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R] -/Limits [(theorem.1.14) (theorem.1.19)] +/Names [(subsection.3.6.3) 313 0 R (subsection.3.6.4) 317 0 R (subsection.3.7.1) 325 0 R (subsection.3.7.2) 329 0 R (table.3.1) 781 0 R (theorem.1.1) 518 0 R] +/Limits [(subsection.3.6.3) (theorem.1.1)] >> endobj -946 0 obj +1030 0 obj << -/Names [(theorem.1.2) 475 0 R (theorem.1.20) 516 0 R (theorem.1.21) 517 0 R (theorem.1.22) 518 0 R (theorem.1.23) 519 0 R (theorem.1.24) 520 0 R] -/Limits [(theorem.1.2) (theorem.1.24)] +/Names [(theorem.1.10) 530 0 R (theorem.1.11) 531 0 R (theorem.1.12) 539 0 R (theorem.1.13) 540 0 R (theorem.1.14) 544 0 R (theorem.1.15) 545 0 R] +/Limits [(theorem.1.10) (theorem.1.15)] >> endobj -947 0 obj +1031 0 obj << -/Names [(theorem.1.25) 521 0 R (theorem.1.26) 527 0 R (theorem.1.27) 528 0 R (theorem.1.28) 529 0 R (theorem.1.29) 530 0 R (theorem.1.3) 476 0 R] -/Limits [(theorem.1.25) (theorem.1.3)] +/Names [(theorem.1.16) 554 0 R (theorem.1.17) 555 0 R (theorem.1.18) 558 0 R (theorem.1.19) 559 0 R (theorem.1.2) 519 0 R (theorem.1.20) 560 0 R] +/Limits [(theorem.1.16) (theorem.1.20)] >> endobj -948 0 obj +1032 0 obj << -/Names [(theorem.1.30) 531 0 R (theorem.1.31) 532 0 R (theorem.1.32) 533 0 R (theorem.1.33) 534 0 R (theorem.1.34) 536 0 R (theorem.1.35) 537 0 R] -/Limits [(theorem.1.30) (theorem.1.35)] +/Names [(theorem.1.21) 561 0 R (theorem.1.22) 562 0 R (theorem.1.23) 563 0 R (theorem.1.24) 564 0 R (theorem.1.25) 565 0 R (theorem.1.26) 571 0 R] +/Limits [(theorem.1.21) (theorem.1.26)] >> endobj -949 0 obj +1033 0 obj << -/Names [(theorem.1.36) 538 0 R (theorem.1.37) 539 0 R (theorem.1.38) 540 0 R (theorem.1.39) 541 0 R (theorem.1.4) 480 0 R (theorem.1.40) 542 0 R] -/Limits [(theorem.1.36) (theorem.1.40)] +/Names [(theorem.1.27) 572 0 R (theorem.1.28) 573 0 R (theorem.1.29) 574 0 R (theorem.1.3) 520 0 R (theorem.1.30) 575 0 R (theorem.1.31) 576 0 R] +/Limits [(theorem.1.27) (theorem.1.31)] >> endobj -950 0 obj +1034 0 obj << -/Names [(theorem.1.41) 547 0 R (theorem.1.42) 548 0 R (theorem.1.43) 549 0 R (theorem.1.44) 550 0 R (theorem.1.5) 481 0 R (theorem.1.6) 482 0 R] -/Limits [(theorem.1.41) (theorem.1.6)] +/Names [(theorem.1.32) 577 0 R (theorem.1.33) 578 0 R (theorem.1.34) 579 0 R (theorem.1.35) 580 0 R (theorem.1.36) 581 0 R (theorem.1.37) 583 0 R] +/Limits [(theorem.1.32) (theorem.1.37)] >> endobj -951 0 obj +1035 0 obj << -/Names [(theorem.1.7) 483 0 R (theorem.1.8) 484 0 R (theorem.1.9) 488 0 R (theorem.2.1) 556 0 R (theorem.2.10) 567 0 R (theorem.2.100) 715 0 R] -/Limits [(theorem.1.7) (theorem.2.100)] +/Names [(theorem.1.38) 584 0 R (theorem.1.39) 585 0 R (theorem.1.4) 524 0 R (theorem.1.40) 590 0 R (theorem.1.41) 591 0 R (theorem.1.42) 592 0 R] +/Limits [(theorem.1.38) (theorem.1.42)] >> endobj -952 0 obj +1036 0 obj << -/Names [(theorem.2.101) 716 0 R (theorem.2.102) 725 0 R (theorem.2.103) 727 0 R (theorem.2.104) 728 0 R (theorem.2.105) 729 0 R (theorem.2.106) 730 0 R] -/Limits [(theorem.2.101) (theorem.2.106)] +/Names [(theorem.1.43) 593 0 R (theorem.1.44) 594 0 R (theorem.1.45) 595 0 R (theorem.1.46) 596 0 R (theorem.1.47) 597 0 R (theorem.1.5) 525 0 R] +/Limits [(theorem.1.43) (theorem.1.5)] >> endobj -953 0 obj +1037 0 obj << -/Names [(theorem.2.107) 731 0 R (theorem.2.108) 732 0 R (theorem.2.11) 568 0 R (theorem.2.12) 569 0 R (theorem.2.13) 575 0 R (theorem.2.14) 576 0 R] -/Limits [(theorem.2.107) (theorem.2.14)] +/Names [(theorem.1.6) 526 0 R (theorem.1.7) 527 0 R (theorem.1.8) 528 0 R (theorem.1.9) 529 0 R (theorem.2.1) 603 0 R (theorem.2.10) 614 0 R] +/Limits [(theorem.1.6) (theorem.2.10)] >> endobj -954 0 obj +1038 0 obj << -/Names [(theorem.2.15) 577 0 R (theorem.2.16) 578 0 R (theorem.2.17) 579 0 R (theorem.2.18) 580 0 R (theorem.2.19) 581 0 R (theorem.2.2) 557 0 R] -/Limits [(theorem.2.15) (theorem.2.2)] +/Names [(theorem.2.100) 762 0 R (theorem.2.101) 763 0 R (theorem.2.102) 772 0 R (theorem.2.103) 774 0 R (theorem.2.104) 775 