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O THC
V KHONG CCH XC SUT
MTV
Mc lc
Trang
Mc lc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2
Chng 1. Kin thc chun b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1. Tch phn Lebesgue . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2. Cc bt ng thc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Chng 2. o thc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.1. Khi nim o thc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5
2.2. Khai trin Haln . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.3. Khai trin Jordan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
Chng 3. Mt s kt qu nhn c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
3.1. Tnh duy nht ca khai trin Jordan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
3.2. Mt s kt qu khc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
Chng 4. Khong cch xc sut . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
4.1. Khong cch bin phn ton phn v khong cch Hellinger . . . . . . . . 25
4.2. Mi lin h gia khong cch bin phn ton phn v khong cch
Hellinger . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
4.3. Mt s v d. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .37
4.4. Cc khong cch xc sut khc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
Ti liu tham kho . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
Chng 1
Kin thc chun b
Trong chng ny chng ti nhc li mt cch ngn gn cc kin thc, thut
ng v k hiu cn thit cho cc chng sau.
1.1
f d = 0 th f = 0 hu khp ni trn A.
f d
A
n A
fn d =
f d.
(R)
Zb
f (x)dx =
a
f d.
a
1.2
n=1
Cc bt ng thc
1
p
+ 1q = 1). Gi s f,
f g|d
p1
|f | d
1
|g|q d q .
Bt ng thc ny c gi l bt ng thc H
older.
nh l 1.2.2 ( Bt ng thc Minkowski). [N L] Cho A A, f, g l hai hm
s o c trn A v 1 p < +. Khi
Z
A
1
f + g|p d p
Z
A
p1
|f | d
+
A
1
|g|p d p .
Chng 2
o thc
2.1
An =
(An ).
n=1
n=1
Nhn xt 2.1.2.
(i)R rng () = 0.Tht vy ta hy xt dy {An }
n=1 trong A1 = A2 =
A3 = ... = An = ... = , ta c () =
n=1
() R. Do () = lim n()
n
R. Suy ra () = 0.
(ii) l mt o thc th c tnh cht cng tnh hu hn.
(iii) Nu A, B A, A B th (B \ A) = (B) (A).
(iv) o xt trc y c th khng phi l mt o thc v n c th
bng +.
nh ngha 2.1.3. Mt tp E X c gi l dng nu E A v nu mi
A E, A A u c o khng m. Tng t tp E X c gi l tp
5
m nu E A v nu mi A E, A A u c o khng dng. Mt tp
E X ng thi dng v m c gi l tp khng.
Mnh 2.1.4. Mi tp con o c ca mt tp con dng ca X l mt tp
con dng; hp ca mt h m c nhng tp con dng ca X l mt tp
dng.
Chng minh. Phn u ca mnh l hin nhin , chng minh phn sau ta
gi s E =
n=1
An nn ta c:
n=1
(A) =
(An ) 0
n=1
1
n1
do
(E \ E1 ) = (E) (E1 ) < 0.
Nu E \ E1 l mt tp m th ta ly D = E \ E1 v mnh c chng
minh. Trong trng hp ngc li E \ E1 cha cc tp con c o dng. Gi
n2 l s t nhin nh nht sao cho tn ti mt tp con o c E2 ca E vi
(E2 ) >
1
,
n2
hoc mt dy {ni }
i=1 nhng s t nhin v mt dy {Ei }i=1 nhng tp con o
c ri nhau ca E vi
1
< (Ei ), i N.
ni
Ei ) = (D) +
i=1
hu hn, do
i=1
lim n1i
i+
Ei ) ta c (E) = (D) +
i=1
P
i=1
1
ni
v (E) R nn
P
i=1
1
ni
c tng
= 0.
Ta c
(D) < (E)
X
1
i=1
ni
<0
chng ta chng t D l tp m.
Gi s A l mt tp con ty , o c ca D. Vi mi i N ta c
ADE\
i1
[
Ek )
k=1
do cch chn ni nn ta c
(A)
iu ny ng vi i N, do
1
ni
1
ni 1
2.2
Khi tn ti dy {En }
n=1 F sao cho lim (En ) = .
