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Estimação do índice de memória em processos estocásticos com memória longa: uma abordagem...

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❊st✐♠❛çã♦ ❞♦ í♥❞✐❝❡ ❞❡ ♠❡♠ór✐❛

❡♠ ♣r♦❝❡ss♦s ❡st♦❝ást✐❝♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛✿

❯♠❛ ❛❜♦r❞❛❣❡♠ ✈✐❛ ❆❇❈

P❧✐♥✐♦ ▲✉❝❛s ❉✐❛s ❆♥❞r❛❞❡

❚❡s❡ ❛♣r❡s❡♥t❛❞❛

❛♦

■♥st✐t✉t♦ ❞❡ ▼❛t❡♠át✐❝❛ ❡ ❊st❛tíst✐❝❛

❞❛

❯♥✐✈❡rs✐❞❛❞❡ ❞❡ ❙ã♦ P❛✉❧♦

♣❛r❛

♦❜t❡♥çã♦ ❞♦ tít✉❧♦

❞❡

❉♦✉t♦r ❡♠ ❈✐ê♥❝✐❛s

Pr♦❣r❛♠❛✿ Pós✲●r❛❞✉❛çã♦ ❡♠ ❊st❛tíst✐❝❛

❖r✐❡♥t❛❞♦r✿ Pr♦❢✳ ❉r✳ ❈❛r❧♦s ❆❧❜❡rt♦ ❞❡ ❇r❛❣❛♥ç❛ P❡r❡✐r❛

❈♦♦r✐❡♥t❛❞♦r❛✿ Pr♦❢

✳ ❉r

✳ ▲❛✉r❛ ▲❡tí❝✐❛ ❘❛♠♦s ❘✐❢♦

❉✉r❛♥t❡ ♦ ❞❡s❡♥✈♦❧✈✐♠❡♥t♦ ❞❡st❡ tr❛❜❛❧❤♦ ♦ ❛✉t♦r r❡❝❡❜❡✉ ❛✉①í❧✐♦ ✜♥❛♥❝❡✐r♦ ❞❛ ❈❆P❊❙ ❡ ❞♦ ❈◆Pq

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❊st✐♠❛çã♦ ❞♦ í♥❞✐❝❡ ❞❡ ♠❡♠ór✐❛

❡♠ ♣r♦❝❡ss♦s ❡st♦❝ást✐❝♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛✿

❯♠❛ ❛❜♦r❞❛❣❡♠ ✈✐❛ ❆❇❈

❊st❛ ✈❡rsã♦ ❞❛ t❡s❡ ❝♦♥té♠ ❛s ❝♦rr❡çõ❡s ❡ ❛❧t❡r❛çõ❡s s✉❣❡r✐❞❛s ♣❡❧❛ ❈♦♠✐ssã♦ ❏✉❧❣❛❞♦r❛ ❞✉r❛♥t❡ ❛ ❞❡❢❡s❛ ❞❛ ✈❡rsã♦ ♦r✐❣✐♥❛❧ ❞♦ tr❛❜❛❧❤♦✱ r❡❛❧✐③❛❞❛ ❡♠ ✷✽✴✵✸✴✷✵✶✻✳ ❯♠❛ ❝ó♣✐❛ ❞❛ ✈❡rsã♦ ♦r✐❣✐♥❛❧ ❡stá ❞✐s♣♦♥í✈❡❧ ♥♦ ■♥st✐t✉t♦ ❞❡ ▼❛t❡♠át✐❝❛ ❡ ❊st❛tíst✐❝❛ ❞❛ ❯♥✐✈❡rs✐❞❛❞❡ ❞❡ ❙ã♦ P❛✉❧♦✳

❈♦♠✐ssã♦ ❏✉❧❣❛❞♦r❛✿

• Pr♦❢❛✳ ❉r❛✳ ▲❛✉r❛ ▲❡tí❝✐❛ ❘❛♠♦s ❘✐❢♦ ✭❝♦♦r✐❡♥t❛❞♦r❛✮ ✲ ■▼❊❈❈✲❯◆■❈❆▼P • Pr♦❢❛✳ ❉r❛✳ ❋❧♦r❡♥❝✐❛ ●r❛❝✐❡❧❛ ▲❡♦♥❛r❞✐ ✲ ■▼❊✲❯❙P

• Pr♦❢❛✳ ❉r❛✳ ❈❤❛♥❣ ❈❤✉♥❣ ❨✉ ❉♦r❡❛ ✲ ❯◆❇

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❆❣r❛❞❡❝✐♠❡♥t♦s

❆❣r❛❞❡ç♦ ♣r✐♠❡✐r❛♠❡♥t❡ ❛ ❉❡✉s ❡ ❛ ♠✐♥❤❛ ❢❛♠í❧✐❛ ♣♦r ❡st❛r❡♠ s❡♠♣r❡ ♣r❡s❡♥t❡s✳ ❙♦✉ ❣r❛t♦ ❡s♣❡❝✐❛❧♠❡♥t❡ ❛♦ ♠❡✉ ✐r♠ã♦ ❝♦♠ q✉❡♠ ❝♦♠♣❛rt✐❧❤❡✐ ❞✐✜❝✉❧❞❛❞❡s ❡ s✉❝❡ss♦s ❛♦ ❧♦♥❣♦ ❞❡ss❡s ❛♥♦s✳

