mar18aa.net.technion.ac.il · 106935 - zexazqda mixgap mi`yep miwixt mii`xw` mipan.iwqaepxb jexa...
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106935 - zexazqda mixgap mi`yep
miwixt mii`xw` mipan
.iwqaepxb jexa :dvxn
:zextiqArratia, R., Barbour, A. and Tavare, S. (2004).
Logarithmic combinatorial structures: a probabilistic approach.Kolchin, V. (1999). Random graphs. Encyclopedia of mathematics and its applica-
tions. Cambridge Univ. Press.
Freiman, G., Granovsky, B.(2004) Clustering in coagulation-fragmentation process-es, random combinatorial structures and additive number systems:Asymtotic formulae
and limiting laws, Tr.AMS,v.357,6,
Granovsky, B., Stark, D. (2006) Asymptotic enumeration and logical limit laws forexpansive multisets and selections, J. London Math.Soc.,(2),73.
irah xtqn ly zewelg :`eanxehwe mi`xew n ∈ N+ := 0, 1, 2, . . . , xtqn ly dwelgl .1 dxcbd
η = (k1, . . . , kn) :n∑
j=1
jkj = n, kj ∈ N+.
( zeveaw =) mixaegn xtqn mi`xew |η| := k1 + . . . + kn-l.n ly zewelg agxn mi`xew Ωn = η-le η -a:o`k 10 = 3 + 3 + 1 + 3 = 2 + 4 + 4 :`nbec
η1 = (1, 0, 3, 0, . . . , 0) = 1133 ∈ Ω10
η2 = (0, 1, 0, 2, 0, . . . , 0) = 2142 ∈ Ω10.
.Y oung zenxb`ic i"r ozip zewelgd ly ixhne`b xe`zxehwe i"r zbvein ζ ∈ Ωn o`k
ζ = (l1, . . . , lm) : l1 ≥ . . . ≥ lm > 0 : l1 + . . . lm = n.
:miiwzne.dpey`xd dcenrd jxe` -|ζ| = m
1
.n ly zewelg ly llek xtqn |Ωn| := pn:onqp(.Euleur ly zewelg zxvei 't) :dprh
g(x) :=∑n≥0
pnxn =∏j≥1
(1− xj)−1, |x| < 1, p0 = 1.
:dgkedg(x) =
∏j≥1
∑
k≥0
xjk :=∑n≥0
cnxn. (1)
:oniq[xn]g(x) = cn
,(1) itl
[xn]g(x) = [xn]n∏
j=1
∑
k≥0
xjk =
[xn]( ∑
k1≥0,...,kn≥0
x1k1+2k2+...+nkn
)=
∑
(k1,...,kn)∈Ωn
1 =
pn.
miwixt mipanmlceby miwixt-i` mipan n ly cegi` `ed n lcebn dpan leky jk mipana opeazp
xnelk ,k1, . . . , kn
n =n∑
j=1
jkj.
wixt dpan ly miiqiqa mipiit`n;n lcebn wixt dpan -πn
;n lcebn miwixt mipan xtqn- pn
;j lcebn wixt-i` dpan ly (mibeq=) miavn xtqn-mj
.πn oezp dpan ly (zeipn mexhwtq=)mexhwtq -η = (k1, . . . , kn) ∈ Ωn
cg cg `l llk jxca `idy η ∈ Ωn mexhwtq ← πn dpan dn`zdd zniiw :dxrd.zikxr
:ze`nbec.[n] = 1, 2, . . . , n lr zexenz .`
Sn = πn, |Sn| = n!
.πn = (πn(1), . . . , πn(n)) (mipan =)zexenzd lk ly sqe` -`a 1 ixg` ,1-n ligzn oey`x lbrn :onwlck milbrn ly cegi`k meyxl ozip dxenz lkycg lbrn miligzn ,miizqn oey`xd lbrndy ixg` .'eke πn(πn(1)) eixg` ,πn(1) xtqn
,lynl .d`ld jke,exzepy mixtqnd oia xzeia ohwd xtqndn
π8 = (84357612) = (182457)(3)(6)
2
.π8-d ly zilbrn dbvd-,miwixt -i` (miaikx =)mipan md milbrn o`k.j lcebn milbrnd xtqn -mj = (j − 1)! -y jk
eze` zelra πn zexenz N(k1, . . . , kn) xtqnzgqep i"r ozip η = (k1, . . . , kn) ∈ Ωn mexhwtq
:(Cauchy)iyew
N(k1, . . . , kn) = n!n∏
j=1
(1
j
)kj 1
(kj)!.
.mj = (j − 1)!-e mepihlen zgqep :(fnx)dgked:libxz
π8 = (84357612) = (182457)(3)(6) →
η = (2, 0, 0, 0, 0, 1, 0, 0).
,iyew zgqep itl .N(2, 0, 0, 0, 0, 1, 0) `vnp
N(2, 0, 0, 0, 0, 1, 0, 0) = 8!(12 1
2!
1
6· 1
)
= 3 · 4 · 5 · 7 · 8 = 3360.
: Sn-a zi`xw` dxenz ly dincd(oey`x lbrnl sxhvn=) 1 ly epinin mewn qtez 2 xtqn.oey`x lbrn ligzn 1 xtqnligzn k xtqny jk jynp jildzd .ycg lbrn ligzn 1/2 zexazqdae 1/2 zexazqdacg` lk ly epinin mewn qtez `ed 1/k zexazqd dze`a e` 1/k zexazqda ycg lbrn
miiwzn .dxvepy zi`xw`d dxenzd πn onqp .el encw xy` mixtqn (k − 1) -n
P (πn) = 1(1/2)(1/3) . . . (1/n) =1
n!.
zellweyn zewelg .a, j ieeyd eze`a zerahn ly mibeq mj mpyiy migipn
i"r n llek mekq ly zewelga opeazp .j = 1, 2, . . . xy`kzewelgd xtqn- pn idi.cg`k mbeqae zerahn ly mieeya dielz dwelg lk o`k.l"pd zerahnd
`id pn ly zxvei 't f` .n ly zellweyn
g(x) =∏j≥1
(1− xj)−mj , |x| < 1
mitxb.b(miwixt-i` mipan)mixiyw mitxb xtqnl wxtzn (n lceba dpan=)micewcew n lr sxb lk
:miiwzne micewcew j lr mixiywd mitxbd xtqn `ed kj-y jk
η = (k1, . . . , kn) ∈ Ωn.
3
o`kpn = 2(n
2).
GF (qn) iteq dcy lrn n dwfgn minepilet.cidi .ipey`x xtqn `ed q dcyd (oiivn=)oiite`y xikfp
f(x) = xn + an−1xn−1 + . . . + a0
.pn = qn if` .GF (qn) iteq dcy lrn mepilet`ed kj y jk , GF (qn)-a miwixt-i` minepilet ly dltknk bivdl ozip l"pd f mepilet lk
.η = (k1, . . . , kn) ∈ Ωn -e j dwfga miwixt-i`d minxebd xtqnn = 6, q = 2 xear ,lynl
f(x) = x6 − x5 + x4 − x2 + x− 1 = (x− 1)3(x + 1)3.
wexite befn ly miihqkehq mikildz.d.η =-e j lceba zeveawd xtqn kj -y jk (miyiab=)zeveawl miwlegn midf miwiwlg n
(k1, . . . , kn) ∈ Ωn
`ly e` oezp rbx lkay jk ziccd zelret zeveawd .η i"r xcben oezp rbx lka zkxrnd avn:mi`ad mirexi` ipyn cg` ygxzn e` xac ygxzn
zg` dveawl zebfnzn j-e i mlceby zeveaw izy :befn •xnelk ,i + j dlceby
η = (k1, . . . , kn) → η(i,j) =
(k1, . . . , ki − 1, . . . , kj − 1, . . . , ki+j + 1, . . . , kn).
zeveaw izyl zwxtzn i + j dlceby zg` dveaw :wexit •xnelk ,j-e i mlceby
η = (k1, . . . , kn) → η(i,j) =
(k1, . . . , ki + 1, . . . , kj + 1, . . . , ki+j − 1, . . . , kn).
geqip :mipand zxitq ly zeihehtniq` zeira;n →∞ -yk pn ly zihehtniq` zebdpzd .`
,dpezp mipan dveaw zz An ⊂ πn idz .a.znieqn dpekz miniiwnd πn mipan ly sqe` `id An xnelk
.n →∞ -yk , |An| ly zihehtniq` zebdpzd `vnl yi:πn-a An ly zetitv xicbp .zizexazqd dhiy `id oexztl zelirid zehiydn zg`
0 ≤ ρn :=|An|pn
≤ 1.
4
if` ,mipand lk ly πn sqe`d lr dcig` dcin U m`
ρn = P (An).
ze`nbece dxcbd :mi`xw` miwixt mipanxnelk , πn mipand sqe` lr dcig`d zebltzdd U idz :2 dxcbd
U(πn) =1
|πn| =1
pn
, πn ∈ πn.
.`.ele i`xw` dpan mi`xew xvep xy` Πn i`xw`d hpnl`l if`
K(n) = K(n)(Πn) = (K(n)1 (Πn), . . . , K(n)
n (Πn)),
j lceba miwixt-i` miaikx xtqn- K(n)j (Πn) yk
.Sn-a zexenz :`nbec .Πn i`xw` dpan ly mexhwtq mi`xew , Πn-a,iyew zgqep itl
P(K(n) = (k1, . . . , kn)
)=
N(k1, . . . , kn)
pn
=
n∏j=1
(1
j
)kj 1
(kj)!, (k1, . . . , kn) ∈ Ωn.
.πn-a mikxr lawn Πn i`xw` dpan df znerl .Ωn-a mikxr lawn K(n) .`.e :dxrddpzen xyw
-a mikxr ilrae .z.a .`.n ly dxciq- Zj, j ≥ 1 idz
N+ := 0, 1, 2, . . . , ,-y jk
P (Zj = k) = a(j)k , k ∈ N+, j ≥ 1.
.`.e ly dxciq xicbpK(n) = (K
(n)1 , . . . , K(n)
n ), n ≥ 1:`ad ote`a Zj, j ≥ 1 dxciqd i"r zxvepd
L(K(n)) = L(Z1, . . . , Zn|n∑
j=1
jZj = n), n = 1, 2, . . . ,
:miiwzn
P(K(n) = (k1, . . . , kn)
)=
∏nj=1 a
(j)kj
P (∑n
j=1 jZj = n),
η = (k1, . . . , kn) ∈ Ωn, n ≥ 1.
5
onqp
cn := P (n∑
j=1
jZj = n) =∑η∈Ωn
n∏j=1
a(j)kj
,
η = (k1, . . . , kn)
: Ωn iteq agxn lr µn zizexazqd dcin dzr xicbp
µn(η) := c−1n
n∏j=1
a(j)kj
, η = (k1, . . . , kn) ∈ Ωn. (2)
.dcind ly dwelg zivwpet z`xwp cn o`k-"zeieihwiltihlen" mi`xew (2) dxevdn zecinl
(V ershik, 1996).(Pitman, 2002) -Gibbs zecin e`
.K(n) ⇔ µn miiwznmiwixt mipan ly ce`n agx oeebn ly mexhwtqy xazqn
: Zj .`.n ly ze`ad zeiebltzdd yely k"dq i"r lawzn mii`xw`.inepiae ilily inepia ,ipeq`et
mexhwtq ly zeillk zepekz :1 dprh=) zertzydd zivnxetqpxh zgz ihp`ixepi` `ed (µn dcind=) K(n) mexhwtqd .`
: Zj, j ≥ 1 .`.n ly (tilting
a(j)k (θ) = bjθ
jka(j)k , k ≥ 0, j ≥ 1, θ > 0
.lenxip reaw bj = bj(θ)− -ykidi .Kolchin ly dbvd .a
Ωn,k := η ∈ Ωn : |η| = k, 1 ≤ k ≤ n.
miiwzn η ∈ Ωn,k lk xear if`
P(K(n)(Πn) = η||η| = k
)= c−1
n,k
n∏j=1
a(j)kj
,
1 ≤ k ≤ n, (3),
dwelg zivwpet mr Ωn,k lr qaib zcin `id l"pd zipzend zexazqdd xnelk
cn,k =∑
η∈Ωn,k
n∏j=1
a(j)kj
.
6
.zicin .` :dgked-l deey oecipay zipzend zexazqdd .a
P(K(n)(Πn) = η
)
P(|K(n)(Πn)| = k
) ,
η ∈ Ωn,k. (4)
o`kP
(|K(n)(Πn)| = k
)=
∑η∈Ωn,k
P(K(n)(Πn) = η
):=
cn,k (5)
dpan ly iyteg xhnxt mi`xew θ-l .` :zexrd .(5)-e(2) z` (4)-a aivdl x`yp zrk.okl mcew exkfed xy` zeihehtniq` zeira xwga aeyg ciwtz wgyn `ed .i`xw`
-iltihlen dcinn zxfbpd Ωn,k lr zipzend zexazqdd ,oezp k lk xeary raep (3)-n .a.ziaihwiltihlen dcin ok enk `id µn ziaihw
mi`xw` mipan ly miixwir mibeq dyelyexkfedy Zj, j ≥ 1 .`.n ly zeiebltzdd yelyl m`zda
:mi`xw` miwixt mipan ly mi`ad mibeqd zyelya milican ,okl mcewe(Multisets =) zeveaw ax(Assemblies=)mitq`
.mixgan(Selections=):d`ad zkxrn dze` "ir ilniq ote`a x`zl ozip mipand ly mibeqd zyely lk z`
n lceba wixt dpan
(mn) wixt-i` . . . (m2) wixt-i` (m1) wixt-i`,n lceba miwixt-i` mipan kn-n,. . . ,1 lceba miwixt-i` mipan k1 -n akxen πn dpan lk,mixtqenn md miwiwlgd zetiq` ly dxwna ik d`xp jynda .(k1, . . . , kn) ∈ Ωn -y jkwiwlgn xzei `l qpkp `z lka Selections ly dxwnae midf md Multisets ly dxwna
.cg`ly zexvei zeivwpete minexhwtqd zeiebltzd z` lawp ep`
.mii`xw` mipan ly mibeqd zyely xear pn zexcqeidi .zewfg ixeh xear iyew zltkn xicbp ziy`x
f1(x) =∑i≥0
tixi, f2(x) =
∑j≥0
rjxj,
. mdly zeqpkzdd qeicx oeiv `ll xnelk ,"miilnxet" zewfg ixeh ipy:onwlck zxcben mdly f = f1 ∗ f2 iyew zltkn if`
[xn]f(x) =n∑
i=0
tirn−i, n ≥ 0.