Gi Q =
n+
n=1
v
(P \ A) = (P ) + (A) = (P ) 0
(Q A) = (A) + (Q) = (Q) 0.
Hn na vi mi B A, B (P \ A) th B P do (B) 0 (P l tp
dng).
Vi mi B A, B (A Q) th B = B (A Q) = (B A) (B Q) do
(B) = (B A) = (B Q) = (B A) 0.
Nh vy khai trin Haln ni chung l khng duy nht, tuy nhin s phn
tch y l hu duy nht theo ngha ca nh l sau:
0
(E P ) = (E P ); (E Q) = (E Q )
vi E A.
Chng minh. Ta c
0
E (P \ P ) E P
(2.1)
E (P \ P ) E (X \ P ).
(2.2)
T (2.1) suy ra
0
(E (P \ P )) 0,
t (2.2) suy ra
0
(E (P \ P )) 0.
0
Do (E (P \ P )) = 0 tng t (E (P \ P )) = 0 T y ta c
0
(E P ) = {E (P P )} + {E (P \ P )} = {E (P P )}
0
(E P ) = {E (P P )} + {E (P \ P )} = {E (P P )}.
10
Nh vy ta c
0
(E P ) = (E P )
tng t ta cng c c
0
(E Q) = (E Q ).
Ta i xy dng cc hm sau:
nh ngha 2.2.4. Vi mt o thc : A R ty , t khai trin
Haln v nh l trn ta xy dng c ba hm xc nh mt cch duy nht
+ , , || : A R nh sau:
Gi s {P, Q} l mt khai trin Haln ca X i vi , cc hm y c nh
ngha bi:
+ (E) = (E P )
(E) = (E Q)
||(E) = + (E) + (E)
vi mi E X, E A.
Nhn xt 2.2.5. Theo cch nh ngha trn th r rng + , , || l nhng
hm khng m tc l + (A) 0; (A) 0; ||(A) 0 vi A A.
Ta c th kim tra d dng rng + , , || l nhng o hu hn (theo
ngha thng) trn -i s A. Chng hn ta i chng t + l mt o trn
A.
Ta c
+ (A) = (A P ) 0, A A
+ () = ( P ) = () = 0.
11
Xt dy {Ei }
i=1 A, En Em = , n 6= m t E =
+
(E) = (E P ) = {(
En , khi E A v
n=1
En ) P }
n=1
= {
(En P )} =
(En P )
n=1
n=1
+ (En ),
n=1
2.3
sup
(A1 )
A1 A,A1 A
V (, A) =
inf
A1 A,A1 A
(A1 )
khi
V (, X) < +.
12
sup
(B1 ) =
B1 Ak ,B1 A
{B1 A (Ak \ A) }
sup
B1 Ak ,B1 A
{(B1 A) + B1 (Ak \ A) }
sup
B1 Ak ,B1 A
(B1 A) +
sup
B1 Ak ,B1 A
sup
B1 (Ak \ A)
B1 Ak ,B1 A
(C) +
CAk ,CA
sup
sup
(C)
CAk \A,CA
= V (, A) + V (, Ak \ A) < +,
tng t |V (, Ak )| < + ( rng
inf
BAk ,BA
(B) =
sup
(B)
BAk ,BA
\
n=1
An =
[
n=1
13
Tht vy r rng
(X \ A1 ) (A1 \ A2 ) ... (An \ An+1 ) ...
X \ An .
n=1
Vi mi x
n=1
n=1
An
n=1
(An ) (An1 )
n=2
+
14
An ta c
n=1
(A) = {A
An } = {
n=1
V ,
(A An )
V (, An ),
n=1
An =
n=1
(A An )}
n=1
n=1
do
(A)
sup
V (, An ).
n=1
An ,AA
n=1
.
2n
(Cn ) > V (, An )
Khi
Cn A ;
n=1
Cn
n=1
An , cc tp Cn ri
n=1
nhau tng i mt v ta c
V ,
An =
n=1
(A)
sup
Cn
n=1
An ,AA
n=1
=
=
X
n=1
(Cn )
{V (, An )
n=1
V (, An ) .
n=1
V > 0 l ty nn
V ,
[
n=1
An
X
n=1
V (, An ).
