Teorija Meri

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IIOHJlTIIJI II pe3YJIbTaTbI

TeopHII MepbI, rrpHMeHJleMbIe B

u

TeOpHH BepOJlTHOCTeu: npoeKT

pH~epa

2

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4

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8

MepbJ C nOJIYKOJIbu;a Ha MHHHMMbHoe KOJIhU;O

III.

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11

IV.

H3MepHMbIe lPYHK:qUH

12

V.

14

HHTerpM JIe6era

COOTBeTCTBBe nOHBTHH TeopHH Mephl H TeopHH BepoBTHo-

18

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(n, P).

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ok

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r!

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n C"ieTHO.

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A

c

Ho

Q. To :>Ke MOlKHO c,n;e.rraTb eCJIH MH02KeCT:BO

I!I B

n HeC"'IeTHO,

n = [0,1], TO CYIIJ;eCTByIOT npHMepbI, rrOKa3bIBaIOmHe, "'ITO onpe­

,n;eJIHTb BepOJlTHOCTb.n;M JII06oro nO,1I.MHO)l(eCTBa

A

c n, TaK, "'ITo6bI BbIDOJI­

HJlJIaCb, HarrpHMep, TeopeMa 0 CJIO:>KeHHH BepO.llTHOCTeH, H ,n:pyrHe 06bI"'IHhIe 1 CBoHcTBa BepOJlTBOCTeH, HeB03MO:>KHO.

ITaK~ CRTyaD:WI OUHCaHa, HanpUMep, B KHH[,,~ fM6ayM TpnpHMepbl B amum3e", M., "MHp", 1967, c.120 - 123.

B.,

OJIMCT~

A:lK. "Koa:­

3

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n.

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0"

B

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f!,

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X:n-+R, r,l(e

R -

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R

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A MBO:>KeCTBa

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X (w) :s; X}

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AM

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0, KOHe'IHO HJIH C"IeTHO,

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0, HI'paroT B TeOpJiIH BepOJiTHOCTeH, no KpaHHeB Mepe,

Be MeHee Ba)KHYIO pOJl1>, 'IeM KOHe'IHhIe H c-qeTHhIe MHO)KeCTBa Pa3,ll;eJI

IV

Ho

n.

pH,n;epa co.n:ep)KHT Onp€,ll;eJIeHHe cooTBeTcTBYIOru;ero KJIacca


Bonpoc .N!.3.

ECD
X

npHBHMaeT He 60JIee "'IeM C'IeTBOe '1Hao

3Ha'ieHHK Xl, X2, ... , X n , ... , H

An

= {w En

TaKHX, "ITO

TO O)KH,1l;aHHe CJIy~aHHoH BeJIH'iRHhI

X

X(w)

= x n},

onpe,n;eJIJIeTCR: KaK

00

L

E(X) =

XnP(A n)

n=l np:u yCJIOBHR, "'ITO .n:aHH:WI pJI,l( a6COJIIOTBO CXO,ll.HTCJI.

Pa3,ll.e.JI V pH,n;epa

CO,n;ep)K}lT Onpe,ll.eJIeBHe O)K}l,ll.aHKf{ B 06ru;eM BH,ll.e. ,.lJ:oKa3aTeJIhCTBa BCex TeOpeM, CKHO HaHTH B KBHre KOJIMOI'OpOB

A.H.,


IJ.HE: :H
M.,

C.B.

"dJIeMeHThI TeOpHI1
"HayKa",

1976.

4

I.

C:ucTeMbI MHO>KeCTB

CucmeMOU M,'N,O'JICeCm6 Ha.3bIBaeTCH BCJlKOe MHO:>KeCTBO, 3JIeMeHTaMH Ko­ Toporo HBJIjllOTCH HeKOTOphIe .a.pYrlle MH02KeCTBa.

Onpe~eJleHBe 1. HenyCTM CBCTeMa MH02KeCTB

R Ha.3hIBaeTCH noJtb1fOM.,

AER TaK:>Ke MHO}KeCTBa An B H

eCJIB OHa 06JIa.a.aeT TeM CBOHCTBOM, 'iTO ,IJ;JUI JI106hIX ,ll,BYX MBO:>KeCTB

BER A6.B. 2

M

3TOH CBCTeMe MHO:>KeCTB npHHa,1I.JIe:>KaT

TaK KaK ,Il.JIJI JI106hIX MHO)J(eCTB

AU B

A A \ B.