7
cn ly zxvei divwpet :2 dprhly zeiexazqd zxvei zivwpet S(j)(x) =
∑k≥0 a
(j)k xkj idz
zivwpet `id g =∏
j≥1 S(j) iyew zltkn if` .Zj .`.n.cn dxciqd ly zxvei
:dgked
[xn]g(x) = [xn]∞∏
j=1
S(j)(x) = [xn]n∏
j=1
S(j)(x) =
∑η∈Ωn
n∏j=1
a(j)kj
= cn.
- y dgpda .mcew ebvedy milceb dnk ly dcin dpw zepyl jxhvp ep`
a(j)0 = P (Zj = 0) > 0, j ≥ 1,
xicbp
a(j)k :=
a(j)k
a(j)0
, j ≥ 1
xicbp z`fl m`zdae
cn =( n∏
j=1
a(j)0
)−1cn, n ≥ 1, c0 = 1.
dn`zda od cn-e a(j)k zexcq ly zexveid zeivwpetd okl
:g -e S(j)
S(j)(x) =S(j)(x)
a(j)0
, j ≥ 1,
g(x) =∏j≥1
S(j)(x).
• (scaled=)minleqn milceb zxfra meyxl ozip mexhwtqd zgqep z`y ze`xl lw dzr:onwlck
P(K(n) = (k1, . . . , kn)
)=
∏nj=1 a
(j)kj
cn
,
η = (k1, . . . , kn) ∈ Ωn, n ≥ 1. (6)
zyely lkay d`xp jynda .znleqn dwelg zivwpet `xwl ozip cn-ly raep l"pd meyixn.pn ly zxvei divwpet `id g ,mi`xw` mipan ly l"pd mixwnd
.zetiq`: aj xhnxt mr ipeq`et bletn Zj dfd dxwna
okl .Zj ∼ Po(aj), j ≥ 1
a(j)k = e−aj
akj
k!, j ≥ 1, k ≥ 0.
8
,okl
a(j)k =
akj
k!, j ≥ 1, k ≥ 0
-e
P(K(n) = η
)= (cn)−1
n∏j=1
akj
j
kj!, η ∈ Ωn, (8)
xy`k
cn =∑η∈Ωn
n∏j=1
akj
j
kj!. (9)
miwiwlg mr zkxrnl dni`zn (8) zebltzdd ik d`xp dzrη = (k1, . . . , kn) ∈ Ωn idz .mixtqenn
,miwixt-i` mipan oia mixtqenn miwiwlg n ly dpezp dwelgz`y xne` df .miwiwlg j "miqpkp" j lcebn miwixt-i`d mipand kj-n cg` lkly jk
mipte` xtqna rval ozp η l"pd dwelgd
n!
(1!)k1k1!(2!)k2k2! . . . (n!)knkn!
lkl ,j lceba wixt-i` mipan ly mibeq mj mpyiy meyn.zinepihlen dgqep "ir lawzndzeni`zn l"pd mibelitdn cg`
mk11 . . . mkn
n
kd"q eidi xac ly enekiqa .zepey ze`qxib
n!n∏
j=1
(mj
j!
)kj 1
kj!
:`ed n lcebn mipand ly llekd mxtqn ,jkn d`vezk.l"pd η mexhwtq ilra πn mipan
pn = n!∑η∈Ωn
n∏j=1
(mj
j!
)kj 1
kj!.
onql x`yp dzraj =
mj
j!, j ≥ 1
-y lawl ickpn = n!cn (10)
.(8) ly ipni sb`l deey ρn = P (An) ,η mexhwtq ilra πn mipand zveaw- An xearye.(10) zxfra pn-l dxeywd cn ly zxvei divwpet dzr `vnp
S(j)(x) =∑
k≥0
e−ajak
j
k!xjk = e−aj
∑
k≥0
(ajx
j)k
k!=
9
e−aj exp (ajxj), j ≥ 1
-y jk a(j)0 = e−aj o`k
S(j)(x) = exp (ajxj), j ≥ 1,
-eg(x) = exp (
∑j≥1
ajxj). (11)
.zetiq` ly ze`nbec-e aj = 1
j-y jk ,mj = (j − 1)!-y epi`x .zexenz .`
g(x) = exp (∑j≥1
1
jxj) =
exp(
log1
1− x
)=
1
1− x=
∑n≥0
xn.
.iyew zgqepl m`zda ,cn = 1, n ≥ 0 okl.mexhwtqd ly zeileyd zeiexazqdd -P (K
(n)j = kj) z` aygp
z` xicbp .zay zcewp s` dlikn `l zi`xw` dxenzy zexazqdd-P (K(n)1 = 0)-n ligzp
rxe`nd
E(n)i = πn ∈ Sn : πn(i) = i.
if`
P (K(n)1 = 0) = 1− P
( n⋃i=1
E(n)i
). (12)
dgcd-dlkd oexwr itl
P( n⋃
i=1
E(n)i
)=
n∑i=1
P(E
(n)i
)−
∑1≤i1<i2≤n
P(E
(n)i1
⋂E
(n)i2
)+ . . .
(−1)l+1∑
1≤i1<...il≤n
P(E
(n)i1
. . .⋂
E(n)il
)+ . . .
(−1)n+1P(E
(n)1
⋂. . .
⋂E(n)
n
).
raep dfn
P (K(n)1 = 0) = 1−
(n
(n− 1)!
n!− n(n− 1)
2
(n− 2)!
n!+ . . .
10
(−1)l+1
(n
l
)(n− l)!
n!+ . . . (−1)n+1 1
n!
)=
n∑
l=2
(−1)l
l!=
n∑
l=0
(−1)l
l!→ e−1, n →∞.
,dnec ote`a
P (K(n)j = k) =
j−k
k!
[nj]−k∑
l=0
(−1)l j−l
l!→
exp (−1
j)
(1j)k
k!= Po(
1
j), n →∞. (13)
.Zj, j ≥ 1 .`.n ly zebltzdl ddf zileabd zebltzddy yibcply zillk dpekz ly ihxt dxwn `id (13)-y d`xp cizra
zeiaihwiltihlen zecin ly zihehtniq` zebdpzd.(minexhwtq=)
Ewens(1972) ly mbcnd zgqep .a.(Ewens sampling formula = ESF )
:lcend ly zilnxet dxcbdaj =
θ
j, θ > 0, j ≥ 1.
if`
cn =[exp(
∞∑j=1
θ
jxj)
]n
= [exp (−θ log(1− x)]n =
[(1− x)−θ]n = (−1)n (−θ)(−θ − 1) . . . (−θ − n + 1)
n!=
θ(θ + 1) . . . (θ + n− 1)
n!:=
θ(n)
n!
: Ewens zebltzdl miribn ep`e
µn(η) =
( n!
θ(n)
) n∏j=1
(θ
j
)kj( 1
kj!
)=
( n!
θ(n)
)θ|η|
n∏j=1
1(jkj
)kj!
,
η = (k1, . . . , kn) ∈ Ωn. (14)
11
ly `ad lcenk drited Ewens zebltzd xewnaob lkl .seb i`z oia mixfetnd mipb ly n ax xtqn epyi mc` oa lkl :oiqelke` zwihpb:zeivhen ly xtqn eze` ilra mipbd zeveawl wlgzn n-y jk ,(zeivhen=)zexev dnk okziθ xhnxtd l"pd lcena.cg` lk zeivqen j ilra mipbd mxtqn df kj xy`k n =
∑nj=1 jkj
.Ewens zebltzd zincdl jxc dlbn d`ad dprqd .divhend avw `han-y jk zi`xw` dxenz Π
(θ)n ∈ Sn idz dprq
P (Π(θ)n = πn) =
θ|πn|
θ(n), θ > 0, πn ∈ Sn, (15)
.Ewens zgqep itl bletn Π(θ)n ly mexhwtqd if` .πn-a milbrn xtqn -|πn| xy`k
zelra πn ∈ Sn zexenzd lk zveaw An(η)-ae Π(θ)n ly mexhwtq K(n,θ) onqp :dgked
okl . |η| jxr eze` zelra od πn ∈ An(η) lk ,(15) itly oiivp .η ∈ Ωn mexhwthd eze`miiwzn
P(K(n,θ) = η
)=
∑
πn∈A(η)
P (Π(θ)n = πn) = N(η)
θ|πn|
θ(n),
.l.y.n ,iyew htyn itl,okl .N(η) = |An(η)| xy`kzi`xw` dtiq`e Π
(θ)n zi`xw` dxenz :mii`xw` mipan ipy ly minexhwtq dpwqn
.ddf ote`a mibletn mj = θ(j − 1)! mrEwens zebltzd ly lcenk zipiq dcrqn
,zepgleydn cg` ci-lr ayizn oey`xd gxe`d .milebr zepgley seqpi` zipiq dcrqnazexazqda oey`xd ly epinin ayiizn e` θ
θ+1zexazqdd mr ycg ogley qtez ipyd gxe`d
ayiizn 1θ+k−1
zexazqdae θθ+k−1
zexazqda ycg ogley qtez k ≥ 2 xtqn gxe`d . . . , 1θ+1
dbvd zxvep n xtqn gxe` ly e`ea ixg` .mincewd migxe`d k − 1-n cg` lk ly epininmiaygp ogley eze` ci-lr miayeid migxe`d xy`k n ly zi`xw` dxenz ly zilbrn.oey`x eze` qtez xy` gxe`d xtqn itl mixceqn(milbrn=)zepgleye lbrn eze`l mikiiy
if`
P (πn) =θ|πn|−1
(θ + 1) . . . (θ + n− 1)=
θ|πn|
θ(n).
.Π(θ)n zi`xw`d dxenzd zxvepy xne` df
:`ad oet`a eayiizi migxe` 6-y zexazqdd idn :libxz
π6 = (1, 6)(2, 4, 5)(3).
-l deey zyweand zexazqdd :oexzt
P (π6) =( 1
θ + 5
)( θ
θ + 1
)( 1
θ + 3
)( 1
θ + 4
)( θ
θ + 2
)=
θ3
θ(6)
:zexrd-end z` z`han ycg ogley ci-lr k xtqn gxe`d zeayiizd zipiqd dcrqnd lcena .`
.k-d xeca obd ly divh
12
:zihpbd dyxezd iweg ze`xwpd ze`ad zegpdd izy ly qiqa lr dlawzd ESF .a;mincewd zexecd (k−1)-a mipbd zebltzda dielz `l k-d xeca divhend zexazqidd (i),k-l encw xy` zexeca minrt kj ritedy j beql jiiy k-d xeca obd beqy zexazqdd (ii)
.cala kj-e j-a dielzn-a avnd zpenz idze n = 9 idi .dnbecd i"r l"pd dyxezd iweg meiw xiaqp libxz
:onwlck (zipiq dcrqna zepgleyd oia migxe`d n-d xefit =)mincewd zexec2, 3, 8 1
5, 7, 9 4
6η = (3, 0, 2, 0, . . . , 0) ∈ Ω9 mexhwtq mi`zn z`fk daiyil
(1 beqn mipb=)zg` divhen ilra mipb xnelk ,etvpy zexecd 9-a mipbd zwelg xicbn xy`ilra mipbe minrt 3 etvp
?3 beqn idi 10 xeca oby zexazqdd idn .miinrt etvp (3 beqn mipb=) zeivhen yelyipyn cg` ci -lr ayiizi 10 xtqn gxe`dy zexazqdl deey zyweand zexazqdd:daeyz
-l deey `id okl .cg` lk migxe` 3 mr zepgley
3k3
θ + n=
6
θ + 9,
.(ii) wegl m`zga.zeigd zebdpzd ly megzn ESF -d yext ok enk `iap
.dign ghy lr zexgzghy lr mixgzn zeig ly E1, E2 . . . , zepey(zeveaw=)mipin
-dn cg`l zkiiyd zg` dig "ir mrt lk yakp ghyd 1, 2, . . . , mipnfay jk ,miieqnxehwed i"r zrawp ghyd z` eyak xy` zeigd n oia mipind zwelg .l"pd mipinj ghyd z` eyak xy` E1, E2 . . . , oia mipind xtqn `ed kj xy`k η = (k1, . . . , kn) ∈ Ωn
.ghya mibivp(n jezn) j mdl yi xnelk minrt,ycg oinn dig i"r yakp ghyd n onfay zexazqdd m` dprh
-l deeyθ
θ + n− 1, θ > 0
.milewy dyexi weg ly (ii)-e (i) mi`pzd if` ,jk ,Ek oinn zeig nk ,. . . , E1 oinn zeig n1 etvp ghya n onf lleke cry gipp :dgkeddig i"r yaki ghyd n + 1 onfay zexazqdd z` p(ni, n)-a onqp .n1 + . . . + nk = n -y
-y jkn raep .Ei, 1 ≤ i ≤ k oinnk∑
i=1
p(ni, n) +θ
θ + n= 1. (16)
,(16)-n lawp n1 = . . . = nn = 1-e k = n xear
p(1, n) =1
θ + n.
mewna n1 − 1 ,(16)-a gwipe n1 > 1 -y lynl gipp ,ni > 1-n cg` zegtl (16)-ay meyn:iepiy `ll ni-d xzie nk+1 = 1 ,n1
13
p(n1 − 1, n) + p(n2, n) + . . . + p(nk, n)+
p(1, n) +θ
θ + n= 1. (17)
:(16)-n (17) zigtp
p(n1, n)− p(n1 − 1, n) = p(1, n) = p(n1, n) =1
θ + n.
oklp(n1, n) =
n1
θ + n,
.n, n1 ≤ n lk xear.l.y.n .ziciin dketdd dprhd ly dgked
:dpwqn.ESF zebltzdd itl bletn ,mipind oia zi`xw` dwelgd z` xicbnd K(n,θ) .`.e
K(n,θ) -a zeveawd xtqn|K(n)| = ∑n
j=1 K(n)j .`.nd z` xicbp edylk Πn wixt i`xw` dpan ly K(n,θ) mexhwtq xear
milbrn xtqn df zexenzd dxwna .Πn-a (zeveaw=) miwixt-i` mipand llek xtqn `edyghya etvpy mipeyd mipind xtqn e` mipeyd mipbd ibeq xtqn df ESF ly dxwnae
.n onf lleke cr daixnmilbrn k zelra n-n zexenzd xtmn :dnl
idiSn,k := πn ∈ Sn : |πn| = k, cn,k := |Sn,k|, k ≤ n.
