Hidden Anomaly Detection in Telecommunication Networks

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Submitted on 30 May 2012

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Hidden Anomaly Detection in Telecommunication Networks

Aurore Junier, Anne Bouillard, Ronot Benoit

To cite this version:

Aurore Junier, Anne Bouillard, Ronot Benoit. Hidden Anomaly Detection in Telecommunication

Networks. [Research Report] RR-7979, INRIA. 2012. �hal-00702587�

0249-6399ISRNINRIA/RR--7979--FR+ENG

RESEARCH REPORT N° 7979

May 2012

Hidden Anomaly Detection in

Telecommunication Networks

Anne Bouillard , Aurore Junier , Benoit Ronot

RESEARCH CENTRE

RENNES – BRETAGNE ATLANTIQUE

❍✐❞❞❡♥ ❆♥♦♠❛❧② ❉❡t❡❝t✐♦♥ ✐♥

❚❡❧❡❝♦♠♠✉♥✐❝❛t✐♦♥ ◆❡t✇♦r❦s

❆♥♥❡ ❇♦✉✐❧❧❛r❞

✱ ❆✉r♦r❡ ❏✉♥✐❡r

✱ ❇❡♥♦✐t ❘♦♥♦t

Pr♦❥❡❝t✲❚❡❛♠s ❉✐str✐❜❝♦♠ ❛♥❞ ❚❘❊❈

❘❡s❡❛r❝❤ ❘❡♣♦rt ♥➦ ✼✾✼✾ ✖ ▼❛② ✷✵✶✷ ✖ ✷✷ ♣❛❣❡s

❆❜str❛❝t✿ ◆♦✇❛❞❛②s ♦♥❡ ♦❢ t❤❡ ❝❤❛❧❧❡♥❣❡s ♦❢ t❡❧❡❝♦♠♠✉♥✐❝❛t✐♦♥ s②st❡♠s ♠❛♥❛❣❡♠❡♥t ✐s t♦

❞❡t❡❝t ✐♥ r❡❛❧✲t✐♠❡ ✉♥❡①♣❡❝t❡❞ ♦r ❤✐❞❞❡♥ ♠❛❧❢✉♥❝t✐♦♥s ✐♥ ❡①tr❡♠❡❧② ❝♦♠♣❧❡① ❡♥✈✐r♦♥♠❡♥ts✳ ■♥ t❤✐s r❡♣♦rt✱ ✇❡ ♣r❡s❡♥t ❛♥ ♦♥✲❧✐♥❡ ❛❧❣♦r✐t❤♠ t❤❛t ♣❡r❢♦r♠s ❛ ✢♦✇ ♦❢ ♠❡ss❛❣❡s ❛♥❛❧②s✐s✳ ▼♦r❡ ♣r❡❝✐s❡❧②✱ ✐t

✐s ❛❜❧❡ t♦ ❤✐❣❤❧✐❣❤t ❤✐❞❞❡♥ ❛❜♥♦r♠❛❧ ❜❡❤❛✈✐♦rs t❤❛t ❡①✐st✐♥❣ ♥❡t✇♦r❦ ♠❛♥❛❣❡♠❡♥t ♠❡t❤♦❞s ✇♦✉❧❞

♥♦t ❞❡t❡❝t✳ ❖✉r ❛❧❣♦r✐t❤♠ ✉s❡s t❤❡ ♥♦t✐♦♥ ♦❢ ❝♦♥str❛✐♥t ❝✉r✈❡s✱ ✐♥tr♦❞✉❝❡❞ ✐♥ t❤❡ ◆❡t✇♦r❦ ❈❛❧❝✉❧✉s t❤❡♦r②✱ ❞❡✜♥✐♥❣ s✉❝❝❡ss✐✈❡ t✐♠❡ ✇✐♥❞♦✇s t❤❛t ❜♦✉♥❞ t❤❡ ✢♦✇✳

❑❡②✲✇♦r❞s✿ ◆❡t✇♦r❦ ♠❛♥❛❣❡♠❡♥t✱ ●❡♥❡r❛❧ ♠❛♥❛❣❡♠❡♥t✱ ❋❛✉❧t ♠❛♥❛❣❡♠❡♥t✱ ◆❡t✇♦r❦ ❈❛❧❝✉❧✉s t❤❡♦r②✱ ❋❛✉❧t ♣r❡❞✐❝t✐♦♥✱ ❤✐❞❞❡♥ ❛♥♦♠❛❧② ❞❡t❡❝t✐♦♥✱ ❆❜♥♦r♠❛❧ ❜❡❤❛✈✐♦r ❞❡t❡❝t✐♦♥✳

∗❊◆❙ ✴ ■◆❘■❆✱ ❛♥♥❡✳❜♦✉✐❧❧❛r❞❅❡♥s✳❢r

†■◆❘■❆ ✴ ■❘■❙❆✱ ❛✉r♦r❡✳❥✉♥✐❡r❅✐♥r✐❛✳❢r

‡❆❧❝❛t❡❧✲▲✉❝❡♥t ❇❡❧❧ ▲❛❜s✱❜❡♥♦✐t✳r♦♥♦t❅❛❧❝❛t❡❧✲❧✉❝❡♥t✳❝♦♠

❉ét❡❝t✐♦♥ ❞✬❛♥♦♠❛❧✐❡s ❝❛❝❤é❡s ❞❛♥s ❧❡s rés❡❛✉① ❞❡

té❧é❝♦♠♠✉♥✐❝❛t✐♦♥s

❘és✉♠é ✿ ❆✉❥♦✉r❞✬❤✉✐ ❧✬✉♥ ❞❡s ❝❤❛❧❧❡♥❣❡s ❞✉ ♠❛♥❛❣❡♠❡♥t ❞❡s rés❡❛✉① ❞❡ té❧é❝♦♠♠✉♥✐❝❛✲

t✐♦♥ ❡st ❞❡ ❞ét❡❝t❡r ❡♥ t❡♠♣s ré❡❧ ❧❡s ♠❛✉✈❛✐s ❢♦♥❝t✐♦♥♥❡♠❡♥ts✱ ✐♥❛tt❡♥❞✉s ♦✉ ❝❛❝❤és✱ ❞❛♥s ❞❡s

❡♥✈✐r♦♥♥❡♠❡♥ts ❡①trê♠❡♠❡♥t ❝♦♠♣❧❡①❡s✳ ❉❛♥s ❝❡ r❛♣♣♦rt✱ ♥♦✉s ♣rés❡♥t♦♥s ✉♥ ❛❧❣♦r✐t❤♠❡ ❡♥

❧✐❣♥❡ q✉✐ ♣r♦❝è❞❡ à ✉♥❡ ❛♥❛❧②s❡ ❞❡ ✢♦ts ❞❡ ♠❡ss❛❣❡s✳ P❧✉s ♣ré❝✐sé♠❡♥t✱ ✐❧ ❡st ❝❛♣❛❜❧❡ ❞❡ ❞ét❡❝t❡r

❞❡s ❝♦♠♣♦rt❡♠❡♥ts ❝❛❝❤és ❛♥♦r♠❛✉① q✉❡ ❧❡s ♠ét❤♦❞❡s ❡①✐st❛♥t❡s ❞❡ ♠❛♥❛❣❡♠❡♥t ❞❡ rés❡❛✉① ♥❡

❞ét❡❝t❡r❛✐❡♥t ♣❛s✳ ◆♦tr❡ ❛❧❣♦r✐t❤♠❡ ✉t✐❧✐s❡ ❧❛ ♥♦t✐♦♥ ❞❡ ❝♦✉r❜❡s ❞❡ ❝♦♥tr❛✐♥t❡s✱ ✐♥tr♦❞✉✐t❡s ♣❛r

❧❛ t❤é♦r✐❡ ❞✉ ◆❡t✇♦r❦ ❈❛❧❝✉❧✉s✱ ❞é✜♥✐ss❛♥t ❞❡s ❢❡♥êtr❡s t❡♠♣♦r❡❧❧❡s s✉❝❝❡ss✐✈❡s q✉✐ ❜♦r♥❡♥t ❧❡

✢♦t✳

▼♦ts✲❝❧és ✿ ▼❛♥❛❣❡♠❡♥t ❞❡ rés❡❛✉✱ ▼❛♥❛❣❡♠❡♥t ❣é♥ér❛❧✱ ▼❛♥❛❣❡♠❡♥t ❞❡ ❢❛✉t❡s✱ ❚❤é♦r✐❡ ❞✉

◆❡t✇♦r❦ ❈❛❧❝✉❧✉s✱ Pré❞✐❝t✐♦♥ ❞❡ ❢❛✉t❡s✱ ❉ét❡❝t✐♦♥ ❞✬❛♥♦♠❛❧✐❡ ❝❛❝❤é❡s✱ ❉ét❡❝t✐♦♥ ❞❡ ❝♦♠♣♦rt❡✲

♠❡♥t ❛♥♦r♠❛✉①✳

❍✐❞❞❡♥ ❆♥♦♠❛❧② ❉❡t❡❝t✐♦♥ ✐♥ ❚❡❧❡❝♦♠♠✉♥✐❝❛t✐♦♥ ◆❡t✇♦r❦s ✸

✶ ■♥tr♦❞✉❝t✐♦♥

❚❤❡ ❛❧❧ ■P ❝♦♥✈❡r❣❡♥❝❡ ✐♥ t❡❧❡❝♦♠♠✉♥✐❝❛t✐♦♥ ♥❡t✇♦r❦s ❛♥❞ t❤❡ ❢❛❝t t❤❛t ♦♣❡r❛t♦rs ❛❧✇❛②s ❛❞❞

♥❡✇ ❢✉♥❝t✐♦♥❛❧✐t② ❛♥❞ ♥❡✇ s❡r✈✐❝❡s t♦ t❤❡✐r ♥❡t✇♦r❦ ❜r✐♥❣ ❛ ✈❡rt✐❝❛❧ ❛♥❞ ❤♦r✐③♦♥t❛❧ ♠✉❧t✐❧❛②❡r

♠❛tr✐① ♦❢ ❞❛t❛ ❡①❝❤❛♥❣❡ ✇✐t❤ ❛♥ ❡①tr❡♠❡ ❝♦♠♣❧❡①✐t② ♦❢ s②♥❝❤r♦♥✐③❛t✐♦♥ ❛♥❞ ❝♦rr❡❧❛t✐♦♥✳ ❚❤❡

❡♠❡r❣✐♥❣ ♦❢ ♥❡✇ t❡❝❤♥♦❧♦❣✐❡s t❤❛t ❡❛s❡ t❤❡ ♥❡t✇♦r❦ ♠❛♥❛❣❡♠❡♥t ❛♥❞ ✐♠♣r♦✈❡ ✐ts ❡✣❝✐❡♥❝②✱ s✉❝❤

❛s ❛✉t♦♥♦♠♦✉s ♥❡t✇♦r❦✐♥❣ ❬✶✷❪✱ ❛♥❞ ♣r♦❛❝t✐✈❡ ❝❛r❡ ❝♦♥❝❡♣t ❬✶✺❪✱ ✇✐❧❧ ♥♦t st♦♣ t❤✐s ❡✈♦❧✉t✐♦♥✳

❚❤❡ s♦❢t✇❛r❡ ✐♠♣❧✐❝❛t✐♦♥s ✐♥ t❤✐s ♠❛tt❡r ♦❢ ❢❛❝t ❛r❡ t❤❡ ♠❛✐♥ ❢❛❝t♦r ♦❢ ✐ss✉❡s ❛♥❞ ♠❛❧❢✉♥❝✲

t✐♦♥s t❤❛t ❛✛❡❝t t❤❡ ♥❡t✇♦r❦ ♣❡r❢♦r♠❛♥❝❡✳ ❊rr♦rs ✐♥ ♥♦❞❡s ♦r s❡r✈✐❝❡s ❝♦♥✜❣✉r❛t✐♦♥ ❛r❡ t❤❡ ♠♦st

❢r❡q✉❡♥t ❝❛✉s❡s ♦❢ ♠❛❧❢✉♥❝t✐♦♥✱ ❜✉t ❡rr♦rs ✐♥ t❤❡ ❝♦❞❡ ♦❢ ♣r♦❝❡ss❡s ❛❧s♦ ❝r❡❛t❡ ❤✐❞❞❡♥ ❛♥❞ ✉♥✲

♣r❡❞✐❝t❛❜❧❡ ✐ss✉❡s t❤❛t ✇❡ ❤❛✈❡ t♦ t❛❦❡ ✐♥t♦ ❛❝❝♦✉♥t ✇✐t❤ t❤❡s❡ ♥❡✇ t❡❝❤♥♦❧♦❣✐❡s✳ ■t ✐s ❛❞♠✐tt❡❞

t❤❛t t❤❡ ✐♥❞✉str② ❛✈❡r❛❣❡ ❡rr♦r r❛t❡ ✐s ❛❜♦✉t ✶✺✲✺✵ ❡rr♦rs ♣❡r t❤♦✉s❛♥❞ ❧✐♥❡s ♦❢ ❝♦❞❡ ✭❑▲❖❈✮

