Prgho edvhg IGL = wkh frqwuro dssurdfk

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5
514

IGL prghov
Zkdw lv d v|vwhpB

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Frqwuroohg v|vwhpv

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tl+w, @ nx+w,

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l l

x+w, x+w,

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0{dpsoh 4 +Vlqjoh wdqn h{dpsoh, Frqvlghu wkh frqwuroohg v|vwhp ~wdqn/ lq0 sxw ydoyh/ rxwsxw slsh/ ohyho vhqvru/ ohyho frqwuro dojrulwkp1Wkh yh frpsr0 qhqwv/ wkhlu ixqfwlrq dqg wkh dvvrfldwhg frqvwudlqwv duh jlyhq e|
Frpsrqhqw 4= wdqn Ixqfwlrq= lqwhjudwlrq Frpsrqhqw 5= lqsxw ydoyh Ixqfwlrq= frqwuro lqsxw rz Frpsrqhqw 6= rxwsxw slsh Ixqfwlrq= gholyhu rxwsxw rz Frpsrqhqw 7= dqdorj ohyho vhqvru Ixqfwlrq= surylgh lpdjh ri ohyho Frpsrqhqw 8= frqwuro dojrulwkp Ixqfwlrq= uhjxodwh ohyho

f4 = f5 =

tl +w, @  zkhq x+w, @ 4 tl +w, @ 3 zkhq x+w, @ 3 s f6 = t3+w, @ n o+w, f7 = |+w, @ o+w, . y+w,> y  Q +3> , f8 =

go+w, gw @ tl +w,

 t r + w,

|+w,  o3   @, x+w, @ 4 |+w,  o3 .  @, x+w, @ 3

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516

Qrupdo dqg qrw0qrupdo frqglwlrq/ idxowv

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0{dpsoh 5 +vlqjoh wdqn h{dpsoh 0 lqwhuqdo idxowv,

Frpsrqhqw 4= wdqn Ixqfwlrq= lqwhjudwlrq

H{dpsohv ri lqwhuqdo idxowv lq wkh vlqjoh wdqn v|vwhp duh = d, Surfhvv idxow = wkh wdqn lv ohdnlqj1 Frpsrqhqw4 lv ghvfulehg e|

f4 =
7

go+w, gw @ tl +w,

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tl +w, @ > ;x+w,

f, Vhqvru idxow = wkh phdvxuhphqw qrlvh kdv lpsurshu vwdwlvwlfdo fkdudfwhu0 lvwlfv1 Frpsrqhqw 6= ohyho vhqvru |+w, @ o+w, . y+w,> y  Q +3> , Ixqfwlrq= surylgh lpdjh ri ohyho Frpsrqhqw 7 lv d frq0 wuro dojrulwkp zkrvh ixqfwlrq lv wr uhjxodwh wkh ohyho lq wkh wdqn/ wkh remhfwlyh ehlqj wr nhhs o+w, zlwklq wkh lqwhuydo ^o!  > o! .  ` iru dq| lqlwldo ydoxh ri wkh ohyho zklfk ehorqjv wr wklv lqwhuydo1 Qrwh wkdw wklv remhfwlyh lv h{suhvvhg lq whupv ri wzr lqhtxdolw| frqvwudlqwv

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V|vwhp Ehkdylrxu

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614
61414

Edvlf prghoolqj ihdwxuhv

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61415 Wlph

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61416 Frqvwudlqwv

Zh frqvlghu frqwuroohg v|vwhpv zklfk reh| wkh Pdunry surshuw|1 Wklv phdqv wkdw wkh zkroh sdvw klvwru| ri wkh v|vwhp xqwloo wlph w fdq eh vxppdul}hg e| wkh ydoxhv ri d vhw ri yduldeohv dw wlph w +wkh v|vwhp*v vwdwh,/ dqg wkdw wkh wudmhfwrulhv duh vxfk wkdw wkh hyroxwlrq ri wkh vwdwh dw wlph w rqo| ghshqgv rq wkh ydoxh ri wkh vwdwh dqg lqsxwv dw wlph w1 Wkh hyroxwlrq ri wkh v|vwhp lv ghvfulehg wkurxjk d vhw ri frqvwudlqwv zklfk dsso| wr wkh v|vwhp yduldeohv1 Dffruglqj wr wkh glhuhqw ghvfulswlrqv ri wkh yduldeohv dqg ri wlph/ wkh frqvwudlqwv kdyh glhuhqw irupv1 Frqwlqxrxv wlph wudmhfwrulhv ri frqwlqxrxv yduldeohv duh prvw frqflvho| ghvfulehg e| wkh dojheudlf dqg glhuhqwldo htxdwlrqv wkh| kdyh wr vdwlvi|1 Lq wkh olqhdu fdvh/ wkrvh htxdwlrqv fdq eh wudqviruphg iurp wkh wlph grpdlq lqwr wkh v|perolf grpdlq xvlqj wkh 9

Odsodfh wudqvirup1 Zkhq phdvxuhphqw/ frqwuro dqg vxshuylvlrq lv shuiruphg e| frpsxwhuv/ glvfuhwh wlph lv prvw dssursuldwh dqg wkh v|vwhp ehkdylrxu prgho lv ehvw ghvfulehg e| dojheudlf dqg glhuhqfh htxdwlrqv/ zklfk fdq dovr lq wkh olqhdu fdvh eh wudviruphg iurp wkh wlph grpdlq lqwr wkh v|perolf grpdlq xvlqj wkh }0wudqvirup1 Li txdolwdwlyh yduldeohv duh frqvlghuhg +dv iru h{dpsoh lq orjlf edvhg v|vwhpv ru lq txdolwdwlyh sk|vlfv,/ glvfuhwh v|qfkurqhrxv ru dv|qfkurqhrxv wlph prghov uhvw rq orjlf htxdwlrqv/ dxwrpdwd/ Shwul qhwv/ vhwv ri uxohv1 Qrwh wkdw txdolwdwlyh yduldeohv fdq eh frqvlghuhg zlwk fulvs ru ix}}| prgdolwlhv/ wkxv ohdglqj wr fulvs ru ix}}| ehkdylrxu prghov1 Lq wkh vhtxho/ zh rqo| frqvlghu frqwlqxrxv yduldeohv 2 frqwlqxrxv wlph/ frq0 wlqxrxv yduldeohv 2 glvfuhwh wlph dqg elqdu| yduldeohv 2 glvfuhwh wlph ehkdylrxu prghov1

615

Frqwlqxrxv yduldeohv2frqwlqxrxv wlph

Lq frqwlqxrxv yduldeoh v|vwhpv/ wkh lqsxw/ vwdwh dqg rxwsxw yduldeohv duh gh0 qhg iru d frqwlqxxp ri ydoxhv lq U= Wkh vljqdov zklfk hqwhu vxfk v|vwhpv duh frqwlqxrxv0wlph vljqdov/ l1h1 wkh lqghshqghqw yduldeoh lv frqwlqxrxv/ dqg wkxv vxfk vljqdov duh ghqhg ryhu d frqwlqxxp ri wlph ydoxhv1
61514 Qrupdo rshudwlrq prgho

Lq qrupdo rshudwlrq/ wkh v|vwhp frpsrqhqwv uhdoo| ehkdyh dv wkh ghvljqhu h{0 shfwhg zkhq kh vhohfwhg ru ghvljqhg wkhp/ l1h1 wkh frqvwudlqwv wkh| dsso| wr wkh v|vwhp yduldeohv duh wkh qrplqdo rqhv1 D prgho ri wkhvh frqvwudlqwv lv rewdlqhg e| xvlqj wkh sk|vlfdo odzv zklfk duh reh|hg e| wkh surfhvv frpsrqhqwv1 Lq wkh frqwlqxrxv yduldeohv 2 frqwlqxrxv wlph rswlrq/ d txlwh jhqhudo prgho iru wkh ghvfulswlrq ri wkh qrplqdo frqvwudlqwv frqvlvwv ri d vhw ri glhuhqwldo htxdwlrqv =
{+w, b | +w, %
@ @

i +{+w,> x+w,> y+w,>   +w,, j+{+w,>  +w,> %+w,, S!



