&RQFXUVXOUHYLVWHL$UKLPHGHGHFHPEULH


&ODVDD9D

,  3XQH LSDUDQWH]HvQ H[SUHVLD ( =  ⋅ +    +  DVWIHOvQFkWUH]XOWDWXO V ILHXQQXP UQDWXUDO FkW
PDLPLF
 &DOFXOD L  −  ⋅  −  ⋅  −  
,, 'DF vPS U LPXQQXP UQDWXUDOODRE LQHPUHVWXO&DUHHVWHUHVWXOvPS U LULLDFHOXLQXP UOD"
,,,'HWHUPLQD LXOWLPHOHRSWFLIUHDOHQXP UXOXL $ =  ⋅  ⋅  ⋅  ⋅  ⋅  ⋅  
,9&DOFXOD LVXPDFLIUHORUQXP UXOXL % =   ⋅  +  

7LPSGHOXFUXRUHHIHFWLY)LHFDUHVXELHFWVHQRWHD] FXSXQFWH

&ODVDD9,D
 'HWHUPLQD LQXP UXOQDWXUDOQGLQHJDOLWDWHD

,
           
Q

  +  +     −     +  +   =  

   
 'DF [\]VXQWFLIUHQHQXOHvQED]DGHWHUPLQD LQXP UXO
$ = [\] + \][ + ][\ úWLLQGF $VHGLYLGHFX
,, 6HFRQVLGHU PXO LPHD0 ^`
D &RPSDUD LVXPDHOHPHQWHORUSDUHGLQPXO LPHD0FXVXPDHOHPHQWHORULPSDUHGLQPXO LPHD0
E 6HSRDWHHOLPLQDXQHOHPHQWGLQPXO LPHD0DVWIHOvQFkWVXPDHOHPHQWHORUSDUHU PDVHV ILHHJDO 
FXVXPDHOHPHQWHORULPSDUHU PDVH"
,,,3HRGUHDSW GVHLDXSXQFWHOH$%&úL'DVWIHOvQFkW$% D%' F$& E%& DE&' D
E±F6WDELOL LRUGLQHDSXQFWHORU$%&'SHGUHDSWDG
,9$YH LODGLVSR]L LHXQJKLXULFXP VXUDGH°'HVFULH LXQSURFHGHXGHDSXQHvQHYLGHQ XQXQJKLFX
P VXUDGH°

7LPSGHOXFUXRUHHIHFWLY)LHFDUHVXELHFWVHQRWHD] FXSXQFWH

&ODVDD9,,D


D − E −  D − E
, 'DF D∈5úLE∈4DVWIHOvQFkW = FDOFXOD LYDORDUHDUDSRUWXOXL 
E − D −   D − E
,, )LH D  D   D   D  R VFULHUH D QXPHUHORU QDWXUDOH      vQWUR DOW  RUGLQH $U WD L F  QXP UXO
$ = D −  ⋅ D −  ⋅  ⋅  D −  HVWHSDU
,,, )LH0XQSXQFWvQLQWHULRUXOSDUDOHORJUDPXOXL$%&'$U WD LF VHSRDWHFRQVWUXLXQSDWUXODWHUFRQYH[
FX DULD HJDO  FX MXP WDWH GLQ FHD D SDUDOHORJUDPXOXL $%&' úL DOH F UXL ODWXUL DX OXQJLPLOH UHVSHFWLY
HJDOHFXFHOHDOHVHJPHQWHORU0$0%0&úL0'
,9 D $U WD L F  vQWUXQ WULXQJKL PHGLDQD FRUHVSXQ] WRDUH RULF UHL ODWXUL HVWH PDL PLF  GHFkW VHPLVXPD
OXQJLPLORUFHORUODOWHGRX ODWXUL
E ÌQ WULXQJKLXO $%& $' HVWH ELVHFWRDUHD XQJKLXOXL $ ' ∈ %& 3DUDOHOD SULQ % OD $'