:miiwzn(i.) c(n, k) = (n− 1)c(n− 1, k) + c(n− 1, k − 1),
1 ≤ k ≤ n, c(0, 0) = 1, c(n, k) = 0, n, k ≤ 0,
(ii.)n∑
k=0
c(n, k)xk = x(x + 1) . . . (x + n− 1) = x(n).
zexenz (n − 1) zeni`zn πn−1 ∈ Sn−1,k zexenzdn zg` lkl .n ≥ k ≥ 1 idi .(i)dgkedπn−1-dn zelawznd π′n ∈ Sn,k
mixtqndn cg` ly epinil n xtqnd ztqed i"r.π′n(n) 6= n-y xirp .1, 2, . . . , n− 1
(n− 1)cn−1,k zelawzn jkn d`vezkdxenz lkl jci`n .Sn,k-l zekiiyd l"pd beqn zexenz
zg` dxenz dni`zn πn−1 ∈ Sn−1,k−1
π′n ∈ Sn,k : π′n(n) = n,
14
:`ad ote`a zlawznd
π′n(i) =
πn(i), `m i 6= n
n, `m i = n.
.(i) epgked ,Sn,k-a zexenzd lk z` epxtq xac ly enekiqay llba.(i) i`pzd z` miniiwn b(n, k) mincwndy `cep .x(n) =
∑nk=0 b(n, k)xk idi.(ii)
miiwzn
x(n) = (x + n− 1)x(n−1) =n∑
k=1
b(n− 1, k − 1)xk+
(n− 1)n−1∑
k=0
b(n− 1, k)xk
⇒ (ii)
.l.y.n.oey`x beqn Stirling ixtmn mi`xew s(n, k) := (−1)n−kc(n, k), k ≤ n mixtqnl :dxrd
:miiwznn∑
k=0
sn,kxk = x(x− 1) . . . (x− n + 1) := x(n).
:miiwzn :dprh
(i.) P(|K(n,θ)| = k
)=
θk
θ(n)cn,k
-e
(ii.)E(|K(n,θ)|
)=
n∑
k=1
θ
θ + k − 1.
:dgked(i)P
(|K(n,θ)| = k
)=
∑
πn:|πn|=k
P (Π(θ)n = πn) =
θk
θ(n)c(n, k).
idze Z := |K(n,θ)| onqp (ii)
gZ(x) =n∑
k=0
P (Z = k)xk = ExZ
miiwzn ,(i) jnq lr .Z .`.n ly zeiexazqd zxvei divwpet
ExZ =n∑
k=0
xk θk
θ(n)c(n, k) =
1
θ(n)
n∑
k=0
(xθ)kc(n, k) =
15
(xθ)(n)
θ(n)=
n∏
k=1
(1− θ
θ + k − 1+
xθ
θ + k − 1
)=
n∏
k=1
(xpk + qk
), (18)
zxvei divwpet mr ddcfn xpk + qk divwpety meyn .qk = 1 − pk -e pk = θθ+k−1
xy`kBe(pk), k = .`.n n ly mekqk bletn Z .`.ny (18)-n raep ,Be(pk) .`.n ly zeiexazqd
.l.y.n .EZ =∑n
k=0θ
θ+k−1okl .miielz izla 1, . . . , n
xtqn dwihehtniq`d z` lawl xyt`n dprhd ly (i) wlgxeary (Moser,Wyman, 1958) reci.ESF -a zeveawd
:miiwzn k = o(log n)
c(n, k) ∼ (n− 1)!(γ + log n)k−1
(k − 1)!, n →∞,
,okl.dreci reaw γ xy`k
P(|K(n,θ)| = k
)∼ θk
θ(n)(n− 1)!
(γ + log n)k−1
(k − 1)!,
k = o(log n), n →∞.
.ilwel leab htyn ly dnbec ef(CFP ) mikitd wexite befn ikildz .bzekitd zecine zeihp`ixepi` zecin:`ean
befn jildz ,t ≥ 0 onf ly rbx lka ,(CFP ) zxcbd itllk jxe`l Ωn-a mikxr lawn CFP xnelk ,η ∈ Ωn dwelg i"r x`ezn (CFP =) wexite:mixarn ipy ly mdiavw xicbdl jixv ,onfa CFP ly mikxrd zepzyd reawl ick.t onfd
η → η(i,j), η → η(i,j)
el`d (mixarnd zeiexidn=)mixarnd iavw .i, j : 2 ≤ i + j ≤ n lke η ∈ Ωn lk xear,Ψ(i, j; η) xn`p ,oey`xd xarnd avw if` .t onfa jildzd eavn Xt-a onqp .onwlck mixcben
:jk xcben
Ψ(i, j; η) := lim∆t→0
P(Xt+∆t = η(i,j)|Xt = η
)
∆t.
:Φ(i, j; η) xn`p,ipyd xarnd avw z` mixicbn dnec ote`a
Φ(i, j; η) := lim∆t→0
P(Xt+∆t = η(i,j)|Xt = η
)
∆t.
t ≥ 0 lk xear zetwz l"pd zexcbdd izy.i, j : 2 ≤ i + j ≤ n lke
16
.jildzd ly dwinpicexwind z` zexicbn Φ-e Ψ zeivwpetd,ipexwr ote`a ,zexyt`n l"pd zeivwpetd izyy reci miihqkehq mikildz ly zillk dxeznlka Ωn agxn lr jildzd ly µt(η) zebltzd `idy jildzd ly dwinpicexwn mb zelbl
xnelk ,t ≥ 0 onfµt(η) := P (Xt = η), η ∈ Ωn, t ≥ 0.
ofe`n avnl ribn jildzd t = ∞ onfay reci ok enk: Ωn lr µ ,(zihp`ixepi` dcin = zpfe`n zebltzd =)
µ(η) := limt→∞
µt(η).
xy`k c(η, η) = 0-y xexa .η → η xarnd avw c(η, η), η 6= η ∈ Ωn-a onqp
η ∈( ⋃
i,j
η(i,j))( ⋃
i,j
η(i,j)
), η 6= η.
-y xexa ok enkP
(Xt+∆t = η|Xt = η
)→ 1, ∆t → 0.
:`ad ote`a ,η-n d`ivid avw-c(η, η) xicbp jk meyn
c(η, η) = lim∆t→0
1− P(Xt+∆t = η|Xt = η
)
∆t.
-y jk dl df mixeyw d`ivid avwe xarnd iavwy oiivp
c(η, η) =∑
η 6=η
c(η, η), η ∈ Ωn. (19)
-y dcaern raep df∑
η 6=η
P(Xt+∆t = η|Xt = η
)=
1− P(Xt+∆t = η|Xt = η
).
:zniiwn `idy jka zpit`zn µ zihp`ixepi`d zebltzdd∑
η 6=η
c(η, η)µ(η) = c(η, η)µ(η), η ∈ Ωn. (20)
"mxf"l deey (20) ly il`nyd sb`d :oefi` z`eeyn yext .oefi` z`eeyn z`xwp (20)- d(ofe`n=)icinz avnay xne` oefi`d i`pz .η ∈ Ωn : η 6= η lkn η-l qpkpd llekd izexazqd
.((20) ly ipnid sb`d=) η -n `veiy "izexazqd "mxf"l deey zeidl jixv dfd mxfdi`pzd z` miniiwn c(η, η) iavwe µ dciny dzr gipp
µ(η)c(η, η) = µ(η)c(η, η), η, η ∈ Ωn (21)
17
bef lk xeary (21)-d yext.hxetnd oefi`d i`pz `xwpdz`xwp (21) zniiwn xy` dcind.mieey md η → η-e η → η "minxf" ipy ,η, η ∈ Ωn lyjnq lr ,mpn` .(20) xxeb (21)-y xnelk ,zihp`ixepi` `id dkitd dcin lky d`xp .dkitd
:(21), (19)∑
η 6=η
c(η, η)µ(η) =
∑
η 6=η
c(η, η)µ(η) = µ(η)∑
η 6=η
c(η, η) = µ(η)c(η, η).
.l.y.n:d`ad dxevdn md CFP ly xarnd iavwy gipdl irah
Ψ(i, j; η) := Ψ(i, j; ki, kj) = kikjψ(i, j),
i 6= j, 2 ≤ i + j ≤ n,
Ψ(i, i; η) := Ψ(i, i; ki, ki) = ki(ki − 1)ψ(i, i),
2 ≤ 2i ≤ n,
Φ(i, j; η) := Φ(i, j; ki+j) = ki+jφ(i, j), 2 ≤ i + j ≤ n.
iavwk dn`zda miyxetn ψ(i, j), φ(i, j) o`kiavwk xnelk ,zeveaw izyl zccea dveaw ly wexit iavwe zeccea zeveaw izy ly befndxvep xy` idylk dtiq` ly mexhwtql dni`znd dcin µ idz :dprh ."miilebq" xarn
.Zj ∼ Po(aj), j ≥ 1 i"r:miniiwnd miilebq xarn iavwl qgia dkitd µ if`
q(i, j) :=ψ(i, j)
φ(i, j)=
ai+j
aiaj
, 2 ≤ i + j ≤ n.
:miiwzn (8) itl .hxetnd oefi`d i`pz meiw `ceep:dgked
µ(η) = (cn)−1
n∏j=1
akj
j
kj!, η ∈ Ωn.
:miiwzn i 6= j : i, j ≥ 1 xeary jkn raep
µ(η(i,j)) = µ(η)(kjki
ajai
)( ai+j
ki+j + 1
).
k meyxl ozip z`f(ki+j + 1)aiajµ(η(i,j)) = kjkiai+jµ(η).
18
xarn iaviwl qgia hxetnd oefi`d i`pz edf
c(η(i,j), η) = Φ(i, j; η(i,j)) = (ki+j + 1)aiajl(i, j)
-ec(η, η(i,j)) = Ψ(i, j; η) = kjkiai+jl(i, j)
.idylk divwpet l(i, j) > 0 xy`k-nxtd ,CFP -l xywda :dxrd .mixzepd mixwind ipya dprhd z` migiken dnec ote`a
dxevn mikxr `weec e`l xnelk ,mdylk miilily-i` mikxr lawl mileki aj mixh
aj =mj
j!, j ≥ 1
.ziteq dveaw ly zewelg.c
n ly ziteq dveaw [n] = a1, . . . , an-a onqp.[n] = 1, . . . , n-y gipdl xyt` dllkdd zlabd ila .[0] = Ø xy`k ,a1, . . . , an mixai`
Ci ⊆ [n], i = zeveaw zz ly dveaw `id [n] ly πn = (C1, . . . , Cl), 1 ≤ l ≤ n dwelg-y jk 1, . . . , l
Ci 6= Ø, j = 1, . . . , l •Cj
⋂Ci = Ø, j 6= j •
.C1
⋃C2
⋃. . .
⋃Cl = [n] •
.πn-a miwela xtqn |πn| = l-a mipnqne miwela mi`xew Ci-lπn = wixt dpan lkly jk ,Ci welad lceb df |Ci|-e miwixt-i` mipan md miwela o`k
(C1, . . . , Cl)πn-a miwelad xtqn `ed kj xy`k (mexhwtq=) , η = (k1, . . . , kn) ∈ Ωn dwelgd dni`zn
zeaiyg oi`y oiivp.j mlcebymiwelady (1, 2 . . . , n jezn) ilnipin xtqn itl mze` xtqnl mkqed .miwelad zniyx xcql
.milikn.eze` miaikxnd mixai`a wx oiit`zn wela lk ,dirad geqip itl
.mixtqenn md (mixai`=) miwiwlgdy xexa dirad geqipn ,ok enk .mj = 1, j ≥ 1 okl,jkl m`zdae Zj ∼ Po( 1
j!), j ≥ 1 ,okae
g(x) =∑n≥0
pn
n!xn = exp
( ∑j≥1
1
j!xj
)=
exp(ex − 1
). (22)
pn = okl .B(n) eze` mipnqne Bell xtqn mi`xew [n] dveawd zewelg ly llek xtqnl:(22) jnq lre B(n)
∑n≥0
B(n)
n!xn = exp
(∑j≥1
1
j!xj
)= exp
(ex − 1
).
19
if`.miwela k-n miakxend πn mipan xtqn B(n, k) onqp
B(n) =n∑
k=1
B(n, k).
.ipy beqn Stirling ixtqn mi`xwp B(n, k):miiwzn :dprh
B(n + 1) =n∑
k=0
(n
k
)B(k).
elceby welaa `vnp n+1 xtqnd l"pd dwelg lka .[n+1] dveawd zewelga opeazp :dgked.mipte`
(nk
)-a xegal ozip wela eze` ly mixtqnd k xzi z` .0 ≤ k ≤ n xy`k ,k + 1
zewelgd xtqnd .mixzepd mixtqn n − k zveaw ly dwelg rval x`yi jkn d`vezk,okl .B(n− k)-l deey dl`d
B(n + 1) =n∑
k=0
(n
k
)B(n− k) =
n∑
k=0
(n
k
)B(k).
.l.y.nzeveaw ax
.`.n mr dpzen xyw i"r mixvep el`d mi`xw`d mipandmixhnxt mr zilily zinepia mibletne mielz izla Zj
:mj, ρj, j ≥ 1
Zj ∼ NBi(mj; ρj), j ≥ 1.
:i"r zxcben zilily zinepia zebltzdy xikfp
a(k)j = P (Zj = k) =
(mj + k − 1
k
)ρjk(1− ρj)mj ,
j ≥ 1, k ≥ 0.
if` ,zeglvd mj lleke cr ilepxa iieqip xtqnk Xj .`.n xicbp m`cr ,mj-l xarn mielz izla ilepxa iieqip xtqnk yxtl ozip Zj okl .Zj = Xj −mj, j ≥ 1
migipn ,z`f xe`l .ρj-l deey ieqip lka dglvdd zexazqd xy`k ,zeglvd mj llekeo`k .0 < ρ < 1-e mj ≥ 1, j ≥ 1-y
a(j)k =
(mj + k − 1
k
)ρjk, j ≥ 1, k ≥ 0
:mexhwtqd xear `ad iehia lawzn (6)-l m`zdae
P(K(n) = η
)= (cn)−1
n∏j=1
(mj + kj − 1
kj
)ρjkj =
20
(cn)−1ρn
n∏j=1
(mj + kj − 1
kj
), η ∈ Ωn,
xy`k
cn = ρn∑η∈Ωn
n∏j=1
(mj + kj − 1
kj
).
:milawn ρn-a mevnvd ixg` ,seqal
P(K(n) = η
)=
∏nj=1
(mj+kj−1
kj
)∑
η∈Ωn
∏nj=1
(mj+kj−1
kj
) . (23)
,ρ-a dielz dppi` mexhwtqd zebltzdy meyn-iwzn .cn dxciq xear g zxvei divwpet dpap dzr .lcend ly iyteg xhnxt `ed oexg`d
:miSj(x) =
∑
k≥0
(mj + k − 1
k
)ρjkxjk =
1(1− (ρx)j
)mj, j ≥ 1.