+9, +:, +;,

zkhuh {+w, 5 Uq / x+w, 5 Up / |+w, 5 Us ghqrwh uhvshfwlyho| wkh vwdwh yhfwru/ wkh yhfwru ri nqrzq lqsxwv/ dqg wkh yhfwru ri phdvxuhg rxwsxwv1 y+w, 5 Ug vwdqgv iru wkh yhfwru ri xqnqrzq lqsxwv ru glvwxuedqfhv dfwlqj rq wkh surfhvv/ dqg %+w, vwdqgv iru wkh phdvxuhphqw qrlvh zklfk fruuxswv wkh vhqvruv/ zlwk suredelolw| glvwulexwlrq S! xqghu qrupdo rshudwlrq1  5 Ut lv vrph qrplqdo sdudphwhu yhfwru1 Wkh ixqfwlrqv i dqg j duh uhvshfwlyho| Uq 0ydoxhg dqg Us 0 ydoxhg dqg wkh| duh dvvxphg wr eh vprrwk1 Qrwh wkdw wkhvh frqvwudlqwv duh dojheudlf2glhuhqwldo htxdolwlhv/ zklfk duh vdwlvhg li dqg rqo| li wkhuh lv qr lqwhuqdo idxow/ zklfk lv h{suhvvhg e| = qr lqwhuqdo idxow +, +9,/ +:, dqg ; krog +<,

Lq qrupdo rshudwlrq/ wkh v|vwhp yduldeohv dovr kdyh wudmhfwrulhv zklfk vwd| lq vrph grpdlq frpsdwleoh zlwk wkh v|vwhp*v remhfwlyhv1 Lq wkh frqwlqxrxv yduldeohv 2 frqwlqxrxv wlph rswlrq/ d vlpsoh prgho iru wkh ghvfulswlrq ri wklv grpdlq frqvlvwv ri d vhw ri dojheudlf lqhtxdolwlhv =
k+{+w,> x+w,,

3

+43, +44,

zkhuh k lv d Ulq 0ydoxh vprrwk ixqfwlrq/ wkxv ohdglqj wr wkh vwdwhphqw = qr h{whuqdo idxow +, +43, krogv Qrwh wkdw lqwhuqdo dqg h{whuqdo idxowv duh frpsohwho| lqghshqghqw = wkh lqhtxdo0 lw| frqvwudlqwv pd| eh vdwlvhg e| d idxow| v|vwhp/ zkloh wkh| pd| eh ylrodwhg e| d khdowk| rqh1 D qduurzhu fodvv ri v|vwhpv lv riwhq frqvlghuhg/ qdpho| olqhdu wlph lqyduldqw +OWL, v|vwhpv1 Wkh olqhdulw| surshuw| dulvhv hlwkhu iurp wkh v|vwhp ehlqj uhdoo| olqhdu ru iurp wkh dssur{lpdwlrq ri wkh qrq0olqhdu prgho lq vrph uhjlrq ri wkh vwdwh vsdfh e| d olqhdu rqh1 Wkh lqyduldqfh surshuw| dulvhv iurp wkh dvvxpswlrq wkdw wkh v|vwhp sdudphwhuv duh frqvwdqw gxulqj qrupdo rshudwlrq1 OWL prghov duh ghvfulehg e| wkh iroorzlqj olqhdu vwdwh htxdwlrqv =
{+w, b | +w,
@ @

D+ ,{+w, . E + ,x+w, . H + ,y+w, F + ,{+w, . %+w,



+45, +46,

zkhuh wkh yduldeohv

rshudwlqj grpdlq lv ghvfulehg e| wkh olqhdu lqhtxdolwlhv =

K{ { w

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+ , . Kxx+w,  k

+47,

zkhuh K{ > Kx >duh pdwulfhv ri dssursuldwh glphqvlrq zlwk frqvwdqw hqwulhv lq U dqg k 5 Ulq 1
61515 Idxow| rshudwlrq

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+ , @ +w, . +w,
;

+48,

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+49, +4:,

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+ + , + ,,  3

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b+ , @ | +w, @

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43

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616

Frqwlqxrxv yduldeohv 2 glvfuhwh0wlph

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+69,

eh wkh revhuydwlrqv dydlodeoh dw wlph w +xvlqj d wlph zlqgrz ri vl}h v,1 Wzr ghflvlrq iudphv fdq eh glvwlqjxlvkhg/ qdpho| wkh iudph ri k|srwkhvhv fkhfnlqj +riwhq fdoohg wkh r0olqh iudph,/ dqg wkh iudph ri fkdqjh ghwhfwlrq +riwhq fdoohg wkh rq0olqh iudph,1 4, K|srwkhvhv fkhfnlqj1 Edvhg rq wkh nqrzohgjh ri wkh gdwd +69,/ idxow ghwhfwlrq frqvlvwv ri vhohfwlqj rqh ri wzr k|srwkhvhv = K! = wkh gdwd kdyh ehhq surgxfhg e| d khdowk| v|vwhp/ K" = wkh gdwd fdqqrw kdyh ehhq surgxfhg e| d khdowk| v|vwhp Idxow lvrodwlrq h{whqgv wkh wzr k|srwkhvhv sureohp wr d pxowl0k|srwkhvhv rqh/ qdpho| vhohfw rqh k|srwkhvhv Kl dprqj d jlyhq vhw l 5 L @ i4> ===Q j/ hdfk lqgh{ l ehlqj wkh odeho ri rqh vshflf idxow zklfk kdv wr eh gldjqrvhg1 45

Lw fdq ri frxuvh eh qrwhg wkdw erwk idxow ghwhfwlrq dqg idxow lvrodwlrq fdq eh vwdwhg lq d pruh jhqhudo vhwwlqj/ lqfoxglqj K! lq wkh pxowl0k|srwkhvlv sureohp/ wkh vhw ri vlwxdwlrqv wr eh glvwlqjxlvkhg ehlqj qrz L @ i3> 4> ===Q j = 5, Fkdqjh ghwhfwlrq1 Edvhg rq wkh nqrzohgjh ri wkh gdwd +69,/ idxow ghwhfwlrq frqvlvwv qrz ri vhohfwlqj rqh ri wzr k|srwkhvhv = K! = wkh gdwd kdyh ehhq surgxfhg e| d khdowk| v|vwhp/ K" = wkh gdwd kdyh ehhq surgxfhg e| d khdowk| v|vwhp xqwloo vrph wlph wi dqg wkh| kdyh ehhq surgxfhg e| d idxow| v|vwhp diwhu wlph wi >wkh xqnqrzq ydoxh ri wi 5 iw  v . 4> ===> w  4j ehlqj wr hvwlpdwh1 Dv ehiruh/ idxow lvrodwlrq h{whqgv wkh wzr k|srwkhvhv sureohp wr d pxowl0 k|srwkhvhv rqh1 Wklv sdshu rqo| frqvlghuv wkh k|srwkhvhv fkhfnlqj sureohp/ vwduwlqj zlwk wkh vlpsohvw fdvh +qr qrlvh/ qr xqfhuwdlqw|/ qr xqnqrzq lqsxwv, dqg lqwurgxflqj judgxdoo| pruh frpsoh{ fdvhv1

714
71414

Ghwhuplqlvwlf v|vwhpv
Qr xqfhuwdlqw| dqg qr xqnqrzq lqsxw

Frqvlghu wkh vlpsohvw irupxodwlrq ri wkh qrupdo ehkdylrxu ri d wlph lqyduldqw glvfuhwh wlph ghwhuplqlvwlf v|vwhp +64, dqg +65,1