0 R (theorem.2.105) 776 0 R] +/Limits [(theorem.2.100) (theorem.2.105)] >> endobj -955 0 obj +1039 0 obj << -/Names [(theorem.2.20) 582 0 R (theorem.2.21) 583 0 R (theorem.2.22) 584 0 R (theorem.2.23) 585 0 R (theorem.2.24) 586 0 R (theorem.2.25) 587 0 R] -/Limits [(theorem.2.20) (theorem.2.25)] +/Names [(theorem.2.106) 777 0 R (theorem.2.107) 778 0 R (theorem.2.108) 779 0 R (theorem.2.11) 615 0 R (theorem.2.12) 616 0 R (theorem.2.13) 622 0 R] +/Limits [(theorem.2.106) (theorem.2.13)] >> endobj -956 0 obj +1040 0 obj << -/Names [(theorem.2.26) 588 0 R (theorem.2.27) 595 0 R (theorem.2.28) 596 0 R (theorem.2.29) 597 0 R (theorem.2.3) 560 0 R (theorem.2.30) 598 0 R] -/Limits [(theorem.2.26) (theorem.2.30)] +/Names [(theorem.2.14) 623 0 R (theorem.2.15) 624 0 R (theorem.2.16) 625 0 R (theorem.2.17) 626 0 R (theorem.2.18) 627 0 R (theorem.2.19) 628 0 R] +/Limits [(theorem.2.14) (theorem.2.19)] >> endobj -957 0 obj +1041 0 obj << -/Names [(theorem.2.31) 599 0 R (theorem.2.32) 600 0 R (theorem.2.33) 601 0 R (theorem.2.34) 602 0 R (theorem.2.35) 603 0 R (theorem.2.36) 604 0 R] -/Limits [(theorem.2.31) (theorem.2.36)] +/Names [(theorem.2.2) 604 0 R (theorem.2.20) 629 0 R (theorem.2.21) 630 0 R (theorem.2.22) 631 0 R (theorem.2.23) 632 0 R (theorem.2.24) 633 0 R] +/Limits [(theorem.2.2) (theorem.2.24)] >> endobj -958 0 obj +1042 0 obj << -/Names [(theorem.2.37) 605 0 R (theorem.2.38) 607 0 R (theorem.2.39) 608 0 R (theorem.2.4) 561 0 R (theorem.2.40) 609 0 R (theorem.2.41) 610 0 R] -/Limits [(theorem.2.37) (theorem.2.41)] +/Names [(theorem.2.25) 634 0 R (theorem.2.26) 635 0 R (theorem.2.27) 642 0 R (theorem.2.28) 643 0 R (theorem.2.29) 644 0 R (theorem.2.3) 607 0 R] +/Limits [(theorem.2.25) (theorem.2.3)] >> endobj -959 0 obj +1043 0 obj << -/Names [(theorem.2.42) 617 0 R (theorem.2.43) 618 0 R (theorem.2.44) 619 0 R (theorem.2.45) 620 0 R (theorem.2.46) 623 0 R (theorem.2.47) 624 0 R] -/Limits [(theorem.2.42) (theorem.2.47)] +/Names [(theorem.2.30) 645 0 R (theorem.2.31) 646 0 R (theorem.2.32) 647 0 R (theorem.2.33) 648 0 R (theorem.2.34) 649 0 R (theorem.2.35) 650 0 R] +/Limits [(theorem.2.30) (theorem.2.35)] >> endobj -960 0 obj +1044 0 obj << -/Names [(theorem.2.48) 625 0 R (theorem.2.49) 626 0 R (theorem.2.5) 562 0 R (theorem.2.50) 627 0 R (theorem.2.51) 628 0 R (theorem.2.52) 629 0 R] -/Limits [(theorem.2.48) (theorem.2.52)] +/Names [(theorem.2.36) 651 0 R (theorem.2.37) 652 0 R (theorem.2.38) 654 0 R (theorem.2.39) 655 0 R (theorem.2.4) 608 0 R (theorem.2.40) 656 0 R] +/Limits [(theorem.2.36) (theorem.2.40)] >> endobj -961 0 obj +1045 0 obj << -/Names [(theorem.2.53) 632 0 R (theorem.2.54) 640 0 R (theorem.2.55) 647 0 R (theorem.2.56) 648 0 R (theorem.2.57) 649 0 R (theorem.2.58) 650 0 R] -/Limits [(theorem.2.53) (theorem.2.58)] +/Names [(theorem.2.41) 657 0 R (theorem.2.42) 664 0 R (theorem.2.43) 665 0 R (theorem.2.44) 666 0 R (theorem.2.45) 667 0 R (theorem.2.46) 670 0 R] +/Limits [(theorem.2.41) (theorem.2.46)] >> endobj -962 0 obj +1046 0 obj << -/Names [(theorem.2.59) 651 0 R (theorem.2.6) 563 0 R (theorem.2.60) 652 0 R (theorem.2.61) 653 0 R (theorem.2.62) 654 0 R (theorem.2.63) 655 0 R] -/Limits [(theorem.2.59) (theorem.2.63)] +/Names [(theorem.2.47) 671 0 R (theorem.2.48) 672 0 R (theorem.2.49) 673 0 R (theorem.2.5) 609 0 R (theorem.2.50) 674 0 R (theorem.2.51) 675 0 R] +/Limits [(theorem.2.47) (theorem.2.51)] >> endobj -963 0 obj +1047 0 obj << -/Names [(theorem.2.64) 656 0 R (theorem.2.65) 657 0 R (theorem.2.66) 658 0 R (theorem.2.67) 666 0 R (theorem.2.68) 667 0 R (theorem.2.69) 668 0 R] -/Limits [(theorem.2.64) (theorem.2.69)] +/Names [(theorem.2.52) 676 0 R (theorem.2.53) 679 0 R (theorem.2.54) 687 0 R (theorem.2.55) 694 0 R (theorem.2.56) 695 0 R (theorem.2.57) 696 0 R] +/Limits [(theorem.2.52) (theorem.2.57)] >> endobj -964 0 obj +1048 0 obj << -/Names [(theorem.2.7) 564 0 R (theorem.2.70) 669 0 R (theorem.2.71) 670 0 R (theorem.2.72) 671 0 R (theorem.2.73) 672 0 