Nalejvárny
Transkript
Příloha A Nalejvárny A.1 Nalejvárna z teorie míry • !"#$%&'( )*+,$+* (X, X )' X ⊆ P(X) ≡ {Y ; Y ⊆ X} ! σ ! "#$ %&! ("! -.&/%0*. 4*567 ! ),45!"7 1&1 *$".1)(89 X 6= ∅ ! )!*+,-"), .)$/%)0 0 ! 1&2 *$".)$/%)' &$/ -)031' /! X ∈ X' :%%; A ∈ X ⇒ X \ A ∈ X ' S :%%%; An ∈ X ' n = 1, 2, . . . ⇒ n An ∈ X < =%>$#$5)? *+@)%( σ A05B!>!+ )0 X ! σ A05B!>+0 )0 X < C*!&%,5)D' ∀ B ⊆ P(X) !E%4F7 ! )! .!)G1 σ A05B!>+0 )0 X $>4027 1&1 B ' (F!+, 4! )0-?#, σ A05B!>+0 B 0 $-)037 ! σ(B)< • X ! H7)(&! f : X → [−∞, +∞] F0($#,' /! :%; /%'%*+1.'2 -3!"#$%&'2 45'67% ∀a ∈ R 8+59#' 3!"#$%&'(7: )*+,$+*; f−1 [−∞, a] ∈ X . Q (Xi , Xi )' i ∈ N ($)!3)? 484FK. .DL%F!5)?&2 *+$4F$+@< M$F$. *$5$/1.! X ≡ i∈N Xi 0 X ≡ σ A05B!>+0 B!)!+$#0), .DL%F!5A Q )?.% $>"K5)1(8 i∈N Ai ' Ai ∈ Xi < C$73%)$#$7 σ A05B!>+7 X >7"7 $-)03$#0F Q 48.>$5!. i∈N Xi < • )0 (X, X ) ! H7)(&! µ : X → [0, +∞] 4*567 1&1 :%; µ(∅) = 0' :%%; An ∈ X ' n = 1, 2, . . . *$ "#$7 "%4 7)(F)1 • < I7J <%=2)+*'2 3>*. µ ∞ [ n=1 An = ∞ X µ(An ) . n=1 M$".1)(0 :%%; 4! )0-?#, 4*$3!F), 0"%F%#%F0< N!-,*$+), .1+0 O O 6+'%9'2 σ -6+'%9'2 S ' X= n µ(X) < ∞' !4F5%/! ∃ An ∈ X , n = 1, 2, . . . ! !4F5%/! ' An ' F0($#K' /! *50F1 µ(An ) < ∞ 0 240 A Nalejvárny !"#$% &$&'(&)*(+! "#$%&'(# µ(X) = 1) Příklady. 1. *&#+#,%-.,/+ 01/2&34#+ "# "!,*-.*,/01 -+!" ,3 25,#6,7 ,#0.-84,7 +,59 (',: X ) ; %5+%5 4'$2.7%,/+ 01/034: $# '+0&'<'%,: 01#4052&-4- X = P(X)! %#4= σ 93&>#?.5@ "# 05%#,6,/ +,5(',3 X ) A.'%+#%'<2- +/.3 032 23(47 054+,5(',: A ⊆ X 01'134/ 056#% "#"/<B 0.C2DE ν(A) = |A|) 2. F',G+ 8-2&34,/+ 01/2&34#+ "# 2.$(&!&3-%!(1 4.'.)56.&#" -+!" ) ; %5+%5 $05"'%7+ 01/034: "# X = R 3 X %8C) '&!.7&#)01 σ 8"75.'!"! %") σ 93&>#?.3 >#,#.5C3,- $=$%7+#+ 05&5@83C1#,G<B ',%#.C3&DE X = σ({(a, b] ; a < b})) H5%5+ ,3 X #I'$%@"# "#4',- ,#8-05.,- +/.3 λ %325C-! (# +/.3 ',%#.C3&@ "# "#B5 47&23E ∀ a < b λ((a, b]) = b − a) J3%5 +/.3 $# ,38GC- K#?#$>@#9 5C3) • 9&#(&)* )0&!& #:6$. C8B#+ 2 ,#8-05.,7 +/1#) L@M f, g : X → R N@,2<#! 5?: X 9+:1'%#&,7! 3 µ +/.3 ,3 (X, X )) H32 4#O,@"#+# f = g µ9$25.5 CP@4# ⇔ µ( {x ∈ X ; f (x) 6= g(x)} ) = 0 . H1' 8,36#,/ $# 63$%5 05@(/C- 82.3%23E µ9$)C) • H58,3+#,#"+#! (# C 4'$2.7%,/+ 01/034:! %") 24=( X "# 25,#6,- +,5(',3! "# .5C,5$% N@,2</ f 3 g $25.5 CP@4# C8B#+ 2 µ #2C'C3&#,%,/ 05(343C2@! (# N@,2<# f 3 g $# .5C,3"/ 3&#$05Q ,3 ,5$'6' +/.= µ! %#4= ,3 {x ∈ X; µ({x}) > 0}) J5 3&# "'( ,#,/ 0.3C43 5?#<,:) J/+ +-+ ,3 +=$&'! (# .5C,5$% $25.5 CP@4# ,#&8# C(4= <B3.32%#.'85C3% "325 .5C,5$% N@,2</ ,3 ,:"327 054+,5(',: R+,5(',= X S) F',G+' $&5C=! +,5(',3 %8C) 0&,7 +/.=! ,3 ,/( $# N@,2<# f 3 g +3"/ .5C,3% $# +D(# $ 4C5"'</ N@,2</ f 3 g +:,'% 3 ,#+@$/ #I'$%5C3% (-4,- T@,'C#.8-&,/U +,5(',3 "325 C 4'$2.7%,/+ 01/034:) F325 01/2&34 ?=<B @C#4& "#4,5.58+:.,5@ K#?#$>@#5C@ +/.@) L@M f N@,2<# ,3 R '4#,%'<2= .5C,- ,@&# f ≡ 0! 3 0.5 23(47 a ∈ R! ?@M ga ',4'2-%5.5C- N@,2<# $',>&#%5,@ {a}E ga (x) = 1 0.5 x = a! ga (x) = 0 0.5 x 6= a) H32 0.5 23(47 a ∈ R "# f = ga λ9$25.5 CP@4#! 3&# +,5(',3 ?54D x 24# f (x) = ga (x) 0.5 CP#<B,3 a "# 0.-84,-) • 4.'.)56.;# ,(*.5!17) L@M (X, X ) +:1'%#&,G 0.5$%5. 3 µ ,#8-05.,- +/.3 ,3 (X, X )) V3(47 X 9+:1'%#&,7 N@,2<' f : X → [0, +∞] 3 23(47 +,5(',: A ∈ X 25,$%.@2<#! 050$3,- ,301/2&34 C @6#?,'<' RW@4', XYYZS! 01'134/ 6/$&5 Z A f (x) 4µ(x) ∈ [0, +∞] , 2%#.7 $# ,38GC- ,(*.5!17 8 N@,2<# f 01#$ +,5(',@ A 054&# +/.