}
2n
15
Nh vy
V ,
An =
V (, An ).
(2.3)
n=1
n=1
i vi bt k tp A A sao cho A
An ta c
n=1
(A) = {A
An } = {
(A An )
V ,
V (, An ),
n=1
n=1
do
(A An )}
n=1
n=1
An =
(A)
inf
n=1
V (, An ).
n=1
An ,AA
n=1
Cn A;
n=1
Cn
n=1
An , cc tp Cn ri nhau
n=1
tng i mt v ta c
V ,
An =
n=1
(A)
inf
Cn
n=1
An ,AA
n=1
=
=
X
n=1
(Cn )
{V (, An ) +
n=1
}
2n
V (, An ) + .
n=1
V > 0 l ty nn
V ,
An
n=1
V (, An ).
n=1
Nh vy
V ,
[
n=1
An =
X
n=1
V (, An ).
(2.4)
16
(A1 )
sup
A1 A,A1 A
sup
(A1 )
A1 X,A1 A
= V (, X) < +
v
0 V (, A) =
inf
A1 A,A1 A
(A1 )
inf
A1 X,A1 A
(A1 )
= V (, X) > .
Do hai chui v phi (2.3) v (2.4) hi t, v vy ta c
V ,
An = V ,
n=1
An + |V ,
n=1
=
=
=
=
An |
n=1
V (, An ) + |
n=1
V (, An )|
n=1
V (, An ) +
n=1
|V (, An )|
n=1
{V (, An ) + |V (, An )|}
n=1
V (, An ).
n=1
17
do
V (, A) (A) V (, A).
Vy
(A) = V (, A) + V (, A).
f d|| vi mi E A th << .
(E) =
f dm
E
d
dm
= f hay d = f dm.
f d :=
E
f d
Z
E
f d vi mi E A.
Chng 3
Mt s kt qu nhn c
3.1
19
1 (E) = 1 E (P Q) = 1 (E P ) + 1 (E Q) = 1 (E P )
= 1 (E P ) 2 (E P ) = (E P ) = + (E)
2 (E) = 2 E (P Q) = 2 (E P ) + 2 (E Q) = 2 (E Q)
= 2 (E Q) 1 (E Q) = (E Q) = (E),
do
1 = + , 2 =
(iii)Nu l mt o thc v E A th ||(E) = 0 khi v ch khi (F ) = 0
vi mi F E, F A
Mnh 3.1.3.
+ (A) = V (, A), (A) = |V (, A)|.
Chng minh. Theo nh l khai trin Jordan th V (, A), V (, A) c tnh cng tnh, hn na V (, ) = 0, V (, ) = 0 v V (, A) 0, |V (, A)| 0 vi
mi A A nn V (, A), |V (, A)| l hai o trn - i s A.Ta c
(A) = V (, A) |V (, A)|
= + (A) (A)
do chng minh
+ (A) = V (, A)
(A) = |V (, A)|
20
1
.
2n
Khi
1
2n
(3.1)
v
V (, X \ Bn ) = V (, X) V (, Bn )
V (, X) (Bn )
t P =
1
.
2n
(3.2)
Bn khi
k=1 n=k
X \P =
(X \ Bn )
k=1n=k
X \ Bn
n=k
vi mi k N. V V (, B) l mt o nn
V (, X \ P ) V ,
(X \ Bn )
n=k
X
1
2n
n=k
V (, X \ Bn )
n=k
= 2(k1) k N.
Suy ra
V (, X \ P ) = 0
Mt khc t (3.1) ta c |V (, Bn )|
1
,
2n
Bn (k = 1, 2, ...) lp thnh
k=1
mt dy tng v |V (, B)| l mt o nn ta c
|V (, P )| = lim |V (,
k+
1
=0
k+ 2k
)| lim |V (, Bk )| lim
n=k
k+
do |V (, P )| = 0. Nh vy
+ (A) = V (, A) =
sup
(A1 )
A1 A,A1 A
(A) = |V (, A)| =
inf
A1 A,A1 A
(A1 ).
21
sup
(A1 )
A1 A,A1 A
(A) =
inf
A1 A,A1 A
(A1 )
(F ) + (E).