❆❣r❛❞❡ç♦ t❛♠❜é♠ ❛♦s ❝♦❧❡❣❛s ❞❡ ❉♦✉t♦r❛❞♦ ❝♦♠ q✉❡♠ ♠✉✐t♦ ❛♣r❡♥❞✐✱ ❡♠ ♣❛rt✐❝✉❧❛r ❛♦s ❛♠✐❣♦s ❇r✉♥♦ ❘❛♠♦s✱ ❊❞❡r ❋♦♥s❡❝❛ ❡ ❏♦❡❧s♦♥ ❈❛♠♣♦s✳

❙♦✉ ♠✉✐t♦ ❣r❛t♦ ❛♦ Pr♦❢❡ss♦r ❈❛r❧✐♥❤♦s ♣♦r s✉❛ ♣❛❝✐ê♥❝✐❛✱ ❞✐s♣♦♥✐❜✐❧✐❞❛❞❡ ❡ ❡s♣ír✐t♦ ♠♦t✐✈❛❞♦r✱ ❜❡♠ ❝♦♠♦ à Pr♦❢❡ss♦r❛ ▲❛✉r❛ ❘✐❢♦✱ ♦r✐❡♥t❛❞♦r❛ ❡ ❛♠✐❣❛✱ ♣♦r t❡r ♠❡ ❣✉✐❛❞♦ ❜r✐❧❤❛♥t❡♠❡♥t❡ ❝♦♠ ♠✉✐t❛ ♣❛❝✐ê♥❝✐❛ ❡ ❞❡❞✐❝❛çã♦ r✉♠♦ ❛♦ ❞❡s❢❡❝❤♦ ❞❡st❡ tr❛❜❛❧❤♦✳

❋✐♥❛❧♠❡♥t❡✱ ❛❣r❛❞❡ç♦ à ❈❆P❊❙ ❡ ❛♦ ❈◆Pq ♣❡❧♦ ❛♣♦✐♦ ✜♥❛♥❝❡✐r♦✳

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❘❡s✉♠♦

❆◆❉❘❆❉❊✱ P✳ ▲✳ ❉✳ ❊st✐♠❛çã♦ ❞♦ í♥❞✐❝❡ ❞❡ ♠❡♠ór✐❛ ❡♠ ♣r♦❝❡ss♦s ❡st♦❝ást✐❝♦s ❝♦♠ ♠❡✲ ♠ór✐❛ ❧♦♥❣❛✿ ❯♠❛ ❛❜♦r❞❛❣❡♠ ✈✐❛ ❆❇❈✳ ✷✵✶✻✳ ❚❡s❡ ✭❉♦✉t♦r❛❞♦✮ ✲ ■♥st✐t✉t♦ ❞❡ ▼❛t❡♠át✐❝❛ ❡ ❊st❛tíst✐❝❛✱ ❯♥✐✈❡rs✐❞❛❞❡ ❞❡ ❙ã♦ P❛✉❧♦✱ ❙ã♦ P❛✉❧♦✱ ✷✵✶✻✳

◆❡st❡ tr❛❜❛❧❤♦ ♣r♦♣♦♠♦s ♦ ✉s♦ ❞❡ ✉♠ ♠ét♦❞♦ ❇❛②❡s✐❛♥♦ ♣❛r❛ ❡st✐♠❛r ♦ ♣❛râ♠❡tr♦ ❞❡ ♠❡♠ór✐❛ ❞❡ ✉♠ ♣r♦❝❡ss♦ ❡st♦❝ást✐❝♦ ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ q✉❛♥❞♦ s✉❛ ❢✉♥çã♦ ❞❡ ✈❡r♦ss✐♠✐❧❤❛♥ç❛ é ✐♥tr❛tá✈❡❧ ♦✉ ♥ã♦ ❡stá ❞✐s♣♦♥í✈❡❧✳ ❊st❛ ❛❜♦r❞❛❣❡♠ ❢♦r♥❡❝❡ ✉♠❛ ❛♣r♦①✐♠❛çã♦ ♣❛r❛ ❛ ❞✐str✐❜✉✐çã♦ ❛ ♣♦st❡r✐♦r✐ s♦❜r❡ ❛ ♠❡♠ór✐❛ ❡ ♦✉tr♦s ♣❛râ♠❡tr♦s ❡ é ❜❛s❡❛❞❛ ♥✉♠❛ ❛♣❧✐❝❛çã♦ s✐♠♣❧❡s ❞♦ ♠ét♦❞♦ ❝♦♥❤❡❝✐❞♦ ❝♦♠♦ ❝♦♠♣✉t❛çã♦ ❇❛②❡s✐❛♥❛ ❛♣r♦①✐♠❛❞❛ ✭❆❇❈✮✳ ❆❧❣✉♥s ❡st✐♠❛❞♦r❡s ♣♦♣✉❧❛r❡s ♣❛r❛ ♦ ♣❛râ♠❡tr♦ ❞❡ ♠❡♠ór✐❛ s❡rã♦ r❡✈✐s❛❞♦s ❡ ❝♦♠♣❛r❛❞♦s ❝♦♠ ❡st❛ ❛❜♦r❞❛❣❡♠✳ ❖ ❡♠♣r❡❣♦ ❞❡ ♥♦ss❛ ♣r♦♣♦st❛ ✈✐✲ ❛❜✐❧✐③❛ ❛ s♦❧✉çã♦ ❞❡ ♣r♦❜❧❡♠❛s ❝♦♠♣❧❡①♦s s♦❜ ♦ ♣♦♥t♦ ❞❡ ✈✐st❛ ❇❛②❡s✐❛♥♦ ❡✱ ❡♠❜♦r❛ ❛♣r♦①✐♠❛t✐✈❛✱ ♣♦ss✉✐ ✉♠ ❞❡s❡♠♣❡♥❤♦ ♠✉✐t♦ s❛t✐s❢❛tór✐♦ q✉❛♥❞♦ ❝♦♠♣❛r❛❞❛ ❝♦♠ ♠ét♦❞♦s ❝❧áss✐❝♦s✳