♦❢ ❞❡❧✐✈❡r❡❞ ❝♦❞❡ ❬✶✵❪❀ t❤❡ ◆❆❙❆ ❤❛s ❛ ❞❡❢❡❝t ❞❡♥s✐t② ♦❢ ✵✳✵✵✹ ❜✉❣s✴❑▲❖❈ ❜✉t t❤✐s ❤❛s ❛ ❝♦st

♦❢ ✩✽✺✵✳✵✴▲❖❈ ❬✶✻❪❀ t❡❧❡❝♦♠♠✉♥✐❝❛t✐♦♥ ♥❡t✇♦r❦s ❛r❡ t❤❡♥ s✉❜❥❡❝t t♦ ❤✐❞❞❡♥ ❜✉❣s ✐♥ t❤❡✐r ❝♦♠✲

♣♦♥❡♥ts t❤❛t ❧❡❛❞ ✐♥t♦ ✉♥♣r❡❞✐❝t❛❜❧❡ ♥❡t✇♦r❦ ❜❡❤❛✈✐♦r ❬✶❪✳ ❊rr♦rs ❧✐❦❡ ♠❡♠♦r② ✉♥r❡❧❡❛s❡❞ ❜② ❛

♣r♦❝❡ss ♥❡❡❞ ❛ ♥♦❞❡ r❡st❛rt ✸ ♦r ✹ t✐♠❡s ♣❡r ②❡❛r t♦ ✜① t❤❡ r❡s✉❧t✐♥❣ ✐ss✉❡✱ ✇✐❧❧ ♥♦t ❜❡ ✐♥✈❡st✐❣❛t❡❞

❜② t❤❡ ♠❛♥❛❣❡♠❡♥t t❡❛♠✳

❖✉r ❛ss✉♠♣t✐♦♥s ❛r❡ t❤❛t ❤✐❞❞❡♥ ❛♥♦♠❛❧✐❡s✱ ♣r♦✈✐❞❡❞ ❜② ♠✐ss❡❞ ❡rr♦rs ✐♥ ♥❡t✇♦r❦ ♣r♦❝❡ss

❞❡s✐❣♥ ❛♥❞ ❝♦❞✐♥❣✱ ❝❛♥♥♦t ❜❡ ❞❡t❡❝t❡❞ ❜② ❛❝t✉❛❧ ♠❛♥❛❣❡♠❡♥t t❡❛♠s ❛♥❞ s②st❡♠s✳ ■t ❝❧❡❛r❧②

❛♣♣❡❛rs t❤❛t ♥❡✇ ❝♦♥❝❡♣ts ❛♥❞ t❤❡✐r ❛ss♦❝✐❛t❡❞ ❛❧❣♦r✐t❤♠s ❛r❡ ❡ss❡♥t✐❛❧ t♦ ♠❛♥❛❣❡ t❤✐s ❡✈♦❧✉t✐♦♥✳

❙✉❝❤ ❛❧❣♦r✐t❤♠s ✇✐❧❧ ❤❛✈❡ t♦ ❢❛❝❡ str♦♥❣ ♦♣❡r❛t✐♦♥❛❧ ❝♦♥str❛✐♥ts✿ r❡❛❧✲t✐♠❡ ❝♦♠♣✉t❛t✐♦♥✱ ♠✉❧t✐♣❧❡

❝♦♥t❡①t ❛❞❛♣t❛t✐♦♥✱ tr❡♥❞ s❡tt✐♥❣ ❢♦r ♣r♦❛❝t✐✈❡ ♦r ♣r❡❞✐❝t✐✈❡ t❡❝❤♥♦❧♦❣✐❡s✳ ❚❤❡② ❛❧s♦ ❤❛✈❡ t♦

❞❡❧✐✈❡r t❤❡✐r r❡s✉❧ts t♦ ❜♦t❤ ❤✉♠❛♥ ❛♥❞ ♠❛❝❤✐♥❡ ✐♥t❡r❢❛❝❡s✳

■♥ t❤✐s ❛rt✐❝❧❡✱ ✇❡ ♣r❡s❡♥t ❛♥ ❛❧❣♦r✐t❤♠ t❤❛t ✇✐❧❧ ✜t s✉❝❤ ❝♦♥str❛✐♥ts ❛♥❞ t❤❛t ❝❛♥ ❞❡❧✐✈❡r

❛ st❛❜✐❧✐t② ✐♥❞✐❝❛t♦r ♦❢ t❤❡ ❡①❝❤❛♥❣❡s ❜❡t✇❡❡♥ t❤❡ ♥♦❞❡s ♦r t❤❡ ♣r♦❝❡ss❡s ♦❢ t❤❡ ♥❡t✇♦r❦✳ ❖✉r

❛❧❣♦r✐t❤♠ ✐s ❞❡❞✐❝❛t❡❞ t♦ ♠♦♥✐t♦r ❞❛t❛ ❡①❝❤❛♥❣❡s ✢♦✇s ❜❡t✇❡❡♥ ♣r♦❝❡ss❡s t♦ ❞❡t❡❝t ❛♥♦♠❛❧✐❡s t❤❛t ❝❛♥♥♦t ❜❡ ❡①♣❧❛✐♥❡❞ ❜② t❤❡ ♥♦r♠❛❧ ❜❡❤❛✈✐♦r ♦❢ t❤❡ ♥❡t✇♦r❦✳ ❊❛❝❤ ✢♦✇ ♦❢ ❞❛t❛ ❜❛s❡❞ ♦♥

♠❡ss❛❣❡s ❡①❝❤❛♥❣❡s ✐♥ ♠♦❞❡r♥ ♥❡t✇♦r❦s ✐s ❝♦♥str❛✐♥❡❞ ❜② t❤❡ ❞❡s✐❣♥ ♦❢ t❤❡✐r ♦r✐❣✐♥❛❧ ♣r♦❝❡ss✳ ❆♥

✐ss✉❡ ✇✐❧❧ t❤❡♥ ❜❡ ❞❡t❡❝t❡❞ ✐❢ t❤❡ ✢♦✇ ❞♦❡s ♥♦t r❡s♣❡❝t t❤✐s ❞❡s✐❣♥✳ ❍♦✇❡✈❡r✱ ♣r♦❝❡ss ❝♦♥✜❣✉r❛t✐♦♥

❝❤❛♥❣❡s ♦r ♦❝❝✉rr✐♥❣ ✐ss✉❡s ✇✐❧❧ ✐♥✢✉❡♥❝❡ t❤❡s❡ ❡①❝❤❛♥❣❡s ❛♥❞ ♠✉st ❜❡ t❛❦❡♥ ✐♥t♦ ❛❝❝♦✉♥t ✐♥ s✉❝❤

❞❡t❡❝t✐♦♥✳

❖✉r ❛❧❣♦r✐t❤♠ ✉s❡s t❤❡ ◆❡t✇♦r❦ ❈❛❧❝✉❧✉s t❤❡♦r② ❬✷✱ ✼❪ t♦ ❞❡✜♥❡ ❝♦♥str❛✐♥t ❧✐♥❡❛r ❝✉r✈❡s ♦♥

❛♥ ❛rr✐✈❛❧ ✢♦✇✳ ■♥ t❤❡ ❝❧❛ss✐❝❛❧ ◆❡t✇♦r❦ ❈❛❧❝✉❧✉s✱ ❛ ✢♦✇ s❛t✐s✜❡s s♦♠❡ ♠✐♥✐♠❛❧ ❛♥❞ ♠❛①✐♠❛❧

❝♦♥str❛✐♥ts t❤❛t ❢r❛♠❡ t❤❡ ✢♦✇ ❛t ❛❧❧ t✐♠❡ ❛♥❞ ❛r❡ ✉s✉❛❧❧② ❣✐✈❡♥ ❛s ❛♥ ❛ss✉♠♣t✐♦♥ ♦❢ t❤❡ ✢♦✇✳

❍❡r❡ ✇❡ ❝❛rr② ♦✉t t❤❡ ♦t❤❡r ✇❛② r♦✉♥❞ ❛♥❞ tr② t♦ ✜♥❞ s✐♠♣❧❡ ❝✉r✈❡s t❤❛t ❜♦✉♥❞ ❛ ✢♦✇✳ ❆s t❤❡

✢♦✇ ✐s ❛♥❛❧②③❡❞ ♦♥ t❤❡ ✢② ❛♥❞ t❤❡♥ ♥♦t ❦♥♦✇♥ ✐♥ ❛❞✈❛♥❝❡✱ ✇❡ ❛❧❧♦✇ t❤❡ ❝♦♥str❛✐♥ts t♦ ❝❤❛♥❣❡

t♦ ✜t ✐ts ✈❛r✐❛t✐♦♥s✳ ▼♦r❡ ♣r❡❝✐s❡❧②✱ t❤❡ ♠❛✐♥ ❝♦♥tr✐❜✉t✐♦♥ ❝♦♥s✐sts ✐♥ ♠♦❞❡❧✐♥❣ ❛♥❞ ♣r❡❞✐❝t✐♥❣

❛ t✐♠❡✲✇✐♥❞♦✇ ❢♦r t❤❡ ♥❡①t ♠❡ss❛❣❡ ♦❢ ❛ ✢♦✇✳ ■❢ ✐t ❞♦❡s ♥♦t ❜❡❧♦♥❣ t♦ t❤❛t t✐♠❡✲✇✐♥❞♦✇ ♥❡✇

❝♦♥str❛✐♥ts ❛r❡ ❞❡✜♥❡❞✳ ■ss✉❡s ❛r❡ t❤❡♥ ❞❡t❡❝t❡❞ ✇❤❡♥ t❤❡ s❧♦♣❡ ❛♥❞ ✐ts tr❡♥❞ ♣r❡s❡♥t t♦♦

♠❛♥② ✈❛r✐❛t✐♦♥s ❢r♦♠ t❤❡ t❤❡♦r❡t✐❝❛❧ ♠♦❞❡❧✳ ❖♥❝❡ ❞❡s✐❣♥❡❞✱ ✇❡ ❝♦♥❢r♦♥t ♦✉r ❛❧❣♦r✐t❤♠ t♦ t❤❡

♠♦♥✐t♦r✐♥❣ ♦❢ ❖❙P❋ ✢♦✇s ❝❛♣t✉r❡❞ ❢r♦♠ ❛ ✈✐rt✉❛❧✐③❡❞ ✶✼ ♥♦❞❡s ♥❡t✇♦r❦ t❡st❜❡❞✳ ❲❡ r✉♥ s❡✈❡r❛❧

✐ss✉❡s s❝❡♥❛r✐♦ t♦ ❜❡ ❞❡t❡❝t❡❞ ❢r♦♠ ❜❛s✐❝s t♦ ♠❛❧✐❝✐♦✉s ❝❛s❡s✳

❚❤❡ r❡st ♦❢ t❤❡ ♣❛♣❡r ✐s ♦r❣❛♥✐③❡❞ ❛s ❢♦❧❧♦✇s✳ ■♥ ❙❡❝t✐♦♥ ✷✱ ✇❡ ♣r❡s❡♥t ❡①✐st✐♥❣ ♠❡t❤♦❞s ❢♦r

❛♥♦♠❛❧② ❞❡t❡❝t✐♦♥✳ ❙❡❝t✐♦♥ ✸ ❞❡✜♥❡s t❤❡ t❡❝❤♥✐❝❛❧ ❢r❛♠❡✇♦r❦✱ ❜❛s❡❞ ♦♥ ❝♦♥str❛✐♥t ❝✉r✈❡s✱ ♦❢ ♦✉r

❛❧❣♦r✐t❤♠ t❤❛t ✐s ❞❡s❝r✐❜❡❞ ✐♥ ❙❡❝t✐♦♥ ✹✳ ❋✐♥❛❧❧②✱ ✇❡ ❣✐✈❡ s♦♠❡ ❡①♣❡r✐♠❡♥t❛❧ r❡s✉❧ts ❜❛s❡❞ ♦♥ ❛♥

♦♣❡r❛t✐♦♥❛❧ t❡st❜❡❞ ✐♥ ❙❡❝t✐♦♥ ✺✱ ❜❡❢♦r❡ ❝♦♥❝❧✉❞✐♥❣ ✐♥ ❙❡❝t✐♦♥ ✻✳

✹ ❇♦✉✐❧❧❛r❞ ✫ ❏✉♥✐❡r ✫ ❘♦♥♦t

✷ ❙t❛t❡ ♦❢ t❤❡ ❛rt

▼❛♥② ❛♣♣r♦❛❝❤❡s ❤❛✈❡ ❜❡❡♥ ❞❡✈❡❧♦♣❡❞ t♦ ❛❞❞r❡ss t❤❡ ♣r♦❜❧❡♠ ♦❢ ❝♦♥❣❡st✐♦♥ ♦r ❢❛✐❧✉r❡ ❞❡t❡❝t✐♦♥✳