R (theorem.2.74) 673 0 R] -/Limits [(theorem.2.7) (theorem.2.74)] +/Names [(theorem.2.58) 697 0 R (theorem.2.59) 698 0 R (theorem.2.6) 610 0 R (theorem.2.60) 699 0 R (theorem.2.61) 700 0 R (theorem.2.62) 701 0 R] +/Limits [(theorem.2.58) (theorem.2.62)] >> endobj -965 0 obj +1049 0 obj << -/Names [(theorem.2.75) 674 0 R (theorem.2.76) 675 0 R (theorem.2.77) 676 0 R (theorem.2.78) 677 0 R (theorem.2.79) 678 0 R (theorem.2.8) 565 0 R] -/Limits [(theorem.2.75) (theorem.2.8)] +/Names [(theorem.2.63) 702 0 R (theorem.2.64) 703 0 R (theorem.2.65) 704 0 R (theorem.2.66) 705 0 R (theorem.2.67) 713 0 R (theorem.2.68) 714 0 R] +/Limits [(theorem.2.63) (theorem.2.68)] >> endobj -966 0 obj +1050 0 obj << -/Names [(theorem.2.80) 679 0 R (theorem.2.81) 680 0 R (theorem.2.82) 690 0 R (theorem.2.83) 691 0 R (theorem.2.84) 692 0 R (theorem.2.85) 693 0 R] -/Limits [(theorem.2.80) (theorem.2.85)] +/Names [(theorem.2.69) 715 0 R (theorem.2.7) 611 0 R (theorem.2.70) 716 0 R (theorem.2.71) 717 0 R (theorem.2.72) 718 0 R (theorem.2.73) 719 0 R] +/Limits [(theorem.2.69) (theorem.2.73)] >> endobj -967 0 obj +1051 0 obj << -/Names [(theorem.2.86) 694 0 R (theorem.2.87) 695 0 R (theorem.2.88) 696 0 R (theorem.2.89) 697 0 R (theorem.2.9) 566 0 R (theorem.2.90) 698 0 R] -/Limits [(theorem.2.86) (theorem.2.90)] +/Names [(theorem.2.74) 720 0 R (theorem.2.75) 721 0 R (theorem.2.76) 722 0 R (theorem.2.77) 723 0 R (theorem.2.78) 724 0 R (theorem.2.79) 725 0 R] +/Limits [(theorem.2.74) (theorem.2.79)] >> endobj -968 0 obj +1052 0 obj << -/Names [(theorem.2.91) 699 0 R (theorem.2.92) 702 0 R (theorem.2.93) 703 0 R (theorem.2.94) 704 0 R (theorem.2.95) 710 0 R (theorem.2.96) 711 0 R] -/Limits [(theorem.2.91) (theorem.2.96)] +/Names [(theorem.2.8) 612 0 R (theorem.2.80) 726 0 R (theorem.2.81) 727 0 R (theorem.2.82) 737 0 R (theorem.2.83) 738 0 R (theorem.2.84) 739 0 R] +/Limits [(theorem.2.8) (theorem.2.84)] >> endobj -969 0 obj +1053 0 obj << -/Names [(theorem.2.97) 712 0 R (theorem.2.98) 713 0 R (theorem.2.99) 714 0 R (theorem.3.1) 744 0 R (theorem.3.10) 768 0 R (theorem.3.11) 775 0 R] -/Limits [(theorem.2.97) (theorem.3.11)] +/Names [(theorem.2.85) 740 0 R (theorem.2.86) 741 0 R (theorem.2.87) 742 0 R (theorem.2.88) 743 0 R (theorem.2.89) 744 0 R (theorem.2.9) 613 0 R] +/Limits [(theorem.2.85) (theorem.2.9)] >> endobj -970 0 obj +1054 0 obj << -/Names [(theorem.3.12) 776 0 R (theorem.3.13) 779 0 R (theorem.3.14) 780 0 R (theorem.3.15) 781 0 R (theorem.3.16) 782 0 R (theorem.3.17) 783 0 R] -/Limits [(theorem.3.12) (theorem.3.17)] +/Names [(theorem.2.90) 745 0 R (theorem.2.91) 746 0 R (theorem.2.92) 749 0 R (theorem.2.93) 750 0 R (theorem.2.94) 751 0 R (theorem.2.95) 757 0 R] +/Limits [(theorem.2.90) (theorem.2.95)] >> endobj -971 0 obj +1055 0 obj << -/Names [(theorem.3.18) 784 0 R (theorem.3.19) 785 0 R (theorem.3.2) 745 0 R (theorem.3.20) 786 0 R (theorem.3.21) 799 0 R (theorem.3.22) 804 0 R] -/Limits [(theorem.3.18) (theorem.3.22)] +/Names [(theorem.2.96) 758 0 R (theorem.2.97) 759 0 R (theorem.2.98) 760 0 R (theorem.2.99) 761 0 R (theorem.3.1) 791 0 R (theorem.3.10) 815 0 R] +/Limits [(theorem.2.96) (theorem.3.10)] >> endobj -972 0 obj +1056 0 obj << -/Names [(theorem.3.23) 805 0 R (theorem.3.24) 806 0 R (theorem.3.25) 807 0 R (theorem.3.26) 808 0 R (theorem.3.27) 809 0 R (theorem.3.28) 810 0 R] -/Limits [(theorem.3.23) (theorem.3.28)] +/Names [(theorem.3.11) 822 0 R (theorem.3.12) 823 0 R (theorem.3.13) 826 0 R (theorem.3.14) 827 0 R (theorem.3.15) 828 0 R (theorem.3.16) 829 0 R] +/Limits [(theorem.3.11) (theorem.3.16)] >> endobj -973 0 obj +1057 0 obj << -/Names [(theorem.3.29) 815 0 R (theorem.3.3) 749 0 R (theorem.3.30) 816 0 R (theorem.3.31) 817 0 R (theorem.3.32) 818 0 R (theorem.3.33) 819 0 R] -/Limits [(theorem.3.29) (theorem.3.33)] +/Names [(theorem.3.17) 830 0 R (theorem.3.18) 831 0 R (theorem.3.19) 832 0 R (theorem.3.2) 792 0 R (theorem.3.20) 833 0 R (theorem.3.21) 846 0 R] +/Limits [(theorem.3.17) (theorem.3.21)] >> endobj -974 0 obj +1058 0 obj << -/Names [(theorem.3.34) 820 0 R (theorem.3.35) 823 0 R (theorem.3.36) 826 0 R (theorem.3.4) 755 0 R (theorem.3.5) 756 0 R (theorem.3.6) 757 0 R] -/Limits [(theorem.3.34) (theorem.3.6)] +/Names [(theorem.3.22) 851 0 R (theorem.3.23) 852 0 R (theorem.3.24) 853 0 R (theorem.3.25) 854 0 R (theorem.3.26) 855 0 R (theorem.3.27) 856 0 R] +/Limits [(theorem.3.22) (theorem.3.27)] >> endobj -975 0 obj +1059 0 obj << -/Names [(theorem.3.7) 758 0 R (theorem.3.8) 764 0 R (theorem.3.9) 767 0 R] -/Limits [(theorem.3.7) (theorem.3.9)] +/Names [(theorem.3.28) 857 0 R (theorem.3.29) 863 0 R (theorem.3.3) 796 0 R (theorem.3.30) 864 0 R (theorem.3.31) 865 0 R (theorem.3.32) 866 0 R] +/Limits [(theorem.3.28) (theorem.3.32)] >> endobj -976 0 obj +1060 0 obj +<< +/Names [(theorem.3.33) 867 0 R (theorem.3.34) 868 0 R (theorem.3.35) 871 0 R (theorem.3.36) 874 0 R (theorem.3.37) 875 0 R (theorem.3.38) 876 0 R] +/Limits [(theorem.3.33) (theorem.3.38)] +>> +endobj +1061 0 obj +<< +/Names [(theorem.3.39) 877 0 R (theorem.3.4) 802 0 R (theorem.3.40) 878 0 R (theorem.3.41) 879 0 R (theorem.3.42) 880 0 R (theorem.3.43) 881 0 R] +/Limits [(theorem.3.39) (theorem.3.43)] +>> +endobj +1062 0 obj +<< +/Names [(theorem.3.44) 882 0 R (theorem.3.45) 888 0 R (theorem.3.46) 889 0 R (theorem.3.47) 890 0 R (theorem.3.48) 891 0 R (theorem.3.49) 892 0 R] +/Limits [(theorem.3.44) (theorem.3.49)] +>> +endobj +1063 0 obj +<< +/Names [(theorem.3.5) 803 0 R (theorem.3.50) 893 0 R (theorem.3.51) 894 0 R (theorem.3.52) 895 0 R (theorem.3.53) 896 0 R (theorem.3.54) 897 0 R] +/Limits [(theorem.3.5) (theorem.3.54)] +>> +endobj +1064 0 obj +<< +/Names [(theorem.3.55) 898 0 R (theorem.3.56) 899 0 R (theorem.3.57) 900 0 R (theorem.3.58) 901 0 R (theorem.3.59) 902 0 R (theorem.3.6) 804 0 R] +/Limits [(theorem.3.55) (theorem.3.6)] +>> +endobj +1065 0 obj +<< +/Names [(theorem.3.60) 903 0 R (theorem.3.61) 908 0 R (theorem.3.62) 909 0 R (theorem.3.7) 805 0 R (theorem.3.8) 811 0 R (theorem.3.9) 814 0 R] +/Limits [(theorem.3.60) (theorem.3.9)] +>> +endobj +1066 0 obj << -/Kids [914 0 R 915 0 R 916 0 R 917 0 R 918 0 R 919 0 R] +/Kids [998 0 R 999 0 R 1000 0 R 1001 0 R 1002 0 R 1003 0 R] /Limits [(Doc-Start) (Item.33)] >> endobj -977 0 obj +1067 0 obj << -/Kids [920 0 R 921 0 R 922 0 R 923 0 R 924 0 R 925 0 R] +/Kids [1004 0 R 1005 0 R 1006 0 R 1007 0 R 1008 0 R 1009 0 R] /Limits [(Item.34) (Item.9)] >> endobj -978 0 obj +1068 0 obj << -/Kids [926 0 R 927 0 R 928 0 R 929 0 R 930 0 R 931 0 R] -/Limits [(chapter*.1) (page.6)] +/Kids [1010 0 R 1011 0 R 1012 0 R 1013 0 R 1014 0 R 1015 0 R] +/Limits [(chapter*.1) (page.4)] >> endobj -979 0 obj +1069 0 obj << -/Kids [932 0 R 933 0 R 934 0 R 935 0 R 936 0 R 937 0 R] -/Limits [(page.7) (subsection.1.1.3)] +/Kids [1016 0 R 1017 0 R 1018 0 R 1019 0 R 1020 0 R 1021 0 R] +/Limits [(page.5) (section.3.6)] >> endobj -980 0 obj +1070 0 obj << -/Kids [938 0 R 939 0 R 940 0 R 941 0 R 942 0 R 943 0 R] -/Limits [(subsection.1.1.4) (subsection.3.5.2)] +/Kids [1022 0 R 1023 0 R 1024 0 R 1025 0 R 1026 0 R 1027 0 R] +/Limits [(section.3.7) (subsection.3.1.3)] >> endobj 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\newcommand{\dy}{\dif{y}} \newcommand{\dz}{\dif{z}} \newcommand{\dt}{\dif{t}} +\newcommand{\dP}{\dif{P}} %\setcounter{secnumdepth}{1} @@ -134,6 +135,8 @@ \DeclareMathOperator{\Var}{Var} \DeclareMathOperator{\Cov}{Cov} +\newcommand{\cS}{\mathcal{S}} + \newcommand{\inv}{^{-1}} \newcommand{\abs}[1]{\left\lvert #1 \right\rvert} diff --git a/Secondo anno/Elementi di probabilità e statistica/sections/1-spazi-in-generale.tex b/Secondo anno/Elementi di probabilità e statistica/sections/1-spazi-in-generale.tex index 0704df4..e77f1c9 100644 --- a/Secondo anno/Elementi di probabilità e statistica/sections/1-spazi-in-generale.tex +++ b/Secondo anno/Elementi di probabilità e statistica/sections/1-spazi-in-generale.tex @@ -18,7 +18,7 @@ esiti di un esperimento