F E,F A
Hn na ta c E P E m + (E) = (E P ) nn kt hp vi iu trn ta
suy ra
sup
(F ) = + (E).
F E,F A
(ii)Vi E A, khi vi mi F A, F E ta c
(F ) = + (F ) (F ) (F ) (E)
22
do
inf
F E,F A
(F ) (E).
Hn na ta c E Q E m (E) = (E Q) nn kt hp vi iu trn
ta suy ra
(E) =
inf
F E,F A
(F ).
3.2
Mt s kt qu khc
n
X
|(Ei )|
i=1
n
X
i=1
|(Ei )|
n
X
||(Ei ) =
i=1
23
Suy ra
sup{()| (E)} ||(E).
Do l mt o suy rng trn - i s A nn tn ti tp dng P v tp
m Q con ca X i vi sao cho
P Q = X , P Q = .
Ta c
||(E) = + (E) + (E)
= (E P ) (E Q)
= |(E P )| + |(E Q)|.
R rng {E P, E Q} (E), t suy ra
||(E) = sup{()| (E)}.
(E) =
f dm, E A.
(E) =
f dm, (E) =
E
f dm, ||(E) =
|f |dm
vi mi E A.
Chng minh. Theo nh l (1.1.2) ta c l -cng tnh, hn na f kh tch
R
24
Ta c
(E) = + (E) (E)
Z
(E) =
f dm
f dm
vi mi E A, E X. R rng 1 (E) =
f + dm, 2 (E) =
f dm l hai
2 (A) =
f dm = 0 =
A
f + dm = 1 (X \ A),
X\A
f dm +
|f |dm,
f dm
Chng 4
Khong cch xc sut
4.1
0 (A) = (A) vi mi A , A A = .
(ii) Vi mi , M th dT V (, ) = dT V (, ).
(iii) Vi mi , , M th ta c
|(A) (A)| |(A) (A)| + | (A) (A)|
25
26
do
sup |(A) (A)| sup {|(A) (A)| + | (A) (A)|}
AA
AA
AA
Tc l
dT V (, ) dT V (, ) + dT V (, ).
Nh vy dT V l mt mtric, mtric ny c gi tr nm trong on [0, 1].
Bin phn ton phn ca mt o thc trn mt - i s A nhng tp
con ca c nh ngha l s V (, ). Theo nhng kt qu trc ta bit
V (, ) = ||() = sup
g
trong g : =
k
S
k
X
|(Ai |
i=1
Ai l phn hoch o c ca .
i=1
Gi s l lin tc tuyt i i vi o no , gi f l hm mt
ca o i vi o ( << ) khi
Z
(A) =
f d vi mi A A,
do vy
||() = V (, ) =
|f |d.
+
.
2
|p q|d.
27
Chng minh. Ta c
Z
() =
pd , () =
qd
do
( )() =
(p q)d.
Suy ra
V ( , ) = | |() =
|p q|d
= ( )+ () + ( ) ()
Z
(p q) d +
(p q) d.
Hn na ta li c
Z
(p q) d
(p q) d = ( )+ () ( ) ()
= ( )() =
(p q)d =
pd
= () () = 0
Suy ra
Z
(p q) d =
(p q) d,
do
V ( , ) = | |() =
|p q|d
=2
(p q) d = 2
(p q) d.
V ( , ) = | |() =
|p q|d
=2
(p q) d = 2
(q p)+ d.
qd
28
Ta c
+
( ) () =
AA
AA
v
+
( ) () =
AA
do
V ( , ) = | |() =
Nh vy
1
=
2
|p q|d.
Nhn xt 4.1.3.
(i) Gi tr dT V (, ) khng ph thuc vo cch chn o nh trn.
(ii) Ta rng 2 dT V (, ) chnh bng khong cch gia p v q trong khng
gian nh chun L1 (, )(kp qk1 ).
Php chng minh trn cho ta mt kt qu th v sau:
Mnh 4.1.4.
k
X
1
dT V (, ) = sup
|(Ai ) (Ai )|
2 g i=1
trong g : =
k
S
i=1
Ai l phn hoch o c ca .