❍❡r❡ ✇❡ ♣r❡s❡♥t ❛♥ ♦✈❡r✈✐❡✇ ♦❢ s♦♠❡ ❡①✐st✐♥❣ ❞❡t❡❝t✐♦♥ t❡❝❤♥✐q✉❡s✳

▼❡t❤♦❞s ❜❛s❡❞ ♦♥ ❞❛t❛ ❛♥❛❧②s✐s ❆♠♦♥❣ t❤♦s❡ ♠❡t❤♦❞s✱ s♦♠❡ ❛r❡ ❜❛s❡❞ ♦♥ ❛ s❡t ♦❢ ❞❛t❛

❢r♦♠ ✇❤✐❝❤ t❤❡ ❞❡t❡❝t✐♦♥ ♦❢ ❛❜♥♦r♠❛❧ ❜❡❤❛✈✐♦r ✐s ❝♦♠♣✉t❡❞✳ ❚❤❡ ❞✐str✐❜✉t❡❞ ✐♥❞❡① ♠❛♥❛❣❡♠❡♥t

♠❡t❤♦❞ ✭▼■◆❉✮✱ ✐♥ ❬✽❪✱ ✐s ❛ str✉❝t✉r❡ ♠❛❞❡ ♦❢ t✇♦ ❧♦❣✐❝❛❧ ❝♦♠♣♦♥❡♥ts✿ ❛ s❡t ♦❢ tr❛✣❝ ♠♦♥✐t♦rs

❞✐str✐❜✉t❡❞ ❛♥❞ ❛ q✉❡r② s②st❡♠ t❤❛t ❛❧❧♦✇s t♦ s❡♣❛r❛t❡ ❞❛t❛ ❛❝❝♦r❞✐♥❣ t♦ t❤❡✐r ❛♥♦♠❛❧② ❝❧❛ss✳

Pr✐♥❝✐♣❛❧ ❈♦♠♣♦♥❡♥t ❆♥❛❧②s✐s ✭P❈❆✮✱ ❬✻✱ ✶✹❪ ✐s ❛ ♠❛t❤❡♠❛t✐❝❛❧ ♣r♦❝❡ss t❤❛t ❝♦♥✈❡rts ❛ s❡t ♦❢

❝♦rr❡❧❛t❡❞ ♦❜s❡r✈❛t✐♦♥s ✐♥ ❛ s❡t ♦❢ ✉♥❝♦rr❡❧❛t❡❞ ✈❛❧✉❡s ♥❛♠❡❞ ♣r✐♥❝✐♣❛❧ ❝♦♠♣♦♥❡♥ts ✭P❈✮✳ ❚❤❡ s❡t

♦❢ P❈ ❢♦r♠s t❤❡ ♥♦r♠❛❧ s✉❜s♣❛❝❡✱ ✇❤✐❝❤ ✐s s♠❛❧❧❡r t❤❛♥ t❤❡ ✐♥✐t✐❛❧ ♦♥❡✳ P❈❆ ❛✐♠s ❛t ❞❡t❡❝t✐♥❣

♥❡t✇♦r❦ ✢♦✇s ❛♥♦♠❛❧✐❡s ❜❛s❡❞ ♦♥ t❤❛t ♥♦r♠❛❧ s✉❜s♣❛❝❡✳ ❚❤✐s ♠❡t❤♦❞ ✐s ♣r❡s❡♥t❡❞✱ ✐♥ ❬✻❪✱ ❛s

❛♥ ❡✣❝✐❡♥t ✇❛② t♦ s♦❧✈❡ t❤✐s ❦✐♥❞ ♦❢ ♣r♦❜❧❡♠✱ ❜✉t ❬✶✹❪ s❤♦✇s ❧✐♠✐t❛t✐♦♥s ♦❢ P❈❆ ❛♣♣❧✐❝❛t✐♦♥

✐♥ ❛♥♦♠❛❧✐❡s ❞❡t❡❝t✐♦♥✿ ✜rst ✐t ❝❛♥ ❞❡t❡❝t ❛ ❢❛✉❧t t❤❛t ✐s ♥♦t ♦♥❡✱ t❤❡♥ ❧❛r❣❡ ❛♥♦♠❛❧✐❡s ❝❛♥

❝♦♥t❛♠✐♥❛t❡ t❤❡ ♥♦r♠❛❧ s✉❜s♣❛❝❡✱ ❛♥❞ ✜♥❛❧❧② ♠♦st ♦❢ t❤❡ t✐♠❡ ✐t ✐s ❞✐✣❝✉❧t t♦ ✜♥❞ t❤❡ ✐♥✐t✐❛❧

♣♦✐♥t ♦❢ ❢❛✐❧✉r❡✳

▼❡t❤♦❞ ❜❛s❡❞ ♦♥ ❛❧❛r♠ ❛♥❞ ❢❛✉❧t ❝♦rr❡❧❛t✐♦♥ ■♥ ❬✸❪✱ ❛ ♠❡t❤♦❞ ❜❛s❡❞ ♦♥ t❤❡ ❞❡✜♥✐t✐♦♥ ♦❢

❛♥ ❛❧❛r♠✲❢❛✉❧t ❝❛✉s❛❧ ❣r❛♣❤ ✐s ♣r❡s❡♥t❡❞✳ ❋♦r ❡❛❝❤ ❛❧❛r♠ a

✱ ❛ ♣r♦❜❛❜✐❧✐t② p

✐s ❛ss✐❣♥❡❞ ✇✐t❤

r❡s♣❡❝t t♦ ❡❛❝❤ ❢❛✉❧t F

✱ ✇❤✐❝❤ ❞✐✈✐❞❡s ❛❧❛r♠s ✐♥ t✇♦ ❝❧❛ss❡s✿ s✐❣♥✐✜❝❛♥t ❛❧❛r♠s ❛♥❞ ❝❛♥❞✐❞❛t❡

❛❧❛r♠s✳ ❚❤❡♥ ✐❢ ❢❛✉❧t F

❤❛♣♣❡♥s✱ t❤❡ s❡t ♦❢ s✐❣♥✐✜❝❛♥t ❛❧❛r♠s ✐s ❢♦✉♥❞ ✐♥ t❤❡ ❡♠✐tt❡❞ ❛❧❛r♠s s❡t✱ ❛♥❞ t❤❡ ❝❛♥❞✐❞❛t❡ ❛❧❛r♠s ❝♦✉❧❞ ❜❡ ❢♦✉♥❞ ✐♥ t❤❡ ❡♠✐tt❡❞ ❛❧❛r♠s s❡t✳ ❚❤❡ ♣r♦❜❧❡♠ ✐s t❤❛t t❤✐s ♠❡t❤♦❞ ✐s ♥♦t ✉tt❡r❧② ❛✉t♦♠❛t❡❞ ❛♥❞ ❛❧❛r♠ ♠❛♥❛❣❡♠❡♥t ✐s ❝♦♠♣❧❡①✱ s♦ ❛♥ ❡①♣❡rt ❤❛s t♦ ❜❡

✐♥✈♦❧✈❡❞ t♦ ♠❛♥❛❣❡ ♥❡t✇♦r❦s t❤✐s ✇❛②✳

❙♣❡❝✐✜❝ ♠❡t❤♦❞ ❢♦r ❛ ♣❛rt✐❝✉❧❛r ♣r♦t♦❝♦❧ ▼❛♥② ❛rt✐❝❧❡s ❤❛✈❡ ❜❡❡♥ ✇r✐tt❡♥ ♦♥ s②♥❝❤r♦✲

♥✐③❛t✐♦♥ ♦❢ ❛ ♣❛rt✐❝✉❧❛r ♣r♦t♦❝♦❧✳ ❋♦r ✐♥st❛♥❝❡✱ ✐♥ ❬✺❪✱ t❤❡ ❛✉t❤♦rs ❢♦❝✉s❡❞ ♦♥ t❤❡ ❚❈P ♣r♦t♦❝♦❧ t♦

❡✈❛❧✉❛t❡ ✐ts ♣❡r❢♦r♠❛♥❝❡✳ ❚❤✐s ✇♦r❦ ❜✉✐❧❞s ❛ ❧✐♥❦ ✉t✐❧✐③❛t✐♦♥ r❛t❡ ❜♦✉♥❞ t♦ ❛✈♦✐❞ s②♥❝❤r♦♥✐③❛t✐♦♥✳

▼❡t❤♦❞s ❜❛s❡❞ ♦♥ st❛t✐st✐❝❛❧ ❛♥❛❧②s✐s ❚❤❡s❡ s❡t ♦❢ ♠❡t❤♦❞s ❛r❡ ♠❛✐♥❧② ❜❛s❡❞ ♦♥ st❛t✐st✐❝s✳

●❡♥❡r❛❧✐③❡❞ ❧✐❦❡❧✐❤♦♦❞ ❘❛t✐♦ ❆♣♣r♦❛❝❤ ✐♥ ❬✶✼✱ ✶✽❪✮ ✐s ❛ ♠❡t❤♦❞ ❞❡✈❡❧♦♣❡❞ ❢♦r ❞✐s❝r❡t❡✲t✐♠❡ ❧✐♥❡❛r st♦❝❤❛st✐❝ s②st❡♠s t❤❛t ❛r❡ s✉❜❥❡❝t❡❞ t♦ ❛❜r✉♣t ❥✉♠♣s✳ ❚❤❡ ♦❜❥❡❝t✐✈❡ ✐s t♦ ❝♦♥str✉❝t ❛♥ ❛❞❛♣t✐✈❡

✜❧t❡r✐♥❣ t❤❛t ❞❡t❡r♠✐♥❡s ❝❤❛♥❣❡s ✐♥ t❤❡ ♥❡t✇♦r❦✳ ❚♦ ❞♦ t❤❛t✱ ✐t ❝♦♥t❛✐♥s ❛ ❑❛❧♠❛♥♥✲❇✉❝② ✜❧t❡r t♦ ♠♦❞❡❧ t❤❡ ❞②♥❛♠✐❝ s②st❡♠ st✉❞✐❡❞ ❛♥❞ t❤❡♥ ✐♥st❛♥t✐❛t❡ ❛ s❡❝♦♥❞❛r② s②st❡♠ t❤❛t ❡✈❛❧✉❛t❡s t❤❡

♠❡❛s✉r❡♠❡♥ts ♠❛❞❡ ❜② t❤❡ ✜❧t❡r✳ ◆❡ts❝♦♣❡ ❛❧s♦ ✉s❡s st❛t✐st✐❝s t♦ ❝❤❛r❛❝t❡r✐③❡ ♥❡t✇♦r❦ ❧✐♥❦s ❢r♦♠

❡♥❞✲t♦✲❡♥❞ ♣❛t❤ ♠❡❛s✉r❡♠❡♥t ✭❬✹❪✮✳ ■t ✉s❡s ❛ ❝♦♠❜✐♥❛t✐♦♥ ♦❢ ✜rst ❛♥❞ s❡❝♦♥❞✲♦r❞❡r ♠♦♠❡♥ts

♣❧✉s ❛♥ ❡♥❞✲t♦✲❡♥❞ ♠❡❛s✉r❡♠❡♥t ✭❝❧❛ss✐❝❛❧❧② s❡❡♥ ❛s ❛ s②st❡♠ ♦❢ ❧✐♥❡❛r ❡q✉❛t✐♦♥✮✳ ■t ❝♦❧❧❡❝ts

✐♥❢♦r♠❛t✐♦♥ ❛❜♦✉t t❤❡ ♥❡t✇♦r❦ ✇✐t❤ t❤❡s❡ ❝♦♠♣✉t❛t✐♦♥s ❛♥❞ t❤❡♥ ✉s❡s t❤❡♠ t♦ ❝❤❛r❛❝t❡r✐③❡ t❤❡

♠✐♥✐♠✉♠ s❡t ♦❢ ❧✐♥❦s ✇❤✐❝❤ ❧♦ss r❛t❡s ❝❛♥♥♦t ❜❡ ❛❝❝✉r❛t❡❧② ❝♦♠♣✉t❡❞✳

❚♦❞❛②✱ ❧♦t ♦❢ ♠❡t❤♦❞s ❡①✐st t♦ ❞❡t❡❝t ❛♥♦♠❛❧✐❡s ✐♥ ♥❡t✇♦r❦s✳ ❚❤❡ ♠❛✐♥ ❞✐✣❝✉❧t② r❡s✐❞❡s ✐♥

t❤❡ ❝❛♣❛❝✐t② ♦❢ tr❡❛t✐♥❣ ❛ ❧❛r❣❡ s❡t ♦❢ ❞❛t❛ t♦ ❞r❛❣ ❜❛❞ ✢♦✇s ❜❡❤❛✈✐♦rs ❧✐❦❡ ❝♦♥❣❡st✐♦♥ ♦r ❢❛✐❧✉r❡✱