aleatorio. \end{definition} - \subsection{\texorpdfstring{$\sigma$}{σ}-algebre e spazi misurabili} + \subsection{\texorpdfstring{$\sigma$}{σ}-algebre, spazi e funzioni misurabili} \begin{definition}[$\sigma$-algebra] Una $\sigma$-algebra $\FF$ di $\Omega$ è un sottoinsieme $\FF \subseteq \PP(\Omega)$ tale per cui: @@ -37,9 +37,30 @@ \begin{definition}[Spazio misurabile] Si definisce \textbf{spazio misurabile} una coppia $(\Omega, \FF)$, dove $\FF$ è una $\sigma$-algebra - di $\Omega$. + di $\Omega$. Gli elementi di $\FF$ sono detti + \textbf{insiemi misurabili} (e nel caso della probabilità, + \textbf{eventi}). \end{definition} + \begin{definition}[Funzione misurabile] + Data una funzione $f$ dallo spazio misurabile $(X, \FF)$ allo spazio + $(Y, \cS)$ si dice \textbf{misurabile} se $f\inv(A) \in \FF$ per ogni + $A \in \cS$, ovverosia se la controimmagine di un insieme misurabile è + misurabile. + \end{definition} + + \begin{remark} + Se $\mathcal{G}$ genera $\cS$, allora è sufficiente verifica che + $f\inv(A) \in \FF$ per ogni $A \in \mathcal{G}$ affinché + $f$ sia misurabile. + \end{remark} + + \begin{remark} + Un insieme $A$ è misurabile in $(\Omega, \FF)$ se e solo se + $1_A$ è misurabile rispetto a $\{0,1\}$ e le sue parti (infatti + $1_A\inv(1) = A$ e $1_A\inv(0) = A^c$). + \end{remark} + \subsection{Insiemi discreti e \texorpdfstring{$\sigma$}{σ}-algebra naturale} In alcuni casi la scelta della $\sigma$-algebra $\FF$ è diff --git a/Secondo anno/Elementi di probabilità e statistica/sections/2-probabilità-discreta.tex b/Secondo anno/Elementi di probabilità e statistica/sections/2-probabilità-discreta.tex index 9a1ae29..894aa40 100644 --- a/Secondo anno/Elementi di probabilità e statistica/sections/2-probabilità-discreta.tex +++ b/Secondo anno/Elementi di probabilità e statistica/sections/2-probabilità-discreta.tex @@ -149,7 +149,7 @@ in modo naturale la $\sigma$-algebra $\PP(\Omega)$. come $F(X) = F \circ X \in \VA(\Omega, S')$. \end{definition} -\subsection{Legge di una v.a.~\texorpdfstring{$X$}{X}} +\subsection{Legge di una v.a.~\texorpdfstring{$X$}{X} e costruzione canonica} Nel caso di $\Omega$ discreto, $S_X$, ossia l'immagine della v.a.~$X$, è ancora un insieme discreto. Questo ci porta alla: @@ -226,6 +226,7 @@ ancora un insieme discreto. Questo ci porta alla: \end{proposition} \subsection{Uguaglianza q.c., medesima legge e stabilità per composizione} +\label{sec:uguaglianza_qc} \begin{definition}[Uguaglianza quasi certa tra v.a.] Date $X$, $Y \in \VA(\Omega, S)$, si dice che diff --git a/Secondo anno/Elementi di probabilità e statistica/sections/3-probabilità-reale.tex b/Secondo anno/Elementi di probabilità e statistica/sections/3-probabilità-reale.tex index db6600a..b63d850 100644 --- a/Secondo anno/Elementi di probabilità e statistica/sections/3-probabilità-reale.tex +++ b/Secondo anno/Elementi di probabilità e statistica/sections/3-probabilità-reale.tex @@ -65,11 +65,15 @@ piccola di $\PP(\RR)$, la $\sigma$-algebra dei boreliani, che ci permette di esc \end{enumerate} \end{proposition} -\begin{definition} +\begin{definition}[Funzione boreliana] Data una funzione $f : X \to Y$ con $X$ e $Y$ spazi metrici separabili, si dice che $f$ è una \textbf{funzione boreliana} se $f\inv(A)$ è boreliano per ogni $A$ boreliano di $Y$. Equivalentemente $f$ è boreliana se la controimmagine di ogni - boreliano è un boreliano. + boreliano è un boreliano. \smallskip + + + In particolare una funzione è boreliana se e solo se è misurabile rispetto + alle $\sigma$-algebre di Borel. \end{definition} \begin{proposition} @@ -451,4 +455,242 @@ i risultati della \textit{Parte 2}. \] \end{remark} +\section{Variabili aleatorie in generale} + +In questa sezione cerchiamo di generalizzare il concetto di variabile aleatoria +al caso più generale usando il linguaggio delle $\sigma$-algebre e delle +funzioni misurabili in modo tale da estendere coerentemente le v.a.~discrete. + +\subsection{Definizione e legge di una v.a.