a~i d let of. 'be a · 'fv~f 305\-"12 a /\i d vle) \j '~.'') n...

12
A~I D LET of. 'BE A (K-J-J) ~aw \/fCrOf( == ( 0, 0~_... :;> 0...• t) · \Nf ClA)M THAT w'D-=d.... w~o .: HA) A SOLUT\ON jf AND ONl' If THERf EX1STS frN ARB)T~ACit OPPORTUN fTr- Tt\\5 CAN lSf Sf EN A- '; fOLLO WS-. USE THE fOLLOVVJ;\f ( NOTATkJN ro~ mE ENTK/fS Of w: I~ ~ ~ - 1."" 1.- + \ W= ~' f.... I ~ 1.) l-,) .. ' .J u ! N >~fJ",jK) THe-N ,U.SJN~ .l.,:~!: - 1-)" :,.,~-~ IN ~ .VYf: C{fT wD-=-o(4( > )..,11 SI*-(W C ) +J,L~S/{V)j)+.. +- ~ A N~;) ./

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Page 1: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

A~I D LET of. 'BE A (K-J-J)~aw \/fCrOf(

== ( 0, 0 ~_... :;> 0...•t) ·\Nf ClA)M THAT

w'D-=d.... w~o

.: HA) A SOLUT\ON jf AND ONl'If THERf EX1STS frN ARB)T~ACitOPPORTUN fTr- Tt\\5 CAN lSfSf EN A- '; fOLLO WS-.USE THE fOLLOVVJ;\f ( NOTATkJNro~ mE ENTK/fS Of w :

I~ ~ ~ - 1."" 1.- + \W= ~' f.... I ~ 1.) l-,) .. ' .J u ! N >~fJ",jK)THe-N ,U.SJN~ .l.,:~!:- 1-)" :,.,~-~

IN ~.VYf: C{fTwD-=-o(4( >)..,11 SI*-(WC) +J,L~S/{V)j)+.. +- ~ A N~;)

./

Page 2: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

Js:-o : W 1)= d ~.w~o ~ ~

Z.J..~~ S:Cw..{) = di: ~o /"':~.:l\1\:( K .

I< Z~J = i- (t=(NOT[ THA-T TtHS r MPL 1fS

_ TtfAT THEf<f EXfSTS ATLfA-5TONf/ -------

VALUE [E) 1.2J ,_ '.;> t\"'1 S' uCHT+fA-T Sl? 0 .

TtftP-ffO ~E EX {~rf:N Cf SlACKA YfCWf< \N IM fL IfS THEr~ISTtNCf Of -AN fJ-~J?ITRA{fOf PORfUN 11(. ( .5 ee 'P~OfDS \lICJ\\ 1\4

OV) f.t-Q.\I\) rare~c~ b'5), AND )fANARB {TRACE Op,,~-oRTUNi ( r

1T CA N B E r0S' ( T( \It L Y seA L fDK" IfS\,lC-H rH AT :z: ~ (c.Ji) =- i .

1A-kIN~ ~l = l~Cti-(uJi) "l=l.r-.IK)

\'1f305/-7'/

Page 3: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

'fv~f 305\ - "12

A /\I D V lE) \J '~. '') N 1'.~l1-_- ·Hi It -Hi ~o

l. 0 1+ H,..(o

~if= 0 \rt-h~o= IHil =-rfl'j+ H i~Q"

WrfERf Ut) HI') . _.J1~) I~ TtfF~CALfD rRAD)N~ ST~A Tfef-THAT fO~MS AN AR8IT~AC(forro ~Tl1NI r-er,ONE otSTA INS A SOW7(O~ OF

wD=J) 'N~O.

NO W RE CA LL. 'PARK'tl-5) LE: 1'41'4,4:t l11-\tR 3w! \NP-=-cJjw;oOR3,,: Dv !fa &. <;)'170,

Page 4: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

Mf305i-73{

SO lf NO fl-fZ g I TRACi~ Of PO ~TUf\r J1Y

F';\lSTS) ~ IN E 1R2Ntil: \N D...=:d) 'w)o~

}lENCE THERE r)(ISTS ,!t((ORD)NC(10 fARkAS) LtM~{A A- VfCTOt<-

K+\YE1R WITH Dv '0....J1(70.

== USE ,Ht fOLLOW/Ne; NOTAT(O~fOR WE E,NTR/e~ Of "t,

I"t = C crI> Q2.r··> 9ve > ~).