❛♥❞ t♦ r❡❛❝t q✉✐❝❦❧②✳ ❖❜✈✐♦✉s❧②✱ st✉❞②✐♥❣ t❤❡ ❝♦♠♣❧❡t❡ s❡t ♦❢ ✐♥❢♦r♠❛t✐♦♥ ✐s ♥♦t ❛♥ ♦♣t✐♦♥✳ ❚❤✉s s♦♠❡ ♠❡t❤♦❞s ❞❡✈❡❧♦♣❡❞ ✉s❡ ♣♦✇❡r❢✉❧ ♠❛t❤❡♠❛t✐❝❛❧ t♦♦❧s ❜✉t r❡♠❛✐♥ t♦♦ ❝♦♠♣❧❡① ❢♦r ♥♦✇✳ ❖t❤❡r

♠❡t❤♦❞s st✉❞② ❛ ♣❛rt✐❝✉❧❛r ♣r♦t♦❝♦❧✱ ♦r ✉s❡ st❛t✐st✐❝s✳ ❍❡r❡✱ ✇❡ ✐♥tr♦❞✉❝❡ ❛ r❡❛❝t✐✈❡ ♠❡t❤♦❞ t♦

❞❡t❡❝t ❛♥♦♠❛❧✐❡s ✐♥ ♥❡t✇♦r❦ ❢♦r ❛❧❧ ❦✐♥❞s ♦❢ ♣r♦t♦❝♦❧s ✇✐t❤♦✉t ✉s✐♥❣ st❛t✐st✐❝s✳

❍✐❞❞❡♥ ❆♥♦♠❛❧② ❉❡t❡❝t✐♦♥ ✐♥ ❚❡❧❡❝♦♠♠✉♥✐❝❛t✐♦♥ ◆❡t✇♦r❦s ✺

✸ ❋❧♦✇s ❛♥❞ ❝♦♥str❛✐♥ts

■♥ t❤✐s s❡❝t✐♦♥✱ ✇❡ ✜rst ♣r❡s❡♥t ❞❛t❛ ✢♦✇s✳ ❚❤❡♥✱ ✇❡ ✐♥tr♦❞✉❝❡ t❤❡ ❛rr✐✈❛❧ ❝✉r✈❡ ❢✉♥❝t✐♦♥s✱ t❤❛t

❢r❛♠❡ t❤❡ ✐♥❝♦♠✐♥❣ tr❛✣❝ ❛t ❛ r♦✉t❡r✳ ❚❤❡ ♦❜❥❡❝t✐✈❡ ✐s t♦ st✉❞② t❤❡ ❝❤❛r❛❝t❡r✐st✐❝s ♦❢ ✢♦✇s

❛rr✐✈✐♥❣ ❛t ❛ r♦✉t❡r✳

■♥ t♦❞❛②✬s ♣r♦t♦❝♦❧s✱ ❡❛❝❤ r♦✉t❡r tr❛♥s♠✐ts ✐♥❢♦r♠❛t✐♦♥ ✭t♦♣♦❧♦❣②✱ r♦✉t❡rs✬ ❤❡❛❧t❤✱ ❡t❝✳✮ t♦

✐ts ♥❡✐❣❤❜♦rs ✐♥ ♦r❞❡r t♦ ❦❡❡♣ t❤❡♠ ❛✇❛r❡ ♦❢ ♥❡t✇♦r❦ ❝❤❛♥❣❡s✿ ✇❡ ❞❡✜♥❡ ❞❛t❛ ✢♦✇s ❛s s❡q✉❡♥❝❡s

♦❢ ♠❡ss❛❣❡s✳ ▼♦r❡ ❢♦r♠❛❧❧②✱ ❛ ✢♦✇ ✐s ❛ ♥♦♥✲❞❡❝r❡❛s✐♥❣ s❡q✉❡♥❝❡ (x

)

✱ ✇❤❡r❡ N = {0, 1, . . .}✱

x

= 0 ❜② ❝♦♥✈❡♥t✐♦♥ ❛♥❞ ✇❤❡r❡ x

✐s t❤❡ ❛rr✐✈❛❧ ❞❛t❡ ♦❢ t❤❡ n✲t❤ ♠❡ss❛❣❡ ♦❢ t❤❡ ✢♦✇✳ ❲❡

❛ss✉♠❡ t❤❛t lim

x

= ∞✳

●r❛♣❤✐❝❛❧❧②✱ t❤✐s ✢♦✇ ❝❛♥ ❜❡ r❡♣r❡s❡♥t❡❞ ❜② t❤❡ ❣r❛♣❤ (P

)

∈ ( R

× N )

✇❤❡r❡ ∀n ∈ N ✱ P

= (x

, n)✳ ❚❤✐s ❣r❛♣❤ r❡♣r❡s❡♥ts t❤❡ ❝✉♠✉❧❛t✐✈❡ ♥✉♠❜❡r ♦❢ ✐♥❝♦♠✐♥❣ ♠❡ss❛❣❡s✳ ❆♥ ❡①❛♠♣❧❡

♦❢ s✉❝❤ ❛ ❣r❛♣❤ ✐s r❡♣r❡s❡♥t❡❞ ♦♥ ❋✐❣✉r❡ ✶✳

❆rr✐✈❛❧ ❝✉r✈❡ ✐s ❛ ❢✉♥❞❛♠❡♥t❛❧ ♥♦t✐♦♥ ✐♥ ◆❡t✇♦r❦ ❝❛❧❝✉❧✉s ✭❬✼❪✱ ❬✷❪✮✱ ❛ t❤❡♦r② ❞❡✈❡❧♦♣❡❞ t♦

❝♦♠♣✉t❡ ❞❡t❡r♠✐♥✐st✐❝ ♣❡r❢♦r♠❛♥❝❡ ❜♦✉♥❞s ✐♥ ♥❡t✇♦r❦s✳ ❆rr✐✈❛❧ ❝✉r✈❡s ❞❡t❡r♠✐♥❡ ❝♦♥str❛✐♥ts ♦♥

✢♦✇s ❜② ❜♦✉♥❞✐♥❣ t❤❡ ♥✉♠❜❡r ♦❢ ♣❛❝❦❡ts t❤❛t ❝❛♥ ❛rr✐✈❡ ❞✉r✐♥❣ ❛♥② ✐♥t❡r✈❛❧ ♦❢ t✐♠❡✳ ❲❡ t❛❦❡

❤❡r❡ t❤❡ ❝♦♥❝❡♣t ♦❢ ❛rr✐✈❛❧ ❝✉r✈❡ ❛♥❞ tr② t♦ ✜♥❞✱ ❣✐✈❡♥ ❛ ❞❛t❛ ✢♦✇✱ t❤❡ ❝♦♥str❛✐♥ts ✐t s❛t✐s✜❡s✳

❚❤❡ ❞❡✜♥✐t✐♦♥ ♦❢ ❛ ❝♦♥str❛✐♥❡❞ ✢♦✇ ❛❞❛♣t❡❞ t♦ ♦✉r ❢r❛♠❡✇♦r❦ ✐s t❤❡ ❢♦❧❧♦✇✐♥❣✿

❉❡✜♥✐t✐♦♥ ✶ ✭❈♦♥str❛✐♥❡❞ ✢♦✇✮✳ ▲❡t α, α : R

→ R

❜❡ t✇♦ ♥♦♥✲❞❡❝r❡❛s✐♥❣ ❢✉♥❝t✐♦♥s✱ m < n

❜❡ t✇♦ ♥♦♥✲♥❡❣❛t✐✈❡ ✐♥t❡❣❡rs✳ ❚❤❡ ✢♦✇ (x

) ✐s (α, α)✲❝♦♥str❛✐♥❡❞ ♦♥ t❤❡ ✐♥t❡r✈❛❧ [m, n] ✐❢ ∀m ≤ m

≤ n

≤ n✱

❼ α(x

− x

) ≤ n

− m

; ✭t❤❡ ✢♦✇ ✐s ❧♦✇❡r✲❝♦♥str❛✐♥❡❞✮

❼ α(x

− x

) ≥ n

− m

✭t❤❡ ✢♦✇ ✐s ✉♣♣❡r✲❝♦♥str❛✐♥❡❞✮✳

❚❤❡ ✢♦✇ (x

) ✐s (α, α)✲❝♦♥str❛✐♥❡❞ ✐❢ ✐t ✐s (α, α)✲❝♦♥str❛✐♥❡❞ ♦♥ t❤❡ ✐♥t❡r✈❛❧ [0, +∞]✳

■♥ t❤✐s ❛rt✐❝❧❡✱ ✇❡ ❛✐♠ ❛t ✜♥❞✐♥❣ ❝♦♥str❛✐♥ts ❢♦r t❤❡ ❛rr✐✈❛❧ ✢♦✇s ♦♥ ❧♦♥❣ ✐♥t❡r✈❛❧s✳ ❲❡ ✇✐❧❧ ✉s❡

s✐♠♣❧❡ ❢✉♥❝t✐♦♥s✿ ❛✣♥❡ ❢♦r t❤❡ ✉♣♣❡r ❝♦♥str❛✐♥ts ❛♥❞ t❤❡ ♠❛①✐♠✉♠ ♦❢ ❛♥ ❛✣♥❡ ❢✉♥❝t✐♦♥ ✇✐t❤

✵ ❢♦r t❤❡ ❧♦✇❡r ❝♦♥str❛✐♥ts✳ ▼♦r❡ ♣r❡❝✐s❡❧② ✇❡ ✇✐❧❧ ✉s❡ t❤❡ ❢♦❧❧♦✇✐♥❣ ❢✉♥❝t✐♦♥s ❛♥❞ ♥♦t❛t✐♦♥s✿

α

: t 7→ σ + ρt ❛♥❞ α

: t 7→ max(ρ(t − T ), 0)✳ ❚❤❡ ✈❛r✐❛❜❧❡ ρ ❝♦rr❡s♣♦♥❞s t♦ t❤❡ ❧♦♥❣

t❡r♠ ❛rr✐✈❛❧ r❛t❡ ♦❢ ♠❡ss❛❣❡s✱ ❛♥❞ σ r❡♣r❡s❡♥ts t❤❡ ♠❛①✐♠❛❧ ❜✉rst✱ ✇❤✐❝❤ ♠❡❛♥s t❤❛t ❛t ♠♦st σ ♠❡ss❛❣❡s ❝❛♥ ❛rr✐✈❡ s✐♠✉❧t❛♥❡♦✉s❧②✳ ❋✐♥❛❧❧②✱ ✇❡ ❞❡✜♥❡ T ❛s t❤❡ ♠❛①✐♠❛❧ ❞❡❧❛② ❜❡t✇❡❡♥ t✇♦

♠❡ss❛❣❡s✳

▲❡♠♠❛ ✶ ✭❯♥✐q✉❡♥❡ss✮✳ ▲❡t (x

)

❜❡ ❛ ✢♦✇ ♦❢ ♠❡ss❛❣❡s✳ ❚❤❡♥

❼ ❡✐t❤❡r t❤❡r❡ ❡①✐sts ♥♦ ρ ❢♦r ✇❤✐❝❤ t❤❡r❡ ❡①✐st σ ❛♥❞ T s✉❝❤ t❤❛t (x

) ✐s (α

, α

)✲

❝♦♥str❛✐♥❡❞❀

❼ ♦r t❤❡r❡ ❡①✐sts ❛ ✉♥✐q✉❡ ρ✱ t❤❡r❡ ❡①✐st σ, T s✉❝❤ t❤❛t (x

) ✐s (α

, α

)✲❝♦♥str❛✐♥❡❞✳ ▼♦r❡✲

♦✈❡r✱ ❢♦r ❡✈❡r② σ

≥ σ ❛♥❞ T

≥ T ✱ (x

) ✐s (α

, α

)✲❝♦♥str❛✐♥❡❞✳

Pr♦♦❢✳ ❚❤❡ ❧❛st st❛t❡♠❡♥t ✐s tr✐✈✐❛❧ ❛♥❞ ❛ ♣r♦♦❢ ❝❛♥ ❜❡ ❢♦✉♥❞ ✐♥ ❬✼❪✳ ❲❡ ♦♥❧② ❤❛✈❡ t♦ s❤♦✇ t❤❛t (x

) ❝❛♥♥♦t ❜❡ (α

, α

) ❛♥❞ (α

, α

)✲❝♦♥str❛✐♥❡❞ ✇✐t❤ ρ > ρ

✳ ■❢ ✐t ✇❡r❡ t❤❡ ❝❛s❡✱ t❤❡♥

♦♥❡ s❤♦✉❧❞ ❤❛✈❡ ∀n ∈ N ✱ ρ(x

− T ) ≤ n ≤ σ

+ ρ

x

✱ ❜✉t t❤✐s ❝❛♥♥♦t ❤♦❧❞ ❢♦r x

>

✳

●r❛♣❤✐❝❛❧❧②✱ ❛ ✢♦✇ (x

)