LQWHUVHFWHD] GUHDSWD$&vQ()LH$0⊥(%0∈(%$U WD LF  0& ≤  ⋅ 3$%& 3$%& HVWH

SHULPHWUXOWULXQJKLXOXL$%&
7LPSGHOXFUXRUHHIHFWLY)LHFDUHVXELHFWVHQRWHD] FXSXQFWH

&ODVDD9,,,D


, )LHD∈5±4úLE∈5±4DVWIHOvQFkW D + E ∈4$U WD LF RULFDUHDUIL[∈4úL\∈4 [ ≠ \ DYHP

D[ + E\ ∈5±4
,, D $U WD LF GDF DEúLFVXQWQXPHUHUHDOHDWXQFL D + E + F ≥ DE + EF + FD 
 E'DF [\]VXQWQXPHUHUHDOHSR]LWLYHDVWIHOvQFkW [  + \  + ]  =  GHWHUPLQD LFHDPDLPLF YDORDUH
 [\ \] ][
DH[SUHVLHL ( = + + 
] [ \
,,,&XEXO$%&'$
%
&
'
DUHPXFKLDGHOXQJLPHD3XQFWXO0DSDU LQHPXFKLHL$
%
DVWIHOvQFkWGLVWDQ DGHOD
D 
&
ODGUHDSWD0%HVWHHJDO FX &DOFXOD L0%


,9$%&'HVWHXQWHWUDHGUXvQFDUH$% ⊥%'úL$& ⊥&'(úL)VXQWPLMORDFHOHPXFKLLORU [$']úLUHVSHFWLY
[%&]$U WD LF GDF ()⊥%&'DWXQFL%'⊥&'

7LPSGHOXFUXRUHHIHFWLY)LHFDUHVXELHFWVHQRWHD] FXSXQFWH


&ODVDD,;D
, )LHDEFWUHLQXPHUHUHDOH6 VHGHPRQVWUH]HLQHJDOLW LOH


  D  + E + F  ≥ DEF GDF  D + E + F ≥  

  D  − EF + E  − DF + F  − DE ≥ D  − EFE  − DFF  − DE 
  D  + E  + F  ≥ DEFD + E + F 
  
,, 'DF  [  [  [  [ VXQWQXPHUHUHDOHVWULFWSR]LWLYHDWXQFL
[ [ [ [ [ [ [ [
 + + + ≥ + + + 
[ + [ [ + [ [ + [ [ + [ [ + [ [ + [ [ + [ [ + [
6RULQ5 GXOHVFXúL0DULXV5 GXOHVFX
,,,6 VHGHWHUPLQHYDORULOHSDUDPHWUXOXLUHDOP≠±DVWIHOvQFkWHFXD LD
 P +  [  + [ + P −  =  V VHDGPLW FHOSX LQRU G FLQ vQWUHDJ 
$QD0DULD3HWULFHDQX
,9 ÌQ WULXQJKLXO $%& ILH ω  FHQWUXO FHUFXOXL OXL (XOHU úL 2* = µ  6  VH FDOFXOH]H vQ IXQF LH GH µ 
XUP WRDUHOHVXPH
  2$ + 2% + 2&    +$ + +% + +&   ω$ + ω% + ω& 
5HYLVWD$UKLPHGHQU
7LPSGHOXFUXRUHHIHFWLY)LHFDUHVXELHFWVHQRWHD] FXSXQFWH


&ODVDD;D
Q
, )LH ] N = N +   + L N∈1 6 VHFDOFXOH]H ∑ DUJ ]
N =
N Q∈1 

 XQGH DUJ ] ∈ > π HVWHDUJXPHQWXOQXP UXOXLFRPSOH[]

&&KLWHú'3HWULFHDQX

,, 6HFRQVLGHU IXQF LLOHIJ5→5 I  [ =  [ + [  +  J  [ =  [ +  [  +  +  +  [  +  [ [  +  +  

6 VHGHPRQVWUH]HF IúLJVXQWELMHFWLYH
6RULQ5 GXOHVFX
,,, )LH ]  ] GRX QXPHUHFRPSOH[H6 VHGHPRQVWH]HF 
 − ] ⋅  − ]  ≥ ( − ] ]  − ] − ]  ) 