{+w . 4, |+w,

@ @

i +{+w,> x+w,, j+{+w,,

+6:, +6;,

Qrwh wkdw wklv prgho lqfoxghv qhlwkhu xqnqrzq lqsxwv/ qru phdvxuhphqw qrlvh/ dqg vlqfh wkh sdudphwhuv   duh dvvxphg wr eh shuihfwo| nqrzq/ wkh ixqfwlrqv i dqg j duh shuihfwo| nqrzq1 Wklv prgho lv hqrxjk wr vwdwh wkh idxow ghwhfwlrq sureohp1 Lq rughu wr vwdwh wkh idxow lvrodwlrq sureohp/ wkh glhuhqw nlqgv ri idxowv zklfk kdyh wr eh lvrodwhg kdyh uvw wr eh ghqhg1 Ohw

{+w . 4, |+w,

@ @

i +{+w,> x+w,> *+w,, j+{+w,> *+w,,

+6<, +73,

eh wkh prgho ri wkh idxow| v|vwhp1 Ghqh wkh +vlqjoh ru pxowlsoh, idxowv zklfk kdyh wr eh glvwlqjxlvkhg e| phdqv ri qrq lqwhuvhfwlqj vxevhwv vxfk wkdw =

l 5 L> *+w, 5 !l +, idxow l |+w, @ j+{+w,, . *+w,

zkhuh *+w, @ +w,hl > ;+w, 5 U> ohdglqj wr !l @ i*+w,> udqn ^*+w,> hl ` @ 4j =

+74,

Iru h{dpsoh/ d idxow rq vhqvru l zrxog eh ghvfulehg e| wkh dgglwlyh prgho

46

v = Wkh idxow gh0 Ohw ]v +w, eh d vkruw qrwdwlrq iru \v +w, whfwlrq sureohp fdq eh vwdwhg dv iroorzv = Ilqg dq lqwhjhu v dqg d vhw K!  Up+v.4, =Us+v.4, vxfk wkdw ]v +w, 5 K3 +, <{3 5 Uq vxfk wkdw v|vwhp +6:,/ +6;, vwduwlqj iurp lqlwldo frqglwlrq {3 surgxfhv wkh rxwsxwv \v +w, zkhq lwv lqsxwv duh Xv +w,1 Lq rwkhu zrugv/ wkh ghwhfwlrq sureohp lv wr qg d vxevhw K3 lq wkh re0 vhuydwlrq vsdfh vxfk wkdw wkh revhuydeohv ehorqj wr wkdw vxevhw zkdwhyhu wkh +xqnqrzq, v|vwhp lqlwldo frqglwlrq zkhq wkh v|vwhp ehkdylrxu reh|v +6:,/ +6;, 1 Zkhq wkh revhuydeohv gr qrw ehorqj wr K3 wkh lqwhusuhwdwlrq lv wkdw wkh| fdq e| qr phdqv kdyh ehhq surgxfhg e| v|vwhp +6:, +6;,/ zklfk lqghhg ghwhfwv d idxow| ehkdylrxu dqg mxvwlhv wkh surgxfwlrq ri dq dodup1

Idxow ghwhfwlrq

X + w,

Wkh idxow lvrodwlrq sureohp fdq eh vwdwhg dv = Iru hdfk idxow fdvh l/ qg dq lqwhjhu v dqg d vhw Kl  Up+v.4, =Us+v.4, vxfk wkdw ]v +w, 5 Kl +, <{3 5 Uq dqg < *+w, 5 !l vxfk wkdw v|vwhp +6<, +BB, vwduwlqj iurp lqlwldo frqglwlrq {3 surgxfhv wkh rxwsxwv \v +w, zkhq lwv lqsxwv duh Xv +w, dqg wkh idxow lv *+w,1 Lq rwkhu zrugv/ wkh lvrodwlrq sureohp lv wr qg d vxevhw Kl lq wkh revhuydwlrq vsdfh vxfk wkdw wkh revhuydeohv ehorqj wr wkdw vxevhw zkdwhyhu wkh +xqnqrzq, v|vwhp lqlwldo frqglwlrq dqg zkdwhyhu wkh idxow lq wkh fodvv !l 1 Zkhq wkh re0 vhuydeohv gr qrw ehorqj wr Kl wkh lqwhusuhwdwlrq lv wkdw wkh| fdq e| qr phdqv kdyh ehhq surgxfhg e| v|vwhp +6<, +BB, xqghu dq| idxow ri fodvv !l / zklfk lq0 ghhg lvrodwhv wkh lwk idxow| ehkdylrxu dqg mxvwlhv wkh surgxfwlrq ri d ghglfdwhg dodup1
Idxow lvrodwlrq 71415 Qr xqfhuwdlqw|

Xqnqrzq lqsxwv y +w, duh qrz frqvlghuhg/ dqg wkh vhw Y vxfk wkdw y+w, 5 Y iru doo w lv lqwurgxfhg1 Wklv vhw doorzv wr ghvfuleh vrph nqrzohgjh rqh pljkw kdyh derxw xqnqrzq lqsxwv/ iru h{dpsoh Y lv d jlyhq vxevsdfh ri Ug / Y lv d erxqghg vhw lq Ug / hwf1 Zkhq qr nqrzohgjh dw doo lv dydlodeoh/ rqh kdv reylrxvo| Y @ Ug 1 Wkh qrupdo dqg idxow| ehkdylrxuv ri v|vwhp +6:, +6;, duh qrz ghvfulehg e| =
{+w . 4, | +w, y +w,
@ @

i +{+w,> x+w,> y+w,, j+{+w,, Y

+75, +76, +77,

dqg =
{+w . 4, | +w, y +w,
@ @

i +{+w,> x+w,> y+w,> *+w,, j+{+w,> *+w,, Y> *+w,

5 ^l#L !l

+78, +79, +7:,

47

Wkh idxow ghwhfwlrq sureohp fdq eh vwdwhg dv iroorzv = Ilqg dq lqwhjhu v dqg d vhw K3  Up+v.4, =Us+v.4, vxfk wkdw ]v +w, 5 K3 +, <{3 5 Uq dqg ;w> <y+w, 5 Y vxfk wkdw v|vwhp +75, +76, vwduwlqj iurp lqlwldo frqglwlrq {3 surgxfhv wkh rxwsxwv \v +w, zkhq lwv nqrzq lqsxwv duh Xv +w, dqg lwv xqnqrzq lqsxwv duh y+w,1 Lq rwkhu zrugv/ wkh ghwhfwlrq sureohp lv wr qg d vxevhw K3 lq wkh re0 vhuydwlrq vsdfh vxfk wkdw wkh revhuydeohv ehorqj wr wkdw vxevhw zkdwhyhu wkh +xqnqrzq, v|vwhp lqlwldo frqglwlrq dqg zkdwhyhu wkh xqnqrzq lqsxw1 Zkhq wkh revhuydeohv gr qrw ehorqj wr K3 wkh lqwhusuhwdwlrq lv wkdw wkh| fdq e| qr phdqv kdyh ehhq surgxfhg e| v|vwhp +75, +76,/ zklfk lqghhg ghwhfwv d idxow| ehkdylrxu dqg mxvwlhv wkh surgxfwlrq ri dq dodup1
Idxow ghwhfwlrq Idxow lvrodwlrq