THEN Vv' ~ Jl< dv?o ~K A '*.2' 'll .cs SofL (Wz) =0 .)"" = 1.)~ ....)N

.-'- l=\~ ~ 9i ~£ » c ~ c = -. 2) ... ) le.

'5 'f ro: I T (\lE! I S CAL1Nq THE\JtC.TO~ y C D lVID fNG 13'1 q(+G,+·· ~ Ic'~

to et )?R rC/SE I \AfE os TAfN(EQUIVAlcNT) ~\SK NEUjAALp)'(o (;A \? tU1/ M f frSURf :Q&. ) :-::::Q.. / f- Cl. .. ,,2= (, 2, - - ~ re .

c. l\ Ijo:.\ J

Page 5: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

-----------======~----~

o A BSEN(~ Of AR131TRAatOPPO~TU1"! (TIES JJ'fIPL lf~t'i<151fN'C( Of A (£qvIVA-\tNT)R\SI/-j,IEW1F\AL f~-oBfrE")L )TY)Ylft1SUOZt,THI-\1 t,)(lSifN(~ (fIT (tQU(YALENT)~(SK- Nf\A7«AC pt<OBA El L' 1, -lfV1PLlfj A&SENCf or ARE ITRA(f

Of PD'RiltN I nES CAN 73 t(ONClUO f[) F~OM fA-RtcA-J'Lfl'1NA AP PLlE]) itS A-1>OVE..> '3UTo(\1 A-LS\) Sf JEt N D I ~ -r CT-C7

rxor- 111£ DtF1N IT(O~5:_IF- v ~ E. 5).. , Q c~) » 0

A NP 'rIw cS2 : q j(- (w) ~ 0

Ix 3 ~E lL: Ct-(~) 70lfifN £E q.f- >0 =?-adf~1~~)··0 Vi ~

~ J ~

Page 6: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

Kt ~1ARK : t~f 30Sf - if}

~tCA LL THATf ~ - *C ~ZJ-r I.~

ti t [Ct . Q (r; '7

3 ~A -=fo ~ Q {S NOT A'S' . ~lfT~A PROBAB)L} Y .fk,(j

~~ ~

.XA (V\. LE: {1. -co t (~ .

Jl-:. t (.0, ;>" w~~ )N: (,> r-= ~ .

! =5/ A(w.) -~Zf(c.AJ ) ~ a

~ S\j~=- So -7-~;*= SifTS1: S,.9.= CA):~,

4-i0 W --.Wz

-I

1)' T\t~ tPY<OBAB1L re, M

J ~. R I j k- J'f C () ",;/\ L?

Page 7: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

l'-1f DOfi{ 7~

fOR Q TO 5~ A (£QV1VALENTjQ\5K-NEUT AL fROgA13\LITr t---1tf\S f

. V\f - N~cD.>~) Q (uJ, ') ";:>0,> G (<.D~") ~O ••Q(~)tQ(~yl

~) tEQ. ~ S* = 0 -< ~ .

"- ~( u,) . { + Q (UIJ~). (-I) = Cl

@ ~ Q(vJ,} ~ q( W"t ')

T~t TtfE-R VI (rJ{ Tf-( EQvA /'j

Q(UJ,) +-0 (wt) = 1 i41 llYl?J J

~ Q(01) =-q(w~) = ~ ";>0.

IT fOL OWs THhT I~r. (CQV(\{ACENT) ~t5K - (~UTRAl

MEASU f cX\S-p~ +{t1'{C C.{~11iE~ ~E NO A~~IIRJ\qtOfrDf\TU~((1(f-~ !

Page 8: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

n.::: ~w\ ....c..:> ~ ~ <...&.) ~ " •

. ,r::jCf _ If)Uo -

-* ..g/ W,) =- T, f1 S ~I) = { ,~ £Y;(Wt) =- ~ , D. ~ ~(w.t)- -I "'

~(w:z) =- ~ / A S~(Ct\)=-~ .O~ .. '.5\(-.N UT A . re rAp/LfrY'

. fA-SURf Q 1l -X,jT ( H. \" .SA1KfY. Q(w )"?C ""W~ •

.. GCw,) + q (<..u~) 4-QCW:3) =- et. & .

QCw.) - Q (~) - 2-9(~)·- ·

< 7ft r QCWj)= s. Q(W,) - t /0 ?Q(c.J2) = ~- 3QCut) ?

c:f 3# ~ ~ Q(uJ.) L: 1";) G fVfCXJ ~-1/I ~I(

QCul,3) =- s: qCW/) - t Rl K.·-J\(W~~!