} + +\begin{definition}[Variabile aleatoria] + Sia $(\Omega, \FF, P)$ uno spazio di probabilità. Allora, se + $(S, \cS)$ è uno spazio misurabile e $X$ è una funzione misurabile + da $\Omega$ a $S$, allora si dice che $X$ è una \textbf{variabile aleatoria (v.a.)}. + Se $S = \RR$ e $\cS = \BB(\RR)$, si dice che $X$ è una \textit{v.a.~reale}, + se $S = \RR^d$ e $\cS = \BB(\RR^d)$, si dice che $X$ è una \textit{v.a.~vettoriale} + o \textit{vettore aleatorio}. +\end{definition} + +\begin{remark} + Se $\Omega$ è discreto, $\FF = \PP(\Omega)$, e dunque ogni funzione + $X : \Omega \to S$ è una variabile aleatoria. Pertanto la definizione + espressa è una perfetta estensione del concetto di v.a.~discreta. +\end{remark} + +\begin{definition}[Legge di $X$] + Sia $(\Omega, \FF, P)$ uno spazio di probabilità e sia + $X : (\Omega, \FF) \to (S, \cS)$ una v.a. Allora si dice + \textbf{legge di $X$} (o \textit{distribuzione}) la probabilità + su $P^X$ su $(S, \cS)$ tale per cui: + \[ + P^X(A) = P(X \in A) = P(X\inv(A)). + \] +\end{definition} + +\subsection{F.d.r.~di una v.a.~reale, v.a.~discrete, continue e AC} + +\begin{definition}[F.d.r.~di una v.a.~reale] + Si definisce la \textbf{funzione di ripartizione (f.d.r.) di una + v.a.~$X$} come la f.d.r.~$F^X$ associata alla probabilità reale + $P^X$, ovverosia: + \[ + F^X(x) = P(X\inv((-\infty, x])) = P(X \leq x). + \] +\end{definition} + +\begin{definition}[V.a.~discreta] + Una v.a.~$X : \Omega \to S$ si dice \textbf{discreta} se + la probabilità $P^X$ è discreta con densità + $p_X : S \ni x \mapsto P(X = x)$. \smallskip + + + Tale definizione coincide con l'analoga definizione + di v.a.~discreta data precedentemente se ci restringiamo + a $\Omega$ discreto. Non è detto in generale che + $X$ sia una v.a.~discreta se e solo se $\Omega$ è discreto. +\end{definition} + +\begin{example} + Sia $P$ una probabilità reale. Allora $X : \RR \to [1]$ che + associa a tutti i reali il numero $1$ è una funzione misurabile. + Inoltre $X$ è discreta dacché $[1]$ è discreto, ma $\RR$ non + lo è. +\end{example} + +\begin{definition}[V.a.~continue e AC] + Una v.a.~reale $X$ si dice \textbf{continua} se $P^X$ è + continua. Analogamente $X$ si dice \textbf{assolutamente + continua (AC)} se $P^X$ è AC. +\end{definition} + +\subsection{Composizione di v.a.} + +\begin{definition} + Sia $X : (\Omega, \FF) \to (S, \cS)$ una v.a. Allora, se + $\varphi : (S, \cS) \to (S', \cS')$ è una funzione tale per cui + $\varphi \circ X$ sia misurabile, + si definisce la v.a.~composta $\varphi(X) = \varphi \circ X$. +\end{definition} + +\begin{remark} + Se $\varphi$ è anch'essa misurabile, allora $\varphi \circ X$ è + sicuramente misurabile, e dunque $\varphi(X)$ è una v.a. +\end{remark} + +\begin{remark} + Se $X$ è discreta, anche $\varphi(X)$ lo è, con range + $\varphi(R_X)$. Non è detto che se $X$ è continua (o AC), + $\varphi(X)$ sia continua (o AC). +\end{remark} + +\subsection{Costruzione canonica, uguaglianza q.c.~e in legge} + +I concetti espressi nel titolo di questa sottosezione si estendono +in modo del tutto naturale dal caso discreto, e pertanto si rimanda +alla \textit{\hyperref[sec:uguaglianza_qc]{Parte 2}}. + +\section{Valore atteso come integrale secondo la misura \texorpdfstring{$P$}{P}} + +Cerchiamo in questa sottosezione di dare una definizione di valore +atteso che estende la particolare nozione di valore atteso discreto +in modo del tutto coerente. Successivamente tutte le disuguaglianze +e tutti i risultati espressi nella sezione riguardante il caso +discreto saranno tutti validi seguendo le stesse dimostrazioni o +idee di dimostrazione. + +\subsection{Costruzione dell'integrale secondo la misura \texorpdfstring{$P$}{P}} + +Questa sezione tornerà familiare per i lettori che avranno già costruito +l'integrale secondo Lebesgue (ovverosia l'integrale secondo la misura +$m$). Infatti le stesse definizioni e le stesse proposizioni si +estendono all'integrale secondo una misura generica $\mu$ (a patto +che $\mu$ assuma valori finiti per le funzioni semplici). + +\begin{definition}[Funzione semplice] + Data una v.a.