29
Chng minh. iu ny c c v
V ( , ) = | |() =
|p q|d
V ( , ) = | |() = sup
g
trong g : =
k
S
k
X
|(Ai ) (Ai )|
i=1
Ai l phn hoch o c ca .
i=1
Xt hm tp : A R cho bi (A) =
f d vi mi A A.
gd =
A
gf d
A
vi mi A A.
Chng minh. Ta i xt tng trng hp:
Trng hp g l hm c trng g = E vi E A
g(x) = E (x) =
nu x E
nu x \ E
lc r rng g o c v
Z
gd =
A
E d =
A
d
AE
= (E A) =
f d
EA
E f d =
A
gf d.
A
30
n
P
i=1
i Ai (x) vi x A.
Ta c
Z X
n
gd =
A i=1
n
X
i Ai d =
Z
Ai d =
i=1
i Ai d
i=1 A
n
X
Ai f d
i=1
n Z
X
n Z
X
Z X
n
i Ai f d =
i=1 A
i Ai f d
A i=1
gf d.
A
gd = lim
gn d = lim
gn f d =
gf d.
Trng hp g l hm kh tch bt k, ta c
Z
g d =
A
g f d v
A
g d =
g f d
l nhng s hu hn. Vy
Z
gd =
A
g d
g d =
A
(g + f g f )d =
g f d
ZA
g f d
gf d.
A
31
mt ca o xc sut , i vi o . Khi vi mi h o c,
|h(x)| 1 ta c
hd
hd =
hpd
hqd
h(p q)d
|h||p q|d
|p q|d
Suy ra
sup
|h|1
hd
hd
|p q|d
vi h l hm o c tha |h(x)| 1. Ta xt hm
h0 (x) =
nu (p q)(x) 0
nu (p q)(x) < 0.
h0 d
h0 d =
h0 (p q)d
|p q|d.
Cho nn
max
|h|1
hd
hd =
|p q|d
hd
hd .
32
Nhn xt 4.1.7.
Trn y chng ta chng t c rng
dT V (, ) = sup |(A) (A)|
AA
1
=
2
|p q|d
1
= max
2 |h|1
hd
hd
1 X
(x) (x)
2 x
{x}
X Z
(p q)d)
=
x {x}
XZ
|p q|d
x{x}
|p q|d,
do
dT V (, ) =
1 X
(x) (x)
2 x
33
4.1.2
dH (, ) =
1
( p q)2 d 2
Nhn xt 4.1.10.
(i) nh ngha trn l hp l v gi tr dH (, ) khng ph thuc vo cch
chn . Tht vy:
Gi s l mt o tha mn << v << ; khi << + .
Gi f l hm mt ca o i vi o + , tc l
Z
(E) =
f d( + ) vi mi E A,
do ta c
Z
pf d( + )
pd =
(E) =
E
v
qf d( + )
qd =
(E) =
E
vi mi E A. Cho nn , c hm mt ln lt l pf v qf i vi o
+ . Ta c
Z p
( pf
qf ) d( + ) =
(p + q 2 pq)f d( + )
(p + q 2 pq)d =
( p q)2 d
Nh vy nu gi p1 , q1 ln lt l hm mt ca o xc sut , i vi
o th ta c
Z
( p1
q1 ) d =
Z p
( f
g)2 d( + )
34
trong f , g ln lt l hm mt ca o , i vi o + , do
Z
( p1
q1 ) d =
( p q)2 d.
dH (, ) =
1
( p q)2 d 2 =
1
(p + q 2 p q)d 2
= 2(1
p qd) .
21
(iii) Ta c 0 dH (, )
2. Ta xt - i s L cc tp o c Lebesgue
Y () =
nu [0, 1]
nu \ [0, 1]
nu [1, 2]
nu \ [1, 2],
t
Z
(A) =
X()d
A
(A) =
Y ()d
A
dH (, ) = 2 2
21
X()Y ()d
2.
dH (, ) =
1
( p q)2 d 2 0 vi mi , M.