✐s α

✲❧♦✇❡r ❝♦♥str❛✐♥❡❞ ✭r❡s♣✳ α

✲✉♣♣❡r ❝♦♥str❛✐♥❡❞✮ ✐❢ ∀n ∈ N ✱ ∀m > n✱ P

✐s ❛❜♦✈❡ α

✭r❡s♣✳ ❜❡❧♦✇ α

✮ ❞r❛✇♥ ❢r♦♠ P

✭r❡s♣❡❝t✐✈❡❧② ❞❡♥♦t❡❞ ❛s P

+α

❛♥❞ P

+ α

✮✳

✻ ❇♦✉✐❧❧❛r❞ ✫ ❏✉♥✐❡r ✫ ❘♦♥♦t

time (s)

number of messages

α 4

1

α

P4+α

x

P0

x

P5

P4=P⁰4^.1,0

❋✐❣✉r❡ ✶✿ ❉❛t❛ ✢♦✇ ❛♥❞ ❝♦♥str❛✐♥ts✳

❊①❛♠♣❧❡ ✶✳ ❈♦♥s✐❞❡r t❤❡ ❞❛t❛ ✢♦✇ ♦❢ ❋✐❣✉r❡ ✶✳ ❉✉r✐♥❣ 30 s❡❝♦♥❞s✱ ♠❡ss❛❣❡s ❛rr✐✈❡ ❡✈❡r② 10 s❡❝♦♥❞s ❛♥❞ t❤❡♥ ❡✈❡r② 20 s❡❝♦♥❞s✳ ❈♦♥s✐❞❡r t❤❡ ❝✉r✈❡s α

: t 7→ 1 + 0.1t ❛♥❞ α

: t 7→ max(0.1(t − 10), 0)✳ ❚❤❡ ✢♦✇ ✐s (α

, α

)✲❝♦♥str❛✐♥❡❞ ♦♥ [0, 4] ❜✉t ♥♦t ♦♥ [0, 5]✱ s✐♥❝❡

5 − 0 = 5 ≤ α

(x

− x

) = 6✳

❖✉r ❛✐♠ ✐s t♦ ❣✉❡ss ❛rr✐✈❛❧ r❛t❡s ♦❢ t❤❡ ♠❡ss❛❣❡s✳ ❋♦r ✜①❡❞ σ ❛♥❞ T✱ ✐❢ t❤❡ tr❛✣❝ ✐s ✈❡r② r❡❣✉❧❛r✱ t❤❡r❡ ❡①✐sts ρ✱ s✉❝❤ t❤❛t (x

)

✐s (α

, α

)✲❝♦♥str❛✐♥❡❞✱ ♦♥❡ ✇✐s❤❡s t♦ ✜♥❞ ρ✳ ■❢ t❤❡

tr❛✣❝ ✐s ♥♦t r❡❣✉❧❛r✱ t❤❡ ❛✐♠ ✐s t♦ ✜♥❞ t❤❡ s✉❝❝❡ss✐✈❡ ❛rr✐✈❛❧ r❛t❡s ♦❢ t❤❡ ♠❡ss❛❣❡s✳ ❋♦r t❤✐s✱

❣✐✈❡♥ ❝♦♥str❛✐♥t ❝✉r✈❡s✱ ✇❡ ♥❡❡❞ t♦ ✐♥tr♦❞✉❝❡ s♦♠❡ ♠❡ss❛❣❡s ♦❢ ✐♥t❡r❡st ♥❛♠❡❧② t❤❡ ✜rst ♦✉t❣♦✐♥❣

♠❡ss❛❣❡ ❛♥❞ t❤❡ ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s✳

❉❡✜♥✐t✐♦♥ ✷ ✭❋✐rst ♦✉t❣♦✐♥❣ ♠❡ss❛❣❡✮✳ ▲❡t (x

) ❜❡ ❛ ❞❛t❛ ✢♦✇✱ α ❛♥❞ α ❜❡ ❧♦✇❡r ❛♥❞ ✉♣♣❡r

❝♦♥str❛✐♥ts ❝✉r✈❡s ❛♥❞ n ∈ N ✳ ❚❤❡ ✜rst ♦✉t❣♦✐♥❣ ♠❡ss❛❣❡ ❢r♦♠ n r❡❣❛r❞✐♥❣ α ❛♥❞ α ✐s o = min{p ≥ n | (x

) ✐s ♥♦t (α, α)✲❝♦♥str❛✐♥❡❞ ♦♥ [n, p]}.

❲❡ ♥❡❡❞ t♦ ❞❡t❡❝t ❞❛t❡s ✇❤❡r❡ (x

) ✐s ♥♦t ❝♦♥str❛✐♥❡❞ ❛♥② ♠♦r❡ ❜② t❤❡ ❝✉rr❡♥t ❝♦♥str❛✐♥ts✳

❋♦r ❡①❛♠♣❧❡✱ ❢r♦♠ t❤❡ ❞❡✜♥✐t✐♦♥✱ ❝❤❡❝❦✐♥❣ t❤❛t (x

) ✐s ❧♦✇❡r✲❝♦♥str❛✐♥❡❞ ❜② α

✐♠♣❧✐❡s t❡st✐♥❣ t❤❛t ❢♦r ❡❛❝❤ n ❛♥❞ m ✇✐t❤ m < n, α

(x

− x

) ≤ n − m✳ ■♥ ❢❛❝t ✇❡ ❞♦ ♥♦t ♥❡❡❞ t♦

st✉❞② ❡✈❡r② ❡❧❡♠❡♥t ♦❢ (x

) ❜✉t t❤♦s❡ ❣✐✈✐♥❣ t❤❡ str♦♥❣❡st ❝♦♥str❛✐♥ts✳ ❚❤❡② ❛r❡ ❝❛❧❧❡❞ ✉♣♣❡r

❛♥❞ ❧♦✇❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s✳

❉❡✜♥✐t✐♦♥ ✸ ✭❈r✐t✐❝❛❧ ♠❡ss❛❣❡s✮✳ ▲❡t (x

) ❜❡ ❛ ❞❛t❛ ✢♦✇✱ ρ, T, σ ∈ R

❛♥❞ m < n ∈ N ✳ ❙✉♣♣♦s❡

t❤❛t (x

) ✐s (α

, α

)✲❝♦♥str❛✐♥❡❞ ♦♥ [m, n]✳

❚❤❡ r❡s♣❡❝t✐✈❡ ❧♦✇❡r ❛♥❞ ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s ♦❢ ✢♦✇ (x

) ❢♦r ♠❡ss❛❣❡ n ❢r♦♠ m r❡❣❛r❞✐♥❣

α

❛r❡

c

= min{p ∈ [m, n] | max

q∈[p,n]

( q

ρ − x

) = p

ρ − x

} ❛♥❞

c

= min{p ∈ [m, n] | max

q∈[p,n]

(x

− q

ρ ) = x

− p ρ }.

❲❡ ✇✐❧❧ ♥♦t❡ t❤❡s❡ ♣♦✐♥ts✿ P

= (x

, c

) ❛♥❞ P

= (x

, c

)✳

◆♦t❡ t❤❛t t❤❡s❡ ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s ♦♥❧② ❞❡♣❡♥❞ ♦♥ ρ ❛♥❞ ♥♦t ♦♥ T ❛♥❞ σ✳

❊①❛♠♣❧❡ ✷✳ ❈♦♥s✐❞❡r ❛❣❛✐♥ ❋✐❣✉r❡ ✶✳ ❋♦r q ∈ {0, 1, 2, 3}✱ x

−

= 0 < x

−

= 10✳ ❚❤❡♥ x

✐s t❤❡ ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡ ❢♦r q ≤ 3 ❢r♦♠ ✵ ❛♥❞ x

✐s t❤❡ ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡ ❢♦r ✹ ❢r♦♠ ✵✳

●r❛♣❤✐❝❛❧❧②✱ t❤✐s ♠❡❛♥s t❤❛t P

+ α ✐s ❜❡❧♦✇ α✳ ❲❡ ✇r✐t❡ c

= 4✳

❍✐❞❞❡♥ ❆♥♦♠❛❧② ❉❡t❡❝t✐♦♥ ✐♥ ❚❡❧❡❝♦♠♠✉♥✐❝❛t✐♦♥ ◆❡t✇♦r❦s ✼

Pr♦♣♦s✐t✐♦♥ ✶✳ ●✐✈❡♥ ❛ ❞❛t❛ ✢♦✇ (x

)

❛♥❞ ρ ∈ R ✱ t❤❡ ❧♦✇❡r ❛♥❞ ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s

❢r♦♠ m ❝❛♥ ❜❡ r❡❝✉rs✐✈❡❧② ❝♦♠♣✉t❡❞ ❜② t❤❡ ❢♦❧❧♦✇✐♥❣ ❢♦r♠✉❧❛✿

c

=



 

 

m ✐❢ n = m n ✐❢

− x

>

ρ,m n−1

ρ

− x

−1

c

♦t❤❡r✇✐s❡✳

❚❤❡ s❛♠❡ ❢♦r♠✉❧❛ st❛♥❞s ❢♦r c

✱ r❡♣❧❛❝✐♥❣ > ❜② <✳

Pr♦♦❢✳ ❚❤❡ ♣r♦♦❢ ✐s str❛✐❣❤t❢♦r✇❛r❞ ❢r♦♠ t❤❡ ❞❡✜♥✐t✐♦♥✳

◆♦✇✱ ❣✐✈❡♥ ❛ ✢♦✇ t❤❛t ✐s (α, α)✲❝♦♥str❛✐♥❡❞ ♦♥ [m, n]✱ ❝❤❡❝❦✐♥❣ t❤❛t ✐t ✐s ❝♦♥str❛✐♥❡❞ ♦♥

[m, n + 1]✱ ♦♥❧② r❡q✉✐r❡s t❡st✐♥❣ t❤❛t α(x

− x

) ≤ n + 1 − c

❛♥❞ α(x

− x

) ≤ n + 1 − c

✳ ▲❡♠♠❛ ✷ ❣✐✈❡s ❛ s✐♠♣❧❡ r❡❧❛t✐♦♥ ❜❡t✇❡❡♥ ❝r✐t✐❝❛❧ ❛♥❞ ✜rst ♦✉t❣♦✐♥❣ ♠❡ss❛❣❡s✳

▲❡♠♠❛ ✷✳ ❈♦♥s✐❞❡r α ❛♥❞ α ❧♦✇❡r ❛♥❞ ✉♣♣❡r ❝♦♥str❛✐♥t ❝✉r✈❡s ✇✐t❤ r❛t❡ ρ✳ ▲❡t o ❜❡ t❤❡ ✜rst

♦✉t❣♦✐♥❣ ♠❡ss❛❣❡ ❢r♦♠ m✳ ■❢ t❤❡ ❧♦✇❡r ❝♦♥str❛✐♥t ✐s ❜r♦❦❡♥✱ t❤❡♥ c

= o ❛♥❞ ✐❢ t❤❡ ✉♣♣❡r

❝♦♥str❛✐♥t ✐s ❜r♦❦❡♥✱ t❤❡♥ c

= o✳

Pr♦♦❢✳ ❚❤❡ t✇♦ ❝❛s❡s ❛r❡ s②♠♠❡tr✐❝✱ s♦ ✇❡ ♦♥❧② ❝♦♥s✐❞❡r t❤❡ ✜rst✳ ▲❡t c = c

✱ t❤❡ ✉♣♣❡r ❝r✐t✐❝❛❧

♠❡ss❛❣❡ ❥✉st ❜❡❢♦r❡ ♠❡ss❛❣❡ o✳ ▼❡ss❛❣❡ c ✐s ♥♦t ❛♥ ♦✉t❣♦✐♥❣ ♠❡ss❛❣❡✱ s♦ o − c < ρ(x

− x

) ❛♥❞

❢r♦♠ Pr♦♣♦s✐t✐♦♥ ✶✱ c

= o✳

❆❧❣♦r✐t❤♠ ✶ ❞❡s❝r✐❜❡s ❡❧❡♠❡♥t❛r② ❢✉♥❝t✐♦♥s t❤❛t t❡st t❤❛t t❤❡ ❝✉rr❡♥t ♠❡ss❛❣❡ ✭P ✮ s❛t✐s✜❡s t❤❡ ❝✉rr❡♥t ❝♦♥str❛✐♥ts ✭■s▲♦✇❡r❈♦♥str❛✐♥❡❞ ❛♥❞ ■s❯♣♣❡r❈♦♥str❛✐♥❡❞✮ ❛♥❞ ✉♣❞❛t❡ t❤❡ ❝r✐t✐❝❛❧

♠❡ss❛❣❡s ✭❈r✐t✐❝❛❧❯♣❞❛t❡✮✳ ❚❤❡s❡ ❢✉♥❝t✐♦♥s ✇✐❧❧ ❜❡ ✉s❡❞ ✐♥ ❆❧❣♦r✐t❤♠ ✷✳ ❚❤❡ ♥♦t❛t✐♦♥s ❛r❡ t❤❡