Q G~.'\) -=- 2. - 3n (0)) YR08f\J1l f T'f\..N a.. '-t' *,,(1L 'C+ -..t~t\.)1 ~ -~~

Mf 3COS( - 71

t')( AMPLE J

, 2 - c,,",- <"""

Page 9: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

\:1f 06/ - -::;8

(10 RE PEAT:00 MAN'i f(lSK-NElJTRALf~OBA-131L(rY Mfr\~RE) t'f-(~T-\-(Et-\t r=-R.OM fr{Oro~JTfOI\f~. (~

IT rOLLO V\(J 11-fAf NOARS \ ,«AC(f OPfORT UN (if

K( T(

, {

-fXA N PLE 4. '3 - Co~ -t(~ u~cl.

S2::= 1(...),.> W1 ) w~\

N = 2; r=-~l:l s.: (4)

~(O) UJ, c..0 '2. W J

i 6 f r <!:t.. to A -.t.., -2..

.fO r<- Q TO BE (E~\)!Vt4[Jt{T) RUYH fU rp11L TH E fOLLO \N J.~rr Q {J A l II (f ) 2< i N t CV\J A [ \"\ n-j \(\!: LL-k /l ye TO +fOLD ~

Page 10: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

..,,-----~~~~~ -_._-_ ... ~-~----

. DOS{ -- -:{9

QCuJ,) + q(W'l) ':-Q(w~)= 0J< I-QCw,) - ,q(WL) -fGCv)3) 0k qCw, ) + GCWz.) -rq (Csu3) i

1)y 'DD/Ne; -( .Jf . (NO. . d 1(O.J WE. (I'\(J :

QCw,) = QCCV3)l1-{l . f1, Ut.- . qCwz) = 0 .-

t~ ( .r t \ ~ (A_\ .J.r (JfTf{f T}ff<,te f.e VA T(\J. (~ . ~

QCoJ,) =- ~) q (Wit) =- 0... Q(W.3) =- ~ ~T~ t l It- I t R f \C.(i\fc-... ASU~:: JIA T . 1__ TAN (t ~(J ( I (f, (

i(\SI -. (E 7 Ri . {( £t1-S3/U j I ..~' C.. f

.. ~ f ( . (,): T.f-iEft Nlusr CIJtAK8)TfA(f Offor< TUN ( )I,; ! "."(10 . fJl/~ AN ) 1xA D) Ct ~J A. [

Page 11: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

'tIlf ~ o5(ARE fT~A~E CPfC.RTUN 1r'(~

(Ho3{.>Ht-)= (0..2) -1)Ya ~ ~ 2, 5 - ( la ~ Cl

')-- C-) )

2.£' - ~ -e, 0 C-.,;) s=. c..a) 9

NOTE rf-fA T IEQ V,~ =- 0::= Vo ~ fDt-CAUJf QCWf..) - - o.

NOTt TKAT IT IS f'05SfBG( TOf{N D 'PKG5AB1L1 rt MEASURE Q(WITH

? 0, ((,),)+ Q/W2.) - Q,(uJ~)=- c~Q,( <.J.) +- q ,(wL) +GlwJ) ~ (j. q, (W) ">~ Vf..J-I e f2..

12-8:::4

Page 12: A~I D LET of. 'BE A · 'fv~f 305\-"12 A /\I D VlE) \J '~.'') N 1'. ~l1-_-·Hi It-Hi ~ol. 0 1+ H,..(o ~if= 0 \rt-h~o = IHil=-rfl'j+ Hi~Q" WrfERf Ut)HI') .J1~) I~ TtfF ~CALfD rRAD)N~

'MF--o I-Of--

A 3 Q2 ~ -q~E 52-; Q'2.(c.J)

~ Q.CG1) - Q(w;.) -Q~(W3)=0

Q/w,) 1- QlW2-) t- QC~) = L

BU,l NIS1,NA 1r N r _f([

_~Gl~r «f (1 N -r-O . t Tn- UA ~ R F .~ fA D w/ ,

THE eX A("lPLf) ~tfOW Ttf ~ If'rOS)(\S1 L l7IfS' \N IT +f KfSftCrTO 1{lStc -NEUTRAL f~OBA~)Lir:MEASLt ~fS:(1) 11ifRE EXISTS A UN (QueRl5l(- NECJtRA L r«0611-1S IL IT/

.1'4e·~SURfC!-- lHcRE ['t(lST INFfHlfEL'1MANY Rl5k-NfUT~L f~obA-l)Jun~1EAsuRfj ·