Bx(^)= ye (co) b

Một phần của tài liệu (LUẬN án TIẾN sĩ) tích phân đối với độ đo vecto ngẫu nhiên và toán tử ngẫu nhiên luận án PTS toán học1 01 04 (Trang 139 - 147)

II T^u/I^ ^r Kb,u)f dyiĂb) Cl-8)

Bx(^)= ye (co) b

^-^ n n l a dong l u f t v o i Ạ

Chỷng minh vl 1 nhỷng diijợc vao mpt khong g i a n L ( S , X Í M ) v ụ i

P P (B* 2 t / ^ ) l a mpt khong g i a n do nao do t a thõy t o n t f i mpt dõy (e )

t r o n g L (êÍ 7" ,./u) va mpt d a y (g ) t r o n g L ( b , 2 ÍÂ) cỷng v ụ i P "^ '' n p ' mpt õnh :xf I : \J^'\ — ^ ^ ợ^Í 2^ \f^ ) saợ> cho Ih = 21(I^Íg )'^ va rv=.( n n | ( I h | t ^ = [d(h)]^ = 2 ; i ( i h , g ) i ^ Ca-6) D|Lt T r I T^ : X ẻ2) Ý ~ > L ( S , Z Íyụ ) • Tẻr ( i - 2 ) va (a-6.), t a thu dý^c E e x p { i T ^ t t j = e x p J - l|Tụ|p'l = e x p ợ - Y^ |{T^tÍ6j,| ^ j (2-7>.- Nhý dõ chạ r a t r o n g chỷng minh djnh 1 y 2Ậ.4 co t o n t f i mpt õn% Xf t u y ờ n t ợ n h l i e n t y e G : X —ợ> oL(*^r^) Í^ dụ M l õ dp do ngõu n h i ờ n p-on djnh doi xỷng t r e n ( S , 5L * M ) s^° *^^*^ ^^^ °*P^ y ờ ^ ' T ( x < f > y ) ( t ) z: / ' G x ( t ) Í y ) vSi y ^ - h õ u h ờ t t . v ụ i moi g cụ djnh thupc L CSÍ X Íyu ) . t a x ờ t õzih xf t u y ờ n t ợ n h Vg

tiợ X vao Y i dýjic cho nhii sau

Vg(x) = (g(t)Gx(t)dyụ(t) ẻ2-81 Tich phan Bociiner (2-8) ton t ^ i yl |IQx(t).|l^ d ^ ( t ) < oọTẻi

(2-8) ta cụ

llVg(x)|l ^ llgll â rilGx(t)llPdyuL(t)j ^^P ợ Cll ei;|IGx:|l^ <C CIglIlIGlIflxll Dieu nay chõng to Tg ^LẻX^Y) - ^ ll Vg || .$ C II g ll II G ll -S^t b =

r V g ^ . T a c ụ (h^x^y) - (Vg^(x)Íy) =. ("(g (aGx(tKyMyH(t) -

- yT(x Ậ ) y ) ( t ) g ^ ( t ) dyu(t) = ( T ( X CS) y)„g ") . ợfiy t h i tợợ (2-7) (i|t u = X Ẽ y ta cụ ợfiy t h i tợợ (2-7) (i|t u = X Ẽ y ta cụ

C30 oo

E exp[i(AxÍy)j = exp \-'^\(r(x Ẽ y),Bj\ ""] = e x p ợ - ^ |(b^x,y)l ^ j

(2-9)

Ta chỷng minh khang djnh l).Eam dac trýng cua tong rieng Y^ Ẫ b x

4 4 7*1 Y\

ham lõ expợ- 2 2 K^ x,y):|* ( .Tẻi (2-9) ta suy ra khi m —Í oc ha

y 'yyy

dfc trýng cua tong riờng Y Ẫ ^ x hpi ty tụi hõm dfc trýng cua Ax-

Theo djnh ly Ito-Iợisio ta co chuoi \ Q h x hpi ty h.c.c. trong Ỵ n— /

Ta chỷng minh khõng djnh 2).Vểi (x ^'^d XÍ (y, )^C YÍ l õ dõy hýu tifn k ' k 1

ta cụ

Ậo

E expji Ị t ^ ( B x ^ . y ^ ) ] - E expji ê ê , ^ ^ V k ^ V ^ i ] "

— E expiiT u"l = E expJi Ị i t (Ax ,y )( •Vly A va B dong lu^t . L A J ^ f c s i k k k - - ^

THlf MịC

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ẻ9'

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!•

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Phy l y c riay g i ợ i thí^u ^.-^t so khai ni^!:n,djnri i y cua l y t h u y e t xac

s u õ t t r e n khong gian Banaeh dýp'c s Ị dyng t r o n g lugui an.CỊc chỷng minh cung nhý cae thong t i n l i e n quan,ngýcJi dpe co the tim dpe t r o n g [ I J

[5], [28] , [60}, I5l]

t Z^ ^

I . B i e n n^õu n h i ờ n ^ i õ t r j t r e n khon^ põan Banaeh

Giõ s i CXI , ?" ) l õ liipt khong g i a n do dýp'c ,P l õ mpt dp de xac s u õ t t r e n (-TI , . ? ) . Ta gpi bp ba ( ợ ^ , 5^ ,P) l õ mpt khong gian xõc s u õ t . C h o E l a mpt khong gian Banaeh t r a n g bJ S ' - d f i so <-'-> eac t f p

B o r e l . ạr.h xf f : S^ —> B dýp'c gpi l õ mpt b i f u ngau n h i ờ n B- g i õ t r J nờu f l õ do dý^z{ t a c l õ f'^B) ê ? vưi mpi B e ^ ) võ

f cụ mien g i õ t r J l õ mpt t f p kha l y . T f p hp'p cae b i e n ngõu n h i ờ n B - g i a t r J dýpc ky hipu l õ ! ' ( / ! ) , L ^ ( - n ) l a iipt iihong g i a n v e c t c tepe (khong l o i dJa phýdng) m e t r i e hõ dýp*c bụi khoang cach Proi-ýiorov : Day

( '^ , ^ 0 J , ờ

f cõc b i e n ngõu n h i ờ n E - g i a t r J hpi t y t d i f neu vdi mpi t > O t a eo

Một phần của tài liệu (LUẬN án TIẾN sĩ) tích phân đối với độ đo vecto ngẫu nhiên và toán tử ngẫu nhiên luận án PTS toán học1 01 04 (Trang 139 - 147)

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