= µ) [,%#>.-& R 85?#<Q@"# 05"#+ C-(#,7B5 $5@6%@E 0.5 X 25,#6,5@ 0&3%/ A f (x) 4µ(x) = P x∈A f (x) · µ({x})) • <(*.5!&#"*.7(1 =6(0/. "# X 9+:1'%#&,- N@,2<# f : X → R %325C-! (# Z |f (x)| 4µ(x) < ∞ . X 241 A.1 Nalejvárna z teorie míry R R !"#$%&! '()*! +!,!- * %-#!./0$1 X f + (x) ,µ(x)2 X f − (x) ,µ(x) +! 3(-!4-52 '63 "! 7)-38! f -6*590 !"#$%$&'()*+!"'(,&- 6 +!+:; %-#!./0$!; +! 95/6* Z Z Z + f (x) ,µ(x) ≡ f (x) ,µ(x) − f − (x) ,µ(x) . X X X </( f, g 396*%=%-#!./(96#!$-> f = g µ="?9? ⇔ ∀A ∈ X Z f (x) ,µ(x) = A Z g(x) ,µ(x) . A • ./0+,1'&2 03+4$'+0'5 @!8AB (X, X ) +! ;CD%#!$-5 '/("#(/2 µ, ν -!*0'(/-> ;:/E -6 (X, X )? F!3-!;!2 &! ν +! 6G"($)#-C "'(+%#0 914% µ2 *0'%" ν ≪ µ2 +!"#$%&! ∀A ∈ X µ(A) = 0 ⇒ ν(A) = 0 . Fakt (Radonova-Nikodymova věta). H)I (X, X ) ;CD%#!$-5 '/("#(/2 µ σ =3(-!4-0 ;:/6 -6 (X, X )2 ν 3(-!4-0 ;:/6 -6 (X, X ) 6 ν ≪ µ? <(#(; !J%"#)+! K-!*0= '(/-0L X =;CD%#!$-0 7)-38! f -6*596-0 6"7+&+!+1%8$ +79:+!+1 7(*$!";2 ν 9*A$!,!; 3 µ2 #63(902 &! Z f (x) ,µ(x) . ∀ A ∈ X ν(A) = A M6#( 7)-38! +! )/4!-6 +!,-(*-64-C 9 /0;8% /(9-("#% µ="3(/( 9N),!? </(#( 36&= ,() +!,-(#$%9() 7)-38% "'$O)+:8: 95N! *;:-C-() /(9-("# G),) -6*596# !(*#2 ν 6"7+&+!9%8$ +79:+!9 7(*$!";( P "#6-,6/,-C "! (*-64)+! "E;G($!; µ 4% ,ν/,µ ? Q$#!/-6#%9-: -0*!9 +! <10'+'" ν 9*A$!,!; 3 K,(;%-)+:8:L ;:D! µ? • =(&0(&+!" &(*+!&+0'? R)-38! φ : I → R K3,! I ⊆ R +! %-#!/96$L +! +&!(>&2 '(3), ∀ α ∈ [0, 1]2 ∀ x, y ∈ I '$6#: φ(α · x + (1 − α) · y) ≤ α · φ(x) + (1 − α) · φ(y) . <(3),2 '/( 36&,> x 6= y 6 α ∈ (0, 1)2 +! -!/(9-("# ("#/02 '63 φ +! *9#( +&!(>&2? </( '/69,C'(,(G-("#-: ;:/) µ -6 ;CD%#!$->; '/("#(/) (X, X )2 %-#!./(96#!$-() X =;CD%#!$-() 7)-38% f : X → I 6 95N! *;:-C-() 3(-9!J-: 7)-38% φ '63 =(&0(&+!" &(*+!&+0' D:30 Z Z φ( f (x) ,µ(x)) ≤ φ(f (x)) ,µ(x) . X X S 'D:'6,C /E*! 3(-9!J-: 7)-38! φ /(9-("# -6"#090 '/09C #!A,E2 3,E& !J%"#)+! 3(-"#6-#6 k ∈ I 2 &! f (x) = k '/( µ="?9? x ∈ X ? • ?+1@$& σ % +&(@&A;< :B*? H)I (Xi , Xi )2 i ∈ N ;CD%#!$-> '/("#(/E 6 µi 2 i ∈ N +!,-6 σ =3(-!4-> ;:/E -6 (Xi , Xi )? <63 !J%"#)+! '/09C Q Q -!*0'(/-0 ;:/6 µ -6 "()4%-) ;CD%#!$-58A '/("#(/1 (X, X ) = ( i∈N Xi , i∈N Xi )2 #63(902 &! -6 ;CD%#!$-58A (G,>$-:8:8A +! )/4!-6 -0"$!,)+:8: A(,-(#()T Y Y µ( Ai ) = µi (Ai ) '/( Ai ∈ Xi , i ∈ N . i∈N i∈N 242 A Nalejvárny !"# $%&! N µ '( &#)*+, σ -.#*(/*01 *!23)0 4( !"#$%&' $+& µi ! #2*!/5'( 46$7#8($ i∈N µi 9 : ;<%;!=+ 4#5/>*5 =)#5 $+& µ ! ν ;%?($( µ ⊗ ν 9 @<%.8!=($ '( ()*&+!,'-+%. /&0& 1"&!(2 ')+2 9 : "#$"# ;<%;!=+ '(1 ;&# .!,=A i ∈ N 1 Xi = R1 Xi 7#&(8#)4.0 σ-!8B(7&! *! R ! µi = λ '(=*#$+&*0 C(7(4B5(#)! $%&!9 Příklad. D!&"A24.3 4#5/>* i∈N Xi ) 5)(=(*A$ ;<%;!=+ Xi = R 75=5 #2*!/#)!" 46$7#8($ RN 1 ."(&3$,"# 2*!/(*%$ EFE> 2=G&!2*>"1 ,( $*#,>*5 ;&#$+**3EF N !;&>#&*+ *(;#)!,5'($( 2! 54;#<0=!*#59 H!#;!.1 ) ;<%;!=+1 ,( '( I/(8*A $%" .#*(/*#5 >*=(J#)#5 $*#,>*5 N 8>*(0&*+ 54;#<0=!*#51 "'9 .=6, '> )8!4"*+ >*"(&;&("5'($( '!.# I4(. E(8#/%4(8*A ?.086 N = [n] ≡ {1, 2, . . . , n}1 n ≥ 11 !*(7# ;&# "# 75=#5 '>*A =G)#=61 ;!. *!$%4"# 46$7#85 RN 75=5 ;#5,%)!" 7+,*+'?% 2*!/(*% ;&# n-$+*3 &(08*3 (5.8>=#)4.3 ;"#& Rn 9 Poznámka. Q A.2 Nalejvárna ze svazů K4;#<0=!*0 $*#,>*!1 *(7# 3! &4 (L, )1 E#, '( 2.&!".! 2 !*B8>E.AF# 32+4$2556 !+7&+&7 &41 '( *(;&02=*0 $*#,>*! L )67!)(*0 #. 4&#%8' " 3!9.7.%)' 1 "# '(4" 7>*0&*% &(8!E% 1 ."