❢♦❧❧♦✇✐♥❣✿ P = (x, n) ✐s t❤❡ ❝✉rr❡♥t ♠❡ss❛❣❡ ✭♦♥ ✇❤✐❝❤ t❤❡ ❝♦♥str❛✐♥ts ❛r❡ ❝❤❡❝❦❡❞✮✱ P = (x

, c)

❛♥❞ P = (x

, c) ❛r❡ t❤❡ r❡s♣❡❝t✐✈❡ ❝✉rr❡♥t ❧♦✇❡r ❛♥❞ ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s✳

❆❧❣♦r✐t❤♠ ✶✿ ❊❧❡♠❡♥t❛r② ❢✉♥❝t✐♦♥s

❈r✐t✐❝❛❧❯♣❞❛t❡✭ρ✱ P ✱ P ✱P✮

✶

✐❢ n < ρ(x − x

) + c t❤❡♥ P ← P ❀

✷

❡❧s❡ ✐❢ n > ρ(x − x

) + c t❤❡♥ P ← P ❀

✸

■s▲♦✇❡r❈♦♥str❛✐♥❡❞✭T✱ ρ✱ P, P ✮

✹

✐❢ n ≥ ρ(x − x

− T ) + c t❤❡♥ ❚r✉❡ ❡❧s❡ ❋❛❧s❡

✺

■s❯♣♣❡r❈♦♥str❛✐♥❡❞✭σ✱ ρ✱ P, P ✮

✻

✐❢ n ≤ ρ(x − x

) + σ + c t❤❡♥ ❚r✉❡ ❡❧s❡ ❋❛❧s❡

✼

✹ ▲♦♥❣ t❡r♠ ❜❡❤❛✈✐♦r ❝♦♠♣✉t❛t✐♦♥

■♥ t❤✐s s❡❝t✐♦♥✱ ✇❡ ♣r❡s❡♥t ♦✉r ❝♦r❡ ❛❧❣♦r✐t❤♠✱ t❤❛t ✜♥❞s s✉❝❝❡ss✐✈❡ ❝✉r✈❡s t❤❛t ❝♦♥str❛✐♥ ❛

❞❛t❛ ✢♦✇ ❛♥❞ ✐ts ♠✉❧t✐✲❧❛②❡r❡❞ ✈❡rs✐♦♥✳ ❚❤❡ ✜rst ❛❧❣♦r✐t❤♠ ❞❡t❡❝ts t❤❡ ♠❡ss❛❣❡s t❤❛t ❜r❡❛❦

t❤❡ ❝♦♥str❛✐♥ts ✭♦✉t❣♦✐♥❣ ♠❡ss❛❣❡s✮ ❛s t❤❡② ❛rr✐✈❡ ❛♥❞ ❝♦♠♣✉t❡s ❛ ♥❡✇ r❛t❡✳ ❚❤❡r❡ ♠✐❣❤t ❜❡

❢r❡q✉❡♥t ♦✉t❣♦✐♥❣ ♠❡ss❛❣❡s✱ ❢♦r ♠✐♥♦r ✈❛r✐❛t✐♦♥s ♦❢ t❤❡ r❛t❡✳ ❚❤❡ ♠✉❧t✐✲❧❛②❡r❡❞ ✈❡rs✐♦♥ ♦❢ t❤❡

❛❧❣♦r✐t❤♠ ❞✐s❝❛r❞s t❤♦s❡ ♠✐♥♦r ✈❛r✐❛t✐♦♥s ♦❢ t❤❡ r❛t❡s ❛♥❞ r❛t❤❡r ❝♦♠♣✉t❡s ❣❧♦❜❛❧ ❜❡❤❛✈✐♦r ❛♥❞

♦♥❧② ❞❡t❡❝ts str♦♥❣ ✈❛r✐❛t✐♦♥s✳

✽ ❇♦✉✐❧❧❛r❞ ✫ ❏✉♥✐❡r ✫ ❘♦♥♦t

✹✳✶ ❚❤❡ ❝♦r❡ ❛❧❣♦r✐t❤♠

▲❡t ✉s ✜rst ❢♦❝✉s ♦♥ t❤❡ ❝♦r❡ ❛❧❣♦r✐t❤♠ ✭❆❧❣♦r✐t❤♠ ✷✮✱ t❤❛t ❝♦♠♣✉t❡s ❛rr✐✈❛❧ r❛t❡s ♦❢ t❤❡ ♠❡ss❛❣❡s

♦❢ ❛ ✢♦✇✳ ❲❡ ✉s❡ t❤❡ s❛♠❡ ♥♦t❛t✐♦♥s ❛s ✐♥ ❆❧❣♦r✐t❤♠ ✶✳ ❚❤❡ ♣❛r❛♠❡t❡rs σ ❛♥❞ T ❛r❡ ✜①❡❞ ✭t❤✐s

✇✐❧❧ ❜❡ ❞✐s❝✉ss❡❞ ✐♥ ✹✳✸✮ ❛♥❞ ❛ ✢♦✇ ✭✐♥♣✉t❋❧♦✇✮ ✐s ❛♥❛❧②③❡❞✳ ❊❛❝❤ t✐♠❡ ❛ ♥❡✇ ♠❡ss❛❣❡ ✐s r❡❝❡✐✈❡❞✱

t❤❡ ❧♦♦♣ ✭❧✐♥❡s ✷✷✲✷✺✮ ✐s ❡①❡❝✉t❡❞✱ ❡①❝❡♣t ❢♦r t❤❡ ✐♥✐t✐❛❧✐③❛t✐♦♥✿ t❤❡ ✐♥✐t✐❛❧ r❛t❡ ρ ✐s ❞❡✜♥❡❞ ❛s t❤❡

✐♥✈❡rs❡ ♦❢ t❤❡ ✜rst ✐♥t❡r✲❛rr✐✈❛❧ t✐♠❡✱ ✇✐t❤ t❤❡ ❝♦♥✈❡♥t✐♦♥ t❤❛t ♠❡ss❛❣❡ ✵ ❛rr✐✈❡s ❛t t✐♠❡ ✵✳

❆❧❣♦r✐t❤♠ ✷✿ ❘❛t❡s ❝♦♠♣✉t❛t✐♦♥

❉❛t❛✿ T ✱ σ✱ ✐♥♣✉t❋❧♦✇✳

❘❡s✉❧t✿ ❘❛t❡s▲✐st✱ ♦✉t♣✉t❋❧♦✇✳

❘❛t❡❯♣❞❛t❡✭T ✱ σ✱ ρ✱ P ✱ P ✱ P

✱ P✮

✶

✐❢ ♥♦t ■s▲♦✇❡r❈♦♥str❛✐♥❡❞✭T✱ ρ✱ P ✱ P✮ t❤❡♥

✷

ρ ← (n − c)/(x − x

)❀

✸

P ← P ❀ P ← P ❀

✹

♦✉t♣✉t❋❧♦✇ ← ♦✉t♣✉t❋❧♦✇ :: P ❀

✺

✐❢ ♥♦t ■s▲♦✇❡r❈♦♥str❛✐♥❡❞✭T✱ ρ✱ P ✱ P

✮ t❤❡♥

✻

ρ ← (n − n

)/(x − x

)❀

✼

✇r✐t❡✭❘❛t❡s▲✐st✱ (ρ, x)✮❀

✽

❡❧s❡ ✐❢ ♥♦t ■s❯♣♣❡r❈♦♥str❛✐♥❡❞✭σ✱ ρ✱ P ✱ P ✮ t❤❡♥

✾

ρ ← (n − c)/(x − x

) ❀

✶✵

P ← P ❀ P ← P❀

✶✶

♦✉t♣✉t❋❧♦✇ ← ♦✉t♣✉t❋❧♦✇ :: P ❀

✶✷

✐❢ ♥♦t ■s❯♣♣❡r❈♦♥str❛✐♥❡❞✭✭σ✱ ρ✱ P ✱ P

✮ t❤❡♥

✶✸

ρ ← (n − n

)/(x − x

)❀

✶✹

✇r✐t❡✭❘❛t❡s▲✐st✱ (ρ, x)✮❀

✶✺

❜❡❣✐♥

✶✻

P ← ✭r❡❝❡✐✈❡❉❛t❡✭✐♥♣✉t❋❧♦✇✮✱ ✶✮ ❀

✶✼

ρ ← 1/x❀

✶✽

n ← 2 ❀

✶✾

P

← P ❀

✷✵

✇❤✐❧❡ tr✉❡ ❞♦

✷✶

P ← ✭r❡❝❡✐✈❡❉❛t❡✭✐♥♣✉t❋❧♦✇✮✱ n✮❀

✷✷

❘❛t❡❯♣❞❛t❡✭T ✱ σ✱ ρ✱ P ✱ P ✱ P

✱ P✮❀

✷✸

❈r✐t✐❝❛❧❯♣❞❛t❡✭ρ✱ P✱ P ✱ P ✮❀

✷✹

P

← P ❀ n ← n + 1❀

✷✺

❡♥❞

✷✻

■♥ ❧✐♥❡ ✷✷✱ t❤❡ ❝♦♦r❞✐♥❛t❡s ♦❢ t❤❡ ♥❡✇ ♠❡ss❛❣❡ ❛r❡ s❡t ✭❜❛s✐❝❛❧❧②✱ ✇❡ ❝♦✉♥t t❤❡ ♠❡ss❛❣❡s ❛s t❤❡②

❛rr✐✈❡✮✳ ▲✐♥❡ ✷✸ ❝❛❧❧s ❢✉♥❝t✐♦♥ ❘❛t❡❯♣❞❛t❡ ✭❧✐♥❡s ✶✲✶✺✮ t❤❛t ❝❤❡❝❦s t❤❛t t❤❡ ❝✉rr❡♥t ❝♦♥str❛✐♥ts

✭α

❛♥❞ α

✮ ❛r❡ s❛t✐s✜❡❞ ✭❧✐♥❡s ✷ ❛♥❞ ✾✮✳ ■❢ ♥♦t✱ t❤❡♥ ❛ ♥❡✇ r❛t❡ ✐s ❝♦♠♣✉t❡❞ ✉s✐♥❣ t❤❡

❝✉rr❡♥t ♠❡ss❛❣❡ ❛♥❞ ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡ ✐❢ t❤❡ ❧♦✇❡r ❝♦♥str❛✐♥t ✐s ❜r♦❦❡♥ ✭❧✐♥❡s ✸✲✹✮ ♦r t❤❡

❧♦✇❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡ ✐❢ t❤❡ ✉♣♣❡r ❝♦♥str❛✐♥t ✐s ❜r♦❦❡♥ ✭❧✐♥❡s ✶✵✲✶✶✮✳ ▲✐♥❡s ✻✲✼ ❛♥❞ ✶✸✲✶✹ ❛r❡

s♦♠❡ ♠❛r❣✐♥❛❧ ✐♠♣r♦✈❡♠❡♥ts✿ ✐❢ t❤❡ t✇♦ ❧❛st ♠❡ss❛❣❡s ❞♦ ♥♦t s❛t✐s❢② t❤❡ ♥❡✇ ❝♦♥str❛✐♥ts✱ t❤❡♥

t❤❡ r❛t❡ ✐s ✉♣❞❛t❡❞ ✇✐t❤ t❤♦s❡ t✇♦ ❧❛st ♠❡ss❛❣❡s ✭t❤❡ ✐♥t✉✐t✐♦♥ ✐s t❤❛t t❤❡ ✈❛r✐❛t✐♦♥ ✐♥ t❤❡ ❛rr✐✈❛❧

r❛t❡ ✐s ♣♦t❡♥t✐❛❧❧② s❤❛r♣✮✳ ▲✐♥❡s ✺✱ ✽✱ ✶✷✱ ✶✺ ✇✐❧❧ ❜❡ ✉s❡❢✉❧ ❢♦r t❤❡ ♠✉❧t✐✲❧❛②❡r❡❞ ✈❡rs✐♦♥ ❛♥❞ ✇❡

❍✐❞❞❡♥ ❆♥♦♠❛❧② ❉❡t❡❝t✐♦♥ ✐♥ ❚❡❧❡❝♦♠♠✉♥✐❝❛t✐♦♥ ◆❡t✇♦r❦s ✾

✇✐❧❧ ❝♦♠♠❡♥t ♦♥ t❤❡s❡ ✐♥ t❤❡ ❙❡❝t✐♦♥ ✹✳✷✳ ❋✐♥❛❧❧②✱ ❧✐♥❡ ✷✹ ❝❛❧❧s ❈r✐t✐❝❛❧❯♣❞❛t❡ t♦ ♠❛✐♥t❛✐♥ t❤❡

❝r✐t✐❝❛❧ ♠❡ss❛❣❡s✳

◆♦t❡ t❤❛t ✐❢ ❛ ✢♦✇ ✐s (α

, α

)✲❝♦♥str❛✐♥❡❞ ❛♥❞ ρ ❤❛s ❜❡❡♥ ❝♦♠♣✉t❡❞ ❜② t❤❡ ❛❧❣♦r✐t❤♠✱ t❤❡

❝♦♥str❛✐♥ts ✇✐❧❧ ❛❧✇❛②s ❜❡ s❛t✐s✜❡❞ ❢♦r ❛❧❧ t❤❡ ♥❡①t ♠❡ss❛❣❡s ❛♥❞ ♥♦ ♥❡✇ r❛t❡ ✇✐❧❧ ❜❡ ❝♦♠♣✉t❡❞✳

