HAIKFK A FHE =>IKH@ ? X1 E X2 K IK J E ? F=JE>E E =@E? X1 X2 = . )JK ?E @A =HA?A X1 X2 X1 E X1 X2 X2 E=H X1 , X2 IK J

=J E L =LA= X1 X2 = X1 E X1 X2 = X2 , =@E? X1 = X2 , ?AA= ?A HAFHA E J ? JH=@E? EA GA@

 $ ) CA>HA EJA @A ALA E A JA EIJ @A @A EHA = ALA E A JA H

,A E E=  $  8 IFK A ? = CA>H= @A ALA E A JA K = AIJA = CA>H @A ALA E A JA @=? = CA>H= K ? E A K K H EJ @A ALA E A JA

E E=  % ! ]EHK @A ALA E A JA @=? lim inf(An ) = lim sup(An ).

@A ALA E A JA JH = CA>H AIJA ? LAHCA J

2HE = @=J FHAIKFK A

J H )JK ?E lim inf(An ) =

EHK (An )nN AIJA E

lim sup(An ) = lim inf(An ),

lim sup(An ) = lim inf(An ).

lim (An ) = lim inf(An ) = lim sup(An ).

+=FEJ K 2H >=>E EJ=JA= EJ =@EJEL @A EJ FA = CA>HA @A ALA E A JA

,A E E= ? =IE? I=K ? >E =J HE= = FH >=>E EJ EE EJ =@EJELA FA = CA>HA EJA @A ALA E A JA

AJHE? = FH >=>E EJ EE EJA @A ALA E A JA

IKH= (G ) , IKH= (F ) IKH= H@= = CKHE H CA AJ

K @A IKH= (G ) HAIFA?JEL HE?A IKH=>E A H@=

KHA # =FHE EA # .E J= * =

" " "! ""

+=H=?JAHEIJE?E K AHE?A = A L=HE=>E A H = A=J =HA HA= A

1 AC= EJ E FH >=>E EIJE?A

]EHKHE @A L=HE=>E A = A=J =HA HA= A + LAHCA = FK ?JK= HA= A

+=FEJ K ) CA>HA @A ALA E A JA

,A E E= ! 5A K A JA HAK EK A= ALA E A JA H A E B K = J ALA E A J ?=HA =F=HA @=? ?A FK E K K @E ALA E A JA A A I=K B IA HA= E A=

FAH= EE ?K ALA E A JA ,E @A E EA HA K J A = A. 1 A@E=J =LA KH J =HA A FH FHEAJ E E A A = E A A = ; EE = \ = E = = ; EEE (A) = A.

6A HA = ACE A KE @A HC= ,=? (Ai )iI AIJA B= E EA @A ALA E A JA =JK ?E =K ? HA = EE A E Ai = Ai ;

H=>E @A ALA E A JA (An )nN 5A = ACA I = N)

,A E E= ' 5A K A JA E EJ IKFAHE =H = B= E EAE @A ALA E A JA ALA E A JK J=J ?K A = limnN sup(An ) E @A EJ FHE

,A E E= 5A K A JA E EJ E BAHE =H = B= E EAE @A ALA E A JA ALA E A JK J=J ?K A = lim inf(An ) E @A EJ FHE

E lim sup(An ) = lim inf An ,

EE lim inf(An ) = lim sup An .

6A HA = " ,=? IA = ACA K E A= @A E @E?E I = N , =JK ?E B= E E= @A ALA E ) ( 1 @AI? FK AHA = ALA E A JK KE B = iN Ai . A JA Ai \ i j =1 Aj iN B H A=

) H = E= =?AIJAE JA HA A HA K J @E JA HA = ! B =JA =JE?A

E iI (B Ai ) = B (iI Ai ) = B = B E EE (B Ai ) (B Aj ) = B (Ai Aj ) = B = FA JHK HE?A i, j I ?K i = j. GA@

,E ACE A KE @A HC= > E A AC= EJ E A A B = A B E A B = A B, ?=HA =IECKH A?DEL= A = @E JHA = E > G A @

6A HA = ! ,=? K AIJA = CA>H @A ALA E A JA =JK ?E , , A B, A B, A \ B, A =F=H E J J KE K FA JHK A, B K.

6A HA = ! ! .EA (Ki )iI B= E EA @A = CA>HA @A ALA E A JA )JK ?E iI Ki AIJA J J = CA>H @A ALA E A JA

" = CA>HA @A ALA E A JA

" = CA>HA @A ALA E A JA

" = CA>HA @A ALA E A JA

6A HA = " # .EA (Ki )iI B= E E= JKJKH H FA A )JK ?E K(A) = iI Ki .

$ ) CA>HA EJA @A ALA E A JA EIJ @A @A EHA = ALA E A JA H

,A E E= $ 8 IFK A ? = CA>H= @A ALA E A JA K = AIJA = CA>H @A ALA E A JA @=? = CA>H= K ? E A K K H EJ @A ALA E A JA

E E= % ! ]EHK @A ALA E A JA @=? lim inf(An ) = lim sup(An ).

6A HA = " 2A JHK HE?A ALA E A J A K =LA

" = ACA GA@

6A HA = " ! 2H FHEAJ=JA= @A IK>IJH=?JELEJ=JA = FH >=>E EJ EE ,=? A, B K ?K A B, =JK ?E P (B \ A) = P (B ) \ P (A).

6A HA = " " 2H FHEAJ=JA= @A J EA = FH >=>E EJ EE ,=? A B =JK ?E P (A) P (B ).

,A =HA?A ALA E A JA A A E B \ A B H A= ALA E A JK KE A B LA E @A E E= > E A ? B H =NE EJ EE ?

@AI? FK AHA = AE EE = FH >=>E

6A HA = " & E@A JEJ=JA= KE 2 E ?=H ,=? (Ai )i=1,n K, =JK ?E

IEJ JA HA = ! JA HA = " % E JA HA = " " G A @

= CA>H @A ALA E A JA LA E JA HA = "

EE FA JHK HE?A EH

LA E JA HA = " E JA HA = ACE A KE @A

IE @ FA H @ @A E E= K AE IAHEE K AHE?A HAIFA?JEL HA = EE A ! ! E !

E EE ,=? P LAHE ? FH FHEAJ=JA= @A IK>=@EJELEJ=JA =JK ?E P iN P (Ai ) E ?K ! % HA K J ?

EE E ,=? P LAHE ? E AC= EJ=JA= KE * A =JK ?E FHAK IA > E A ( ) ( )

=@E? =NE = EE @E @A E E= ! ! )E?E = IKHEE A>AIGKA