(&0 '( L>M +&:&;$(%) N ∀ x ∈ L x x1 L>>M 2%4$ 6'&4+$*<. N ∀ x, y ∈ L x y, y x ⇒ x = y 1 L>>>M 4+2% $4$(%) N ∀ x, y, z ∈ L x y, y z ⇒ x z 9 K4;#<0=0*% *!2)($( 4!4.5%) 1 '(4"8>,( *!)%E ∀ x, y ∈ L 75O x y *(7# y x9 P6$7#8 x ≺ y 2*!/% x y ! x 6= y9 • @#.5= x ≺ y ! *((J>4"5'( z ∈ L "!.#)A1 ,( x ≺ z ! z ≺ y 1 ;!. 4( x *!23)0 7!5%) !" &7 y 1 &(4;(.">)( y =!+%) !" &7 x9 • D#*(/*3 ;#4(" 4( 2#7&!25'( ;#$#E% >2 &!(2 7$21+2'"9 : Q!44(#)+ =>!B&!$5 '( .!,=3 ;&)(. .#*(/*AF# ;#4("5 2#7&!2(* .#8(/.($ L/> #)08($M9 R(-8> x F#&*%$ 4#54(=($ y1 ;!. 4( 5=+80 4;#'*>E( x ! y1 ;<>/($, x '( ;!. 5$%4"+*# *!= y9 • R(4"8>,( M ⊆ L1 ;!. ;&)(. x ∈ M '( '$%$'.5%) 3+(&< M )2F8(=($ . 1 '(4"8>,( *((J>4"5'( z ∈ M "!.#)A1 ,( z ≺ x9 S*!8#B>E.61 y ∈ M '( '2;$'.5%) 3+(&< M )2F8(=($ . 1 ;#.5= *((J>4"5'( z ∈ M 4;8T5'%E% z ≻ x9 • ?"3+&'"' $*#,>*6 M ⊆ L ) ;#4("5 (L, )1 2*!/(*A sup M 1 ! &#)*+, *!23)!*A %&@'&%A) =!+%) ,.(!+2 M 1 '( ;&)(. y ∈ L "!.#)31 ,( L>M z y ;&# .!,=A z ∈ M 1 !)?!. L>>M y y′ ;&# .!,=A y′ ∈ L 4;8T5'%E% z y′ ;&# z ∈ M 9 @#.5= 45;&($5$ (J>4"5'(1 '( '(=*#2*!/*+ 5&/(*#9 ?3!@&%) ;&).G x, y ∈ L1 #2*!/#)!*A x ∨ y '( 45;&($5$ $*#,>*6 {x} ∪ {y}9 • S*!8#B>E.61 $%B'"' $*#,>*6 M ⊆ L1 2*!/(*A inf M 1 ! *!23)!*A "!.A %&@C (-4A) 7!5%) ,.(!+2 M '( ;&)(. x ∈ L "!.#)31 ,( L>M x z ;&# .!,=A z ∈ M 1 !)?!. • 243 A.2 Nalejvárna ze svazů !!" • x′ x #$% &'()* x′ ∈ L +#,-./010 x′ z z ∈ M2 #$% !"#$% #$3&4 x, y ∈ L5 %67'8%3'79 x ∧ y5 /: !7;<.< <7%(!7= {x} ∪ {y}2 &'()(*+ '(,(*-. /: #%+:> (L, ) >'&%395 (: #$% &'()* x, y ∈ L :?!+>./: +.#$:@ x∨y L2 • &*-. /: #%+:> (L, ) >'&%395 (: #$% &'()* x, y ∈ L :?!+>./: /'& +.#$:<.< x∨y >'& !7;<.< x ∧ y 3 L2 A3'6 /: /0#1!02310*45 /:+>,!(: #$% &'()* x, y, z ∈ L <.< 3 x ∧ (y ∨ z) = (x ∧ y) ∨ (x ∧ z) a x ∨ (y ∧ z) = (x ∨ y) ∧ (x ∨ z) . Příklad. B=#!1&9 #C0&,') )!+>$!D.>!370E% +3'6. /: 7:#$F6)7* <7%(!7= N5 >/2 +%.D%$ &%7:87*" #$47!&= ' +/:)7%1:702 • 9',4+ #*-. /: #%+:> <.< ! !7;<.< 3 L2 (L, ) (%!36 '(/74(804 R ⊆ P(N ) ≡ {Y ; Y ⊆ N } >'&%395 (: &'()F #%)<7%(!7' &%7:87* .6'3C:79 7' M ⊆L <F +.#$:@ Poznámka. G$% %3HC:705 (: #%+:> L /: I#,79 +3'6 +>'80 %3HC!>5 (: &'()F M ⊆ L <F !7;<.< 7:D% ).F,7H5 (: &'()F #%)<7%(!7' L <F +.#$:<.<"2 J'()9 &%7:879 +3'6 /: #C0&,'):< I#,7*E% +3'6.2 • :3,(*+7 '!*%$7 <7%(!7= • • • x0 z 3 L2 >'&%395 (: I#,7*E% +3'6. #$% &'()* <$/4(1%(*+7 '!*%$7 #$% &'()* G$3:& x z ∈ L2 G$3:& x /: z ∈ L2 +: $%6.<0 I#,7*E% +3'6. /: 1$,4+ "5 /:+>,!(: L +: $%6.<0 4$)7$4;5 '!*$% L5 >/2 x0 ∈ L K:70 >% 7!1 /!7*E% 7:( +.#$:<.< #$F6)7* 4$)*=1;5 '!*$% ∨>4$!(.,(801$,4+ L5 >/2 y1 ∈ L D.). C0&'> >'&%3*5 (: z y1 #3'!$737 4$!(.,(80> x 6= sup {z ∈ L ; z ≺ x } . ∧>4$!(.,(801$,4+ >% /:+> 04?737 4$!(.,(801$,4+ "5 #%&.) x 6= inf {z ∈ L ; x ≺ z } . Poznámka. G$3:& &%7:87*E% +3'6. /: ∨@7:$%6,%(!>:,79 #$F3H >:E)=5 &)=( <F #$F3H /:)7%E% )%,70E% +%.+:)'2 L7',%M!1&=5 #$3:& /: >:E)=5 &)=( <F #$F3H /:)7%E% E%$70E% +%.+:)'2 • ∧@7:$%6,%(!>:,79 #$F3H ∨@7:$%6,%(!>:,791E #$3&4 3 &%7:87*< +3'6. (L, ) /: 7:/<:7O0 <7%@ (!7' M ⊆ L &>:$F /: #3'!$737>63#1@ 5 1%( 67'805 (: #$% &'()* x ∈ L :?!+>./: M ′ ⊆ M >'&%3*5 (: x = sup M ′ 2 • L7',%M!1&=5 <7%(!7' ∧@7:$%6,%(!>:,791E #$3&4 3 L /: 7:/<:7O0 <7%(!7' M ⊆ L &>:$F /: 04?737>63#1@ 5 >/2 #$% &'()* y ∈ L :?!+>./: M ′ ⊆ M +#,-./010 y = inf M ′ 2 • A>'7)'$)70 #C0&,') ∨@7:$%6,%(!>:,7*E% #$3&. I#,7*E% +3'6. L /: /:E% -1(7 5 1%( /: E%$70 +%.+:) 7.,%3*E% #$3&. L2 • A(-1(7$7 L +: $%6.<0 )%,70 +%.