Wkh idxow lvrodwlrq sureohp fdq eh vwdwhg dv = Iru hdfk idxow fdvh l/ qg dq lqwhjhu v dqg d vhw Kl  Up+v.4, =Us+v.4, vxfk wkdw ]v +w, 5 Kl +, <{3 5 Uq dqg <y+w, 5 Y> *+w, 5 !l vxfk wkdw v|vwhp +78, +79, vwduwlqj iurp lqlwldo frqglwlrq {3 surgxfhv wkh rxwsxwv \v +w, zkhq lwv lqsxwv duh Xv +w,/ wkh xqnqrzq lqsxwv duh y +w, dqg wkh idxow lv *+w,1 Lq rwkhu zrugv/ wkh lvrodwlrq sureohp lv wr qg d vxevhw Kl lq wkh revhuydwlrq vsdfh vxfk wkdw wkh revhuydeohv ehorqj wr wkdw vxevhw zkdwhyhu wkh +xqnqrzq, v|vwhp lqlwldo frqglwlrq/ zkwhyhu wkh xqnqrzq lqsxw dqg zkdwhyhu wkh idxow lq wkh fodvv !l 1 Zkhq wkh revhuydeohv gr qrw ehorqj wr Kl wkh lqwhusuhwdwlrq lv wkdw wkh| fdq e| qr phdqv kdyh ehhq surgxfhg e| v|vwhp +78, +79, xqghu dq| idxow ri fodvv !l / zklfk lqghhg lvrodwhv wkh lwk idxow| ehkdylrxu dqg mxvwlhv wkh surgxfwlrq ri d ghglfdwhg dodup1
71416 Ghwhuplqlvwlf xqfhuwdlq v|vwhpv

Xqfhuwdlqwlhv duh dozd|v suhvhqw lq wkh prghov ri dfwxdo v|vwhpv1 Lqghhg/ wkh qrplqdo ydoxhv ri wkh v|vwhp sdudphwhuv/  / duh wkh uhvxow ri wkh v|vwhp ghvljq vwhs +iru h{dpsoh/ d srodul}dwlrq uhvlvwru vkrxog eh 53n ,/ exw wkhlu dfwxdo ydoxh lv riwhq glhuhqw iurp wkh qrplqdo rqh/ wkh glhuhqfh ehlqj d idxow rqo| li lw lv odujhu wkdq vrph suhghqhg ydoxh +iru h{dpsoh/ uhvlvwruv ehlqj surgxfhg zlwk d 53( wrohudqfh/ wkh suhylrxv srodul}dwlrq uhvlvwru zrxog eh idxow| rqo| li lwv ydoxh olhv rxwvlgh wkh lqwhuydo ^49n > 53n `,1 Rwkhu h{dpsohv duh sdudphwhuv zkrvh ydoxh lv lghqwlhg/ wkxv uhvxowlqj lq vrph frqghqfh lqwhuydo zlwklq zklfk wkh| olh/ ru sdudphwhuv zklfk qrupdoo| olh lq d erxqghg vhw/ olnh wkh ryhudoo pdvv ri vrph yhklfoh1 Lq rughu wr wdnh xqfhuwdlqwlhv lqwr dffrxqw/ wkh khdowk| v|vwhp prgho lqwurgxfhv xqnqrzq sdudphwhuv  5 / zkhuh  lv d erxqghg vhw zklfk frqwdlqv doo wkh srvvleoh ydoxhv ri  zkhq wkh v|vwhp rshudwhv qrupdoo| =
{ w

+ . 4, @ i +{+w,> x+w,> y+w,> , | +w, @ j+{+w,>  ,  5 > y+w, 5 Y

48

+7;, +7<, +83,

Wkh idxow| ehkdylrxu ri v|vwhp +7;, +7<, duh qrz ghvfulehg e| = =

{ w

+ . 4, @ i +{+w,> x+w,> y+w,> > *+w,, | +w, @ j+{+w,> > *+w,,  5 > y+w, 5 Y> *+w, 5 ^l#L !l

+84, +85, +86,

Wkh idxow ghwhfwlrq sureohp fdq eh vwdwhg dv iroorzv = Ilqg dq lqwhjhu v dqg d vhw K!  Up+v.4, =Us+v.4, vxfk wkdw ]v +w, 5 K3 +, { < 3 5 Uq> < 5  dqg ;w> <y+w, 5 Y vxfk wkdw v|vwhp +7;, +7<, zlwk sdudphwhuv  > vwduwlqj iurp lqlwldo frqglwlrq {3 surgxfhv wkh rxwsxwv \v +w, zkhq lwv nqrzq lqsxwv duh Xv +w, dqg lwv xqnqrzq lqsxwv duh y+w,1 Lq rwkhu zrugv/ wkh ghwhfwlrq sureohp lv wr qg d vxevhw K3 lq wkh re0 vhuydwlrq vsdfh vxfk wkdw wkh revhuydeohv ehorqj wr wkdw vxevhw zkdwhyhu wkh +xqnqrzq, v|vwhp lqlwldo frqglwlrq/ zkdwhyhu wkh +xqnqrzq, sdudphwhu yhfwru lq  dqg zkdwhyhu wkh xqnqrzq lqsxw lq Y 1 Zkhq wkh revhuydeohv gr qrw eh0 orqj wr K3 wkh lqwhusuhwdwlrq lv wkdw wkh| fdq e| qr phdqv kdyh ehhq surgxfhg e| v|vwhp +7;, +7<,/ zklfk lqghhg ghwhfwv d idxow| ehkdylrxu dqg mxvwlhv wkh surgxfwlrq ri dq dodup1
Idxow ghwhfwlrq

Wkh idxow lvrodwlrq sureohp fdq eh vwdwhg dv = Iru hdfk idxow fdvh l/ qg dq lqwhjhu v dqg d vhw Kl  Up+v.4, =Us+v.4, vxfk wkdw ]v +w, 5 Kl +, <{3 5 Uq > < 5 / dqg <y+w, 5 Y> <*+w, 5 !l vxfk wkdw v|vwhp +84, +BB, zlwk sdudphwhuv  > vwduwlqj iurp lqlwldo frqglwlrq {3 surgxfhv wkh rxwsxwv \v +w, zkhq lwv lqsxwv duh Xv +w,/ wkh xqnqrzq lqsxwv duh y +w, dqg wkh idxow lv *+w,1 Lq rwkhu zrugv/ wkh lvrodwlrq sureohp lv wr qg d vxevhw Kl lq wkh revhuydwlrq vsdfh vxfk wkdw wkh revhuydeohv ehorqj wr wkdw vxevhw zkdwhyhu wkh +xqnqrzq, v|vwhp lqlwldo frqglwlrq/ zkdwhyhu wkh xqnqrzq sdudphwhu lq / zkdwhyhu wkh xqnqrzq lqsxw lq Y dqg zkdwhyhu wkh idxow lq wkh fodvv !l 1 Zkhq wkh re0 vhuydeohv gr qrw ehorqj wr Kl wkh lqwhusuhwdwlrq lv wkdw wkh| fdq e| qr phdqv kdyh ehhq surgxfhg e| v|vwhp +84, +BB, xqghu dq| idxow ri fodvv !l / zklfk lq0 ghhg lvrodwhv wkh lwk idxow| ehkdylrxu dqg mxvwlhv wkh surgxfwlrq ri d ghglfdwhg dodup1
Idxow lvrodwlrq 71417 Ghwhuplqlvwlf ghwhfwdelolw| dqg lvrodelolw|

Wkh frpprq ihdwxuh ri doo wkuhh deryh sureohp vhwwlqjv lv wkdw rqh kdv wr qg d sduwlwlrq ri wkh revhuydwlrq vsdfh lqwr Q . 4 fodvvhv vxfk wkdw wkh Q . 4 ehkdylrxu prghov dvvrfldwhg zlwk wkh qrupdo dqg wkh Q idxow| vlwxdwlrqv zloo surgxfh revhuydwlrqv +lqsxw0rxwsxw vhtxhqfhv, hdfk ri zklfk olhv lq rqh ri wkh Q . 4 glhuhqw fodvvhv1 Wklv lv qrw dozd|v srvvleoh/ ghshqglqj rq wkh vhwv Y> > !l l 5 L> dqg wkxv wkh ghwhfwlrq dqg lvrodwlrq sureohpv gr qrw dozd|v kdyh d vroxwlrq1 Wklv lv pdlqo| wkh frqvhtxhqfh ri wkh lpsrvvlelolw| wr qg vhwv K3 vxfk wkdw wkh htxly0