35
b/Gi s dH (, ) = 0 lc ta c p = q hu khp ni i vi o do
(A) =
pd =
qd = (A) vi mi A A, A
Gi s = th (A) =
pd =
qd = (A) vi mi A A , A .
dH (, ) =
1
( p q)2 d 2 = dH (, )
vi mi , M
3/Vi mi , , M, gi s p, q, f ln lt l cc hm mt ca cc o
, , M i vi o . Bt ng thc Minkowski cho ta
Z
dH (, ) + dH (, ) =
1
( p q)2 d 2 +
p
1
( p f )2 d 2
p
1
( p f )2 d 2 = dH (, ).
T suy ra dH l mt mtric.
Mnh 4.1.11. Khi l khng gian m c th
dH (, ) =
X q
(x)
2 12
(x)
(x)
2
(x)
=22
Xq
(x) (x)
v
vZ
u
X uZ
u
u qd
=22
pd
t
t
x
{x}
{x}
36
=22
Xq
=22
Xq
p(x) q(x)(x)
=22
XZ
p qd
x{x}
=22
p qd,
do
dH (, ) =
X q
(x)
(x)
2 12
4.2
Mnh 4.2.1.
d2H
dT V dH .
2
Chng minh. Ta c
2dT V (, )
2
2
|p q|d
( p q)2 d
2
|( p q)||( p + q)|d
( p+
q) d =
d2H (, )
2+2
v
Z
p qd
12
pd
do
dT V dH .
21
qd
=1
p qd
37
Ta c
d2H (, )
( p
q) d =
(p + q 2 p qd
(p + q 2 min(p, q))d =
|p q|d = 2dT V (, ).
4.3
Mt s v d
+
Z
f d =
(,+)
+
R
Chng minh. Gi s
f (x)dx
f (x)dx hi t, t y ta c
f d =
(,+)
f d +
(,0]
f d
[0,+)
= lim
f d + lim
f d
[n,0]
[0,n]
Z0
= lim
n
Zn
f (x)dx + lim
f (x)dx
38
Z0
+
Z
f (x)dx
f (x)dx +
+
Z
f (x)dx.
Vi 1 , 2 R xt hai o (A) =
P1 (y)d, (A) =
A R, A L.Ta d thy
Z
P1 (y)dy = 1
P1 (y)d =
(R) =
(,+)
tng t
Z
(R) =
P2 (y)d = 1,
R
nn , l hai o xc sut.Ta c
d2H (, )
=2 1
Z q
P1 (y) P2 (y)d
v
lnx 1 x, mi x > 0
nn
d2H (, )
2 ln
Z q
P1 (y) P2 (y)d.
Ta c
2 ln
= 2 ln
Z q
R
+
Z q
P1 (y) P2 (y)d
P1 (y) P2 (y)dy
P2 (y)d vi
39
+
Z
= 2 ln
21
21
1
1
e(y1 ) 2 e(y2 ) 2 dy
+
Z
= 2 ln
+
Z
= 2 ln
2
1 [ (y2 1 )2 + (y
2]
2
e
dy
1 2 2
1 +2 2
1
e[(y( 2 )) +( 2 ) )] dy
1 2 2
= 2 ln e( 2 )
1
=
(1 2 )2
2
t suy ra
dH (, )
|1 2 |
.
2
*.Phn phi m
P (x) =
nu x 0
ex
nu x > 0
( > 0)
Ta c
2 ln
Z q
P1 (y) P2 (y)d
= 2 ln
+q
Z
P1 (y) P2 (y)dy
+q
Z
= 2 ln
e1 x
2 e2 x dy
= 2 ln
+
Z
p
1 2 e(
1 +2
)y
2
dy
= 2 ln
1 2
2
1 + 2
1 + 2
= 2 ln
2 1 2
t suy ra
s
dH (, )
1 + 2
2 ln
.
2 1 2
40
=2 1
=2 1
=2 1
Z q
R
+q
Z
P1 (y) P2 (y)dy
+
Z
= 2 1 e(
4.4
P1 (y) P2 (y)d
1 2 2
1 +2 2
1
e[(y( 2 )) +( 2 ) )] dy
1 2 2
)
2
4.4.2
x6=y
|f (x)f (y)|
,
d(x,y)
trong
f d
f d : ||f ||L 1}
41
(xem[AL]).
42