❲❡ s❛② t❤❛t t❤❡ ❛❧❣♦r✐t❤♠ ❤❛s ❝♦♥✈❡r❣❡❞ ✐♥ ✜♥✐t❡ t✐♠❡✳ ❚❤❡ r❡♠❛✐♥✐♥❣ ♦❢ t❤✐s s❡❝t✐♦♥ ✐s ❞❡✈♦t❡❞

t♦ st✉❞② ❝❛s❡s ✇❤❡r❡ t❤✐s ❛❧❣♦r✐t❤♠ ❝♦♥✈❡r❣❡s ✐♥ ✜♥✐t❡ t✐♠❡✳ ❚❤❡ ❝❧❛ss ♦❢ ♣❡r✐♦❞✐❝ ✢♦✇s ❝❛♥ ❜❡

❡❛s✐❧② st✉❞✐❡❞ ❛♥❞ ✇❡ ❢♦❝✉s ♦✉r st✉❞② ♦♥ t❤❛t ❝❧❛ss✳

P❡r✐♦❞✐❝ ✢♦✇s ■♥ ♦r❞❡r t♦ ❣❡t ❛ ♠♦r❡ ♣r❡❝✐s❡ ✐❞❡❛ ♦❢ t❤❡ ❜❡❤❛✈✐♦r ♦❢ ❆❧❣♦r✐t❤♠ ✷✱ ❧❡t ✉s ✜rst

❢♦❝✉s ♦♥ t❤❡ ❝❧❛ss ♦❢ t❤❡ ♣❡r✐♦❞✐❝ ✢♦✇s✳

❉❡✜♥✐t✐♦♥ ✹ ✭♣❡r✐♦❞✐❝ ✢♦✇✮✳ ❚❤❡ ✢♦✇ (x

)

✐s N✲♣❡r✐♦❞✐❝ ✐❢ ∀n ∈ N x

− x

= x

− x

.

Pr♦♣♦s✐t✐♦♥ ✷✳ ▲❡t (x

)

❜❡ ❛♥ N ✲♣❡r✐♦❞✐❝ ✢♦✇✳ ❚❤❡r❡ ❡①✐st ρ, T, σ ∈ R

s✉❝❤ t❤❛t (x

) ✐s (α

, α

)✲❝♦♥str❛✐♥❡❞✳

Pr♦♦❢✳ ❆ str❛✐❣❤t❢♦r✇❛r❞ ❝♦♠♣✉t❛t✐♦♥ ✇✐t❤ σ = N ✱ T = x

✱ ❛♥❞ ρ = x

/N ❧❡❛❞s t♦ t❤❡ ❞❡s✐r❡❞

r❡s✉❧t✳

Pr♦♣♦s✐t✐♦♥ ✸✳ ▲❡t T, σ, ρ ∈ R

✳ ■❢ (x

) ✐s ❛ N ✲♣❡r✐♦❞✐❝✱ (α

, α

)✲❝♦♥str❛✐♥❡❞ ✢♦✇✱ t❤❡♥

❆❧❣♦r✐t❤♠ ✷ ✇✐t❤ ✐♥♣✉t (T, σ, (x

)) ❡✐t❤❡r ✜♥❞s ❛ r❛t❡ ρ ✐♥ ✜♥✐t❡ t✐♠❡ ✭❛♥❞ t❤❡ r❛t❡ ✇✐❧❧ ♥♦t ❜❡

✉♣❞❛t❡❞ ❛♥②♠♦r❡✮ ♦r ✉❧t✐♠❛t❡❧② ❤❛s ❛ ♣❡r✐♦❞✐❝❛❧ ❜❡❤❛✈✐♦r✳

Pr♦♦❢✳ ❊✐t❤❡r t❤❡r❡ ❡①✐sts ❛ ✜♥✐t❡ t✐♠❡ ✇❤❡♥ t❤❡r❡ ✐s ♥♦ ✉♣❞❛t❡ ❛♥②♠♦r❡ ✐♥ t❤❡ r❛t❡ ❝♦♠♣✉t❡❞✿

t❤❡ ❛❧❣♦r✐t❤♠ ❤❛s ❢♦✉♥❞ ❛ r❛t❡ ρ s✉❝❤ t❤❛t (x

) ✐s (α

, α

)✲❝♦♥str❛✐♥❡❞✳ ❖r t❤❡r❡ ✐s ♥♦ s✉❝❤

✜♥✐t❡ t✐♠❡✳ ■♥ t❤❛t ❝❛s❡✱ s✉♣♣♦s❡ t❤❛t t❤❡ ♠❡❛♥ ❛rr✐✈❛❧ r❛t❡ ♦❢ ♠❡ss❛❣❡s ✐s ρ ❛♥❞ ❛t s♦♠❡ t✐♠❡✱

t❤❡ ❛❧❣♦r✐t❤♠ ✜♥❞s ❛ s❧♦♣❡ r < ρ✱ t❤❡♥ t❤❡ ❧♦✇❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡ ✇✐❧❧ ❜❡ ✉♣❞❛t❡❞ ❛t ❧❡❛st ♦♥❝❡

❡✈❡r② ♣❡r✐♦❞✳ ❚❤❡♥✱ ✇❤❡♥ t❤❡ r❛t❡ ✐s ✉♣❞❛t❡❞✱ ✐t ✐s ❝♦♠♣✉t❡❞ ❛s

❢♦r n − m < N ✳ ❚❤❡

s✐t✉❛t✐♦♥ ✐s s②♠♠❡tr✐❝ ✐❢ r > ρ✳ ❚❤❡♥✱ t❤❡ ♥✉♠❜❡r ♦❢ r❛t❡s ❝♦♠♣✉t❡❞ ✐s ✜♥✐t❡ ❛♥❞ t❤❡r❡ ✐s s♦♠❡

k, m, n s✉❝❤ t❤❛t t❤❡ ♣❛✐rs ♦❢ ♠❡ss❛❣❡s t♦ ✉♣❞❛t❡ t❤❡ r❛t❡ ❛r❡ (m, n) ❛♥❞ (m + kN, n + kN )✳

❋r♦♠ t❤❡r❡ ♦♥✱ t❤❡ ❜❡❤❛✈✐♦✉r ✐s ♣❡r✐♦❞✐❝✳

❖♥❡ ❝❛♥ ❡①♣❡❝t t❤❛t ❆❧❣♦r✐t❤♠ ✷ ❝♦♥✈❡r❣❡s ❛❢t❡r ❛ ✜♥✐t❡ t✐♠❡ t♦ t❤❡ ❛rr✐✈❛❧ r❛t❡ ♦❢ ❛ ♣❡r✐♦❞✐❝

✢♦✇✳ ❯♥❢♦rt✉♥❛t❡❧②✱ ✐t ✐s ♥♦t t❤❡ ❝❛s❡✱ ❛♥❞ ✐♥❝r❡❛s✐♥❣ σ ❛♥❞ T ❞♦❡s ♥♦t ❤❡❧♣ ♠✉❝❤✱ ❛s ✐❧❧✉str❛t❡❞

✐♥ ❊①❛♠♣❧❡ ✸✳

❊①❛♠♣❧❡ ✸✳ ▲❡t ✉s ❝♦♥s✐❞❡r ❛ ♣❡r✐♦❞ ✇✐t❤ 9 ♠❡ss❛❣❡s ❧❛st✐♥❣ 180 s❡❝♦♥❞s s✉❝❤ t❤❛t✿ x

= 15s✱

x

= 35s✱ x

= 55s✱ x

= 80s✱ x

= 100s✱ x

= 120s✱ x

= 140s✱ x

= 160s✱ x

= 180s✳ ❚❤✐s

✢♦✇ ✐s ❝♦♥str❛✐♥❡❞ ✇✐t❤ ρ = 0.05✱ σ = 1 ❛♥❞ T = 10✳ ❆❧❣♦r✐t❤♠ ✷ ❛❧t❡r♥❛t✐✈❡❧② ✜♥❞s ρ

= 0.06667

❛♥❞ ρ

= 0.04✳ ❚❤✐s ❝♦♠♣✉t❛t✐♦♥ ✐s r❡♣r❡s❡♥t❡❞ ✐♥ ❋✐❣✉r❡ ✷✿ t❤❡ ✜rst r❛t❡ ❝♦♠♣✉t❡❞ ✐s ρ

= 1/x

✳

❚❤❡♥✱ ♠❡ss❛❣❡ ✹✱ ❛rr✐✈✐♥❣ ❛t x

✐s t❤❡ ✜rst ♦✉t❣♦✐♥❣ ♠❡ss❛❣❡ ❛♥❞ ✐ts ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡ ✐s

♠❡ss❛❣❡ ✸ ❛rr✐✈✐♥❣ ❛t x

✳ ❚❤❡ ♥❡✇ r❛t❡ ❝♦♠♣✉t❡❞ ✐s t❤❡♥ 1/(x

− x

) = 0.04✳ ❚❤❡ ♥❡①t ♦✉t❣♦✐♥❣

♠❡ss❛❣❡ ✐s ♠❡ss❛❣❡ ✶✵ ❛♥❞ ✐ts ❧♦✇❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡ ✐s ♠❡ss❛❣❡ ✾✳ ❚❤❡ r❛t❡ ❝♦♠♣✉t❡❞ ✐s t❤❡

s❛♠❡ ❛s t❤❡ ✐♥✐t✐❛❧ r❛t❡ ✭♦♥❡ ♣❡r✐♦❞ s❤✐❢t✮✳

❋✐❣✉r❡ ✸ s❤♦✇s t❤❡ ❜❡❤❛✈✐♦r ♦❢ t❤❡ ❛❧❣♦r✐t❤♠ ✇❤❡♥ T ✐♥❝r❡❛s❡s✳ ❋♦r ❡①❛♠♣❧❡✱ ✐❢ T = 20

✭♣❧❛✐♥ ❝✉r✈❡✮✱ t❤❡♥ t❤❡ ✜rst ♦✉t❣♦✐♥❣ ♠❡ss❛❣❡ ✐s ♠❡ss❛❣❡ o

= 5 ❛♥❞ ✐ts ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡

✐s c

= 4✳ ❚❤❡ ♥❡✇ ❝♦♥str❛✐♥ts ❝♦♠♣✉t❡❞ ❛r❡ ✇✐t❤ ρ = 0.05 ❛♥❞ t❤❡ ❛❧❣♦r✐t❤♠ ❤❛s ❝♦♥✈❡r❣❡❞ ✐♥

✜♥✐t❡ t✐♠❡✳ ❇✉t ✐❢ T = 60 ✭❞❛s❤❡❞ ❝✉r✈❡s✮✱ t❤❡ ❜❡❤❛✈✐♦r ♦❢ t❤❡ ❛❧❣♦r✐t❤♠ ✇✐❧❧ ❛❣❛✐♥ ❜❡ ♣❡r✐♦❞✐❝❛❧✿

t❤❡ ✜rst ♦✉t❣♦✐♥❣ ♠❡ss❛❣❡ ✐s ♠❡ss❛❣❡ o

= 13 ❛♥❞ ✐ts ❝r✐t✐❝❛❧ ♠❡ss❛❣❡ ✐s ♠❡ss❛❣❡ c

= 12✳ ❚❤❡

r❛t❡ ❝♦♠♣✉t❡❞ ✐s st✐❧❧ ρ

= 0.04 ❛♥❞ t❤❡ ❜❡❤❛✈✐♦r ✐s st✐❧❧ ♣❡r✐♦❞✐❝✳

✶✵ ❇♦✉✐❧❧❛r❞ ✫ ❏✉♥✐❡r ✫ ❘♦♥♦t

ρ1

xo1

xc1 xc2xo2

0

♥✉♠❜❡r♦❢♠❡ss❛❣❡s9

ρ2

ρ1

0 10 180 s

❋✐❣✉r❡ ✷✿ ❊①❛♠♣❧❡ ♦❢ r❛t❡s ❝♦♠♣✉t❡❞ ✇✐t❤ ❆❧❣♦r✐t❤♠ ✷✳

00

s

number of messages

20 60x_c20 x_c60

xo²⁰ x

o⁶⁰

ρ

ρ

ρ

ρ

❋✐❣✉r❡ ✸✿ ❊✛❡❝t ♦❢ ✐♥❝r❡❛s✐♥❣ T ♦♥ ❆❧❣♦r✐t❤♠ ✷✳

◆❡✈❡rt❤❡❧❡ss✱ ✇❤❡♥ t❤❡ r❛t❡ ❝♦♠♣✉t❡❞ ❛t s♦♠❡ ♣♦✐♥t ✐s ❝❧♦s❡ ❡♥♦✉❣❤ ❢r♦♠ t❤❡ ❛rr✐✈❛❧ r❛t❡s ♦❢

t❤❡ ♠❡ss❛❣❡s✱ ❆❧❣♦r✐t❤♠ ✷ ❝❛♥ ❝♦♥✈❡r❣❡ ✐♥ ✜♥✐t❡ t✐♠❡✳

❚❤❡♦r❡♠ ✶ ✭❈♦♥✈❡r❣❡♥❝❡✮✳ ▲❡t (x

) ❜❡ ❛ N ✲♣❡r✐♦❞✐❝✱ (α

, α

) ✲❝♦♥str❛✐♥❡❞ ✢♦✇✳ ❚❤❡r❡

❡①✐sts ǫ s✉❝❤ t❤❛t ✐❢ ❆❧❣♦r✐t❤♠ ✷ ✇✐t❤ ✐♥♣✉ts (x

)✱ σ > σ

❛♥❞ T > T

❝❛♥ ❝♦♠♣✉t❡ r ∈ [ρ−ǫ, ρ +ǫ]✱

✐t ❝♦♥✈❡r❣❡s t♦ r❛t❡ ρ ✐♥ ✜♥✐t❡ t✐♠❡✳

Pr♦♦❢✳ ❚❤❡r❡ ❛r❡ t✇♦ ❝❛s❡s t♦ ❝♦♥s✐❞❡r✿ r < ρ ❛♥❞ r > ρ✳ ❆s t❤❡② ❛r❡ s✐♠✐❧❛r✱ ✇❡ ♦♥❧② ❝♦♥s✐❞❡r t❤❡ ❝❛s❡ r > ρ✳