P❛❧❛✈r❛s✲❝❤❛✈❡✿ ♣r♦❝❡ss♦ ❡st♦❝ást✐❝♦ ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛✱ ✐♥❢❡rê♥❝✐❛ ❇❛②❡s✐❛♥❛✱ ❝♦♠♣✉t❛çã♦ ❇❛②❡✲ s✐❛♥❛ ❛♣r♦①✐♠❛❞❛✱ ❆❇❈✳

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❆❜str❛❝t

❆◆❉❘❆❉❊✱ P✳ ▲✳ ❉✳ ❊st✐♠❛t✐♦♥ ♦❢ t❤❡ ♠❡♠♦r② ✐♥❞❡① ♦❢ st♦❝❤❛st✐❝ ♣r♦❝❡ss❡s ✇✐t❤ ❧♦♥❣ ♠❡♠♦r②✿ ❆♥ ❆❇❈ ❛♣♣r♦❛❝❤✳ ✷✵✶✻✳ ❚❤❡s✐s ✭P❤❉✮ ✲ ■♥st✐t✉t♦ ❞❡ ▼❛t❡♠át✐❝❛ ❡ ❊st❛tíst✐❝❛✱ ❯♥✐✲ ✈❡rs✐❞❛❞❡ ❞❡ ❙ã♦ P❛✉❧♦✱ ❙ã♦ P❛✉❧♦✱ ✷✵✶✻✳

■♥ t❤✐s ✇♦r❦ ✇❡ ♣r♦♣♦s❡ t❤❡ ✉s❡ ♦❢ ❛ ❇❛②❡s✐❛♥ ♠❡t❤♦❞ ❢♦r ❡st✐♠❛t✐♥❣ t❤❡ ♠❡♠♦r② ♣❛r❛♠❡t❡r ♦❢ ❛ st♦❝❤❛st✐❝ ♣r♦❝❡ss ✇✐t❤ ❧♦♥❣✲♠❡♠♦r② ✇❤❡♥ ✐ts ❧✐❦❡❧✐❤♦♦❞ ❢✉♥❝t✐♦♥ ✐s ✐♥tr❛❝t❛❜❧❡ ♦r ✉♥❛✈❛✐❧❛✲ ❜❧❡✳ ❙✉❝❤ ❛♣♣r♦❛❝❤ ♣r♦✈✐❞❡s ❛♥ ❛♣♣r♦①✐♠❛t✐♦♥ ❢♦r t❤❡ ♣♦st❡r✐♦r ❞✐str✐❜✉t✐♦♥ ♦♥ t❤❡ ♠❡♠♦r② ❛♥❞ ♦t❤❡r ♣❛r❛♠❡t❡rs ❛♥❞ ✐t ✐s ❜❛s❡❞ ♦♥ ❛ s✐♠♣❧❡ ❛♣♣❧✐❝❛t✐♦♥ ♦❢ t❤❡ s♦✲❝❛❧❧❡❞ ❛♣♣r♦①✐♠❛t❡ ❇❛②❡s✐❛♥ ❝♦♠♣✉t❛t✐♦♥ ✭❆❇❈✮✳ ❙♦♠❡ ♣♦♣✉❧❛r ❡①✐st✐♥❣ ❡st✐♠❛t♦rs ❢♦r t❤❡ ♠❡♠♦r② ♣❛r❛♠❡t❡r ❛r❡ r❡✈✐❡✇❡❞ ❛♥❞ ❝♦♠♣❛r❡❞ t♦ t❤✐s ♠❡t❤♦❞✳ ❚❤❡ ✉s❡ ♦❢ ♦✉r ♣r♦♣♦s❛❧ ❛❧❧♦✇s ❢♦r t❤❡ s♦❧✉t✐♦♥ ♦❢ ❝♦♠♣❧❡① ♣r♦❜❧❡♠s ✉♥❞❡r ❛ ❇❛②❡s✐❛♥ ♣♦✐♥t ♦❢ ✈✐❡✇ ❛♥❞ t❤✐s ♣r♦♣♦s❛❧✱ ❛❧t❤♦✉❣❤ ❛♣♣r♦①✐♠❛t✐✈❡✱ ❤❛s ❛ s❛t✐s❢❛❝t♦r② ♣❡r❢♦r♠❛♥❝❡ ✇❤❡♥ ❝♦♠♣❛r❡❞ t♦ ❝❧❛ss✐❝❛❧ ♠❡t❤♦❞s✳