0DULXV5 GXOHVFXúL6RULQ5 GXOHVFX

\
,9 'HWHUPLQD L[\QXPHUHUHDOHúWLLQGF   [ +  +   − [ − \ =  
'DQ1HGHLDQXUHY$UKLPHGH
7LPSGHOXFUXRUHHIHFWLY)LHFDUHVXELHFWVHQRWHD] FXSXQFWH

&ODVDD;,D
, )LH$%&∈05$WXQFLXUP WRDUHOHDILUPD LLVXQWDGHY UDWH
 'DF $ 2DWXQFLWU$&$ 
 'DF & 2DWXQFL& 2
 'DF $ % $% 2DWXQFL%$ 2
$PQRWDWFXWU$XUPDPDWULFLL$DGLF VXPDHOHPHQWHORUGHSHGLDJRQDODSULQFLSDO DPDWULFLL$
6RULQ5 GXOHVFXúL3HWUXú$OH[DQGUHVFX
,, )LH [ ∈   úL  [Q  Q ≥   XQ úLU GH QXPHUH UHDOH FDUH VDWLVIDFH XUP WRDUHD UHOD LH GH UHFXUHQ 
[Q + = [Q − [Q + [Q − [Q + [Q − [Q  Q ≥  $WXQFLXUP WRDUHOHDILUPD LLVXQWDGHY UDWH
  [Q ∈SHQWUXRULFHQ≥    OLP Q[Q =  
Q →∞
0DULXV5 GXOHVFX&RVWHO&KLWHú
,,, 6 VHUH]ROYHvQPXO LPHDQXPHUHORUFRPSOH[HVLVWHPXO
 [ + [ + [ + [ = 
 [ + [ + [ + [ = 
    


 [ + [ + [ + [ = 
    

 [ + [ + [ + [ = 
    

5DGX0LFXOHVFX

,9 D 6 VHGHPRQVWUH]HF H[LVW RLQILQLWDWHGHQXPHUHQDWXUDOHNFDUHYHULILF LQHJDOLWDWHD VLQ N < 

Q
E )LH [Q = ∏ VLQ N 6 VHDUDWHF úLUXO  [ 
N =
Q Q∈1 QXHVWHPRQRWRQGDUH[LVW  OLP [Q 
Q →∞

'DQLHO3HWULFHDQX

7LPSGHOXFUXRUHHIHFWLY)LHFDUHVXELHFWVHQRWHD] FXSXQFWH

&ODVDD;,,D
6 VHFDOFXOH]HXUP WRDUHOHLQWHJUDOH

,
[H [ − H [ − 
 D WJ[WJ  [WJ [G[ [ ∈      E G[ [ ∈ > − ∞ 
 π
∫   ∫
H [ + [ +  
,, )LHI[π]→5 I  [ = DUFVLQ VLQ [ 6 VHGHWHUPLQHSULPLWLYHOHIXQF LHLI
  
,,, )LH*⋅XQJUXS3HQWUXRULFHD∈*GHILQLP I D  *→* I D  [ = D[D 6 VHDUDWHF IDHVWHPRUILVP
−

ELMHFWLYDXWRPRUILVPDOJUXSXOXL*6 VHDUDWHF  ^ I D _ D ∈*`IRUPHD] JUXSvQUDSRUWFXRSHUD LDGH

FRPSXQHUH D PRUILVPHORU 6  VH GHGXF  GLQ FHOH GH PDL VXV F  RULFH JUXS FDUH DUH XQ VLQJXU
DXWRPRUILVPHVWHFRPXWDWLY
  
,9 )LH D ∈ 5 úL I 5 → 5 R IXQF LH GHULYDELO  FX GHULYDWD FRQWLQX  'DF  ) HVWH R SULPLWLY  D IXQF LHL I
DVWIHOvQFkW)⋅I
 D)V VHGHPRQVWUH]HF )QXSRDWHILELMHFWLY 
6RULQ5 GXOHVFX

7LPSGHOXFUXRUHHIHFWLY)LHFDUHVXELHFWVHQRWHD] FXSXQFWH