+:) /:)7%>&%3*E% #$3&. L2 N7%(!7' 244 A Nalejvárny !"#$ %&'( L %) #'($&* !"#$%&' + !,-./ 0#,12#' 3)4, '5,06 3) %.!7)0.08 4.%5* & L9 )-&2&'")#5#:+ !,-./ 3)/2#$02 ∨8#)7,(",125)"#$02 !7&-; 3%,. '5,0;< • =&'( 3) &" !"#$(!$%&' + !,-./ 0#,12#' -,'5,06 3) 2#>0.084.%5* & L+ 53< 3)/2#? ∧87,(",125)"#? !7&-; 3%,. -,'5,0;< • @.A (L1 , 1 )+ (L2 , 2 ) B!"#? %&'(;< )*!$$("#"+,(#-# .(/"0121*3 5:C45, !,8 %)56 %) D./) 7,(.0:5 (,D7'()#E φ : L1 → L2 5'-,&?+ 1) • ∀ x, y ∈ L1 F,D7'()#E %) #'(&) (4 x 1 y ⇔ φ(y) 2 φ(x) . 5"4'# *!$$("#"+,(#-# + ∀ M ⊆ L1 3)%5"21) !"'5E φ(sup M ) = inf { φ(y) ; z ∈ M } ' φ(inf M ) = sup { φ(y) ; z ∈ M } . G&2/)#5#:+ -'1/$ '#522%,0,7>%0.% .%!,H*/*#E 3) 2 %&'(,&$ '#522%,0,7>%0.%< A.3 Nalejvárna o maticích @.A M, N #)!7*(/#? -,#)I#? 0#,12#;< J)*"#,. M × N 6# !$%3 %) D./) 7,8 (.0:5 7)*"#* K.#-C) #' M × N < F*!2% Σ = (σij )i∈M, j∈N < =;0D," ΣA·B D./) ,(#'I,&'5 A×B 8!,/0'52C2 0'52C) Σ+ -/) A ⊆ M + B ⊆ N < • =;0)572C-,. N × N 80'52C2 #'(&)0) /"($!$4*7 (-#$2-,*$!*3+ !,-./ x⊤ · Σ · x ≥ 0 !7, -'1/? x ∈ RN , 7)%!)-52&) /"($!$4*7 2-,*$!*3+ !,-./ x⊤ · Σ · x > 0 !7, -'1/? 6= x ∈ RN . L'52C) 3) !,%252&#: /)>#25#E+ !7*&: -/;1 3) 7)M."*7#E ' !,%252&#: %)02/)>#25#E< N#&)7(#E 0'52C) - !,%252&#: /)>#25#E 3) 7,&#:1 !,%252&#: /)>#25#E< • 8"9-%*7*". $*4-+53 N ×N 80'52C) Σ %) D./) 7,(.0:5 -'1/* 0'52C) Σ− 5'-,&*+ 1) Σ · Σ− · Σ = Σ< O:-5)HE '.5,H2+ #'!HE-"'/ PQ#/:" RSTUV+ !,.1E&'3E #'0E%5, 5,4, 5)70E# /(-.2"$*4-+5*3 # !$%-< W'-,&* 0'52C) &1/; )X2%5.3)+ '") #)#E .7I)#' 3)/#,(#'I#:< Y !HE!'/:+ 1) Σ 3) 7)M."*7#E+ !'- 3) 3)3E (,D)C#:#* 2#&)7() 3)/#,(#'I#: .7I)#' ' %4,/.3) %) % 2#&)7(#E 0'52CE Σ−1 < • Z)%5"21) Σ 3) 7)'"#* N × N 0'52C)9 A, C ⊆ N 3%,. /2%3.#-5#E+ !'- :%;.+<4 2"/=*7& !,/0'52C) ΣC·C P& ΣAC·AC V 3) A × A80'52C) /)>#,&'#* &(5'4)0 • ΣA|C = ΣA·A − ΣA·C · (ΣC·C )− · ΣC·A , !H2I)01 !"'5E -,#&)#C) ΣA|∅ ≡ ΣA·A < [7, !,%252&#: %)02/)>#25#E 0'52C) 5'5, 0'52C) #)(*&2%E #' &,"D: !%)./,2#&)7(#E 0'52C) (ΣC·C )− < Fakt. Z)%5"21) 3) ΣC·C 7)M."'7#E+ !'- 3) ΣA|C 7)M."*7#E+ !7*&: -/;1 3) 7)M.8 "*7#E 0'52C) ΣAC·AC + ' & 5,05, !HE!'/: !"'5E (ΣA|C )−1 = ((ΣAC·AC )−1 )A·A . 245 A.4 Nalejvárna o konvexních množinách !"#$ %& Σ '!()*)+,- $&.,)*,/0 1&('&"*)+& '!()*)+,- (&2)$&.,)*,/0 '3" *45 %& '!()*)+,- $&.,)*,/0 1&('&"*)+& '!()*)+,- (&2)$&.,)*,/6 7!,&8,-0 '93*/ ,3(9&$#%/:/ !"#$" %!&#'"%"("%); %(!#<9) A, B, C ⊆ N '! $+!# $)(%#,"*,/0 ΣBC·BC ) ΣC·C 1&=#9>1,/0 '3" '93*/ ΣA|C ΣA|BC = (ΣAB|C )A|B . A.4 Nalejvárna o konvexních množinách • • ? *!2*! !$$/9& %& @>2-1,- !@,38!+>, A1&>9,BC &#"9)$!+("B '1!(*!1 (D2E!9&2 Rn 0 "$& n ≥ 1 3 ,)"!9)+ RN '1! 2,!5),# '1!2-,,B:F N 0 :!5 %& ,&%83(*-%G/ !@,38&,/ &#"9)$!+("4F! '1!(*!1# + *-:F*! ("1)'*&:F A+)@ '!@,>2"3 ,3 (*13,HIH 8) J K6LC6 M! '1!*!0 ,/5& #+&$&,> N3"*3 %(!# N3"*):"D A35 ,3 %&$,# +B%)2"#C +D#5)*3 + "!,*&O*# ('&:)>9,/F! '1!(*!1# RP(N ) 0 "$& P(N ) ≡ {A; A ⊆ N } %& (D(*42 '!$2,!5), ,&'1>@$,4 "!,&8,4 2,!5),D '1!2-,,B:F N A+)@ J I6P6HC6 QR"3@D +-*G),D @$& #+&$&,B:F *+1@&,/ 9@& ,394@* ,3'S/"93$ + ",)@& AT1U,$(*&$ VWXPC6 Y,!5),3 K ⊆ Rn 0 n ≥ 1 (& ,3@B+> *+#(,-#. 0 %&(*9)5& ∀ x, y ∈ K • ∀ α, β ≥ 0, α + β = 1 α·x+β·y ∈K. 7!,+&O,/ 2,!5),3 K %& /0&(1,#20 '!"#$ xn ∈ K, xn → x ∈ Rn ⇒ x ∈ K 6 3"4,#', A#@3+S&,4C "!,+&O,/ 2,!5),D K ⊆ Rn %& $&.,!+>,3 %3"! $)2&,(& &5##.6+ +7&8/ K 0 *&$D 2,!5),D n n x∈R ; x= X z∈J αz · z '1! "!,&8,!