-y raep jkng(x) =
∏j≥1
1(1− (ρx)j
)mj. (24)
dllkd `id dlawzdy divwpetd( Newton ly mepia zgqep zxfra dyrp oexg`d xarnd).Euleur ly zxvei divwpet ly
.(23) mexhwtqd z` xvei xy` i`xw` dpan zelbl `id d`ad epzxhnlaben `l xtqn qlk`l leki `z lky jk ,mi`z xtqn m-e midf miwiwlg xtqn k idi dnl
-l deey mi`zd oia miwiwlgd ibelit xtqn if`.l"pd miwiwlgd ly(
m + k − 1
k
).
.zihqihhq dwifita gzet dgkedd oeirx:dgkedzenewn m− 1 xgap mkezny zevignd oia zenewn m+k− 1-e zeevwa zevign izy rawp
.(mi`zd oia) zevignl
• • • • • • • •︸ ︷︷ ︸m+k−1
cg` ,`nbecl .mi`z m oia miwiwlg k ly belit mi`zn zevign ly l"pd dxiga lkl:m = 3-e k = 4 xear mibelitdn
• • • •
21
okl.zenewn m+k−1 oia zevign m−1 ly dxiga dni`zn miwiwlgd ly belit lkl ,jtdle`ed miixyt`d mibelitd xtqn
(m + k − 1
m− 1
)=
(m + k − 1
k
)
.l.y.nη = idz .mixtqenn `l xnelk,midf miwiwlg n qlk`nd πn wixt dpana opeazp dzrdpana miwiwlgd xtqn df kj-y jk ,miwixt-i` mipain oia miwiwlgd zwelg (k1, . . . , kn)miwixt-i` mipan=) mi`z mj oia bltl ozip midf miwiwlg n-y epi`x .j lceba wixt-i`
( j lceba-a(
mj + kj − 1
kj
)
l"dq mpyi okl .mipey mipte`
N(η) =n∏
j=1
(mj + kj − 1
kj
)
-ixtd mipand lk ly pn xtqny xne` df.(η dwelg =)mexhwtq eze` ilra miwixt mipan-l deey ,midf miwiwlga miqlk`nd n lceba miw
pn =∑η∈Ωn
n∏j=1
(mj + kj − 1
kj
)= ρ−ncn.
mexhwtqd K(n)-ae l"pd mipand pn lr cig` ote`a bletnd i`xw` dpan Πn-a libxk onqp:miiwzn .xvepy
P (K(n) = η) =N(η)
pn
.
.(23)-l ddf dlawzdy dgqepd
ze`nbec,zeveaw ax md n xtqn ly zellweyn zewelgy d`xn (24) dgqepd .zellweyn zewelg.`miwixt-i` mipan miqlk`n xy` miwiwlgd lcend geqipay dcaerl m`zda oaenk dfe
.midf md:milawn (23)-n.n ly zellweyn `l zewelg −mj = 1, j ≥ 1 dxwna cgeina opeazp
µ(η) = P(K(n) = η
)=
1∑η∈Ωn
1=
1
pn
, η ∈ Ωn.
ieey od n ly zewelg lk ,zexg` milina e` , Ωn lr dcig` zebltzd `id µ-y d`xn df.zexazqd
22
ipya ielz pn,k-e xg`n .cala mixaegn k zeliknd n ly zewelg xtqn pn,k-a dzr onqp:mipzyn ipy ly g(x, z) divwpet `id pn,k dxciqd zxvei divwpet ,mixhnxt
g(x, z) :=∑
k≥0
∑n≥0
pn,kzkxn.
dprh:miiwzn
g(x, z) =∏j≥1
1
1− zxj. (25)
:(25) ly ipnid sb`d ly zewfg xehl gezit `vnp :dgked∏j≥1
1
1− zxj=
∏j≥1
( ∑
l≥0
(zxj)l).
,okl[xnzk]
∏j≥1
1
1− zxj= [xnzk]
∏j≥1
( ∑
l≥0
zlxjl)
=
[xnzk](1 + . . . + zk1+...+knx1k1+2k2...+...nkn + . . .
)= pn,k.
.l.y.nBose− Einstein ly llken lcen :il`ci` fb .a
ly dlewlen lynl ,wiwlg lk ly dibxp`y zraew zihpeew dwipkn ly ceqid zgpd-invr mikxr od l"pd zenxd.cala 1, 2, . . . , miccea (zenxa `vndl=) mikxr lawl dleki,fbmj mpyi dibxp` ly j dnxl=)mj zelitk lra `ed j r"r lky jk ,miieqn xehxte` ly mi-len lynl ,miwiwlgd oia zwlgzn zkxrn ly E = n zllekd dibxp`d jk itl .(mibeqmiaygp miwiwlgdy xg`n .j dnxa dibxp` dpyi miwiwlg kj-n cg` lkly jk ,fb zelewdxwnde Bose−Einstein lcen `xwp mj = 1, j ≥ 1 dxwnd.dveaw ax `ed lcend ,midfk
.Bose− Einstein ly llken lcen `xwp mj = jα, α > 0, j > 0dxwna hxta ,dtiq` `ed fbd lcend if` mixtqenn miaygp miwiwlg m`y xirp seqal
.Bolzman ly lcen dpekn dtiq`d ,mj = jα, j ≥ 1miyxey `lle mixtqenn `l mivr zexri .b
micewcew n lr xri .yxeyk xgadl leki ely eicewcewn cg`y milbrn `ll xiyw sxb epd urmicewcewd .micewcewd n k"dq lr mipapd (miwixt-i` mipan=) mivr dnk ly cegi` `ed
.`l e` mixtqenn zeidl milekio`ky gikedl xyt`.dveaw ax `ed oecipay dxwnd
.c = 0.5349 ,ρ = 0.3383 xy`k ,mj ∼ cρ−jj−52 , j →∞
mixganmiwixt-i` mipann zeakxend zeveaw iaxk mixcben mixgan
mipan ly mibeq mj-n cg` lkn cg` "bivp"n xzei `l "xgap" dpanl xnelk ,efn ef mipeydη = (k1, . . . , kn) ∈ oezp mexhwtq ilra mixgand ly mxtqn df jnq lr .j lceba miwixt-i`
-l deey Ωn
N(η) :=n∏
j=1
(mj
kj
)
23
mixgand mexhwtq ly zebltzdd zgqep z` milawn ep`e:mi`xw`d
P(K(n) = η
)=
∏nj=1
(mj
kj
)
pn
, (26)
xy`kpn =
∑η∈Ωn
N(η).
zinepia mibletnd Zj .`.n mr dpzen xyw "ir zxvep l"pd zebltzddy `ceel xzep seqal, ρj
1+ρj -e mj mixhnxtd mr:mj ≥ 1, ρ > 0 xy`k
P (Zj = k) =
(mj
k
)( ρj
1 + ρj
)k( 1
1 + ρj
)mj−k
,
0 ≤ k ≤ mj.
,mpn`
ajk =
(mj
k
)ρjk,
0 ≤ k ≤ mj.
.(26) dgqep zlawzn jkn d`vezk.lcend ly iyteg xhnxt `ed ρ-y jk ,ρ-a dielz `l mexhwtqd ly (26) zebltzddy oiivp
:lawp jyndaS(j)(x) =
∑
k≥0
ajkx
jk =
mj∑
k=0
(mj
k
)(ρx)jk =
(1 + (ρx)jk
)mj
, j ≥ 1.
-eg(x) =
∏j≥1
(1 + (ρx)jk
)mj
.
`nbecmj = ,n ly zewelg xeary xikfp .mipey mleky mixaegnn zeakxend n xtqn zewelg
.1, j ≥ 1sqe` `ed xgan oecipay dxwna ,jkitl
Ω(d)n := η = (k1, . . . , kn) ∈ Ωn : ki ∈ 0, 1.
,(0, 0, 0, 0, 0, 1) ,(1, 1, 1, 0, 0, 0) ,(1, 0, 0, 0, 1, 0) :od zeixyt`d zewelgd n = 6 xear ,lynl.(0, 1, 0, 1, 0, 0)
.Ω(d)n lr cig` bletn mexhwtmdy d`xn (26)-a mj = 1, j ≥ 1 davdd
.Fermi lcen dpeknd il`ici` fb ly milcenn cg`k ynyn oecipay lcendy oiivp
24
mixgane zeveaw iax,mitqe` oia xywd:mekiqly ze`ad zexveid zeivwpetd yelyl mixeyw l"pd mi`xw`d mipand zyelyy epi`x
cn : zexcqd
:mitqe` •g(x) = exp
(∑j≥1
ajxj), aj =
mj
j!, j ≥ 1
.pn = n!cn, n ≥ 1 :o`k .zikixrn zxvei divwpet -
:zeveaw iax •g(x) =
∏j≥1
(1− (ρx)j)−mj .
:pn, n ≥ 1 dxciqd ly h zxvei divwpet dzr xicbp .pn = ρ−ncn, n ≥ 1 o`k
h(x) =∑n≥0
pnxn.
:miiwzn if`
h(x) =∑n≥0
cn(ρ−1x)n = g(ρ−1x) =∏j≥1
(1− xj)−mj .
.Euleur ly zxvei divwpet z`f
:mixgan •g(x) =
∏j≥1
(1 + (ρx)j)mj .
-y jk ,pn = ρ−ncn, n ≥ 1 aey o`k
h(x) =∑n≥0
pnxn =∑n≥0
cn(ρ−1x)n =
g(ρ−1x) =∏j≥1
(1 + xj)mj .
zeivwpetk meyxl ozip mixgane zeveaw ax xear g zexveid zeivwpetd z` mby dzr d`xponqp .zeikixrn
M(x) =∑j≥1
mjxj.
,zeveaw iax dxwna if`
g(x) = exp(−
∑j≥1
mj log(1− xj))
=
25
exp(∑
j≥1
mj
∑
k≥1
xjk
k
)=
exp∑
k≥1
(M(xk)
k
).
mixgan xear ,ote` eze`a
g(x) = exp∑
k≥1
(M(−xk)
k
).
:lawp jynda
[xl]( ∑
k≥1
M(xk)
k
)= [xl]
( ∑j≥1
mj
∑
k≥1
xjk
k
)=
∑
jk=l
mj
k=: al ≥ 0, l ≥ 1. (27)
:d`ad dxeva meyxl ozip zeveaw iax xear zxvei divwpet jkitl
g(x) = exp( ∑
l≥1
alxl).
mj, j ≥ 1 mixhnxt mr dveaw axy xacd yext.(27) i"r mj, j ≥ 1-n milawznd al, l ≥ 1 mixhnxtd mr dtiq`l dlewy mipezp
(27) dgqepd ik ,cala zilnxet `id l"pd zeliwydy `l`zbdpznd aj dxciql ,j-l qgia (xceqn=)ixlebx ote`a dpzynd mj dxciq lk dxiarn
.(zxceqn `l=)edeae edez zxeva:milawn o`kn .al =
∑jk=l
1k, l ≥ 1 if` .mj = 1, j ≥ 1 idz ,lynl
a1 = 1, a2 = 1 + 1/2 = 3/2, a3 = 1 + 1/3 = 4/3,
a4 = 1 + 1/2 + 1/4 = 7/4, a5 = 6/5, . . .
zexigad iabl .l ly wlgn `ed k-yk 1/k mixtqnd lk ly mekql deey al,illk ote`a,mpn` .izedn ote`a dpey avnd
[xl]( ∑
k≥1
M(−xk)
k
)= [xl]
( ∑j≥1
mj
∑
k≥1
(−x)jk
k
),
.llk zeveaw iaxl zelewy opi` zexiga jkitl.miilily eidi al, l ≥ 1 mincwnd oiay jkKhitchine zhiy zeceqi
oexztl zizexazqd dhy rivd Khitchine 1950-a.zihqihhq dwifita zexxerznd zeihehtniq` zeira
:mi`ad zepexwrd ipy lr zqqazn dhiyd
26
-pet jxc oecipay lcebd z` `hal ick ,iyteg xhnxt mr izexazqd xfr lcen ziipa •ly zebltzdd.mielz izlae micica mi`xw` mipzyn mekq ly zexazqdd zivw
.iyteg xhnxta dielz l"pd .`.n
.iyteg xhnxt ly dni`zn dxiga zxfra ilwel leab htyn zgked •
ligzp .cn znleqn dwelg zivwpet ly dwihehtniq`d xwg xear dhiyd meyi mibcp-y jk ,Zj .`.n i"r zxvepd idylk µn ziaihwiltihlen dcinn
P (Zj = k) = a(j)k , k ≥ 0, j ≥ 1.
:n-a dnehwd gn zxvei divwpet xicbp g zxvei divwpetl sqepa
gn(x) =n∏
j=1
S(j)(x) :=∑
k≥0
ck,nxk, n ≥ 1.
,x ∈ C : |x| ≤ 1 lk xeary oiivp
|S(j)(x)| = |∑
k≥0
a(j)k xjk| ≤ 1
a(j)0
, j ≥ 1.
oigadl lw .l"pd megza qpkzn ok mb gn xehd okl:dfl df mieey gn-e g ly mipey`xd mincwnd (n + 1)-y
.ck,n = cn, 0 ≤ k ≤ n:akexn x dpzynl dzr xearp
x = e−σ+2πiα,
:miiwzne |x| ≤ 1 jkitl .α ∈ R -e σ ≥ 0 xy`k∫ 1
0
gn(x)e−2πiαndα =
∫ 1
0
( ∞∑
k=0
ck,ne−kσ+2πiα(k−n)
)dα = cne−nσ.(28)
zeivwpet zkxrn zeilnxepehxe`a epynzyd oexg`d xarna:e2πiαm, m ≥ 0∫ 1
0
e2πiαmdα =
1, m`, m = 0
0, m`, m 6= 0, m > 0(29)
: σ ≥ 0 iyteg xhnxtl qgia zyweand zedfl miribn ep` (28)-n dzr
cn = enσ
∫ 1
0
gn
(e−σ+2πiα
)e−2πiαndα =
27
enσ
∫ 1
0
n∏j=1
(S(j)
(e−σ+2πiα
) )e−2πiαndα. (30)
-k zedfd z` meyxp ep` (30)-l izexazqd yext wiprdl ick
cn = enσgn
(e−σ
) ∫ 1
0
φ(n)(α)e−2πiαndα. (31)
:i"r zxcben φ(n) divwpet xy`k
φ(n)(α) =n∏
j=1
S(j)(e−σ+2πiα)
S(j)(e−σ).
onqp
pjk =a
(j)k e−σjk
S(j)(e−σ),
-y wiqdl ick
φj(α) :=S(j)(e−σ+2πiα)
S(j)(e−σ), j ≥ 1
:i"r xcbend Xj .`.n ly zipiite` divwpet `id
P (Xj = jk) = pjk, j ≥ 1, k ≥ 0.
mekq ly zipiite` divwpet `id φ(n) =∏n
j=1 φj ,df jnq lr
Vn = X1 + . . . + Xn (31a)
cala minly mikxr lawnd cica Y .`.n xeary xikfp zrk .mielz izla Xj .`.n n ly:miiwzn φY zipiite` divwpet lrae
∫ 1
0
φY (α)e−2πiαndα = P (Y = n).