❑❡②✇♦r❞s✿ ❧♦♥❣ ♠❡♠♦r② st♦❝❤❛st✐❝ ♣r♦❝❡ss✱ ❇❛②❡s✐❛♥ ✐♥❢❡r❡♥❝❡✱ ❛♣♣r♦①✐♠❛t❡ ❇❛②❡s✐❛♥ ❝♦♠♣✉t❛✲ t✐♦♥✱ ❆❇❈✳

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❙✉♠ár✐♦

▲✐st❛ ❞❡ ❆❜r❡✈✐❛t✉r❛s ✐①

▲✐st❛ ❞❡ ❋✐❣✉r❛s ①✐

▲✐st❛ ❞❡ ❚❛❜❡❧❛s ①✈✐✐

✶ ■♥tr♦❞✉çã♦ ✶

✶✳✶ ❖❜❥❡t✐✈♦s ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷ ✶✳✷ ❈♦♥tr✐❜✉✐çõ❡s ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✸ ✶✳✸ ❖r❣❛♥✐③❛çã♦ ❞♦ ❚r❛❜❛❧❤♦✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✸

✷ Pr♦❝❡ss♦s ❡st♦❝ást✐❝♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ✺

✷✳✶ ▼♦t✐✈❛çã♦ ❡ ❞❡✜♥✐çõ❡s ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺ ✷✳✷ ❆❧❣✉♥s ♣r♦❝❡ss♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽ ✷✳✷✳✶ Pr♦❝❡ss♦s ❛✉t♦ss✐♠✐❧❛r❡s ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽ ✷✳✷✳✷ Pr♦❝❡ss♦s ❞❡ ❍❡r♠✐t❡✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✶✵ ✷✳✷✳✸ ▼♦✈✐♠❡♥t♦ ❡stá✈❡❧ ❢r❛❝✐♦♥ár✐♦ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✶✹ ✷✳✷✳✹ Pr♦❝❡ss♦ ❣❛♠❛ ♠♦❞✉❧❛❞♦ ❣❡♥❡r❛❧✐③❛❞♦ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✶✽

✸ ❊st✐♠❛❞♦r❡s ❝❧áss✐❝♦s ♣❛r❛ ♦ í♥❞✐❝❡ ❞❡ ♠❡♠ór✐❛ ✷✸

✸✳✶ ❆♥á❧✐s❡ ❞♦ ✈❛r✐♦❣r❛♠❛ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✹ ✸✳✷ ❆♥á❧✐s❡ ❘✴❙ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✹ ✸✳✸ ❆♥á❧✐s❡ ❧♦❝❛❧ ❡ ❣❧♦❜❛❧ ❞♦ ♣❡r✐♦❞♦❣r❛♠❛ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✺ ✸✳✹ ❆♥á❧✐s❡ ❉❋ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✼ ✸✳✺ ▼ét♦❞♦s ❜❛s❡❛❞♦s ♥♦ ❡st✐♠❛❞♦r ❞❡ ❲❤✐tt❧❡ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✽ ✸✳✻ ▼ét♦❞♦ ❞❡ ♦♥❞❛❧❡t❛s ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✾ ✸✳✼ ❱❛r✐❛çã♦✲p ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✸✵ ✸✳✽ ▼ét♦❞♦ ▼❙❉ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✸✷

✹ ❈♦♠♣✉t❛çã♦ ❇❛②❡s✐❛♥❛ ❆♣r♦①✐♠❛❞❛ ✸✸

✹✳✶ ❙♦❜r❡ ❛ ❡s❝♦❧❤❛ ❞❡ ❡st❛tíst✐❝❛s r❡s✉♠♦ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✹ ✹✳✶✳✶ ❈r✐tér✐♦ ❞❡ ♠í♥✐♠❛ ❡♥tr♦♣✐❛ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✹ ✹✳✶✳✷ ❈r✐tér✐♦ ❞❡ǫ✲s✉✜❝✐ê♥❝✐❛ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✺ ✹✳✶✳✸ ❆❇❈ s❡♠✐❛✉t♦♠át✐❝♦✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✼ ✹✳✷ Pós✲♣r♦❝❡ss❛♠❡♥t♦ ❞❛ ❛♠♦str❛ ❆❇❈ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✽ ✹✳✸ ❯♠❛ ♥♦t❛ s♦❜r❡ ❛ ❡s❝♦❧❤❛ ❞❡ ♠♦❞❡❧♦s ❡ t❡st❡s ❞❡ ❤✐♣ót❡s❡s ❛tr❛✈és ❞♦ ❆❇❈ ✳ ✳ ✳ ✳ ✳ ✺✷