# J ⊆ K , X z∈J αz = 1 , αz ∈ R o , :!5 %& A+5$DC '!(#,#*B 9),&>1,/ '!$'1!(*!10 *&$D 2,!5),3 {y + z ; z ∈ L}0 "$& L %& 9),&>1,/ '!$'1!(*!1 Rn 3 y ∈ Rn 6 1! ,&'1>@$,!# K %& $)2&,(& K AZ $)2&,(& LC :&94 8/(9! 2&@) 0 3 n6 Příklady. 1. 793():"B2 'S/"93$&2 #@3+S&,4 "!,+&O,/ 2,!5),D %& +8)%+ 0 $&.,!+3,B %3"! *+#(,-#. +7&8 ,-%3"4 "!,&8,4 2,!5),D B ⊆ Rn ; !"# (B) ≡ { x ∈ Rn ; x = 2. X z∈B αz · z '1! αz ≥ 0 , X z∈B αz = 1 } . [E&:,-%G/2 'S/"93$&2 %& +8),9!0 ,-"$D *45 ,3@B+3,B 4#+6+'%:#0 $&.< ,!+3,B %3"! '1R,)" "!,&8,4F! '!8*# #@3+S&,B:F '!9!'1!(*!1R0 *%6 2,!< 5), *+31# n {x ∈ R ; hx, yi ≥ c}, K,=9):"B *&12/, %& "$& +8)6,9!+#6 n y∈R ,c∈R 3 hx, yi ≡ n X i=1 x i · yi . 246 A Nalejvárny • !"#$!% K ⊆ R & n ≥ 1 '( !%)*+, !"#$%"&' ()$*$' & -('./$#( 0$1 ≡ [0, . . . , 0] ∈ K & 0$$1 ∀ x, y ∈ K ∀ α, β ≥ 0 α · x + β · y ∈ K 2 3+$4(!.!5 '( -(4!, " 6"!+(7!8 9!"#$!:2 ;!</$=6* .(>98! -( +!"#$% +!"$2 n Příklady. 1. ?/%'$=6*9 @A86/%4(9 :)%+A(!BC" 6"!+(7!8C" 6:#(/( -( !",+ - !./* !(D @>,)4!B 9!"#$!E ∅ =6 B ⊆ R F X !" (B) ≡ { x ∈ R ; x = α ·z @>" 6"!(G!": ∅ = 6 C ⊆ B % α ≥ 0}. n n z z z∈C H @A8@%45 @>,)4!B 9!"#$!E B @A$-89,9( 6"!+(!=$ !" (∅) = { }2 2. I$!*9 @A86/%4(9 :)%+A(!BC" 6"!+(7!8C" 6:#(/( -( 0(1*"& ()$* @>" 9!"D #$!: A ⊆ R F n A∗ = { x ∈ Rn ; ∀ y ∈ A hx, yi ≥ 0 } . ?:#(/ !%)+(9( 2$3*/" & %!(J" .B# 4!*5$06,+ - ()$*& -('./$#( (7$'.:-( 6"!(G!, B ⊆ R .%6"+,& #( K = !" (B)& >('@(6.$+( 6/+,!"1*"& 2$3*/"& -('./$#( (7$'.:-( 6"!(G!, 9!"#$!% >%=$"!,/!8=C +(6.">K B ⊆ Q & #( K = !" (B)2 Poznámka. L>" 6"!(G!": B ⊆ R @/%.8 !" (B) = (B ) 2 Fakt. !"#$!% K ⊆ R & n ≥ 1 -( >%=$"!,/!8 -(C/%! @>,+5 .(C4E& -('./$#( K = A 64( A ⊆ Q -( 6"!(G!, 9!"#$!% >%=$"!,/!8=C +(6.">K2 • 789"!( :)%+A(!B 6"!+(7!8 9!"#$!E K ⊆ R '( J:4( >"):95. -(-8 6"!+(7!8 @"49!"#$!% F ⊆ K 6.(>, 9, !,'/(4:-8=8 +/%'.!"'.F @"6:4 @>" y, z ∈ K ".(+A(!, M'(G6% (y, z) ≡ {x ∈ R ; x = α · y + β · z α, β > 0, α + β = 1 } @>".8!, F & .-2 @"6:4 F ∩ (y, z) 6= ∅& @%6 y, z ∈ F 0="# N%6.$=6E )!%G8& #( =(/, M'(G6% /(#8 + F 12 ;!</$=6* .(>98! @>" '.5!: -( :/+$2 • 36+$+%/(!.!8 4(O!$=( '.5!E + @A8@%45 @"/E."@: K ⊆ R -( @>K'(6 K ' -(C" ,;!*(2&+& "/06!#,"!(& .-2 F = K ∩ {x ∈ R ; hx, yi = k}& 64( y ∈ R % k ∈ R -'": .%6"+B& #( K ⊆ {x ∈ R ; hx, yi ≥ k}2 • 36+$+%/(!.!8 4(O!$=( !(@>,)4!B '.5!E + @A8@%45 :)%+A(!BC" 6"!+(7!8C" 6:D #(/( K ⊆ R -( 9!"#$!% F ⊆ K '@/P:-8=8 !,'/(4:-8=8 .A$ @"498!6EF 0$1 ∈ F & 0$$1 x, y ∈ F α, β ≥ 0 ⇒ α · x + β · y ∈ F & 0$$$1 x, y ∈ K, x + y ∈ F ⇒ x, y ∈ F 2 Poznámka. Q.5!% 0>%=$"!,/!8C"1 -(C/%!: -( "@5. 0>%=$"!,/!81 -(C/%!2 • R(@>,)4!B '.5!E :)%+A(!B 0!(@>,)4!B1 6"!+(7!8 9!"#$!E ∅ = 6 K ⊆ R & ="# -'": "@5. :)%+A(!B 6"!+(7!8 9!"#$!E& /)( 6/%'$O6"+%. @"4/( 4$9(!'(F • n n ∗ ∗ n n ∗ n n n n n N n n n 247 A.5 Nalejvárna z grafů !"#$% &'()$!) 0* $)+,-' .)&$,/012,13 ($,4'$%* !) $56715.8 !"#$%&* 5$)+, "34 '()!'*+%,- .$/& 95$:-';27 ")0(8$ /0, 10;<,- .) '!)'( $)+, '()!'*' 0$1,)=* !"#$% &'()$!) 1 !) $56715.8 #!2,&* 5$:-';2% '/3'4* !"#$% &'()$!) 2 1 ",(", ")>"? $5671@( !$ 1,,5 4)6,&* !"#$% &'()$!) k − 1* 2&) k .) &'()$!) K !) $56715.8 724')&* 5$:-';2% 72"')4A B5(,6C).(#* .)&'$@ !"#$5 &'()$!) k .) ;)-@ 2,$1)>$8 ($,4'$5 K A • D651C)$7 2?4)- K ⊆ Rn .) 82$4)9',: * .)!"-'4) K ∩ (−K) = { }A Fakt. D651C)$7 2?4)- K ⊆ Rn .) 65,!"C)$7* /0@1# 2&%4 ∃y ∈ R n ∀x ∈ K \ { } hx, yi ≡ n X i=1 x i · yi > 0 . • ;20!4'< :)$)0,15$7 $)$?