~reale $X$ dello spazio misurabile + $(\Omega, \FF)$, si dice che $X$ è una + \textbf{funzione semplice} (o \textit{v.a.~semplice}) se $X$ assume un numero + finito di valori, ovverosia se esistono $A_1$, ..., + $A_n \in \FF$ e $a_1$, ..., $a_n \in \RR$ tali + per cui: + \[ + X = \sum_{i \in [n]} a_i 1_{A_i}. + \] +\end{definition} + +\begin{remark} + Si verifica alquanto agevolmente che si può ridefinire la + semplicità di $X$ richiedendo che gli $A_i$ siano + disgiunti (per esempio, se i $b_i$ rappresentano i valori finiti + e distinti assunti da $X$, gli insiemi $X = b_i$ sono dei possibili + candidati). +\end{remark} + +\begin{proposition} + Data $X$ una v.a.~semplice sullo spazio di probabilità + $(\Omega, \FF, P)$, allora, per ogni scrittura $\sum_{i \in [n]} a_i 1_{A_i}$ di $X$, + il valore $\sum_{i \in [n]} a_i P(A_i)$ è lo stesso (ossia non dipende dagli + $a_i$ e dagli $A_i$). \smallskip + + + Segue dalle proprietà della $\sigma$-algebre e delle misure. +\end{proposition} + +\begin{definition}[Integrale secondo la misura $P$ di $X$ v.a.~semplice] + Data $X$ una v.a.~semplice sullo spazio di probabilità + $(\Omega, \FF, P)$, allora si definisce l'\textbf{integrale di $X$ su + $\Omega$ secondo la misura $P$} + $\int_\Omega X \dP$ come il valore $\sum_{i \in [n]} a_i P(A_i)$, dove + $\sum_{i \in [n]} a_i 1_{A_i}$ è una scrittura di $X$. +\end{definition} + +\begin{lemma} + Data $X$ v.a.~reale con $X \geq 0$, allora esiste una successione $(X_i)_{i \in \NN}$ di + v.a.~semplici con $X_i \geq 0$ tale per cui $X_i \goesup X$ puntualmente (ovverosia + $X_i(\omega) \goesup X(\omega)$ per ogni $\omega \in \Omega$). +\end{lemma} + +\begin{proposition} + Data $X$ una v.a.~reale con $X \geq 0$ e data una successione $(X_i)_{i \in \NN}$ di + v.a.~semplici con $X_i \geq 0$ tale per cui $X_i \goesup X$ puntualmente (ovverosia + $X_i(\omega) \goesup X(\omega)$ per ogni $\omega \in \Omega$), allora il + valore $\lim_{i \to \infty} \int_\Omega X_i \dP$ esiste, è finito non negativo o infinito e + non dipende dalla successione $(X_i)_{i \in \NN}$. +\end{proposition} + +\begin{definition}[Integrale su $\Omega$ secondo la misura $P$ di $X \geq 0$] + Data $X$ v.a.~reale con $X \geq 0$, si definisce l'\textbf{integrale di $X$ + su $\Omega$ secondo la misura $P$}, + $\int_\Omega X \dP$, il valore $\lim_{i \to \infty} \int_\Omega X_i \dP$ come + ottenuto dal lemma e la proposizione precedente. +\end{definition} + +\begin{definition}[V.a.~integrabili e integrale in generale] + Una v.a.~$X$ si dice \textbf{integrabile (secondo $P$)} se + $\int_\Omega \abs{X} \dP$ è finito. In tal caso si definisce + l'\textbf{integrale di $X$ su $\Omega$ secondo la misura $P$} come: + \[ + \int_\Omega X \dP = \int_\Omega X^+ \dP - \int_\Omega X^- \dP, + \] + dove $X^+$ e $X^-$ sono la parte positiva e negativa di $X$ ed + entrambi gli addendi del secondo membro sono finiti dacché + $\int_\Omega \abs{X} \dP$ lo è (infatti $\abs{X} = X^+ + X^-$). +\end{definition} + +\begin{definition}[Integrale su un sottoinsieme $A \subseteq \Omega$] + Data $X$ v.a.~reale, si definisce l'integrale $\int_A X \dP$ come il valore + $\int_\Omega 1_A \cdot X \dP$, qualora definito. +\end{definition} + +\begin{remark} + Si osserva che $\int_A 1 \dP = \int_\Omega 1_A \dP = P(A)$, ossia + $\int_\Omega$ misura in questo caso l'insieme $A$ secondo $P$. +\end{remark} + +\subsection{Definizione di valore atteso e teoremi correlati} + +\begin{definition}[Valore atteso come integrale secondo la misura $P$] + Sia $X$ una v.a.~integrabile o tale per cui $X \geq 0$. + Allora si definisce il \textbf{valore + atteso di $X$} $\EE[X]$ come il valore $\int_\Omega X \dP$. +\end{definition} + +\begin{remark} + In questo modo $X$ è integrabile se e solo se $\EE[\abs{X}]$ è finito. +\end{remark} + +\begin{proposition} + I risultati della \textit{Proposizione \ref{prop:prop_valore_atteso}} passano + al caso reale. +\end{proposition} + +\begin{lemma}[di Fatou] + Sia $(X_i)_{i \in \NN}$ una successione di v.a.