Rizikos funkcija


Wiener'io modelio rizikos funkcija

\begin{eqnarray}R(x)=\nonumber \\
\frac{1}{\sqrt(2\pi d_n(x))} \int_{-\infty}^...
...min\ (c_n,y_x)\ e^{-\frac{(y_x-m_n(x))^2}{d_n(x)}} dy_x \nonumber
\end{eqnarray}


Cia
$y_x=f(x)$,
$c_n=\min_i f(x^i)-\epsilon, \ \epsilon >0$.
Matom, kad
$R(x)=c_n$, jei $x=x^i$
nes
$d_n(x^i)=0$.



jonas mockus 2004-03-01