-,17( 1)2",0)( 6= x ∈ Rn .) ($,4'$5 R = {α · x ; α ≥ 0 }A • E)F-' K ⊆ Rn 65,!"C)$7 ?651C)$7 2,$1)>$8 2?4)-* /52 .)<, /5/0!)2 R ⊆ K $561)() '()!'*+%,- 91 K =* .)!"-'4) ∀ x, y ∈ K x + y ∈ R '(/-'2?.) x, y ∈ R . E'$7(' !-,1%* R .) !"#$,? K * 2,$203"$# <05$,? K A G-5!"$#* 1 /C8/5&# 65F ,!"C)$3<, $)/0@6&$3<, /,-%)&0';23<, 2?4)-) .!,? /,.(% )>"0)(@-$8 /5/0!)2 5 <05$5 !%$,$%(5A Fakt (důsledek Krein-Milmanovy věty). H54&7 65,!"C)$7 ?651C)$7 2,$1)>$8 2?4)- K .) 2,$';27 ,+5- !17;< )>"0)(@-$8;< /5/0!2IA J,2,$;) K .) 2,$';27 ,+5.5232,-' !13 /,&($,4'$%* 1 $84 .) 254&7 /5/0!)2 65!",?/)$ 5-)!/,K .)&$8( :)$)0?.8;8( 1)2",0)(A Fakt. L5,!"C)$7 ?651C)$7 2?4)- .) 05;',$@-$8 .)<-5$ /0@1# ")<&%* 2&%4 (@ 2,$)M$# ($,<, )>"0)(@-$8;< /5/0!2I* /C'M)(4 254&7 /5/0!)2 .) :)$)0,15$7 05;',$@-$8( 1)2",0)(A Fakt. NC8&5 !"#$ 65,!"C)$3<, .)<-5$? "1,C8 5",(';27 !156A 9'= E)&$,"2,17 /01)2 !156? .) ;)-3 K A 9''= O?-,17 /01)2 !156? .) 2?4)- { }A 9'''= P",(% ",<,", !156? .!,? )>"0)(@-$8 /5/0!2% K A A.5 Nalejvárna z grafů • =&.!1/,-* 3!27'* !) +?&) 0,6?(#" "0,.';) G = (N, L, A), 2&) 9'= N .) $)/0@6&$@ 2,$)M$@ ($,4'$5 >8%?* 248 A Nalejvárny !!" !!!" L #$ %&'(!&) &$'*!$&+',)&-./ /*)&0 &$1'2! !"#$0 +#3 4,'56*,7',-./ 6'48 %&'(!& N 9 L ⊆ {A ⊆ N ; |A| = 2}3 Zápis9 a b , G ⇔ {a, b} ∈ L0 A #$ %&'(!&) '*!$&+',)&-./ /*)&0 &$1'2! %!&#$0 +#3 5:6';<4)&-./ 4,'#!. *=>&-./ 5>2=9 A ⊆ N × N \ {(a, a) ; a ∈ N }3 Zápis9 a → b , G ⇔ (a, b) ∈ A0 !," 6'()45#$ :$ "#"'()*")(+ ,-." 9 ∀ a, b ∈ N a 6= b a→b ?$:+2!($ N N3 L = ∅3 D@1*!4&A B*)C #$ ".1 G ⇒ ¬{b → a , G} ∧ ¬{b a , G} . G0 6)7 ;A7<%$0 ($ G #$:+2!($ A = ∅ ) )-!#"+)2."3 0 #$ /-.0 , #$ %&'(!&) 5>2= /@1*!4&A/' B*)C5 "#)-!#"+)2."3 0 #$:+2!($ Poznámka. E6=:'1 >),$4$&A B*)C= ,2):+&F >)*5G5#$ )1:$&.! :%@G$73 • H,'#!.$ 5>2= !" !!" !!!" a b a→b b→a [a, b] , , , G G0 G3 #$ , ,-.". G #$:+2!($ &):+)&$ #$4&) >$ :!+5).A9 .'( #$ +'+I(0 .' b a , G"0 J'>&)%$&$#%$0 ($ C'*%<2&F #$ /*)&) >),$4$&) #)7' 5:6';<4)&< 4,'#!.$0 )2$ C)7+!.7@ #$ +' &$5:6';<4)&< 4,'#!.$3 • G̃ = (Ñ , L̃, Ã) &)>,$%$ &)1/-.0#4 /@1*!4&A/' B*)C5 G = (N, L, A)0 #$:+2!($ Ñ ⊆ N 0 L̃ ⊆ L ) Ã ⊆ A3 • 5"16$)2."3 &)1/-.0 B*)C5 G 6*' &$6*<>4&'5 %&'(!&5 T ⊆ N #$ B*)C D@1*!4&A B*)C GT = (T, LT , AT ), • ?$82! a∈N 74$ LT = L ∩ P(T ) ) AT = L ∩ (T × T ) . 5>$2 /@1*!4&A/' B*)C50 6)7 !G (a) = {b ∈ N ; a b "#G (a) = {b ∈ N ; b → a $%G (a) = {b ∈ N ; a → b , G} #$ %&'(!&) ()6(#17 , G} #$ %&'(!&) -)1!87 , G} #$ %&'(!&) 19+: 5>25 5>25 5>25 • 4A+F K a0 a3 E&)G$&A #$ %'+!,',<&' )&B2!.7'5 +$*%!&'2'B!A9 :'5:$4 K &.-#"+0 a0 "#!/,*)6-0 *'4!G K ;,! 13 G :$ 154$ *'>5%F+ 6':2'56&':+ 5>2= B*)C5 ρ : a1 , . . . , an 0 n ≥ 1 +)7',<0 ($ ∀ i = 1, . . . , n − 1 #$ [ai , ai+1 ] /*)&) , G3 =-.>": 5>2@ :2$45 ρ #:'5 a1 ) an 0 2"!+?": 5>2@ #$& , 6;A6)4F n ≥ 3" #:'5 a2 , . . . , an−1 3 ?$:+2!($ A, B ⊆ N #:'5 %&'(!&@ 5>2=0 a1 ∈ A ) an ∈ B 0 6)7 ;$7&$%$0 ($ :2$4 2#1# @ A 1) B &F74@ +I( %$>! A ) B "3 L6'>'*M5#!0 ($ 4$N&!.$ :2$45 >)/*&5#$ ! 6;A6)4 n = 1O • P2$4 :$ &)>-,< ;#(+.0 #$:+2!($ &),A. a1 , . . . , an #:'5 -7@"A 5>2@3 • P2$4 #$ < #1#4 Q , /@1*!4&A% B*)C5 "#)-!#"+)2."3 #$:+2!($ ∀ i = 1, . . . , n − 1 #$ ai ai+1 , G0 249 A.5 Nalejvárna z grafů ! "#$%&! "#$%& ∀ i = 1, . . . , n − 1 "'()*! +, -%. ai ai+1 / G 0,-# ai → ai+1 / G! "'()"%* ! "#$%& ! 