~reali con $X_i \geq 0$. Allora vale che: + \[ + \EE[\liminf X_i] \leq \liminf \; \EE[X_i]. + \] + + Segue la stessa idea di dimostrazione per il lemma nella sua forma per l'integrale di Lebesgue. +\end{lemma} + +\begin{theorem}[di convergenza monotona] + Sia $(X_i)_{i \in \NN}$ una successione di v.a.~reali con $X_i \geq 0$ e con + $X_i \goesup X$ q.c.~(cioè $X_i \geq 0$, la successione è crescente e + $X_i(\omega) \to X(\omega)$ per $P$-quasi ovunque). Allora $\EE[X_i] \goesup \EE[X]$. \smallskip + + + Segue la stessa idea di dimostrazione per il teorema nella sua forma per l'integrale di Lebesgue. +\end{theorem} + +\begin{theorem}[di convergenza dominata] + Sia $(X_i)_{i \in \NN}$ una successione di v.a.~reali e sia $X$ una v.a. reale tale per cui + $X_i \to X$ q.c. (cioè $X_i(\omega) \to X(\omega)$ per $P$-quasi ovunque). Se esiste una + v.a.~integrabile $Y \geq 0$ con $\abs{X_i} \leq Y$ q.c. per ogni $i \in \NN$. Allora $X_n$ e + $X$ sono integrabili e $\EE[X_i] \to \EE[X]$. \smallskip + + + Segue la stessa idea di dimostrazione per il teorema nella sua forma per l'integrale di Lebesgue. +\end{theorem} + \end{multicols*} \ No newline at end of file diff --git a/Secondo anno/Elementi di probabilità e statistica/sections/tabella-modelli-reali.tex b/Secondo anno/Elementi di probabilità e statistica/sections/tabella-modelli-reali.tex index 8ab94b4..2fd7d9f 100644 --- a/Secondo anno/Elementi di probabilità e statistica/sections/tabella-modelli-reali.tex +++ b/Secondo anno/Elementi di probabilità e statistica/sections/tabella-modelli-reali.tex @@ -15,7 +15,7 @@ \begin{tabular}[c]{@{}l@{}}Distr. uniforme\\ $X \sim U(B)$\end{tabular} & \begin{tabular}[c]{@{}l@{}}Estrazione di un\\ punto reale a caso\\ su $B$ senza preferenze.\end{tabular} & \begin{tabular}[c]{@{}l@{}}$B \in \BB(\RR)$ -- insieme\\ da cui estrarre.\end{tabular} & $f(x) = \frac{1}{m(B)} 1_B(x)$ & $F(x) = \frac{m((-\infty, x] \cap B)}{m(B)}$ & $P(X \in A) = \frac{m(A \cap B)}{m(B)}$ \\ \hline \begin{tabular}[c]{@{}l@{}}Distr. esponenz.\\ $X \sim \Exp(\lambda)$\end{tabular} & \begin{tabular}[c]{@{}l@{}}Processo di Poisson\\ in senso continuo.\end{tabular} & \begin{tabular}[c]{@{}l@{}}$\lambda > 0$ -- parametro\\ di Poisson.\end{tabular} & $f(x) = \lambda e^{-\lambda x} 1_{(0, \infty)} (x)$ & \begin{tabular}[c]{@{}l@{}}$F(x) = 1-e^{-\lambda x}$\\ per $x \geq 0$, $0$ altrimenti.\end{tabular} & \\ \hline \begin{tabular}[c]{@{}l@{}}Distr. gamma\\ $X \sim \Gamma(r, \lambda)$\end{tabular} & \begin{tabular}[c]{@{}l@{}}Estensione della distr.\\ binomiale in senso\\ continuo.\end{tabular} & $r > 0$, $\lambda > 0$. & $f(x) = \frac{\lambda^r}{\Gamma(r)} x^{r-1} e^{-\lambda x} 1_{(0, \infty)}(x)$ & & \\ \hline - \begin{tabular}[c]{@{}l@{}}Distr. normale\\ $X \sim N(\mu, \sigma^2)$\end{tabular} & & \begin{tabular}[c]{@{}l@{}}$\mu$ -- media.\\ $\sigma^2 > 0$ -- varianza.\end{tabular} & $f(x) = \frac{1}{\sqrt{2\pi \sigma^2}} e^{-\nicefrac{(x-\mu)^2}{2\sigma^2}}$ & \begin{tabular}[c]{@{}l@{}}$\Phi(x) = \frac{1}{\sqrt{2\pi}} \int_{-\infty}^x e^{-\nicefrac{t^2}{2}} \dt$\\ per $N(0, 1)$ e si standardizza\\ le altre distr. con il cambio\\ di var. $z = \nicefrac{(x-\mu)}{\sigma}$.\end{tabular} & \\ \hline + \begin{tabular}[c]{@{}l@{}}Distr. normale\\ $X \sim N(m, \sigma^2)$\end{tabular} & & \begin{tabular}[c]{@{}l@{}}$m$ -- media.\\ $\sigma^2 > 0$ -- varianza.\end{tabular} & $f(x) = \frac{1}{\sqrt{2\pi \sigma^2}} e^{-\nicefrac{(x-m)^2}{2\sigma^2}}$ & \begin{tabular}[c]{@{}l@{}}$\Phi(x) = \frac{1}{\sqrt{2\pi}} \int_{-\infty}^x e^{-\nicefrac{t^2}{2}} \dt$\\ per $N(0, 1)$ e si standardizza\\ le altre distr. con il cambio\\ di var. $z = \nicefrac{(x-m)}{\sigma}$.\end{tabular} & \\ \hline \end{tabular} } \end{table}