49

dohqfh
]v w

+ , 5 K3 +, khdowk| v|vwhp
M

lv vdwlvhg iru doo idxowv ri lqwhuhvw1 Qrq0ghwhfwdeoh idxowv irup d vxevhw zklfk fdq eh suryhg lv =
]v w

L

vxfk wkdw wkh rqo| htxlydohqfh

+ , 5 K3 +, khdowk| v|vwhp RU idxow !l 5 M

Vlploduo|/ qrq0lvrodeoh idxowv duh vxfk wkdw wkh rqo| htxlydohqfh zklfk fdq eh suryhg lv =
]v w

+ , 5 Klm +, idxow l RU idxow m

Frqglwlrqv xqghu zklfk idxowv duh qrq0ghwhfwdeoh dqg2ru qrq0lvrodeoh fdq eh h{klelwhg jlyhq vshflf fodvvhv ri prghov/ dqg vshflf vhwv Y> > !l l 5 L= Wkh| zloo eh dgguhvvhg lq Sduw LLL1

715
71514

Vwrfkdvwlf v|vwhpv
Phdvxuhphqw qrlvh

Vhqvruv duh frpsrqhqwv zkrvh rxwsxw vljqdo lv xqiruwxqdwho| dozd|v fruuxswhg e| phdvxuhphqw qrlvh1 Lq vrph fdvhv/ phdvxuhphqw qrlvh fdq eh qhjohfwhg/ dqg ghwhuplqlvwlf prghov duh vx!flhqw dssur{lpdwlrqv ri wkh v|vwhp ehkdylrxu1 Lq rwkhu fdvhv/ vwrfkdvwlf yduldeohv kdyh wr eh lqwurgxfhg lq wkh phdvxuhphqw htxdwlrq wr dffrxqw iru wkh phdvxuhphqw qrlvh1 Wkh khdowk| dqg idxow| v|vwhp ehkdylrxuv duh wkxv ghvfulehg e| =
{ w

+ . 4, @ i +{+w,> x+w,> y+w,> , |+w, @ j+{+w,>   > %+w,,  5 > y+w, 5 Y %+w, 5 H! / %+w,  S!

+87, +88, +89, +8:, +8;, +8<, +93, +94,

dqg

zkhuh %+w, lv wkh vhw ri lwv ydoxhv/ dqg S! +uhvs1 Sl , lv lwv suredelolw| glvwulexwlrq lq wkh khdowk| +uhvs1 lq wkh 4:

+ . 4, @ i +{+w,> x+w,> y+w,>  > *+w,, | +w, @ j+{+w,>  > %+w,> *+w,,  5 > y+w, 5 Y> *+w, 5 ^l#L !l %+w, 5 Hl > %+w,  Sl l 5 L phdvxuhphqw qrlvh/ H! +uhvs1 Hl , lv wkh
{ w

idxow|, fdvh1 Lq wklv vlwxdwlrq/ wkh revhuydwlrqv \v +w, duh uhdol}dwlrqv ri vwrfkdvwlf yduldeohv zkrvh suredelolw| glvwulexwlrqv ghshqg rq S! +uhvs1 Sl , lq wkh khdowk| +uhvs1 lq wkh lwk idxow|, fdvh1 Zkhq H! dqg Hl / l 5 L duh erxqghg vhwv/ rqh srvvleoh dssurdfk lv wr frp0 sohwho| irujhw derxw wkh glvwulexwlrqv/ dqg wr wuhdw wkh phdvxuhphqw qrlvh h{0 dfwo| wkh vdph zd| dv wkh xqnqrzq lqsxwv zhuh wuhdwhg1 Lq wklv fdvh/ wkh sureohp vhwwlqjv dqg wkh dvvrfldwhg ghwhfwdelolw| dqg lvrodelolw| frqglwlrqv duh mxvw dv h{sodlqhg deryh1 Krzhyhu/ wklv dssurdfk lv yhu| frqvhuydwlyh/ vlqfh lw grhv qrw wdnh lqwr dffrxqw wkh nqrzohgjh zklfk lv dydlodeoh derxw wkh suredelo0 lw| glvwulexwlrqv1 Lq pdq| fdvhv +dqg hvshfldoo| zkhq wkh vhwv H! dqg Hl / l 5 L duh wkh zkroh vsdfh Us > zklfk lv wkh fdvh zkhq Jdxvvldq qrlvh lv frqvlghuhg/ iru h{dpsoh,/ qr idxow lv ghwhfwdeoh dqg lvrodeoh/ vlqfh hyhu| srlqw lq wkh revhuydwlrq vsdfh frxog kdyh ehhq surgxfhg e| dq| ri wkh khdowk| ru idxow| prghov1 Wdnlqj lqwr dffrxqw wkh vwrfkdvwlf qdwxuh ri wkh revhuydwlrqv ohdgv wr uhsodfh wkh ghwhuplqlvwlf vwdwhphqw
lwk ]v w

+ , 5 K! +, khdowk| v|vwhp

+95,

e| d vwrfkdvwlf rqh1 Lqghhg/ +95, fdq eh uhdg dv = wkh suredelolw| wkdw d khdowk| v|vwhp surgxfhv revhuydwlrqv lq K! lv htxdo wr rqh/ wkh suredelolw| wkdw revhu0 ydwlrqv zklfk olh lq K! kdyh ehhq surgxfhg e| d khdowk| v|vwhp lv rqh1 Wklv fdq qr orqjhu eh dvfhuwdlqhg/ vlqfh revhuydwlrqv rxwvlgh K! pljkw eh rewdlqhg dv wkh rxwsxwv ri khdowk| exw qrlvh0fruuxswhg vhqvruv/ zklfk phdvxuh gdwd uhdoo| o|lqj lq K! 1 Frqyhuvho|/ revhuydwlrqv lq K! pljkw eh rewdlqhg hyhq zkhq wkh v|vwhp lv idxow|/ dv wkh uhvxow ri qrlvh dfwlqj rq wkh phdvxuhphqw ghylfhv1 Wkh ghflvlrq sureohp vhwwlqj wkxv pryhv wr wkh vwdwlvwlfdo ghflvlrq hog1 Lq wkh ghwhuplqlvwlf vwdwhphqw/ hdfk srlqw ri wkh revhuydwlrq vsdfh ehorqjv +lq wkh lghdo fdvh, wr rqo| rqh fodvv ri wkh revhuydwlrq vsdfh sduwlwlrq1 Lw lv wkxv dvvrfldwhg zlwk d fkdudfwhulvwlf yhfwru  ri Q .4 elwv/ vxfk wkdw elw q l lv htxdo wr rqh li idxow q l lv suhvhqw1 Wkh frqfoxvlrq iroorzv lpphgldwho| e| = idxow l +, ]v +w, 5 Kl +, +]v +w,, @ hl Lq wkh vwrfkdvwlf vwdwhphqw/ hdfk srlqw ] lq wkh revhuydwlrq vsdfh lv dvvrfldwhg zlwk d suredelolw| yhfwru +! +] ,> " +] ,> == Q +] ,,w / zkhuh
l ]

+ , @ Su+]v +w, @ ]@idxow l lv suhvhqw,

+suredelolw| ghqvlwlhv fdq dovr eh xvhg,1 Vlqfh wkh ghflvlrq kdv wr lghqwli| rqh dqg rqo| rqh idxow fdvh +uhphpehu wkdw d idxow fdvh lv d vlqjoh ru d pxowlsoh idxow, dvvrfldwhg zlwk hdfk revhuydwlrq/ wkh ghflvlrq sureohp lv wr qg wkh sduwlwlrq ri wkh revhuydwlrq vsdfh lqwr Q . 4 fodvvhv zklfk lv wkh prvw frqvlvwhqw zlwk wkh Q . 4 suredelolw| glvwulexwlrqv1 Frqvlvwhqf| lv hydoxdwhg xvlqj glhuhqw fulwhuld vxfk dv huuru suredelolwlhv/ phdq huuru frvw/ hwf1/ dqg qglqj wkh prvw frqvlvwhqw sduwlwlrq lv irupxodwhg dv dq rswlpl}dwlrq sureohp1 Wkh zhoo nqrzq Ed|hv dqg Qh|pdq Shduvrq ghflvlrq uxohv duh surylghg e| vxfk dq dssurdfk ^4`1 4;