.zipiite` divwpet ly dxcbde (29)-n raep dfKhintchine zbvd z` (31)-n milawn ep` xac ly enekiqa
:cn znleqn dwelg zivwpet ly .(Khintchine zxeva=)
cn = enσgn(e−σ)P (Vn = n), n ≥ 1. (32)
.lcend ly iyteg xhnxt epid σ ≥ 0 o`kjynda.mpkzn g xehdy jk σ lk xear dyrnl dtwz (32) dbvddy xexa mcewd oeicdn :dxrd
.σ ∈ R xear zniiwzn (32) miniieqn miwixt mipan xeary d`xpdpid ,n → ∞ -yk ,pn lceb edyefi` ly zihehtniq` zebdpzd xwg zxhn llk jxca
.pn ∼ f(n), n →∞-y jk f(n) divwpet z`ivn
28
ilwel leabd htynzexazqdd ly zihehtniq` zebdpzd
P (Vn = n)
leab ihtyn zxez zxfra zrawp (31)-a Vn xear (32)-a.miilwel
zxigal Fawler −Darwin-e Khintchine oexwir (i.).σ xhnxt
σ-a dielz P (Vn = n)-y oiivp ziy`xoecipay zexazqddy jk σ xegal ievx .Xj, j ≥ 1 .`.n ly zeiebltzdd zeielz σ-ay meyn
mixwn daxda (!) zeleki xy` mikxcdn zg`.dlecb didiz-y jk σ = σn xegal `id ,z`f giqadl
EVn = n. (33)
daiaqa zfkexn .`.n ly zizexazqd dqny dcaer lr qqazn z`fd dxigad oei`x:ayiav oeieeiy-i`l m`zda ,ely zlgez ly zniieqn
P (|X − EX| ≥ A) ≤ V arX
A2, A > 0.
:σ-l qgia d`ad d`eeyn zlawzn (33) -nn∑
j=1
∑
k≥0
(kj
a(j)k e−σkj
S(j)(e−σ)
)= n.
.miwixtd mipand zyely xear (33) d`eeynd zxev oldlmitqe`
-y epi`xS(j)(e−σ) = exp (aje
−jσ), j ≥ 1.
,okl
pjk =
(aje
−σj)k
k!exp (−aje
−σj), k ≥ 0, j ≥ 1.
-e xg`npjk := P (Xj = jk) = P (
1
jXj = k),
.`.n1
jXj ∼ Po(aje
−σj), j ≥ 1.
:(33) ly d`ad dxevd z` lawp seqale EXj = jaje−σj, j ≥ 1 jkn d`vezk
EVn := M1(σ) =n∑
j=1
jaje−σj = n, n ≥ 1. (∗)
29
zeveaw iaxo`k
S(j)(e−σ) =1(
1− ρje−σj)mj
, j ≥ 1.
-epjk =
(1− (ρe−σ)j
)mj
(mj + k − 1
k
)(ρe−σ)jk,
k ≥ 0, j ≥ 1.
,mcewd dxwna enk ,jkitl .(ρe−σ)j-e mj mixhnxt mr zilily zinepia zebltzd oini sb`a
1
jEXj =
mj(ρe−σ)j
1− (ρe−σ)j, j ≥ 1
-e
EVn := M2(σ) =n∑
j=1
jmj(ρe−σ)j
1− (ρe−σ)j= n, n ≥ 1. (∗∗)
zexazqd mr miielz izla ilepxa iieqip xtqn `ed X .`.n xy`k,Z = X−m idi :zxekfz.`.n m ly mekqk bivdl ozip X .`.nd z` .zeglvd m lleke cr ,ieqip lka p dglvd
.EZ = mq−m okl .p xhnxt mr cg` lk ,miielz izla miixhne`b
mixgan
S(j)(e−σ) =
mj∑
k=0
(mj
k
)(ρe−σ)jk = (1 + (ρe−σ)j)mj ,
j ≥ 1.
pjk =(1 + (ρe−σ)j
)−mj
(mj
k
)(ρe−σ)jk =
(mj
k
)( (ρe−σ)j
1 + (ρe−σ)j)
)k( 1
1 + (ρe−σ)j
)mj−k
,
k ≥ 0, j ≥ 1.
okl1
jXj ∼ Bi
(mj;
(ρe−σ)j
1 + (ρe−σ)j
), j ≥ 1
-y jkn raep
EXj = jmj(ρe−σ)j
1 + (ρe−σ)j, j ≥ 1
30
-e
EVn := M3(σ) =n∑
j=1
jmj(ρe−σ)j
1 + (ρe−σ)j= n. (∗ ∗ ∗)
.d`ad ce`n daeygd dpekzd zelra (∗), (∗∗), (∗ ∗ ∗) ze`eeyny xazqn.mixzepd mixwnd ipya bj = mj-e mitqe` dxwna bj = aj onql mikqp
dxrdzeveaw iax mexhwtqd zeiebltzd ly (23), (26) ze`gqepn
-ehtniq`d dfilp`a jkitl .ρ xhnxta zeielz `l l"pd zeiebltzddy epi`x dn`zda mixgane.ρ = 1 rawp jynda bivpy zih
,dlyn cigie cg` σn oexzt miiw (∗), (∗∗), (∗ ∗ ∗) ze`eeynd zyelyn zg` lkl dnldxevdn `ed oexztd ,ok lr xzi.oezp n ≥ 1 lk xear
σn = δn + log y, δn → 0, n →∞, y > 0, (34)
mi`ad mi`pzd ipy z` miniiwn bj mixhnxtd m"n`:ε > 0 lk xear
limj→∞
sup(bjy
−jeεj)≥ 1. (35)
lecb witqn n lk xearebn ≤ yneεn. (36)
,σ-l qgia zecxei zeipehepen od Mi, i = 1, 2, 3 zeivwpetd zyely lk:dgked:miiwzn iteq n lk xeary jk
Mi(+∞) = 0, Mi(−∞) = +∞, i = 1, 2, 3.
.l"pd mixwnd zyely lka ,oezp iteq n lk xear σ = σn oexztd zecigie meiw gihan df
.(∗)−(∗∗∗) ze`eeyndn zg` lka cxtpa opeazp ,dnld zprh ly ipyd wlgd z` gikedl ickmeyxp (34)-l witqn (35) i`pzdy dgked myl
σn = δn + log y, y > 0, n ≥ 1.
(∗) :
n =n∑
j=1
jaje−σnj ≥ nane−σnn ≥ nyne−nεe−σnn. ⇒
1 ≥ yne−n(ε+δn) ⇒:lecb witqn n xear
ε + δn ≥ 0, ε > 0. (37)
31
:miiwzn edylk ε > 0-e milecb witqn n1, n xeary raep (36)-n ,jci`n
n = const +n∑
j=n1
jaje−σnj ≤ const +
∞∑j=n1
je(ε−δn)j. ⇒
ε− δn ≥ 0. (38)
.(34)-l miwitqn (36),(35) mi`pzdy epgked okae .δn → 0, n →∞-y raep (38)-e (37)-nif`.(34) miiwzny gipp .dketdd dprhd z` gikep dzr
n =n∑
j=1
jaje−σnj =
n∑j=1
jajy−je−δnj ≤
∞∑j=1
jajy−jeεj,
xnelk ,miiwzn `l (35) m`.ohw witqn ε > 0-e lecb witqn n xear
limj→∞
sup(ajy
−jjeε1j)
< 1
if` ,miieqn ε1 > 0 xear ,
n ≤∞∑
j=1
je−ε1jeεj < ∞,
,(34) miiwzny dgpda ,seqal .dxizq.ε < ε1 lk xear
n ≥ nany−ne−εn,
.l.y.n .ohw ε > 0-e lecb witqn n xear
∗∗,(35)-n if` .ρ = 1 ∗∗-ay xikfp ziy`x
n ≥ nmny−ne−nδn ≥ nyne−εny−ne−nδn ,
mitqe` xear z`fl dnec jxca .ε + δn > 0-y giken df.edylk ε > 0-e lecb witmn n xear.dnld zeprh xzi z` migiken
∗ ∗ ∗:miiwzn ρ = 1 xear o`k
n ≥ nmne−nσn
1 + e−nσn.
,lecb witqn n xear if` ,(34) miiwzn m` okl
1 ≥ mny−ne−nε
1 + e−σnn.
32
-y i`pza ( zqpkzn ziteqpi` dltknd =) zxcben g divwpetd mixgand xeary xikfp
x : |ρx| < 1 ⇔ ρe−σ < 1.
:miiwzi ohw witqn ε > 0-e lecb witqn n xear okl
mn ≤ Ayneεn = ynen(ε+ log An
) = ynenε1 ,
.miiwzn (36)-y d`xn df .izexixy ε > 0-e xg`n ,ε1 = ε + log An
> 0 xy`k.dnld zeprh xzi z` gikedl ozip dnec jxca
(34) miniiwn xy` miwixtd mipand xe`z:dxrd-l lewy (34) i`pzdy oiivp dligz
limn→∞
σn = log y, y > 0
.cgia (35), (36) mi`pzd ipyl lewy oexg`d i`pzd dnld itlyeoldl.l"pd mi`pzd ipy z` miniiwnd Fl miwixtd mipand zwlgn ly dnbec `iap zrk
-y jk miniiw m` aj ³ bj meyxl mikqp
D1 ≤ aj
bj
≤ D2, j ≥ 1.
Fl := bj : bj ³ yjjl−1 logβ j, j →∞, y > 0, l, β ∈ R.
(39)
zeiraa opeazp oldl .bj = mj-yk y ≥ 1 ,(39)-ay raep mj ≥ 1, j ≥ 1 dyixcny oiivl aeygzyelya licadl yi zihilp` dpigany xazqn .cala Fl zewlgn xear zeihehtniq`
:(39)-a l ly jxrl m`zda mi`ad mixwnd
;Logarithmic case l = 0 •;Convergent case l < 0 •.Expansive case l > 0 •
xear Khintchine i"r cer oiiev oldl `iap xy` σn ly yextd .σn zxigal ilwifit weciv.mdylk miwixt mipanl yextd z` lilkp ep` .zihqihhq dwipkn ly miheyt milcen
divwpeta opeazp .(32) Khintchine zbvdl xefgp
Φ(σ) := enσg(e−σ).
divwpetd z` xicbp ok enk
U(σ) := log Φ(σ) = nσ +n∑
j=1
log S(j)(e−σ).
33
-y oiivp(
log S(j)(e−σ))′
σ= −
∑k≥0
(a
(j)k e−σjkjk
)
S(j)(e−σ)= −EXj.
okl-y mi`ex ep` zrk(
U(σn))′
σ= 0,
⇔,df mr cgi .U divwpetd ly zihixw dcewp σn−
(U(σ)
)′′σ
= −n∑
j=1
(EXj
)′σ.
-yxikfp
EXj = −
(S(j)(e−σ)
)′σ
S(j)(e−σ).
:onqp meyixd xeviw mylQ = Q(σ) = S(j)(e−σ)
,if`(EXj
)′σ
= −Q′′
σQ−(Q′
σ
)2
Q2.
o`kQ′
σ(σ) = −∑
k≥0
(a
(j)k jke−σjk
)< 0, σ ≥ 0.
-eQ′′
σ(σ) =∑
k≥0
(a
(j)k (jk)2e−σjk
)> 0, σ ≥ 0.
-y miwitn ep` uxeey -iyew oeieeiy-i`d zxfra dfn(EXj
)′σ
< 0, σ ≥ 0. ⇒(U(σ)
)′′σ
> 0, σ ≥ 0. ⇒.R+-a dly menipin zcewp σn-e R+-a dxerw U divwpet
if` ,ofe`n avna z`vnpd miwiwlg n ly zinpicenxh zkxrnk wixt dpanl qgiizp m`σ-e zkxrnd ly ditexhp`k zyxtzn U divwpetd ,dwinpicenxh ly ipyd wegl m`zdajka `id ditexhp` ly dlecbd zernynd.zkxrnd ly zhlgend dxehxtnhd ly iktedk
34
ly σ = σn l"pd dxiga ok -lr .zkxrnay (zei`xw`=)edeae edezd znx zccen ditexhp`y.zilnipin ditexhp` zlra zkxrn zxvei iyteg xhnxtd
.Vn ly mihp`ixapi`inq (ii.)xfr xneg
m xear E|Y k| < ∞, k ≤ r-y jke φY (α) = Ee2πiαY zipiite` divwpet lra .`.n Y idi:xeliih xehl gezit miiwzn if`.oezp
log φY (α) =r−1∑
k=1
(2πiα)k
k!sk + O(srα
r), α → 0,
EY k, k ≤ r mihpnend jxc mi`hazn mihp`ixeepi`inq mi`xwpd sk mincwnd xy`k:mipey`xd mihp`ixeepi`inqd zyelyd miiehiad `iap Y .`.nd ly
s1 = EY1, s2 = V arY, s3 = E(Y − EY )3, . . . .
mibeqd zyely xear sk, k ≥ 1 mihp`ixeepi`inq xear miyxetn miiehia oldl :dnl:miwixtd mipand
.mitqe` ∗1
jXj ∼ Po(aje
−σj), j ≥ 1. ⇒
φj(α) = exp(− aje
−σj) ∑
k≥0
e2πiαkj (aje−σj)k
k!=
exp(− aje
−σj)
exp(aje
−σje2πiαj)
=
exp(aje
−σj(e2πiαj − 1))⇒
φ(n)(α) = exp( n∑
j=1
aje−σj(e2πiαj − 1)
)⇒
log(φ(n)(α)
)=
n∑j=1
aje−σj(e2πiαj − 1)
:log φ(n) ly xeliih xehl geztn sr, r ≥ 1-d z` `vnl lw zrk(
log(φ(n)(α)
))(r)
α=0= (2πi)rsr, r ≥ 1 ⇒
n∑j=1
jraje−σj(2πi)r ⇒
sr =n∑
j=1
jraje−σj, r ≥ 1.
35
∗∗.zeveaw iax
1
jXj ∼ NeBi(mj; (ρe−σ)j).