❆s T > T

✱ ρ

= ρ

N−T

✐s s✉❝❤ t❤❛t ∀r ≥ ρ

✱ t❤❡ ❝♦♥str❛✐♥ts ✇✐❧❧ ♥♦t ❜❡ ❜r♦❦❡♥ ❞✉r✐♥❣ t❤❡

✜rst ♣❡r✐♦❞ ♦❢ (x

) ✭❢♦r ❛❧❧ t ∈ [0, x

], α

≤ α

)✳

❚❤❡ s❡t S = {ρx

− n | n ∈ N } ✐s ✜♥✐t❡✳ ▲❡t n

= min{n | ρx

− n = min

s}✳ ❲❡ ❦♥♦✇

t❤❛t n

≤ N ❛♥❞ n

✐s ❢♦✉♥❞ ✉♣♣❡r ❝r✐t✐❝❛❧ ❜② t❤❡ ❛❧❣♦r✐t❤♠ ✉s❡s t❤❡ r❛t❡s r ❛♥❞ ρ✳

◆♦✇✱ ❧❡t ✉s ❤❛✈❡ ❛ ❧♦♦❦ ❛t t❤❡ ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s ✭✇❤❡♥ t❤❡ ❛❧❣♦r✐t❤♠ ✉s❡s r✱ s✐♥❝❡ ✇❤❡♥

✐t ✉s❡s ρ✱ t❤❡ ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s ✇✐❧❧ ♥♦t ❜❡ ✉♣❞❛t❡❞ ❛♥②♠♦r❡✮✳ ❆s s❛✐❞ ❜❡❢♦r❡✱ t❤❡② ❛r❡ ✉♣❞❛t❡❞

❛t ❧❡❛st ♦♥❝❡ ❡✈❡r② ♣❡r✐♦❞✱ ❛♥❞ t❤❡ ♥❡✇ r❛t❡ ✐s ❝♦♠♣✉t❡❞ ❜❡t✇❡❡♥ t✇♦ ♠❡ss❛❣❡s s❡♣❛r❛t❡❞ ❜② ❛t

♠♦st ♦♥❡ ♣❡r✐♦❞✳ ❚❤✉s✱ ♦♥❧② ❛ ✜♥✐t❡ ♥✉♠❜❡r ♦❢ r❛t❡s ❝❛♥ ❜❡ ❢♦✉♥❞✳ ❚❛❦❡ ρ

= min{

| 0 ≤ m ≤ n ≤ N ❛♥❞

> ρ}✳ ■❢ ρ ≤ r ≤ ρ

✱ t❤❡♥✱ ✇❤❡♥ t❤❡ ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡ ✐s ✉♣❞❛t❡❞✱

t❤❡ r❛t❡ ❜❡t✇❡❡♥ t❤❡ t✇♦ ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s ✐s ♥❡❝❡ss❛r✐❧② ρ ✭✐t ✐s ♥❡❝❡ss❛r✐❧② ❧❡ss t❤❛♥ ρ✱ ❜✉t ✐t

❝❛♥♥♦t ❜❡ str✐❝t❧② ❧❡ss ❜② ❝♦♥str✉❝t✐♦♥ ♦❢ S✮✳

❇✉t ❜② ▲❡♠♠❛ ✷✱ ✇❡ ❝❛♥ ❛❧s♦ ❝♦♥❝❧✉❞❡ t❤❛t t❤❡ ♥❡①t r❛t❡ ❝♦♠♣✉t❡❞ ✇✐❧❧ ❜❡ ❡①❛❝t❧② ρ✱ ❛s ✐t ✐s

t❤❡ s❧♦♣❡ ❜❡t✇❡❡♥ t✇♦ ✉♣♣❡r ❝r✐t✐❝❛❧ ♠❡ss❛❣❡s✳ ❙♦✱ ✐t s✉✣❝❡s t♦ t❛❦❡ r ≤ min(ρ

, ρ

) t♦ ❣✉❛r❛♥t②

❍✐❞❞❡♥ ❆♥♦♠❛❧② ❉❡t❡❝t✐♦♥ ✐♥ ❚❡❧❡❝♦♠♠✉♥✐❝❛t✐♦♥ ◆❡t✇♦r❦s ✶✶

t❤❡ ❝♦♥✈❡r❣❡♥❝❡✳

❈♦♥✈❡r❣❡♥❝❡ ❢♦r ❜❛❧❛♥❝❡❞ ✢♦✇s

❉❡✜♥✐t✐♦♥ ✺ ✭❇❛❧❛♥❝❡❞ ✢♦✇✮✳ ❚❤❡ ❜❛❧❛♥❝❡❞ ✢♦✇ (x

) ✇✐t❤ r❛t❡ ρ ✐s s✉❝❤ t❤❛t ∀n ∈ N ✱ x

= ⌈ n

ρ ⌉.

❚❤✐s ❞❡✜♥✐t✐♦♥ ✐s r❡❧❛t❡❞ t♦ t❤❛t ♦❢ ❜❛❧❛♥❝❡❞ ✇♦r❞s✿ t❤❡ n✲t❤ ❧❡tt❡r ♦❢ t❤❡ ✇♦r❞ ✐s ❞❡✜♥❡❞

❢♦r ❡❛❝❤ t✐♠❡ s❧♦t✳ ❚❤❡r❡ ✐s ❛ ✵ ✐❢ ♥♦ ♠❡ss❛❣❡ ❛rr✐✈❡s t♦ s❦✐♣ t♦ t❤❡ ♥❡①t t✐♠❡ s❧♦t ❛♥❞ k ✶s ✐♥

❛ r♦✇ ✐❢ k ♠❡ss❛❣❡s ❛rr✐✈❡ ❛t ❛ t✐♠❡ s❧♦t✳ ▼♦r❡ ❞❡t❛✐❧s ❛❜♦✉t t❤♦s❡ ✇♦r❞s ❝❛♥ ❜❡ ❢♦✉♥❞ ✐♥ ❬✾❪✳

❲❡ ❝❤♦♦s❡ ❛ r❛t✐♦♥❛❧ s❧♦♣❡ s♦ t❤❛t t❤❡ ✢♦✇ ✐s ♣❡r✐♦❞✐❝✳ ❇② ❝♦♥str✉❝t✐♦♥✱ ✐❢ ρ > 1✱ t❤❡r❡ ❝❛♥ ❜❡

s❡✈❡r❛❧ ♠❡ss❛❣❡s ✇✐t❤ t❤❡ s❛♠❡ ❛rr✐✈❛❧ t✐♠❡✳

❚❤❡ str✉❝t✉r❡ ♦❢ ❛ ❜❛❧❛♥❝❡❞ ✇♦r❞ ✇✐t❤ r❛t✐♦♥❛❧ s❧♦♣❡ ρ ✐s t❤❡ ❢♦❧❧♦✇✐♥❣✿ ∃a

, . . . , a

> 0 s✉❝❤

t❤❛t ❢♦r ❡❛❝❤ ℓ ∈ {1, . . . k − 1}✱ t❤❡ ❜❛❧❛♥❝❡❞ ✇♦r❞ ❝❛♥ ❜❡ ❞❡❝♦♠♣♦s❡❞ ✐♥t♦ t❤❡ ❢♦❧❧♦✇✐♥❣ ♣❛✐r ♦❢

❢❛❝t♦rs✿ w

= w

w

❛♥❞ w

= w

w

✱ ✇✐t❤ w

= 0 ❛♥❞ w

= 1✳ ❚❤❡ ♣❡r✐♦❞✐❝ ♣❛tt❡r♥ ♦❢

t❤❡ ✇♦r❞ ✐s w

= w

w

✳

number of messages

✵ s

✶

✵

✵ ✵ ✶ ✵ ✵ ✵ ✶ ✵ ✵

✵ ✵ ✵ ✶

❋✐❣✉r❡ ✹✿ ❊①❛♠♣❧❡ ♦❢ ❛ ❜❛❧❛♥❝❡❞ ✢♦✇ ✇✐t❤ ❛ s❧♦♣❡ ρ =

✳

❊①❛♠♣❧❡ ✹✳ ❈♦♥s✐❞❡r t❤❡ ❜❛❧❛♥❝❡❞ ✢♦✇ r❡♣r❡s❡♥t❡❞ ♦♥ ❋✐❣✉r❡ ✹✳ ■♥✐t✐❛❧s ❢❛❝t♦r ❛r❡ w

= 0

❛♥❞ w

= 1✳ ❚❤❡♥ t❤❡ ♦t❤❡rs ❢❛❝t♦rs ❛r❡ w

= 0001✱ w

= 001 ❛♥❞ s♦ w

= 0001001 ✭a

= 1✮✱

w

= 001✳ ❋✐♥❛❧❧②✱ t❤❡ ♣❡r✐♦❞✐❝ ♣❛tt❡r♥ ✐s w

= w

= w

w

= 0001001001 ✭a

= 1✮✳

❚❤❡ s❧♦♣❡ ♦❢ ❛ ✜♥✐t❡ ✇♦r❞ ✐s t❤❡ ♥✉♠❜❡r ♦❢ ✶ ❞✐✈✐❞❡❞ ❜② ✐ts ♥✉♠❜❡r ♦❢ ✵✿ ρ(w) =

✱ ✇❤❡r❡

|w|

✐s t❤❡ ♥✉♠❜❡r ♦❢ ♦❝❝✉rr❡♥❝❡s ♦❢ a ✐♥ w✳ ❚❤❡ s❧♦♣❡ ♦❢ ❛ ♣❡r✐♦❞✐❝ ✇♦r❞ ✐s t❤❡ s❧♦♣❡ ♦❢ ✐ts

♣❡r✐♦❞✐❝ ♣❛tt❡r♥s✿ ρ(w

) = ρ(w)✳ ❆ s✐♠♣❧❡ ✐♥❞✉❝t✐♦♥ s❤♦✇s t❤❛t ρ

= ρ(w

) ≤ ρ(w

) = ρ

✳

❊①❛♠♣❧❡ ✺✳ ❈♦♥s✐❞❡r ❛❣❛✐♥ t❤❡ ❜❛❧❛♥❝❡❞ ✢♦✇ ♦❢ s❧♦♣❡ ρ =

r❡♣r❡s❡♥t❡❞ ♦♥ ❋✐❣✉r❡ ✹✳ ❚❤❡ s❧♦♣❡

♦❢ t❤❡ ❢❛❝t♦rs ♦❢ t❤✐s ♣❡r✐♦❞✐❝ ♣❛tt❡r♥ ❛r❡ ρ

=

✱ ρ

=

✱ t❤❡♥ ρ

=

✱ ρ

=

✱ ❛♥❞ ✜♥❛❧❧② ρ

= ρ

=

✳

▲❡♠♠❛ ✸✳ ∀ℓ✱ t❤❡r❡ ❡①✐st w ❛♥❞ v s✉❝❤ t❤❛t w

= w1 ❛♥❞ w

= w0v✳

Pr♦♦❢✳ ❚❤✐s ✐s tr✉❡ ❢♦r ℓ = 0✳ ❙✉♣♣♦s❡ ✐t ✐s tr✉❡ ❢♦r ℓ − 1✳ w

= w

w

❛♥❞ w

=

w

w

w

✱ s♦ t❤✐s ✐s tr✉❡ ❢♦r ℓ✳