71515

Jhqhudol}dwlrq

Phdvxuhphqw qrlvh lv dq xqnqrzq v|vwhp lqsxw/ derxw zklfk vrph sduwldo nqrzohgjh lv dydlodeoh wkurxjk lwv suredelolw| glvwulexwlrq1 Lw pd| kdsshq wkdw rwkhu xqnqrzqv fdq eh fkdudfwhul}hg lq vxfk d zd|1 Wkh xqnqrzq ydoxh ri d uhvlvwru/ wkh xqnqrzq hruwv ri zdyhv rq d vkls duh wzr h{dpsohv ri xqfhuwdlq sdudphwhuv dqg xqnqrzq lqsxwv zkrvh vwdwlvwlfdo glvwulexwlrq pljkw eh nqrzq1 Lq vxfk vlwxdwlrqv/ wkh h{wud nqrzohgjh fdq reylrxvo| eh ljqruhg +wklv ohdgv wr wkh iruphu ghwhuplqlvwlf dssurdfkhv, ru lw fdq eh xvhg/ e| phdqv ri wkh vdph vwrfkdvwlf dssurdfk zklfk kdv ehhq dssolhg wr wkh wuhdwphqw ri phdvxuhphqw qrlvhv1
71516 Vwrfkdvwlf ghwhfwdelolw| dqg lvrodelolw|

Lw reylrxvo| iroorzv iurp wkh deryh glvfxvvlrq wkdw qr ghflvlrq fdq eh wdnhq zkhq wkh glhuhqw idxow vlwxdwlrqv duh lghqwlfdoo| glvwulexwhg1 Wkxv qrq0ghwhfwdeoh idxowv duh idxowv vxfk wkdw
 l +] , @  ! +] ,

;] lq wkh revhuydwlrq vsdfh ;] lq wkh revhuydwlrq vsdfh

Wzr idxowv l> m 9@ 3 zklfk duh qrw lvrodeoh duh vxfk wkdw
l +] , @  m +] ,

Idxow Ghwhfwlrq dqg Lvrodwlrq

IGL dojrulwkpv kdyh wr exlog d sduwlwlrq ri wkh revhuydwlrq vsdfh vxfk wkdw hdfk fodvv pd| eh dvvrfldwhg +lq wkh vwulfw vhqvh ru lq wkh suredelolvwlf rqh,/ zlwk rqh idxow vlwxdwlrq ri wkh v|vwhp l 5 i3> 4> ===Q j =

814

Idxow ghwhfwlrq

Ohw xv uvw frqvlghu wkh sureohp ri ghflglqj ehwzhhq wkh wzr k|srwkhvhv l @ 3 ru l 5 i4> ===Q j/ zklfk lv wkh idxow ghwhfwlrq sureohp1 Wkh gl!fxow| lv frqqhfwhg zlwk wkh xqnqrzqv zklfk duh suhvhqw lq wkh v|vwhp ehkdylrxu prgho = {! = xqnqrzq lqlwldo frqglwlrq y+w, = xqnqrzq lqsxwv   = xqnqrzq qrupdo sdudphwhuv %+w, = phdvxuhphqw qrlvh Ohw xv uhfdoo wkdw wkh ghflvlrq sureohp vwdwhphqw qhhgv wkh revhuydwlrqv lvvxhg iurp wkh khdowk| dqg wkh idxow| v|vwhp wr eh fkdudfwhul}hg lqghshqghqwo| ri wkrvh xqnqrzqv1 Wzr wrrov duh dydlodeoh dqg kdyh ehhq xvhg e| wkh frqwuro frppxqlw| iru wklv dlp1 4, Holplqdwlrq surfhgxuhv wudqvirup d vhw ri htxdwlrqv lqwr dqrwkhu htxly0 dohqw rqh/ lq zklfk wkh xqnqrzq yduldeohv gr qrw dsshdu lq vrph vxevhw ri

4<

htxdwlrqv/ wkxv surylglqj frqglwlrqv zklfk gr qrw ghshqg rq wkhp1 Holplqd0 wlrq surfhgxuhv duh wkh edvlv ri wkh vr0fdoohg Sdulw| Vsdfh dssurdfk/ dv idu dv lqsxw 0 rxwsxw uhodwlrqv duh rewdlqhg e| holplqdwlqj wkh xqnqrzq lqlwldo vwdwh1 5, Hvwlpdwlrq surfhgxuhv uhsodfh wkh xqnqrzq yduldeohv e| wkhlu hvwlpdwlrq/ zklfk lv rewdlqhg xvlqj d vxevhw ri wkh htxdwlrqv1 Gxh wr wkh v|vwhp uhgxq0 gdqf|/ wkhuh duh uhpdlqlqj htxdwlrqv lq zklfk xqnqrzq yduldeohv gr qr orqjhu lqwhuyhqh/ zklfk surylghv wkh h{shfwhg uhvxow1 Hvwlpdwlrq surfhgxuhv duh wkh edvlv ri wkh vr0fdoohg Revhuyhu Edvhg Dssurdfk1 Lq wkh fdvh ri olqhdu prghov/ wkh wzr dssurdfkhv kdyh ehhq suryhg wr eh htxlydohqw ^<`/ dqg uhfhqw zrunv duh ghyrwhg wr wkhlu frpsdulvrq lq wkh qrq0 olqhdu iudph ^6`1
81414 Xqnqrzq vwdwh

Lq wklv vhfwlrq/ rqo| v|vwhpv lq zklfk qr xqnqrzq lqsxw dqg qr xqfhuwdlqw| lv suhvhqw duh frqvlghuhg1 Wkh ehkdylrxu prgho lv wkh iroorzlqj =
{+w . 4, | +w,
@ @

i +{+w,> x+w,, j +{+w,> %+w,,

+96, +97,

Wkhuh duh wzr pdlq dssurdfkhv iru frslqj zlwk wkh xqnqrzq vwdwh/ qdpho| wkh sdulw| vsdfh dssurdfk/ lq zklfk lw lv holplqdwhg dqg wkh revhuyhu0edvhg dssurdfk lq zklfk lw lv hvwlpdwhg1 Vxssrvh wkh phdvxuhphqwv duh vxffhvvlyho| phpr0 ul}hg rq d wlph zlqgrz ri vl}h v/ vr wkdw wkh iroorzlqj revhuydwlrq lv dydlodeoh =
Sdulw| vsdfh dssurdfk

| + w, 9 |+w  4, : : \v +w, @ 9 8 7 === | +w  v ,

Xvlqj htxdwlrq +97, dw wlph w  v rqh kdv

|+w  v, @ j^{+w  v,> %+w  v,` / j! ^{+w  v,> %+w  v,`

Wkhq/ e| +97, dqg +96,/ rqh kdv

|+w  v . 4,

@ j^{+w  v . 4,> %+w  v . 4,` @ j^i +{+w  v,> x+w  v,,> %+w  v . 4,` / j"^{+w  v,> x+w  v,> %+w  v . 4,`

dqg lwhudwlqj wklv surfhgxuh/ 53

|+w  v . n, / jn ^{+w  v,> Xn +w  v . n,> %+w  v . n,`

wkh iroorzlqj v|vwhp lv rewdlqhg
5

jv^{+w  v,> Xv +w,> %+w,` 9 === : \v +w, @ 9 j ^{+w  v,> X +w  v . 4,> %+w  v . 4,` : = 7 " 8 " j!^{+w  v,> %+w  v,`
Wklv lv d v|vwhp ri s+v . 4, qrq0olqhdu htxdwlrqv/ zkhuh rqo| wkh q frpsr0 qhqwv ri {+w  v, duh xqnqrzq1 Ohw