1,2)'3+, ∀ i = 1, . . . , n − 1 1, ai → ai+1 / G4 Neorientované grafy • 5,2)'3+, G 1, 0,#63,0)#/(07 86(9 0(& N ! "($ :0#+30% A ⊆ N 0(;/,:, +$,%-# / G! 1,2)'3+, ∀ a, b ∈ N, a 6= b 1, a b / G. • .,()-# 86(9% G 2, -%&, 6#;%:<) :(=3:>'0* ?"'0> "#&:0#+30( N /, 2:@2'% 30$'%;,4 A(:#)07 0,#63,0)#/(07 86(9 G 0(& N 2, 0(;/, +$,%&! 1,2)'3+, N 1, ?"'0> :0#+30( / G4 • B,#63,0)#/(07 86(9 G 0(& N 0(;/,:, /($0'"("%1! 1,2)'3+, ,=32)%1, 6#;$'(& N = A∪B ! A∩B = ∅ )($#/7! +, "#$%& a b / G! "($ |{a, b}∩A| = 1 = |{a, b}∩B|4 • 2!-'(!%"-30%& 45),# / C@-63&0*: 86(9% G 0(& N 1, "#2'#%"0#2) %;'D a1 , . . . , an+1 ! n ≥ 3! )($#/>! +, E3F an+1 = a1 ! E33F a1 , . . . , an 12#% 6D;0G! ai+1 / G4 E333F ∀ i = 1, . . . , n ai H*2'# n 2, "($ 0(;7/> 67,)-# 45),#4 8*"(3-# I@$'% a1 , . . . , an+1 ! $&, n ≥ 4! 2, 6#;%:* '30$( ai aj / G )($#/>! +, 1 ≤ i! j ≤ n ( 1 < j − i < n − 14 • J@-63&0* 86(9 G 0(& N 1, -#3( ,&! 1,2)'3+, ∀ a, b ∈ N ,=32)%1, / G 0,#63,0)#K /(0> I,2)( ; a &# b4 • B,#63,0)#/(07 86(9 2, 0(;7/> "'-9 ! 1,2)'3+, 1, 2#%/32'7 ( 0,:> +>&07 0,#K 63,0)#/(07 I@$'%24 B,#63,0)#/(07 86(9! $),67 0,:> 0,#63,0)#/(07 I@$'%2! 2, 0(;7/> ,! 4 Fakt. B,#63,0)#/(07 86(9 G 0(& N 1, 2)6#: "6>/< ),C&@! 1,2)'3+, ∀ a, b ∈ N / G ,=32)%1, "6>/< 1,&0( I,2)( ; a &# b4 Orientované grafy • :'(!%"-30%& 45),# / C@-63&0*: 86(9% G 0(& N 1, "#2'#%"0#2) %;'D a1 , . . . , an+1 ! n ≥ 3 )($#/>! +, E3F an+1 = a1 ! E33F a1 , . . . , an 12#% 6D;0G! E333F ∀ i = 1, . . . , n ai → ai+1 / G4 H*2'# n 2, 0(;7/> &G'$#% I@$'%4 L63,0)#/(07 86(9 2, 0(;7/> 045),(4)& ! 1,2)'3+, / 0<: 0,,=32)%1, #63,0)#/(07 I@$'%24 Fakt. L63,0)#/(07 86(9 G 0(& N 1, (I@$'3I$7! "6>/< $&@+ ,=32)%1, #M*2'#/>0* a1 , . . . , an ! n = |N | 1,C# %;'D! $),6G 1, -#;,0 %7 ∀ 1 ≤ i, j ≤ n -'(!%"041 <($!) ai → aj / G ⇒ i < j . / G! )14 250 A Nalejvárny • !"#!$!% &! '(!) a *! !"#"$ '()' b + ,-./01#2$ 3/45' G% /!67!"80+! &! b *! %&%'"$ a + G% *!68)0&! + G !9068'*! 6!68'7#: 6)!1 ( a 1; b <!"+0+4)!#8#=% ( a +!1! + G 6!68'7#> ?!684 1; b@A B#;&0#4 7;8;$"C '()' a + G 6! .'1! (#4D08 6-$.;)!$ !G (a)% $#;&0#4 7E!1"C $#;&0#- A ⊆ N 6-$.;)!$ "#G (A)A F ;/0!#8;+4#G$ 3/45' G (#4$!#>% &! a *! 7E!1!" b% &! .'H a = b #!.; + G +!1! ( a 1; b 68/0"8#= 6!68'7#: 6)!1% /!67!"80+! 68/0"8#= 6!68'7#> ?!684A I#4D!#2 *! $;80+;+>#; 4#3)0?";' 8!/$0#;);302J 7;8;$!" K #"()"*#+*&% 7E!1!" K +*)"(&%,A Poznámka. A.6 Nalejvárna o rozděleních • L'H P /;(1=)!#2 #=*4"G,; </!>)#G,;@ #>,;1#G,; +!"8;/'% 8!1- 7/4+1=7;M 1;.#;68#2 $2/4 #4 !'")01;+6"G$ 7/;68;/' RN % 7E0D!$& |N | = n ≥ 1A N!,; (>")41#2 #'$!/0?";' ?,4/4"8!/0680";' *! -"$&%, (&!"#*.)/ /%#*%& e = [ei ]i∈N % *!,;& 6);&"- *6;' 1!O#;+>#- #>6)!1;+#=J Z ei = xi 1P (x) 7/; i ∈ N, RN "1! xi ;(#4D'*! iM8;' 6);&"' +!"8;/' x ∈ RN A F 7/490 6! 8G$=E +:,/41#= '+4&'*2 /;(1=)!#2% 7/; #=& ($2#=#G 0#8!3/>)- ei !9068'*2 4 *6;' ";#!D#GA • P4)Q2 +:(#4$#;' #'$!/0?";' ?,4/4"8!/0680";' P *! *!,; $%-+,0+*1*. '+&0)" Σ = (σij )i,j∈N % *!*2& 6);&"- *6;' 1!O#;+>#- #>6)!1'*2?2 5;/$')2J Z σij = (xi − ei ) · (xj − ej ) 1P (x), RN (4 0$7)0?08#2,; 7E!17;")41'% &! P $> +!"8;/ 68E!1#2?, ,;1#;8A F 7/490 '+4M &;+4#> /;(1=)!#2 $4*2 (7/4+01)4 ";#!D#G ,;1#;8- σij % #4(:+4#G $%-+,0+*)"A • 2"3456,*. 3+4((%-($7 ,%8#95"*. *! +2?!/;($=/#G 67;*08G /;(1=)!#2A R/; n ∈ N 621)2 7E26)'Q#G nM/;($=/#G /;(1=)!#2 #4 <+:.=/;+G$@ 7/;68;/' RN % 7E0D!$& |N | = nA N! 74/4$!8/0(;+>#; +!"8;/!