.`.n xy`k Xj = X −mj-y dcaera ynzyp
X = Y1 + . . . + Ymj
(ρe−σ)j xhnxtd mr miixhne`b .`.n mj ly mekq `ed,okl .mielz izla (oelykd zexazqd=)
φY1(α) =∑
k≥1
e2πiαk(1− (ρe−σ)j)(e−σ)j(k−1) =
(1− (ρe−σ)j
(ρe−σ)j
)( e2πiα(ρe−σ)j
1− e2πiα(ρe−σ)j
)⇒
φX(α) = e2πiαmj
( 1− (ρe−σ)j
1− e2πiα(ρe−σ)j
)mj ⇒
φXj(α) =
( 1− (ρe−σ)j
1− e2πiαj(ρe−σ)j
)mj ⇒
log(φ(n)(α)
)=
n∑j=1
mj
(log(1− (ρe−σ)j)− log(1− e2πiαj(ρe−σ)j)
).
:log(1− x), |x| < 1 ly xeliih xehl gezita ynzyp
− log(1− e2πiαj(ρe−σ)j) =∑
k≥1
e2πiαjk(ρe−σ)jk
k
(− log(1− e2πiαj(ρe−σ)j)
)(r)
α=0=
mj
∑
k≥1
(2πjk)r(ρe−σ)jk
k= mjj
r(2πi)r∑
k≥1
kr−1(ρe−σ)jk
⇒ sr =n∑
j=1
mjjr∑
k≥1
kr−1(ρe−σ)jk, r ≥ 1.
36
.mixgan ∗ ∗ ∗:mcew dlawzdy zillk dgqepa ynzyp mrtd
φ(n)(α) =n∏
j=1
S(j)(e−σ+2πiα)
S(j)(e−σ), α ∈ R.
,oecipay dxwnaS(j)(e−σ) = (1 + (ρe−σ)j)mj , j ≥ 1 ⇒
log φXj(α) =
mj
(log(1 + (ρe−σ+2πiα)j)− log(1 + (ρe−σ)j)
)
⇒ sr =n∑
j=1
mjjr∑
k≥1
(−1)k+1kr−1(ρe−σ)jk, r ≥ 1.
:miiwzn .dxrdQr(σ) := jr−1
∑
k≥1
(−1)k+1kr−1(ρe−σ)jk =
(−1)(r−1)( ∑
k≥1
(−1)k+1(ρe−σ)jk)(r−1)
σ=
(−1)r−1( (ρe−σ)j
1 + (ρe−σ)j
)(r−1), r ≥ 1. ⇒
Qr(σ) = −(−1)r−1( 1
1 + (ρe−σ)j
)(r−1)> 0, r ≥ 2.
(40)
.miiaeig md miwixtd mipand mibeqd zyely lk ly mihp`ixeep`inqd :dpwqn.Expansive dxwn .sr-eσn ly dwihehtniq` (iii.)
i"r zrawp i`xw` dpan ly dwihehtniq`dy d`xp jyndamipexg`d z` zepkl bedp jk meyn .n → ∞-yk sr = sr(σn), r ≥ 1-eσn ly zebdpzd.dnl .σn = δn + log y-y xikfpe sr = sr(n, σ)-y oiivp .dpan ly miiqiqa mixhnxt-yk miwixtd mipand zyely lk xear ,y ≥ 1-e β = 0 mr (l > 0) Expansive = dxwna
:miiwzn ,σ = σn -en →∞δn ³ n−1/(l+1), sr(n) ³ n(r+l)/(l+1), r ≥ 2.
.sr(n) ≤ sr(n + 1), r ≥ 2 -e δn+1 < δn ,n ≥ N lk xeary jk N ≥ 1 miiw ,dfn dxzixear nδn →∞-e σn > 0 exeary jka oiit`zn Expansive = (l > 0) dxwnd .`:dgked
.miwixt mipan ly mibeqd zyely lk
37
.Euleur ly dnkq zgqep:xfr xnegmireawe n > x0 xear if` .miieqn x0 -n lgd zipehepene dtivx f : R+ ⇒R+ divwpet idz
,Ai, Bi, i = 1, 2 miniieqn
A1 + f(n) +
∫ n
1
f(x)dx ≤n∑
j=1
f(j) ≤
A2 + f(x0) +
∫ n
1
f(x)dx,
-e zcxei f m`A1 + f(x0) +
∫ n
1
f(x)dx ≤
n∑j=1
f(j) ≤ A2 +
∫ n
1
f(x)dx + f(n),
s`ey lxbhpi`d Euleur zgqepa m` :dgqepd ly d`ad dpwqna ynzyp ep` .dler f m`: miiwzn if` ,n →∞ -yk ∞-l
n∑j=1
f(j) ∼∫ n
1
f(x)dx, n →∞.
,ρ = 1-y dgpde Fl, l > 0 zwlgnd zxcbd ,∗∗ -n .zeveaw iaxn ligzp
n =n∑
j=1
jmje−jσn
1− e−jσn≥ D1
n∑j=1
jle−jδn ≥ D1nle−nδn . ⇒
,df jnq lr .δn → 0, n →∞ -y epgked okl mcew.lecb witqn n yk ,δn > 0
n ≥ D1
n∑j=1
jle−jδn ≥ D1e−nδn
n∑j=1
jl, l > 0
- y dcaera epynzyd o`k.n →∞ -yk ,nδn →∞-y mibiyn ep`en∑
j=1
jl ∼∫ n
1
xldx = O(nl+1), l →∞.
,Euleur zgqepe "`"-ay zecaerd zxfra .a
n ≤ D2
n∑j=1
jle−jδn
1− y−je−jδn≤
δ−l−1n D2
∞∑j=1
(jδn)le−jδn
1− e−jδnδn = δ−l−1
n D2
∫ ∞
0
xle−x
1− e−xdx.
38
-y milawn ep` ,meqg lxbhpi`dy meyn,jci`n .reaw D4 > 0 -yk δn ≤ D4n
−1/(l+1), n ≥ 1,
n ≥ D1
n∑j=1
jle−jδn ∼ δ−l−1n D1
∫ ∞
0
xle−xdx.
.δn ³ n−1/(l+1) -y epgked okl .reaw D3 > 0 -yk δn ≥ D3n−1/(l+1), n ≥ 1, ozep df
.mihp`ixeepi`inqd ly dwihehtniq`d z` `vnp.b,sr xear dlawzdy dgqepd itl
sr ³n∑
j=1
jr+l−1
∞∑
k=1
kr−1e−δnjkyj−jk =
∞∑
k=1
kr−1
n∑j=1
jr+l−1e−δnjkyj−jk.
:inipt mekqa Euleur zgqep zxfra lthpn∑
j=1
jr+l−1e−δnjkyj−jk ∼∫ n
1
xr+l−1e−δnxkyx(1−k)dx
= δ−r−ln k−l−r
∫ knδn
kδn
zr+l−1yz
kδn(1−k)e−zdz.
ohw lxbhpi`d ,δn ly zihehtniq` zebdpzd jnq lre y ≥ 1-y dgpda (.z = δnxk davd)okl.k = 1 -yk oeieeiy mr ,k ≥ 1 lk xear Γ(r + l)-l deey e`
n∑j=1
jr+l−1e−δnjkyj−jk ³ δ−r−ln k−l−r ⇒
sr ³ δ−r−ln
∞∑
k=1
k−l−1,
.sr ³ δ−r−ln okl .qpkzn oini sb`a xehd xy`k
xear σn+1 ≥ σn -y gipp .mieqn n -n lgd,n-l qgia zipehepen zcxei σn -y gikedl x`yp.bif` .edylk n
e−jσn+1
1− e−jσn+1≤ e−jσn
1− e−jσn, j ≥ 1,
-y raep (∗∗)-ny jk
n + 1 =n+1∑j=1
jmje−jσn+1
1− e−jσn+1≤
n+1∑j=1
jmje−jσn
1− e−jσn= n +
(n + 1)mn+1y−n−1e−(n+1)δn
1− y−n−1e−(n+1)δn.
39
,n →∞ -yk 0-l s`ey oexg`d xai`d ,okl mcew dlawzdy δn ly dwihehtniq`d llba.δn xear miiwzn xac eze`y xne` df .lecb witqn n xear σn+1 < σn okl .y ≥ 1 lk xear
,miiwzn ,mihp`ixepi`inql rbepa
sr(n + 1) ≥n∑
j=1
mjjr∑
k≥1
kr−1(ρe−σn+1)jk ≥
n∑j=1
mjjr∑
k≥1
kr−1(ρe−σn)jk = sr(n), r ≥ 1,
.n-a zipehepen zcxei σn-y meyn raep oexg`d oeieeiy-i`d xy`kmipand xzi xear dnld zeprh migiken dnec jxca
.mii`xw`d.ilweld leabd htyn zgkede geqip (iv)
.s2 = V arVn := B2n laewny itk onqp oldl
.Vn xear ilweld leabd htynmiiwzn σ = σn xear ,β = 0 mr Expansive dxwna
P (Vn = n) ∼ (2πB2
n
)−1/2, n →∞.
.zeveaw iax xear dgkedd z` ozip :dgkeddxciqd z` xicbp .`
α0(n) := δ(l+2)/2n log n ³ n−(l+2)/2(l+1) log n.
:miiwzn
P (Vn = n) = T = T (n) :=
∫ 1
0
φ(n)(α) e−2πiαndα =
∫ 1/2
−1/2
φ(n)(α) e−2πiαndα, n ≥ 1.
.1-l deey xefgn mr zixefgn φ(n) divwpetdy jk lr jnzqn [−1/2, 1/2] rhwl xarnd o`k,mpn`
φ(n)(α + 1) = Ee2πi(α+1)Vn = Ee2πiαVn ,
ipy ly mekql T lxbhpi`d z` wxtp jynda .cala minly mikxr lawn Vn .`.ny oeikmilxbhpi`
:T2 = T2(n)-e T1 = T1(n)
T1 = T1(n) =
∫ α0(n)
−α0(n)
φ(n)(α) e−2πiαndα,
T2 = T2(n) =
∫ −α0(n)
−1/2
φ(n)(α) e−2πiαndα+
40
∫ 1/2
α0(n)
φ(n)(α) e−2πiαndα.
yk ,T lxbhpi`l dnexzd aexy ze`xdl `id d`ad epizxhn ,ske`d zhiy oexwird itl-y xnelk ,T1 lxbhpi`dn d`a ,n →∞
T2 = o(T1), n →∞.
( ”0” ly ,n → ∞-yk dphwd daiaqd =) [−α0, α0] divxbhpi`d rhwd ly dxigad.a:mi`ad miaeygd mi`pzd ipy meiw dgihan
limn→∞
αrsr = 0, r ≥ 3
-elim
n→∞α2
0B2n = ∞, (41)
zwihehtniq` lr dnl zxfra miiwzn mpn` (41)-y `cep .α ∈ [−α0(n), α0(n)] lk xear:miiqiqad mixhnxtd
|αrsr| ≤ αr0sr ³
(n−(l+2)/2(l+1) log n
)r
n(r+l)/(l+1) =
nl(2−r)2(l+1 logr n →
0, m` r ≥ 3
∞, m` r = 2.
leabd htynd meiwl miwitqn Lyapunov i`pz mi`xwpd (41) mi`pzy d`xp jyndalk xeary raep (41) i`pze σn zxiga ,xelih xehl log φ(n) ly gezitn .ilweld
:miiwzn α ∈ [−α0(n), α0(n)]
log φ(n)(α) =r−1∑
k=1
(2πiα)k
k!sk + O(srα
r) =
2πiαn− 2π2α2B2n + εn, εn → 0, n →∞. ⇒
φ(n)(α)e−2πiαn = exp(
log φ(n)(α)− 2πiαn)∼
exp(− 2π2α2B2
n
), α ∈ [−α0(n), α0(n)]. ⇒
T1(n) ∼∫ α0(n)
−α0(n)
exp(−2π2α2B2
n
)dα =
(2πBn
)−1∫ 2πα0(n)Bn
−2πα0(n)Bn
exp(−u2
2)du ∼
41
(2πBn
)−1∫ ∞
−∞exp(−u2
2)du ∼ (2πB2
n)−1/2.
.n →∞ -yk T2(n) lxbhpi`d xear mqg `vnp dzr .biptn swz `l log φ(n) divwpetd ly mcewd gezitd T2 ly divxbhpi`d megzay oiivp
s`ey `l α l"pd megzay:(ρ = 1 xear ) zedfn ligzp.n →∞-yk 0-l
|φ(n)(α)| =n∏
j=1
∣∣∣∣1− e−jσn
1− e2πiαje−jσn
∣∣∣∣mj
=
exp(−
n∑j=1
mj
2log
∣∣∣∣1− e2πiαje−jσn
1− e−jσn
∣∣∣∣2 )
, α ∈ R.
:miiwzn∣∣∣∣1− e2πiαje−jσn
1− e−jσn
∣∣∣∣2
=
(1− e−jσn cos 2παj
)2+ e−2jσn sin2 2παj(
1− e−jσn)2 =
1 +2e−jσn(1− cos 2παj)(
1− e−jσn)2 = 1 +
4e−jσn sin2(παj)
(1− e−jσn)2 .
:lawp jkn d`vezk|φ(n)(α)| =
exp(−
n∑j=1
mj
2log
(1 +
4e−jσn sin2(παj)
(1− e−jσn)2
)), α ∈ R.
:oeieeiy-i`a xfrplog(1 + x) ≥ x
1 + c, (43)
.edylk reaw c > 0 -e 0 ≤ x ≤ c -ykmr (43) lirtp j ∈ [4σn)−1, n] lk xear
x = xj(n) :=4e−jσn sin2(παj)(
1− e−jσn
)2 ≤ 4e−1/4
(1− e−1/4)2:= c.
if`
|φ(n)(α)| ≤ exp
−
∑
(4σn)−1≤j≤n
C1mje−jσn sin2(παj)
≤
42
exp
−
∑
(4σn)−1≤j≤n
C2jl−1e−jδn sin2(παj)
, α ∈ R,
(42)
.α0 ≤ |α| ≤ 1/2-yk (42)-a opeazp dzrn .y ≥ 1-y meyn raep oexg`d alyd xy`k,lecb witqn n xeary gikedl ozp
Qn(α) :=∑
(4σn)−1≤j≤n
C2jl−1e−jδn sin2(παj) ≥ log2 n,
α ∈ [α0, 1/2]. ⇒ .
T2(n) ≤ exp(− log2 n),
.lecb witqn n xear.l.y.n .T2(n) = o(T1(n))-y dgiken T1(n) lxbhpi`d ly dwihehtniq`d mr d`eydd
onqp .htynd ly izexazqd yext dzr `iap
f(x) =1√
2πV arXexp
(− (x− EX)2
2V arX
), x ∈ R.