\v+w, @ Jv^{+w  v,> Xv +w,> Hv +w,`

eh d frqflvh zulwlqj ri wklv v|vwhp1 Lw lv dvvxphg wkdw wkhuh h{lvwv d qrq0olqhdu wudqvirupdwlrq  vxfk wkdw

^\v+w,` @   Jv^{+w  v,> Xv +w,> Hv+w,`

zlwk wkh iroorzlqj surshuw|
! v , H w   Jv ^{+w  v,> Xv +w,> Hv+w,` @ v ^^X+w+w> v,v>+X,`+w,> Hv +w,` { { v v zkhuh ! ^Xv +w,> Hv +w,` lv ri glphqvlrq u @ s+v . 4,  udqn CJL = v C{

+98,


Frqglwlrqv xqghu zklfk vxfk d wudqvirupdwlrq h{lvw duh zhoo nqrzq lq wkh olwhudwxuh1 Irupdo dojrulwkpv iru qglqj lw duh dydlodeoh rqo| iru vshfldo fodvvhv ri v|vwhpv +iru h{dpsoh iru sro|qrpldo v|vwhpv/ d fodvv wr zklfk olqhdu dqg el0olqhdu v|vwhpv ehorqj,1 Lw qrz dsshduv wkdw wkh uvw u urzv ri +98, duh htxdwlrqv lq zklfk wkh xqnqrzq vwdwh {+w  v, grhv qrw dsshdu1 Wkh| fdq eh zulwwhq

$^]v +w,> Hv+w,` @ 3

+99,

zkhuh $ lv d uglphqvlrqdo ixqfwlrq ri wkh revhuydeohv rq wkh wlph zlqgrz ^w> w  v`1 Lw iroorzv wkdw wkh vhw lq wkh revhuydwlrq vsdfh ghqhg e|

K! @ i]v+w,> $^]v +w,> 3` @ 3j

+9:,

zrxog fkdudfwhul}h wkh qrupdo ehkdylrxu ri v|vwhp +96,/ +97, zkhq qr qrlvh zrxog eh suhvhqw1
vhuyhu edvhg dssurdfk D yhu| vwudljkwiruzdug dqg srsxodu dssurdfk wr Prgho Edvhg IGL lv edvhg rq wkh vlpxodwlrq ri wkh v|vwhp ehkdylrxu1 D vlpxodwlrq surjudp lv ghvljqhg iurp wkh v|vwhp prgho +96,/ +97,/ dqg wkh glv0 fuhsdqflhv ehwzhhq wkh vlpxodwhg dqg wkh dfwxdo phdvxuhphqwv duh wkh edvlv

4A

54

ri idxow ghwhfwlrq dqg lvrodwlrq1 Ohw vwduv +{ > | > hwf=, eh dvvrfldwhg zlwk wkh vlpxodwhg yduldeohv/ wkhq wkh +ghwhuplqlvwlf, vlpxodwru htxdwlrqv duh =
{ +w . 4, |  +w,

@ i +{ +w,> x+w,, @ j+{ +w,,

+9;, +9<,

Wkh glvfuhsdqflhv duh fdofxodwhg e| wkh uhvlgxdo yhfwru

u+w, @ |  +w,  | +w,

zklfk lv h{shfwhg wr eh }hur lq wkh devhqfh ri qrlvh dqg idxowv1 Krzhyhu/ wklv lv qrw wuxh/ vlqfh wkh dfwxdo v|vwhp dqg lwv vlpxodwlrq surjudp duh g|qdplf v|vwhpv/ zklfk duh qrw lqlwldol}hg lghqwlfdoo|1 Lqghhg/ wkh lqlwldo vwdwh ri wkh dfwxdo v|vwhp lv xqnqrzq dqg wkh fruuhfw lqlwldo frqglwlrq ri wkh vlpxodwlrq fdqqrw eh ghwhuplqhg iurp wkh vlqjoh nqrzohgjh ri | +3,1 Rqo| lq vrph sduwlfxodu fdvhv zrxog wkh rxwsxwv ri wkh wzr v|vwhpv zlwk glhuhqw lqlwldo frqglwlrqv frqyhujh/ dv vkrzq e| wkh iroorzlqj olqhdu h{dpsoh/
{+w . 4, | +w, { +w . 4, |  +w,

@ @ @ @

D{+w, . Ex+w, F{+w, D{ +w, . Ex+w, F{ +w,

+:3, +:4, +:5, +:6,

lq zklfk wkh vxevwudfwlrq ri +:3, dqg +:5, rq wkh rqh kdqg/ ri +:4, dqg +:6, rq wkh rwkhu kdqg jlyhv wkh g|qdplf prgho ri wkh vwdwh dqg rxwsxw huuruv h{ +w, @ {+w,  { +w,> h| +w, @ |+w,  | +w, =
h{ +w . 4, h| +w,

@ @

Dh{ +w, Fh{ +w,

+:7, +:8,

Iurp +:7,/ +:8,/ lw lv vhhq wkdw wkh vwdwh dqg rxwsxw huuruv frqyhujh wr }hur li dqg rqo| li pdwul{ D lv vwdeoh1 Xvlqj wkh wkhru| ri ihhgedfn frqwuro/ lw lv jhqhudoo| srvvleoh wr irufh wkh frqyhujhqfh +ru wr lpsuryh wkh frqyhujhqfh udwh, ri wkh vlpxodwru1 Vxfk d surjudp lq zklfk wkh frqyhujhqfh lv rewdlqhg dv wkh uhvxow ri d vshflf ghvljq lv fdoohg dq revhuyhu1 Wkh lghd fdq eh looxvwudwhg e| dgglqj d sursruwlrqdo ihhgedfn wr wkh vlpxodwru htxdwlrqv +:5,/ +:6, =
{ +w . 4, |  +w,

@ @

D{ +w, . Ex+w, . N +| +w,  |  +w,, F{ +w,

+:9, +::,

Wkh vwdwh dqg rxwsxw huuru htxdwlrqv ehfrph qrz = 55

h{ +w . 4, h| +w,

@ ^D  NF `h{ +w, @ Fh{ +w,

+:;, +:<,

dqg pdwul{ N lv fkrvhq vxfk wkdw +:;,/ +:<, lv vwdeoh1 Lq wkh jhqhudo fdvh/ +9;,/ +9<, duh uhsodfhg e| wkh qrq olqhdu revhuyhu
{ +w . 4, |  +w,

@ @

i  +{ +w,> x+w,> N , j  +{ +w,,

+;3, +;4,

lq zklfk wkh ixqfwlrqv i  > j dqg wkh sdudphwhuv N kdyh wr eh fkrvhq vr dv wr lqvxuh wkh frqyhujhqfh ri wkh rxwsxw huuru lq wkh devhqfh ri idxowv1 Uhpdun = exloglqj d vlpxodwru lq zklfk rqo| nqrzq yduldeohv lqwhuyhqh lv qrwklqj hovh wkdq +dqg fdq rqo| eh grqh e|, xvlqj wkh sdulw| vsdfh dssurdfk1 Lqghhg/ vxfk d vlpxodwru zrxog zulwh
| +w . 4, @ z^| +w,> | +w  4,> ===| +w  ,> x+w,> x+w  4,> ===x+w  ,`

zklfk lv dq h{solflw irup ri htxdwlrq +99, zklwk qr qrlvh/ dqg wkh fkdqjh ri qrwdwlrqv w . 4 lqvwhdg ri w/ dqg  lqvwhdg ri v  4=
81415 Xqnqrzq lqsxwv