$ e ∈ RN 4 7;6080+#= 1!O#08#2 N × N M $480?2 ΣA S;/$')! fe,Σ (x) = √ 1 (2π)|N | · det (Σ) (x − e)⊤ · Σ−1 · (x − e) · exp − 2 7/; x ∈ RN % 1!O#'*! ,'68;8' 7E26)'Q#G </!3')>/#2 34'66;+6"G@ $2/- +(,)!1!$ " T!.!63'!;+= $2E! #4 RN A I#4D2 6! 6-$.;)!$ N (e, Σ)A F!"8;/!$ 68E!1#2?, ,;1#;8 *! 74" e 4 ";+4/04#D#2 $480?2 ΣA • U;(1=)!#2 N (e, Σ) 6! (4+>12% ;+Q!$ ";$7)0";+4#=*Q2$ (7C6;.!$% 0 + 7E2741= ;.!?#=*Q2 7;6080+#= 6!$01!O#08#2 $480?! ΣA V)! "1-& $480?! Σ #!#2 7;6080+#= 1!O#08#2 <K /!3')>/#2@% 74" 1!O#;+4#> $2/4 *0& #!621)2 #4 ?!)G$ 7/;68;/' RN % #:./& *! 6;'68E!1=#> #4 #=*4"G$ 4O##2$ <K 7;6'#'8G$ )0#!>/#2$@ 7;17/;M 68;/' RN A R;8;$ ,;+;E2$! ; (0*3456,*.' 3+4((%-($7' ,%8#95"*. A W0?$G#= 0 + 8;$8; 7E2741= 7)482% &! e *! +!"8;/!$ 68E!1#2?, ,;1#;8 4 Σ ";+4/04D#2 $480?2A 251 A.6 Nalejvárna o rozděleních • !"#$%&'$()* +&,-."/%0 ! "#$!%&'()%*+ ,-./%+0*# %&',)1!*# 23 %&',)1!*# 4056 781!/ 9!0*&.0#:; .<!$-=1*) /&*0-*>!*9*#$? 05781!/@A B%& r6%&'()%*+ %&',)1!*# *=.1!,8 #$# <5%5(!0%EF Pr 2-@ θ1 , . . . , θr 05/&"+; G! θk > 0 5 k=1 θk = 1; 2--@ d ∈ NA r ∈ N (= <C#.18D*+ H#,1# *5 /&*!9*+ (*&G-*) 23 "I7)%&"+( <%&.0&%8@ [d1 , . . . , dr ] ; dk ∈ N, J8.0&05 2"K9- 5%-0(!0-$/+ (#%)@ p([d1 , . . . , dr ]) = L*59!*# Pr k=1 dk = d . ! 8%9!*5 "'&%$!(F d! · θd1 · . . . · θrdr . d1 ! · . . . · dr ! 1 M(θ1 , . . . , θk , d)A Poznámka. M!.01-G! ξ1 , . . . , ξ d ! *=?&,*I "I7)% 2"-' N!O*-$! PAQ@ ' %&',)1!*# X = {1, . . . , r} . ?8.0&0&8 p(k) = θk ; k = 1, . . . , r; <5/ "!/0&% [ρ1 , . . . , ρr ]; /,! ρk = |{ℓ; ξℓ = k}|; (= "ID! 8"!,!*+ %&',)1!*#A R!*0& "!/0&% ! "15.0*) *5 05781/5 9!0*&.0# .!.05"!*= *5 '=/15,) ,5057='! 20 A <&.1&8<*&.0- ?&,*&0 *=6 ?&,*+?& "I7)%8@A • !"!#$%&'()( "(*+,%&-. ! "#$!%&'()%*+ .<& -0+ %&',)1!*# 23 %&',)1!*# *5 4,-.6 r ∈ N; r ≥ 2 (= <C#.18D*+ r6 α1 , . . . , αr 05/&"+; G! αk > 0A S<&'&%T8 -; G! /%+0*#$? <%5",)<&,&7*&.0*#$? (#%=$?:@A B%& %&'()%*+ %&',)1!*# <5%5(!0%E (!'- <5%5(!0%E α1 , . . . , αr -&-. "5'75U N-%-$?1!0&"& %&',)1!*# .#,1# *5 (*&G-*) 23 "I7)%&"+( <%&.0&%8@ Θ= [θ1 , . . . , θr ] ; θk > 0, Pr k=1 θk =1 . M! '5,=*& ?8.0&0&8 "K9- 40%5*.V&%(&"5*+: W!7!.>8!&") (#C!A BC!.*) -F 8"56 G8 (! %!.0%-/$- (r − 1)6%&'()%*+ W!7!.>8!&"E (#%E *5 { [θ1 , . . . , θr−1 ] ; θk > 0, 5 <&0+ 0%5*.V&%(5$- r [θk ]r−1 k=1 7→ [θk ]k=1 ; /,! Pr−1 k=1 θk θr = 1 − < 1} Pr−1 k=1 θk A J8.0&05 N-%-$?1!0&"5 %&',)1)*# 2"K9- '(#*)*+ ,&(-*8 #$# (#C!@ f ([θ1 , . . . , θr ]) = Γ(α1 + . . . + αr ) · θα1 −1 · . . . · θrαr −1 , Γ(α1 ) · . . . · Γ(αr ) 1 R∞ Γ(α) = 0 y α−1 · e−y ,y ; α > 0 D(α1 , . . . , αr )A /,! ! ?&,*&05 X5((5 V8*/$!A L*59!*# Y!/0&% .0C!,*#$? ?&,*&0 5 /&"5%-5*9*# (50-$! Z $&" (θk ) = (θk , θl ) = "5% ! (θk ) = αk α , −αk ·αl α2 ·(α+1) , (α−αk )·αk α2 ·(α+1) . /,! .&8 8%9!*E 0)(-0& "'05?EF α= k 6= l, Pr k=1 αr , 252 A Nalejvárny Fakt (základní fakt z hlediska bayesovského přístupu k učení). Pr !"#$%&! '$(#) *%+ d = dk ∈ N, -.! k=1 dk = d, θ = *%%+ h(d|θ) /0 /1$#%23/%4-5 637.8$!2) M(θ1 , . . . , θk , d), *%%%+ π(θ) /0 9%6%4:$!#3;3 637.8$!2) D(α1 , . . . , αr ), '(- π(θ|d) /0 9%6%4:$!#3;3 637.8$!2) D(α1 + d1 , . . . , αr + dr ) . [dk ]rk=1 , [θk ]rk=1 , <"-1#-1, π(θ|d) ∼ π(θ) · h(d|θ) ∼ r Y k=1 θkαk −1 · r Y k=1 θkdk = r Y (αk +dk )−1 θk , k=1 -.! "=/>3$ ∼ 72(?) 63;23"# (& 2( /1$#%'$%-(#%;2) @(-#36A B)-0/!, &! 9%6%4:$!C #3;3 637.8$!2) D! !"#$%!&'"( - /1$#%23/%4-5/1A Literatura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