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✈✐✐✐ ❙❯▼➪❘■❖

✺ ❆♣❧✐❝❛çõ❡s ❡ ❈♦♥❝❧✉sõ❡s ✻✶

✺✳✶ ❉❡s❝r✐çã♦ ❞♦s r❡s✉❧t❛❞♦s ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✶ ✺✳✷ ❘✉í❞♦ ●❛✉ss✐❛♥♦ ❋r❛❝✐♦♥ár✐♦ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✶ ✺✳✷✳✶ ❆♣❧✐❝❛çã♦✿ ◆í✈❡✐s ♠í♥✐♠♦s ❛♥✉❛✐s ❞♦ r✐♦ ◆✐❧♦ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✸ ✺✳✸ ■♥❝r❡♠❡♥t♦s ❞♦ ♣r♦❝❡ss♦ ❞❡ ❘♦s❡♥❜❧❛tt ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✺ ✺✳✸✳✶ ❆♣❧✐❝❛çã♦✿ ❱❛③ã♦ ♠é❞✐❛ ♠❡♥s❛❧ ❞♦s r✐♦s ▼♦s❛ ❡ ❱íst✉❧❛ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✼ ✺✳✹ Pr♦❝❡ss♦ ❜✐♥ár✐♦ ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✵ ✺✳✺ ▼♦✈✐♠❡♥t♦ ❡stá✈❡❧ ❢r❛❝✐♦♥ár✐♦ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✷ ✺✳✺✳✶ ❆♣❧✐❝❛çã♦✿ ❊r✉♣çõ❡s s♦❧❛r❡s ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✺ ✺✳✻ Pr♦❝❡ss♦ ❣❛♠❛ ♠♦❞✉❧❛❞♦ ❣❡♥❡r❛❧✐③❛❞♦ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✽ ✺✳✻✳✶ ❆♣❧✐❝❛çã♦✿ ❘❡t♦r♥♦s ❞♦ í♥❞✐❝❡ ❙✫P✺✵✵ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✷ ✺✳✼ ❈♦♥s✐❞❡r❛çõ❡s ❋✐♥❛✐s ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✸ ✺✳✽ ❙✉❣❡stõ❡s ♣❛r❛ P❡sq✉✐s❛s ❋✉t✉r❛s ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✺

❆ ❚❛❜❡❧❛s ❞❡ ❘❡s✉❧t❛❞♦s ✽✼

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▲✐st❛ ❞❡ ❆❜r❡✈✐❛t✉r❛s

❆❇❈ ❈♦♠♣✉t❛çã♦ ❇❛②❡s✐❛♥❛ ❛♣r♦①✐♠❛❞❛ ✭❆♣♣r♦①✐♠❛t❡ ❇❛②❡s✐❛♥ ❝♦♠♣✉t❛t✐♦♥✮ ❉❋❆ ❉❡tr❡♥❞❡❞ ✢✉❝t✉❛t✐♦♥ ❛♥❛❧②s✐s

❞♣ ❉❡s✈✐♦ ♣❛❞rã♦

❊◗▼ ❊rr♦ q✉❛❞rát✐❝♦ ♠é❞✐♦

❢❇♠ ▼♦✈✐♠❡♥t♦ ❇r♦✇♥✐❛♥♦ ❢r❛❝✐♦♥ár✐♦ ✭❋r❛❝t✐♦♥❛❧ ❇r♦✇♥✐❛♥ ♠♦t✐♦♥✮ ❢●♥ ❘✉í❞♦ ●❛✉ss✐❛♥♦ ❢r❛❝✐♦♥ár✐♦ ✭❋r❛❝t✐♦♥❛❧ ●❛✉ss✐❛♥ ♥♦✐s❡✮

❢❙♠ ▼♦✈✐♠❡♥t♦ ❡stá✈❡❧ ❢r❛❝✐♦♥ár✐♦ ✭❋r❛❝t✐♦♥❛❧ st❛❜❧❡ ♠♦t✐♦♥✮ ❢❙♥ ❘✉í❞♦ ❡stá✈❡❧ ❢r❛❝✐♦♥ár✐♦ ✭❋r❛❝t✐♦♥❛❧ st❛❜❧❡ ♥♦✐s❡✮

▼❈▼❈ ▼♦♥t❡ ❈❛r❧♦ ✈✐❛ ❝❛❞❡✐❛s ❞❡ ▼❛r❦♦✈ ✭▼❛r❦♦✈ ❝❤❛✐♥ ▼♦♥t❡ ❈❛r❧♦✮ P▼▲ Pr♦❝❡ss♦ ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛

P▼❈ Pr♦❝❡ss♦ ❝♦♠ ♠❡♠ór✐❛ ❝✉rt❛

❘♥ ❘✉í❞♦ ❘♦s❡♥❜❧❛tt ✭❘♦s❡♥❜❧❛tt ♥♦✐s❡✮

❙❆❆❇❈ ❆❇❈ s❡♠✐❛✉t♦♠át✐❝♦ ✭❙❡♠✐❛✉t♦♠❛t✐❝ ❆❇❈ ✮

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▲✐st❛ ❞❡ ❋✐❣✉r❛s

✶✳✶ ❚r❛❥❡tór✐❛s ❞♦ r✉í❞♦ ●❛✉ss✐❛♥♦ ❢r❛❝✐♦♥ár✐♦ ♣❛r❛ ❞✐❢❡r❡♥t❡s ✐♥t❡♥s✐❞❛❞❡s ❞❡ ♠❡♠ó✲ r✐❛✿ s❡♠ ♠❡♠ór✐❛ ✭♣r✐♠❡✐r❛ ❣rá✜❝♦✮✱ ♠❡♠ór✐❛ ❧♦♥❣❛ ❝♦♠ ✐♥t❡♥s✐❞❛❞❡ ✐♥t❡r♠❡❞✐ár✐❛ ✭s❡❣✉♥❞❛ ❣rá✜❝♦✮ ❡ ♠❡♠ór✐❛ ❧♦♥❣❛ ❝♦♠ ❛❧t❛ ✐♥t❡♥s✐❞❛❞❡ ✭t❡r❝❡✐r♦ ❣rá✜❝♦✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷

✷✳✶ ❚r✐â♥❣✉❧♦ ❞❡ ❙✐❡r♣❡♥s❦✐✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽ ✷✳✷ ◆í✈❡✐s ♠í♥✐♠♦s ❛♥✉❛✐s ❞♦ r✐♦ ◆✐❧♦ ❡ ✐♥t❡r✈❛❧♦s ❞❡ ♣r❡✈✐sã♦ ♦❜t✐❞♦s ✉t✐❧✐③❛♥❞♦✲s❡ ❞♦✐s

♠♦❞❡❧♦s ●❛✉ss✐❛♥♦s✿ ❯♠ ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ✭❆❘■▼❆ ❢r❛❝✐♦♥ár✐♦✮ ❡ ✉♠ ❝♦♠ ♠❡✲ ♠ór✐❛ ❝✉rt❛ ✭❛✉t♦r❡❣r❡ss✐✈♦ ❞❡ ♦r❞❡♠ ✷✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✶✵ ✷✳✸ ❚r❛❥❡tór✐❛s ❞♦ ♣r♦❝❡ss♦ ❞❡ ❍❡r♠✐t❡ ❞❡ ♦r❞❡♠ 1 ✭❛❝✐♠❛ ❡ ❛ ❡sq✉❡r❞❛✮ ❡ ♦r❞❡♠ 2

✭❛❜❛✐①♦ ❡ ❛ ❡sq✉❡r❞❛✮ ❝♦♠ ♣❛râ♠❡tr♦ ❞❡ ♠❡♠ór✐❛H = 0.7 ❡ s✉❛s r❡s♣❡❝t✐✈❛s sér✐❡s

❞❡ ✐♥❝r❡♠❡♥t♦s ✭❝♦❧✉♥❛ ❞✐r❡✐t❛✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✶✷ ✷✳✹ ❋✉♥çõ❡s ❞❡♥s✐❞❛❞❡ ✭❡sq✉❡r❞❛✮ ❡ ❞✐str✐❜✉✐çã♦ ❛❝✉♠✉❧❛❞❛ ✭❞✐r❡✐t❛✮ ❞❛ ❞✐str✐❜✉✐çã♦ α✲

❡stá✈❡❧ ❝♦♠ ♣❛râ♠❡tr♦sβ = 0✱γ = 1✱δ= 0 ❡ α ✈❛r✐❛♥❞♦ ❡♠{2.0,1.5,1.0,0.5}✳ ✳ ✳ ✳ ✶✺

✷✳✺ ❋✉♥çõ❡s ❞❡♥s✐❞❛❞❡ ✭❡sq✉❡r❞❛✮ ❡ ❞✐str✐❜✉✐çã♦ ❛❝✉♠✉❧❛❞❛ ✭❞✐r❡✐t❛✮ ❞❛ ❞✐str✐❜✉✐çã♦ α✲ ❡stá✈❡❧ ❝♦♠ ♣❛râ♠❡tr♦sα= 0.5✱γ = 1✱δ= 0 ❡ β ✈❛r✐❛♥❞♦ ❡♠ {0.00,0.25,0.50,1.00}✳ ✶✻

✷✳✻ ❚r❛❥❡tór✐❛ ❛♠♦str❛❧ ❞♦ ❢❇♠ ✭❛❝✐♠❛✮ ❡ ❞♦ ❢❙♠ ✭❛❜❛✐①♦✮ ❝♦♠ ♣❛râ♠❡tr♦ ❞❡ ❛✉t♦ss✐♠✐✲ ❧❛r✐❞❛❞❡H = 0.8✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✶✼

✷✳✼ ❚r❛❥❡tór✐❛ ❛♠♦str❛❧ ❞♦ ❢●♥ ✭❛❝✐♠❛✮ ❡ ❞♦ ❢❙♥ ✭❛❜❛✐①♦✮ ❝♦♠ ♣❛râ♠❡tr♦ ❞❡ ❛✉t♦ss✐♠✐✲ ❧❛r✐❞❛❞❡H = 0.8✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✶✼