:miiwzn hxta .N(EX, V arX) zilnxep zebltzdd zetitv
f(EX) =1√
2πV arX
,Vn .`.n xearEVn = n, V arVn = B2
n.
-k meyxl ozip epgkedy ilweld leabd htyn z`y xne` df
P (Vn = n) ∼ f(n), n →∞.
.ilnxep ilwel leabd htyn z`xwp dlawzdy d`vezd z`f daiqndielz mzebltzdy oeik n-a mielz Xj, j = 1, 2, . . . , n .`.nn cg` lky oiivl aeyg
yleyn jxrn z`xwp .`.n ly l"pd dxciqd df xe`l.σ = σn xhnxta
Xj = Xj(n), j = 1, 2, . . . , n; n = 1, 2, . . . :
X1(1)X1(2) X2(2)X1(3) X2(3) X3(3)X1(4) X2(4) X3(4) X4(4)
43
.cn xear zihehtniq` dgqep (v):`ad ote`a meyxl ozp Expansive dxwn xear (32) Khintchine zbvd z` dzr
cn ∼ (2πB2n)−1/2enσn gn(e−σn), n →∞,
xy`kδn ³ n−1/(l+1), B2
n ³ n(2+l)/(l+1).
,y = 1-yk ,mxear .mitq`a dzr opeazp
gn(x) = exp( n∑
j=1
ajxj), aj =
mj
j!³ jl−1,
l > 0, j ≥ 1 ⇒,Euleur ly dnkq zgqep zxfra
n∑j=1
aje−jσn ³
n∑j=1
jl−1e−jδn ∼ δ−ln Γ(l),
l > 0.
:cn xear dqb zihehtniq` dgqepl liaen df
log cn ³ −1/2 log(2π)− log Bn + nδn + δ−ln Γ(l)
∼ (1 + Γ(l))nl/(l+1), l > 0, n →∞.
-k "jxra",il`ivppetqw` lceb cn-y xne` df
exp(nl/(l+1)
),
.n →∞-yk.(clustering=)zevawzd zira
( zeveaw=) miwixt-i` miaikx oia zwlegn n zllekd "dqnd" mi`xw` miwixt mipanamilcb ipy η ∈ Ωn lk xear xicbp n-d zwelg ly ziqetih dpenz x`zl ick.dpey mlceby
:mi`adqn = qn(η) = max1 ≤ j ≤ n : kj > 0−
-e η ∈ Ωn dpezp dwelga xzeia lecbd aikxd lceb
qn = qn(η) = min1 ≤ j ≤ n : kj > 0−
xear ,dnbecl .η ∈ Ωn dpezp dwelga xzeia ohwd aikxd lceb
η = (0, 0, 3, 3, 0, 1, 1, 0, . . . , 0) ∈ Ω34,
44
miiwznqn = 3, qn = 7.
(xneg=)dqnd zevawzdd zcin z` mipiit`n l"pd milcebd-ay cera ,xnegd ly zilniqwn zexftzdl dni`zn η = (n, 0, . . . , 0)-y xirp .η dwelga
.cala zg` dveawl uawzn xnegd η = (0, 0, . . . , 0, 1).n →∞-yk mzebltzd xewgp ep`..`.nl mikted qn-e qn ,wixt i`xw` dpan ozpda
:miiwznP (qn ≤ r) =
∑η:qn≤r
P(K(n) = η
)=
(cn)−1∑
η:qn≤r
n∏j=1
a(j)kj
, η = (k1, . . . , kn) ∈ Ωn.
,ote` eze`aP (qn ≥ r) =
(cn)−1∑
η:qn≥r
n∏j=1
a(j)kj
, η = (k1, . . . , kn) ∈ Ωn.
:mipniqa ynzyp y`xn mipezp 1 ≤ r, r ≤ n xear ,oldl
c(r)n :=
∑η:qn≤r
n∏j=1
a(j)kj
=∑
η:qn≤r
r∏j=1
a(j)kj
-e
c(r)n :=
∑η:qn≥r
n∏j=r
a(j)kj
.
.a(j)0 = 1, j ≥ 1-y dcaerdn milawzn minekqd jeza xy` zeltknd zeleaby oiivp
.l"pd zeiexazqdd xear Khintchine zbvd gezitn ligzpzexcqd ly zexvei zeivwpet xicbp .c(r)
n , c(r)n xear zebvdd z` lawp lk mcew jk myl
:l"pd
gn(r)(x) =
r∏j=1
S(j)(x) :=∑
k≥0
c(r)k xk, n ≥ 1
-e
gn(r)(x) =
n∏j=r
S(j)(x) :=∑
k≥0
c(r)k xk, n ≥ 1.
idi .(32) ly gezitl dneca lrtp dzr
x = e−σ+2πiα,
45
:miiwzne |x| ≤ 1 jkitl .α ∈ R -e σ ≥ 0 xy`k∫ 1
0
g(r)n (x)e−2πiαndα =
∫ 1
0
( ∞∑
k=0
c(r)k e−kσ+2πiα(k−n)
)dα = c(r)
n e−nσ.
zeivwpetd zkxrn zeilnxepehxe`a epynzyd oexg`d xarna: σ ≥ 0 iyteg xhnxtl qgia zyweand zedfl miribn ep` dzr .(29) d`x ,e2πiαm, m ≥ 0
c(r)n = enσ
∫ 1
0
g(r)n
(e−σ+2πiα
)e−2πiαndα =
enσ
∫ 1
0
r∏j=1
(S(j)
(e−σ+2πiα
) )e−2πiαndα. ⇒
c(r)n = enσgn
(e−σ
) ∫ 1
0
φ(r)(α)e−2πiαndα,
:i"r zxcben φ(r) divwpetd xy`k
φ(r)(α) =r∏
j=1
S(j)(e−σ+2πiα)
S(j)(e−σ), α ∈ R.
onqp
pjk =a
(j)k e−σjk
S(j)(e−σ),
-y wiqdl ick
φj(α) :=S(j)(e−σ+2πiα)
S(j)(e−σ), j ≥ 1
:i"r xcbend Xj .`.n ly zipiite` divwpet `id
P (Xj = jk) = pjk, j ≥ 1, k ≥ 0.
mekq ly zipiite` divwpet `id φ(r) =∏r
j=1 φj ,df jnq lr
V rn = X1 + . . . + Xr
.mielz izla Xj .`.n r lyz` milawn ep` xac ly enekiqa .σ = σn-y meyn `a n qwcpi`d oldle o`ky oiivl yi
:c(r)n ly Khintchine zbvd
c(r)n = enσg(r)
n (e−σ)P (V (r)n = n), n ≥ 1. (44)
46
:c(r)n ly Khintchine zbvd mb zlawzn jxc dze`a
c(r)n = enσg(r)
n (e−σ)P (V (r)n = n), n ≥ 1. (45)
.Expansive dxwna mitq` xear rvap oecipay zeiexazqdd ly zihehtniq`d dfilp`d z`-k meyxl ozip (44), (45) z` mitq` xear
c(r)n = enσ exp (
r∑j=1
aje−jσ)P (V (r)
n = n)
-e
c(r)n = enσ exp (
n∑j=r
aje−jσ)P (V (r)
n = n),
xy`k
φ(r)(α) = exp( r∑
j=1
aje−σj(e2πiαj − 1)
)
-e
φ(r)(α) = exp( n∑
j=r
aje−σj(e2πiαj − 1)
).
:i"r mipezp Vn.`.nd mihp`ix`eepi`inqdy epi`x
sk =n∑
j=1
jraje−σj, k ≥ 1.
:md V(r)n -e V
(r)n .`.nd mihp`ix`eepi`inqd ,jkitl
s(r)k =
r∑j=1
jkaje−σj, s
(r)k =
n∑j=r
jkaje−σj.
:mcewd oexwrd itl dyrp σ iyteg xhnxtd zxiga z`
E(V (r)n ) =
(r)∑j=1
jaje−σj = n (46)
-e
E(V (r)n ) =
n∑j=r
jaje−σj = n, n ≥ 1 (47).
.dn`zda σ(r)n -e σ
(r)n ,cigi `ede oexzit miiw l"pd ze`eeynn zg` lkly gikedl lw
-ixtd mi`xw`d mipand Fl zwlgn ly d`ad dveaw zz xear gqpp ze`ad ze`vezd z`:miw
F ′l = aj ∼ jl−1, l > 0.
47
.0 ≤ β, β ≤ 1 xy`k r = nβ-e r = nβ eidi :dnlif` ,0 ≤ β < (l + 1)−1 -e (l + 1)−1 < β ≤ 1 m` (i)
σ(r)n ∼ σ(r)
n ∼(Γ(l + 1)
) 1l+1
n−1
l+1 , l > 0, n →∞.
if` ,(l + 1)−1 < β < 1 -e 0 < β < (l + 1)−1 m` (ii)
σ(r)n ∼ − γ log n
nβ(1 + δn), l > 0, n →∞,
-ykγ = 1− (l + 1)β, δn =
log(γ log n)
γ log n,
-eσ(r)
n ∼ γ log n
nβ(1− δn), l > 0, n →∞,
-ykγ = (l + 1)β − 1, δn =
log(γ log n)
γ log n.
if` ,β = β = (l + 1)−1 m` (iii)
σ(r)n ∼ An−
1l+1 , l > 0, n →∞
-eσ(r)
n ∼ An−1
l+1 , l > 0, n →∞,
ze`eeynd ly micigi zepexztk mixcben A, A > 0 -yk
Al+1 =
∫ A
0
tle−tdt
-eAl+1 =
∫ ∞
A
tle−tdt
.dn`zda:dgked
.`nb zivwpet :rwx xneg .`divwpetd z` aigxdl dzid dzxhny 1729 zpyn Euleur ly ez`vnd `id Γ divwpetd
mixtqnl miirah mixtqnn n!:i"r zxcben Γ divwpetd.miakexn
Γ(x) = limk→∞
k!kx
(x + 1)k
,
48
x ∈ C, x 6= −n, n ≥ 0,
xy`k(x)k := x(x + 1) . . . (x + k − 1), k ≥ 1, (x)0 = 1.
.x ∈ C, x 6= −n, n ≥ 0 megza miiw l"pd leabdy gked,l"pd megzay `ceel lw
Γ(x + 1) = xΓ(x).
,mpn`
Γ(x + 1) = limk→∞
k!kx+1
(x + 2)k
=
limk→∞
k!kx
(x + 1)k
k(x + 1)
x + k= (x + 1)Γ(x).
Γ divwpetd Re(x) > 0 megzay `id daeyg dcaerd .Γ(n) = n!, n ≥ 1 -y raep dfn:zilxbhpi` dbvd i"r zpzip
Γ(x) =
∫ ∞
0
tx−1e−tdt, Re(x) > 0.
Re(x) ≤ -yk xcazne Re(x) > 0-yk miiw lxbhpi`dy jk ,tx−1e−t ∼ tx−1, t → 0 -y oiivpmiahew ody −n, n ≥ 0 zecewp hrnl C xeyin lkl zihilp` dkynd dpyi l"pd dbvdl .0
.Γ divwpetd ly miheyt-epdn zg` lky `cel witqn ,l"pd ze`eeyndn zg` lk ly oexztd zecigi llba.aeply ilkd ,mcew enk.dni`znd d`eeynd z` zniiwn (i) − (iii) zeihehtniq` ze`gq-petd xear dgqepd z` lirtp ziy`x.Euleur ly dnkq zgqep `ed zihehtniq` dfilp`l,zihehtniq` dxeva (47) -e(46) ze`eeynd z` meyxl ick f(x, σ) = xle−σx, l > 0 divw
.n →∞-yk:lawzn uσ = x davd ixg`
n ∼(|σ(r)
n |)−(l+1)
∫ r|σ(r)n |
|σ(r)n |
tl exp(− tsign(σ(r)
n ))dt
-e
n ∼(|σ(r)
n |)−(l+1)
∫ n|σ(r)n |
r|σ(r)n |
tl exp(− tsgn(σ(r)
n
)dt.
(48)
l"pd ze`gqepay milxbhpi`d I(n), I(n)-a xeviw myl onqp jyndamiiwzn (i.)
|σ(r)n | → ∞, n →∞
-e|rσ(r)
n | → 0, n →∞. ⇒
49
I(n), I(n) → Γ(l + 1), l > 0,
ikσ(r)
n , σ(r)n > 0. ⇒
(|σ(r)
n |)−(l+1)
I(n) ∼ n
-e(|σ(r)
n |)−(l+1)
I(n) ∼ n.
l.y.nokl .γ, γ > 0 o`k (ii).
σ(r)n < 0, σ(r)
n > 0.
jk ,witqn lecb `l mekqay mixaegnd xtqn" oecipay dxwnay jkn zraep σ(r)n < 0
,lecb n-yk ,n-l deey didi mekqdy icky."1-n dlecb idiz dhppetqw`dy yexc
:miiwzn|rσ(r)
n | = γ(1 + δn) log n →∞, n →∞-e
|rσ(r)n | = γ(1 + δn) log n →∞, n →∞. ⇒
I(n) →∞,
ikσ(r)
n < 0.
:miiwzn .lhitel llka ynzyp jk myl .I(n) lxbhpi`d ly dwihehtniq`d z` `vnp zrk(|rσn|
)′n
= γ(
log n +log(γ log n)
γ
)′n
=
γn−1(1 +
1
γ log n
).
(I(n)
)′n∼
(|rσn|
)l
e|rσn|(|rσn|
)′n, (48)
xy`ke|rσn| = nγ(γ log n).
-k meyxl ozp (48) z` okl(I(n)
)′n∼ (γ log n)l+1(1 + δn)lnγ−1γ
(1 +
1
γ log n
)∼
50
(γ log n)l+1n−(l+1)β, n →∞.
-y xne` df ,lhitel llk itl
I(n) ∼ (γ log n)l+1n−(l+1)β+1 = (γ log n)l+1nγ ⇒
(|σ(r)
n |)−(l+1)
I(n) ∼ n, n →∞.
.dnec r xear dgkegd:miiwzn ,oecipay dxwna (iii)
σ(r)n , σ(r)
n > 0,
rσ(r)n → A, rσ(r)
n → A, nσ(r)n →∞, n →∞.