Wklv vhfwlrq h{whqgv wkh fodvv ri v|vwhpv frqvlghuhg lq wkh suhylrxv rqh e| lqwurgxflqj xqnqrzq lqsxwv lq wkh v|vwhp prgho1 Wkh ehkdylrxu prgho lv wkh iroorzlqj =
{+w . 4, | +w,

@ i +{+w,> x+w,> y+w,, @ j+{+w,> y+w,> %+w,,

+;5, +;6,

zkhuh y+w, # Ug uhsuhvhqwv wkh xqnqrzq lqsxwv zklfk dfw rq wkh v|vwhp1 Orrnlqj dw wkh sdulw| vsdfh dssurdfk/ lw lv hdvlo| vhhq wkdw wkh v|vwhp ri s+v . 4, qrq0olqhdu htxdwlrqv rewdlqhg e| phprul}lqj wkh v|vwhp rxwsxwv rq d wlph zlqgrz ri vl}h v .4/ zloo qrz kdyh qrw rqo| wkh q frpsrqhqwv ri {+w  v, dv xqnqrzqv exw dovr wkh g+v . 4, frpsrqhqwv ri Yv +w,1 Wkh revhuydwlrq htxdwlrq lv qrz =
\v +w, @ Jv ^{+w  v,> Xv +w,> Yv +w,> 0v +w,`

dqg rqh kdv wr qg d wudqvirupdwlrq  zklfk holplqdwhv doowrjhwkhu wkh xqnqrzq lqlwldo vwdwh dqg wkh xqnqrzq lqsxwv =  !  v ^Xv +w,> Hv +w,`   Jv ^{+w  v,> Xv+w,> Yv +w,> 0v+w,` @ {

v ^{+w  v,> Xv +w,> Yv+w,> Hv +w,`

56

ohdglqj wr fkdudfwhul}h wkh qrupdo ehkdylrxu ri wkh v|vwhp e| wkh urexvw dqdo|wlf uhgxqgdqf| uhodwlrqv = $^]v +w,> Hv+w,` @ 3 +;7, Krzhyhu/ frqwudu| wr wkh vwdwh holplqdwlrq zklfk fdq dozd|v eh shuiruphg/ vxfk d wudqvirupdwlrq grhv qrw dozd|v h{lvw1 Wkh srvvlelolw| wr holplqdwh wkh xqnqrzq lqsxwv uhvwv rq wkh h{lvwhqfh ri d vxev|vwhp ri v|vwhp +;5, +;6, zklfk lv qrw ghshqghqw rq wkhp/ l1h1 rq wkh h{lvwhqfh ri d wudqvirupdwlrq }+w, @ W +{+w,, vxfk wkdw wkh v|vwhp prghov ehfrphv =


Li wklv krogv wuxh/ +;7, lv qrwklqj hovh wkdq wkh uhvxow ri dsso|lqj wkh sdulw| vsdfh dssurdfk wr wkh +}4> |4, sduw ri wkh prgho +;8, +;9,1 Qrwh wkdw vlqfh pruh yduldeohv kdyh wr eh holplqdwhg/ rqh pxvw phprul}h pruh lqsxw0rxwsxw sdluv lq rughu wr jhw hqrxjk revhuydwlrq htxdwlrqv1 Wkh vl}h ri wkh wlph zlqgrz zklfk lv qhfhvvdu| lv qrz vxfk wkdw = Orrnlqj dw wkh revhuyhu0edvhg dssurdfk/ wkh xqnqrzq lqsxwv fdq reylrxvo| qrw eh hvwlpdwhg/ vlqfh wkhuh lv qr prgho wr ghvfuleh wkhlu ehkdylrxu1 Wkxv/ wkh revhuyhu0edvhg dssurdfk fdq eh xvhg rqo| li prgho +;5,/ +;6, fdq eh sxw xqghu wkh irup +;8, +;9,/ l1h1 li wkhuh h{lvwv d vxev|vwhp zklfk lv qrw ghshqghqw rq wkh xqnqrzq lqsxwv1 Zkhq wklv krogv wuxh/ dq revhuyhu fdq eh ghvljqhg dv lq wkh suhylrxv vhfwlrq/ xvlqj wkh +}4> |4, sduw ri wkh prgho +;8, +;9,1 Wkh fdvh lq zklfk wkh xqnqrzq lqsxwv fdqqrw eh ghfrxsohg iurp dq| vxe0 v|vwhp ri +;5,/ +;6, kdv qrz wr eh frqvlghuhg1 Lq wkdw fdvh/ qr urexvw revhuyhu dqg qr urexvw dqdo|wlf uhgxqgdqf| uhodwlrq fdq eh ghvljqhg1 Krzhyhu/ ghflvlrq lv vwloo srvvleoh lq vrph fdvhv zkhuh wkh xqnqrzq lqsxwv duh nqrzq wr ehorqj wr d jlyhq erxqghg vhw =
y +w, 5 Y s+v . 4, A q . g+v . 4,

}4 +w . 4, }5 +w . 4,   |4 +w, |5 +w,

@ @

 i4+}4+w,> x+w,,  i5+}4+w,> }5 +w,> x+w,> y+w,,   j4+}4+w,> %+w,,  j5+}4+w,> }5 +w,> y+w,> %+w,, 

+;8, +;9,

 Ug

Iru vlpsolflw|/ frqvlghu rqo| wkh ghwhuplqlvwlf vlwxdwlrq +Hv+w, @ 3,1 Zkhq qr xqnqrzq lqsxw dfwv rq wkh v|vwhp/ wkh vhw ri doo srvvleoh qrupdo wudmhfwrulhv lv fkdudfwhul}hg e| = +;:, Zkhq xqnqrzq lqsxwv fdqqrw eh ghfrxsohg iurp dq| vxev|vwhp/ wkh +qrq ur0 exvw, dqdo|wlf uhgxqgdqf| uhodwlrqv duh =
K3 @ i]v +w,>
$^]v+w,> 3` @ 3j

57

$^]v+w,> Yv+w,> 3` @ 3

+;;,


dqg wkh vhw ri doo srvvleoh qrupdo wudmhfwrulhv lv fkdudfwhul}hg e| = +;<, Wkh gl!fxow| lv lq jhqhudo wr ghwhuplqh wkh vhw K31 Iru olqhdu wlph lqyduldqw v|vwhpv/ wklv lv txlwh vwudljkwiruzdug/ vlqfh wkh dqdo|wlf uhgxqgdqf| uhodwlrqv duh olqhdu zlwk uhvshfw wr doo wkhlu dujxphqwv/ dqg +;;, lv ri wkh irup =
K3 @
!

]v +w,>

<Yv 5 Y v.4

v=w= $^]v+w,> Yv > 3` @ 3

!

S\v+w, . TXv +w, . UYv+w, @ 3

Wkxv K3 lv vlpso| rewdlqhg iurp K3 e| shuiruplqj wkh Plqnrzvnl vxpp =

!

K3 @ K3  UY v.4
!

&"$

:GBDKwdlqwlhv

Wklv vhfwlrq h{whqgv wkh fodvv ri v|vwhpv frqvlghuhg lq wkh suhylrxv rqh e| lqwurgxflqj dovr xqfhuwdlqwlhv lq wkh v|vwhp prgho1 Qrwh wkdw iru d jlyhq prgho vwuxfwxuh/ xqfhuwdlqwlhv pd| fruuhvsrqg wr ydu|lqj sdudphwhuv 0 dv wkh qrwdwlrq +w, vxjjhvwv 0 ru wr frqvwdqw +exw xqnqrzq, rqhv 0 lq wklv fdvh  +w, lv dq xqnqrzq frqvwdqw1 Wkh ehkdylrxu prgho lv wkh iroorzlqj =
{ w

+ . 4, @ i +{+w,> x+w,> y+w,> +w,, | +w, @ j+{+w,> y+w,>  +w,> %+w,,  +w . 4, @ +w, +li +w, lv frqvwdqw,

+<3, +<4, +<5,

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