✷✳✽ ❚r❛❥❡tór✐❛s ❛♠♦str❛✐s ❞♦ ♣r♦❝❡ss♦ ❣❛♠❛✲♠♦❞✉❧❛❞♦ ❣❡♥❡r❛❧✐③❛❞♦ ✭●●▼♣✮ ♣❛r❛ ❞✐❢❡✲ r❡♥t❡s ✈❛❧♦r❡s ❞❡β✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✶✾ ✷✳✾ ❚r❛❥❡tór✐❛s ❛♠♦str❛✐s ❞♦ ♣r♦❝❡ss♦ ❞❡ ✐♥❝r❡♠❡♥t♦s ❞♦ ♣r♦❝❡ss♦ ❣❛♠❛✲♠♦❞✉❧❛❞♦ ❣❡♥❡✲

r❛❧✐③❛❞♦ ✭●●▼♥✮ ♣❛r❛ ❞✐❢❡r❡♥t❡s ✈❛❧♦r❡s ❞❡β✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✶✾ ✷✳✶✵ ❉✐str✐❜✉✐çã♦ ❛♠♦str❛❧ ❞❡ ❱❛r[∆(βXt)] ♣❛r❛ t= 1,2, . . . ,100♦❜t✐❞❛ ❛tr❛✈és ❞❡ 1000

tr❛❥❡tór✐❛s s✐♠✉❧❛❞❛s ❞♦ ●●▼♥ ♣❛r❛ ❞✐❢❡r❡♥t❡s ✈❛❧♦r❡s ❞❡β✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✵

✸✳✶ ❱❛r✐♦❣r❛♠❛ ♣❛r❛ sér✐❡s s✐♠✉❧❛❞❛s ❞♦ ❢●♥ ❝♦♠ H = 0.5 ✭❡sq✉❡r❞❛✮ ❡ H = 0.8 ✭❞✐✲

r❡✐t❛✮✳ ❆ ❧✐♥❤❛ ❝❤❡✐❛ ❢♦✐ ♦❜t✐❞❛ ♣♦r ♠í♥✐♠♦s q✉❛❞r❛❞♦s✱ ❡♥q✉❛♥t♦ ❛ ❧✐♥❤❛ tr❛❝❡❥❛❞❛ ❝♦rr❡s♣♦♥❞❡ ❛ ✐♥❝❧✐♥❛çã♦−1 ✭♠❡♠ór✐❛ ❝✉rt❛✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✺

✸✳✷ P♦①♣❧♦t ♣❛r❛ sér✐❡s s✐♠✉❧❛❞❛s ❞♦ ❢●♥ ❝♦♠H= 0.5✭❡sq✉❡r❞❛✮ ❡H= 0.8✭❞✐r❡✐t❛✮✳ ❆

❧✐♥❤❛ ❝❤❡✐❛ ❢♦✐ ♦❜t✐❞❛ ♣♦r ♠í♥✐♠♦s q✉❛❞r❛❞♦s✱ ❡♥q✉❛♥t♦ ❛ ❧✐♥❤❛ tr❛❝❡❥❛❞❛ ❝♦rr❡s♣♦♥❞❡ ❛ ✐♥❝❧✐♥❛çã♦0.5 ✭♠❡♠ór✐❛ ❝✉rt❛✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✺

✸✳✸ P❡r✐♦❞♦❣r❛♠❛ ♣❛r❛ sér✐❡s s✐♠✉❧❛❞❛s ❞♦ ❢●♥ ❝♦♠ H = 0.5 ✭❡sq✉❡r❞❛✮ ❡ H = 0.8

✭❞✐r❡✐t❛✮✳ ❆ ❧✐♥❤❛ ❝❤❡✐❛ ❢♦✐ ♦❜t✐❞❛ ♣♦r ♠í♥✐♠♦s q✉❛❞r❛❞♦s✱ ❡♥q✉❛♥t♦ ❛ ❧✐♥❤❛ tr❛❝❡❥❛❞❛ ❝♦rr❡s♣♦♥❞❡ ❛ ✐♥❝❧✐♥❛çã♦0 ✭♠❡♠ór✐❛ ❝✉rt❛✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✻

(14)

①✐✐ ▲■❙❚❆ ❉❊ ❋■●❯❘❆❙

✸✳✹ ●rá✜❝♦s ♦❜t✐❞♦s ♣❡❧❛ ❉❋❆ ♣❛r❛ sér✐❡s s✐♠✉❧❛❞❛s ❞♦ ❢●♥ ❝♦♠ H = 0.5 ✭❡sq✉❡r❞❛✮ ❡

H= 0.8✭❞✐r❡✐t❛✮✳ ❆ ❧✐♥❤❛ ❝❤❡✐❛ ❢♦✐ ♦❜t✐❞❛ ♣♦r ♠í♥✐♠♦s q✉❛❞r❛❞♦s✱ ❡♥q✉❛♥t♦ ❛ ❧✐♥❤❛

tr❛❝❡❥❛❞❛ ❝♦rr❡s♣♦♥❞❡ ❛ ✐♥❝❧✐♥❛çã♦1 ✭♠❡♠ór✐❛ ❝✉rt❛✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✷✼