TO H3

E

R, B

A

H

B

CrrpaBe,1I.JIHBhI COOTHorneHIDI

= (A6.B)6.(A n B), E

A \ B = A6.(A n B),

R B.hITeKaeT TaK:>Ke nplma,1I.JIe:>KHOCTh K R MHO>KeCTB AuB 1

dTO Ha3hIBaeTCJI 3aMKHyToCTblO KOJIhIJ;a OTHOCHTeJIhHO onepaJJ;HH

06'he,1I.HHeHIUI B Pa3HOCTB. O"'IeBM,ll;HO, ~TO KOJIbIJ;O 3aMKByTo no OTHomeHMIO K 06Pa30BaJIMlO JII06bIX KOHe'iHhIX 06'be,n;Jl:HeHBH H rrepeCe'ieHHM BJl:,n;a

n

n

C

= U Ak ,

= n AI;;­

D

k=l

k=1

JII060e KOJIbIJ;O co,n;ep:>KJl:T rryCToe MBO:>KeCTBO, TaK KaK

(/) =

n

MHO:>KeCTBO

nE eCTh

S

Ha3hIBaeTCH

II ,ll;JIJI JIlO6oI'o

A

E

S

A \ A.

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)!{eCTB JIBJIJIeTCJI aJIre6pOH C e,1I.BHMu;eM

c

MHO:>KeCTB

n=

2. ,U.JIJI JII06oro HenycToro MHO:>KeCTBa A e,n;HHHIJ;eii: n = A. 20603Ha~Iem'Ie

R

A

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S,

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= A.

To

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5 3.

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A

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IIycTb

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= An B, n \ A, B = n \ B

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S

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O,n;HO H TOJIbKO O~HO KOJIb:u.O KOJrbn;e

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e.n;HBHD;err Ha3hIBa­

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Onpe,ll;eJIeHHe 4.

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0,

S Ha3bIBaeTCJI

S.

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A

H

A1 C A

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S

6

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nepBoe H3 KOTOphIX

AI'

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B

S,

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BCJlKoe KOJlhIJ,O MHO:>KeCTB

R

A,

6yp;eM Ha3hIBaTh r;;o­

A.

eCTb IIOJIYKOJIbII.O.

MO:>KHO BJJlTb

n = 2,

A 2 = A \ At. TeopeMa 3.

EC.Jul

S-

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Ha MHO:>KeCTBa

A}y

E

A,

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S.

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S

Ha3hIBaeTCJI (T-r;;o.ab~OM, ec.Jm

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AI, A 2 , ••• ,An, . ..

co.n;ep2KHT MX 06':be,D;JmeHHe 00

A=

U An· n=t

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Ha3bInaeTCJI t5-r;;o.ab~OM., eClIl1

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A 2l ... , An, ...

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00

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00

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n An = n \ U(0 \ An)· 00

00

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aJIre6pbI, KOTOpM He J1BlliIeTca: a-aJIre6poH.

:>KeCTB, KOTOpaJI co,n;ep:>Kl1T nyCToe MHOlKeCTBO

0,

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8,

R \ A,

r,n;e

A

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R.

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eCJm ee e,lI.JZIHH:u;a

n= U A. AES

TeopeMa 4.

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nerrpHBo.n;HMaJI no OTHomeHHlO K

F(S),

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F(S)

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[a, b]

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R,

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A

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Ho

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field,

Tax D AaHHOM CJly'Iae nepe­

8

II.

3aAaHHe Mephl Ha IIOJIYKOJIhn;e MHO)l{eCTB

H IIPOAOJDKeHHe MepbI C IIOJIYKOJIbn;a Ha MHHHMaJIhHOe KOJIbIJ;O

IIycTb

S-

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f.J,: S-+R,

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f.J,

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1) S

2) 3)

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MBO)KeCTBa

J.i

f.J, HeoTplm;aTeJrhBhIj

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A E S

Ba rronapBO He rrepeceKaJOUl:l'IeCJI MHO)KeCTBa

Ak E S

BbIrrOJIHeHO paBeHCTBO

n

Jl{A) = L:jJ(Ak ). k=l

S,

Cn:cTeMa MHO)KeCTB

Sp.­ 3 aMe'laHHe. Ih

Ha KOTOpOH OIIpe~eJIeHa Mepa

J.i,

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B

Sm

C

Sp,),

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jJ(0) = O.

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0 = 0 U 0 CJle.n;yeT,

8m

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eCJIH Ka)J{~oe MHO)KeCTBO

A,

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f.J,(A)

= m(A).

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Sp"

HMeeT MeCTO paBeHCTBO

9

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Sm,

KOJIh:o;e

Ka)K~OB MephI

m,

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3.

ecml .D;.1UI.JII06bIX ,An, ..., npIfHa,n;JIe2KamHX nOJIyKOJIbD,y Sm H Y)(OBJIe­

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A, At, A 2 , •••

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Ai n A j =

0

rrpn

i

f. j

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L

m(A) =

m(An ).

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Meri Gorni
June 2020 10
Teorija Organizacije
July 2020 20