:dn`zda lawp (48) ly ipni sb`a zepexztd ly mzavd ixg` okl
(|σ(r)
n |)−(l+1)
I(n) ∼ A−(l+1)n
∫ A
0
tle−tdt = n
-e(|σ(r)
n |)−(l+1)
I(n) ∼ A−(l+1)n
∫ ∞
A
tle−tdt = n
zepexzt md A, A-y `cel wx x`yp .A, A ly zexcbdn raep oexg`d alyd mixwnd ipyaivwpetd .dnld zprhay z`eeynd ly micigi miiaeig
F (A) :=
∫ A
0
tle−tdt → Γ(l + 1), A →∞, F (0) = 0.
eze`.cala zg` dcewpa miybtp A(l+1)-e F (A) zeivwpetd izy ly mitxbdy raep dfn.l.y.n .A xear mb swz wenip
.s3-e B2 mixhnxtd dwihehtniq` :dpwqn,(n -a ielz `l xnelk) reaw h > 0-e n →∞-yk f` .dnl itl mipezp σ
(r)n , σ
(r)n eidi
B2 ∼ h
n(σ
(r)n
)−1
, `m (l + 1)−1 ≤ β ≤ 1
nr, `m 0 < β < (l + 1)−1,
B2 ∼ h
n(σ
(r)n
)−1
, `m 0 ≤ β ≤ (l + 1)−1
nr, `m (l + 1)−1 < β < 1.
-es3 ∼ h
(B2)2
n, s3 ∼ h
(B2)2
n, n →∞.
51
,miiwzn :dgked
B2n = s2 ∼
r∑j=1
jl+1e−jσ(r)n
∼(|σ(r)
n |)−(l+2)
∫ r|σ(r)n |
|σ(r)n |
tl+1 exp(− tsign(σ(r)
n ))dt.
(49)
,(49)-n .(l + 1)−1 ≤ β ≤ 1 dxwna opeazp dligz
B2n ∼
(σ(r)
n
)−(l+2)∫ h1
0
tl+1 exp(−t)dt,
-yk
h1 =
(Γ(l + 1)
) 1l+1
, `m β = (l + 1)−1
∞, `m β > (l + 1)−1.
,jkn d`vezkB2
n ∼ hn(σ(r)
n
)−1
.
.dpwqnd zeprhd x`y zelawzn dnec ote`a.dft xarne zeihixw zecewp:dxrd
ly zihehtniq`d zebdpzddy d`xn dnld ze`vez gezip1
l+1, l > dcewp jxc xaer β -yk izedn ote`a dpzyn r = nβ ly divwpetk σ xhnxtd
.lecb n xear ,σn = σn(β) divwpetd ly dvitw zcewp `id β = 1l+1
,zexg` milina,0zeihixw zecewp mi`xew df beqn zecewpl rah ircna
.lcen ly (= Critical Points).(= Phase Transition) dft xarn ygxzn lcenay xnel bedp zihqihhq dwifita ,hxta
zpenz lr l"pd zihixwd dcewpd dzrtyd d`xp jynda.lcend i"r zexvepd zewelgd zevawzdd
.ilwel leab htyn:miiwzn if` .dnla enk σ
(r)n , σ
(r)n eidi
P (V (r)n = n) ∼ (2πB2
n)−12 , n →∞,
P (V (r)n = n) ∼ (2πB2
n)−12 , n →∞.
-y epi`x:dgkedP (V (r)
n = n) =
∫ 1
0
φ(r)(α)e−2πiαndα,
52
i"r dpezp mitq` ly dxwna φ(r) zipiite` divwpetd xy`k
φ(r)(α) = exp( r∑
j=1
aje−jσ
(r)n (e2πiαj − 1)
), α ∈ R.
,1-l deey xefgn mr zixefgn φ(r) divwpetdy jk lr jnzqda
P (V (r)n = n) =
∫ 1/2
−1/2
φ(r)(α) e−2πiαndα :=
T1(n) + T2(n), n ≥ 1,
epniq ep` xy`k
T1 = T1(n) =
∫ α0(n)
−α0(n)
φ(r)(α) e−2πiαndα,
T2 = T2(n) =
∫ −α0(n)
−1/2
φ(r)(α) e−2πiαndα+
∫ 1/2
α0(n)
φ(r)(α) e−2πiαndα.
:aepetl i`pz miiwzn ,dnln dpwqnd itl
s3
B3→ 0, n →∞.
meyxp dzrα0s3 = (α0B)3 s3
B3
-y jk α0 = α0(n) miiwy dpwqn wiqdl ick
limn→∞
α0B = +∞
limn→∞
α30s3 = 0 ⇒
T1 ∼∫ α0
−α0
exp(−2π2α2B2
)dα =
1
2πB
∫ 2πα0B
−2πα0B
exp(−z2
2)dz ∼ 1√
2πB2, n →∞.
:miiwzn.T2 = o(T1), n →∞ -y dgked jxc oiivp zrk
|T2| = 2|∫ 1/2
α0
ϕ(r)(α)e−2πiαndα|.
53
|ϕ(r)(α)| = exp
(−2
r∑j=1
aje−jσ
(r)n sin2 παj
), α ∈ R.
V (r)n (α) = 2
r∑j=1
aje−jσ
(r)n sin2 παj, α0 ≤ α ≤ 1/2.
-y `cel lw
α20 =
log4(B2)
B2,
,l"pd α0-d zxiga xeary gikedl ozip .aepetl i`pz miiwn
e−V(r)n (α) = o(B−1), α0 ≤ α ≤ 1/2, n →∞. ⇒
T2 = o(T1), n →∞.
.l.y.n .dnec jxca migiken P (V(r)n = n) xear htynd zprh z`
.c(r)n , c
(r)n xear zeihehtniq` ze`gqep :dpwqn
if` .r = nβ, 0 ≤ β ≤ 1-e r = nβ, 0 < β ≤ 1 eidi
c(r)n ∼ (2πB2)−
12 exp
(S(r)
n (e−σ(r)n ) + nσ(r)
n
), n →∞,
(50),
c(r)n ∼ (2πB2)−
12 exp
(S(r)
n (e−σ(r)n ) + nσ(r)
n
), n →∞,
(51)
xy`kS(r)
n (e−σ(r)n ) ∼ h
n2
B2, (52)
S(r)n (e−σ
(r)n ) ∼ h
n2
B2, n →∞, (53).
cera ,Khintchine zebvdne ilweld leabd htynn zelawzn (50), (51) ze`gqepd:dgkedzxfra zelawzn (52), (53)-y
,mpn`.Euleur ly dnkq zgqepS(r)
n (e−σ(r)n ) ∼
(|σ(r)
n |)−l
∫ r|σ(r)n |
|σ(r)n |
tl−1 exp(− tsign(σ(r)
n ))dt :=
54
(|σ(r)
n |)−l
In(l − 1)
-eS(r)
n (e−σ(r)n ) ∼
(|σ(r)
n |)−l
∫ n|σ(r)n |
r|σ(r)n |
tl−1 exp(− tsgn(σ(r)
n
)dt :=
(|σ(r)
n |)−l
In(l − 1).
-y raep dfnS
(r)n (e−σ
(r)n )
n∼ σ(r)
n
In(l − 1)
In(l)
-eS
(r)n (e−σ
(r)n )
n∼ σ(r)
n
In(l − 1)
In(l).
,dfd dxwna ,dnl itl .0 < β < (l + 1)−1 dxwna opeazp
σ(r)n < 0, |rσ(r)
n | → ∞, n →∞.
,oklIn(l − 1)
In(l)∼ |rσ(r)
n |l−1
|rσ(r)n |l
⇒
S(r)n (e−σ
(r)n )
n∼ 1
r⇒
S(r)n (e−σ
(r)n ) ∼ n2
nr∼ h
n2
B2,
x`ya dprhd z` migiken jxc dze`a .dnln dpwqnn raep oexg`d xarnd xy`k.mixwnd
zeiexazqdd zwihehtiq` xwgl zybl zrk xyt` zencewd ze`vezd zxfra
d(r)n := P (qn ≤ r) =
c(r)n
cn
-e
d(r)n := P (qn ≥ r) =
c(r)n
cn
.
55
.dqnd zevawzdd lr htyn:miiwzn Expansive mitq` ly dxwna
limn→∞
d(r)n =
0, `m 0 ≤ β ≤ (l + 1)−1
1, `m (l + 1)−1 < β ≤ 1.
limn→∞
d(r)n =
0, `m r = nβ, 0 < β ≤ 1
exp(−∑r−1
j=1 aj
), `m r ≥ 2 nqtx qeti.
xicbpe .cn = c(n)n -y oiivp :dgked
∆(r)n := S(r)
n
(e−σ
(r)n
)− S(n)
n
(e−σ
(n)n
)+ n
(σ(r)
n − σ(n)n
).
-y ze`xdl `id dpey`xd epizxhn
limn→∞
∆(r)n =
−∞, `m 0 < β ≤ (l + 1)−1
0, `m (l + 1)−1 < β ≤ 1.(54).
dxwna ,mpn`.zncewd zihehtniq`d dfilp`dn zexiyi raep (54) ly oey`xd wlgd,dfd
S(r)n (e−σ
(r)n ) ∼ h
n2
B2∼ h1n
1−β, 0 < β ≤ (l + 1)−1
-enσ(r)
n ∼ n(− γ log n
nβ(1 + δn)
)∼
−hn1−β log n → −∞, n →∞,
-y cera .0 < β < 1l+1
xy`k
S(n)n
(e−σ
(n)n
)∼ h
n2
B2∼ h
n2
n(σ
(n)n
)−1 ∼ h2n1− 1
l+1
-enσ(n)
n ∼ hn1− 1l+1 .
:milawn jkn d`vezk
∆(r)n ∼ −hn1−β log n → −∞, n →∞,
56
-y `ed cgein xac ,β = 1l+1
dxwna .0 < β < 1l+1
xy`k
σ(r)n ∼ An−
1l+1 , σ(n)
n ∼ hn−1
l+1 ,
-reawd z` oeayga zgwl jixv n(σ
(r)n − σ
(n)n
)ly zihehtniq` zebdpzdd zelbl icky jk
,dnl itl .h, A mi
Al+1 =
∫ A
0
tle−tdt < Γ(l + 1).
,okl
A < h =(Γ(l + 1)
) 1l+1 ⇒
nσ(r)n − nσ(n)
n → −∞, n →∞.
mby migiken ote` eze`a
S(r)n
(e−σ
(r)n
)− S(n)
n
(e−σ
(n)n
)→ −∞.
-y 0 < β ≤ 1l+1
dxwnay eplaiw dgkedd jldnay oiivl aeyg
∆(r)n ≤ −nγ,
dcaerd lya ,limn→∞ d(r)n xear htynd zprh ly oey`x wlg raep dfn .miieqn γ > 0 mr
.B(r)n ∼ hnγ, γ > 0-y
,(54) ly ipyd wlgl mi`znd dxwna
σ(n)n ∼ σ(r)
n , n →∞,
jk meyneS(r)
n
(e−σ
(r)n
)∼ S(n)
n
(e−σ
(n)n
), n →∞.
oeieeiydn .dpicr xzei dfilp`a jxev yi o`k jk meyn
r∑j=1
jaje−σ
(r)jn −
n∑j=1
jaje−σ
(n)jn = 0, n ≥ 1
-y raep dnlne-ye σ
(n)n > σ
(r)n ≥ 0,
n(σ(n)n − σ(r)
n ) → 0, n →∞.
oecipay dxwna,mpn`
57
(σ(r)
n
)−(l+1)∫ rσ
(r)n
σ(r)n
tl exp(−t)dt =
(σ(r)
n
)−(l+1)
(Γ(l + 1)− ε1(n)),
xy`k
ε1(n) = Γ(l + 1)−∫ rσ
(r)n
σ(r)n
tl exp(−t)dt ∼
exp(−rσ(r)
n
)(rσ(r)
n
)l
, n →∞,
,jk meyn .lhitel llk itlnpε1(n) → 0, n →∞,
p lk xear⇒
nσ(r)n = (Γ(l + 1))
1l+1 n
ll+1 + vn,1, vn,1 → 0, n →∞.
,ote` eze`ae
nσ(n)n = (Γ(l + 1))
1l+1 n
ll+1 + vn,2, vn,2 → 0, n →∞.
-y migiken miwenip mze` zxfra .dprhd z` giken df
S(r)n
(e−σ
(r)n
)− S(n)
n
(e−σ
(n)n
)→ 0, n →∞.
dgkegd jxc x`zp dzr .d(r)n iabl htynd ly dipyd dprhd zlawzn xac ly enekiqa
.d(r)n iabl htynd zprh
if` .edylk oezp iteq xtqn r ≥ 2 idi
σ(r)n ∼ σ(1)
n , n →∞,
limn→∞
n(σ(r)
n − σ(1)n
)= 0.
meyxp jyndaS(r)
n
(e−σ
(r)n
)− S(1)
n
(e−σ
(1)n
)=
n∑j=1
aje−σ
(1)n j
(e−(σ
(r)n −σ
(1)n )j − 1
)−
r−1∑j=1
aje−σ
(r)n j.
(55)
58
-e σ(1)n > σ
(r)n ≥ 0 ,miiwzn
e−(σ(1)n −σ
(r)n )j − 1 = −
(σ(1)
n − σ(r)n
)j(1− δn),
,jk meyn .1 ≤ j ≤ n lkl qgia cig` ote`a ,δn = δn(j) → 0, n →∞ xy`k ,n∑
j=1
aje−σ
(1)n j
(e−(σ
(r)n −σ
(1)n )j − 1
)=
−((σ(1)
n − σ(r)n )(1− δn)
) n∑j=1
jaje−σ
(1)n j =
−((σ(1)
n − σ(r)n )(1− δn)
)n → 0, n →∞.
-l s`ey mixai` ly iteq xtqn mekq `edy ipyd mekqdy cerar−1∑j=1
aj
.l.y.n .l > 0 ,mitq`:zevawzdd zpenz
.σ(r)n , σ
(r)n ly zebdpzd •
zeivwpetk ze- σ ly zebdpzda opeazpe lecb witqn n z` `itwp.r = nβ, r = nβ eidi-y epi`x .cala β ly
1
l + 1
.β xhnxtd ly zihixw dcewp `id.htynd ze`vez gezip
zeiexazqdd zebdpzday d`xn htynd
d(r)n := P (qn ≤ r)
-ed(r)
n := P (qn ≥ r)
dcewp dze`a β xhnxtl qgia dft xarn ygxzn ok enk1
l + 1
lecb witqn n xeary raep htynn .zxcbd itl ,0-l deey n
1l+1 lceba (dveaw=) aikx didi n ly dwelgay zexazqdd (i)
;zebltzd divwpetPo(aj), j = mibletne miielz izla md K
(n)1 , . . . , K
(n)p .`.nd ,oezp iteq p lk xear (ii)
.dn`zda, 1, . . . , p
.dveawd lceb xear sq=Threshold `xwp n1
l+1 xtqnd ,df xe`l
59