✹✳✶ ❊st✉❞♦ ❞❛ ♠é❞✐❛✱ ♠❡❞✐❛♥❛ ❡ ❞❡s✈✐♦✲♣❛❞rã♦ ❝♦♠♦ ❡st❛tíst✐❝❛s r❡s✉♠♦ ♣❛r❛ ♦ ♣❛râ♠❡✲ tr♦ ❞❡ ❧♦❝❛❧✐③❛çã♦ δ ❞❛ ❞✐str✐❜✉✐çã♦S(1.5,0.3,1, δ)✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✸✻

✹✳✷ ❍✐st♦❣r❛♠❛ ❞♦s ✈❛❧♦r❡s ❞❡δ ♦❜t✐❞♦s ♣❡❧♦ ❛❧❣♦r✐t♠♦ ❉ ♣❛r❛ ✉♠❛ ❛♠♦str❛ ❞❡ t❛♠❛♥❤♦

100 ❞❛ ❞✐str✐❜✉✐çã♦ S(1.5,0.3,1, δ = 2)✳ ❆ ❝✉r✈❛ tr❛❝❡❥❛❞❛ r❡♣r❡s❡♥t❛ ❛ ❢✉♥çã♦ ❞❡

❞❡♥s✐❞❛❞❡ ❛ ♣r✐♦r✐ q✉❡ ♥❡st❡ ❝❛s♦ éN(0,25)✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✸✼

✹✳✸ ❇♦①♣❧♦ts ❞❛s ♠é❞✐❛s ❛ ♣♦st❡r✐♦r✐ ♦❜t✐❞❛s ♣❛r❛ δ ✉s❛♥❞♦ ♦ ❛❧❣♦r✐t♠♦ ❉ ❡♠100s✐♠✉✲

❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦✳ ❖s ♥ú♠❡r♦s 14 ♥♦ ❡✐①♦ ❤♦r✐③♦♥t❛❧ ✐♥❞✐❝❛♠ ❛s ❛❜♦r❞❛❣❡♥s (i)(iv)✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✸✽

✹✳✹ ❇♦①♣❧♦ts ❞❛s ♠é❞✐❛s ❛ ♣♦st❡r✐♦r✐ ♦❜t✐❞❛s ♣❛r❛ δ ✉s❛♥❞♦ ♦ ❛❧❣♦r✐t♠♦ ❉ ❡♠100s✐♠✉✲

❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦✳ ❖s ♥ú♠❡r♦s 15 ♥♦ ❡✐①♦ ❤♦r✐③♦♥t❛❧ ✐♥❞✐❝❛♠ ❝❛❞❛ ✉♠❛ ❞❛s 5♣r✐♦r✐s ❛ss✉♠✐❞❛s ♣❛r❛ δ✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✸✾ ✹✳✺ ❚r❛ç♦ ❞♦s ✈❛❧♦r❡s ❞❡δ♦❜t✐❞♦s ♣❡❧♦ ❛❧❣♦r✐t♠♦ ❊ ♣❛r❛ ✉♠❛ ❛♠♦str❛ ❞❡ t❛♠❛♥❤♦100❞❛

❞✐str✐❜✉✐çã♦ S(1.5,0.3,1, δ= 2) ❡ ❤✐st♦❣r❛♠❛ ❞❡ss❡s ✈❛❧♦r❡s ❛♣ós ❡①❝❧✉sã♦ ❞♦s 5000

♣r✐♠❡✐r♦s✳ ❆ ❝✉r✈❛ tr❛❝❡❥❛❞❛ r❡♣r❡s❡♥t❛ ❛ ❢✉♥çã♦ ❞❡ ❞❡♥s✐❞❛❞❡ ❛ ♣r✐♦r✐ q✉❡ ♥❡st❡ ❝❛s♦ éN(0,25)✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✶

✹✳✻ ❉✐str✐❜✉✐çã♦ ❛ ♣♦st❡r✐♦r✐ ♣❛r❛ θ = (θ1, θ2)✳ ❖ tr✐â♥❣✉❧♦ r❡♣r❡s❡♥t❛ ♦s ✈❛❧♦r❡s q✉❡ ♦s

♣❛râ♠❡tr♦s ♣♦❞❡♠ ❛ss✉♠✐r✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✷ ✹✳✼ ❉✐s♣❡rsã♦ ❞♦s ♣♦♥t♦s ❛❝❡✐t♦s ♣❡❧♦ ❆❇❈ ✭❛❧❣♦r✐t♠♦ ❈✮ ✈❛r✐❛♥❞♦ ♦s ✈❛❧♦r❡s ❞❡ ε ❞❡

♠♦❞♦ ❛ ❛❝❡✐t❛r 10% ✭❡sq✉❡r❞❛✮✱ 1% ✭❝❡♥tr♦✮ ❡0.1% ✭❞✐r❡✐t❛✮ ❞❛s s✐♠✉❧❛çõ❡s✳ ❈❛❞❛

❣rá✜❝♦ ♣♦ss✉✐ ❝✉r✈❛s ❞❡ ♥í✈❡❧ ❞❛ ❞✐str✐❜✉✐çã♦ ❛ ♣♦st❡r✐♦r✐ t❡ór✐❝❛ ❡ ♦s tr✐â♥❣✉❧♦s tr❛❝❡❥❛❞♦s r❡♣r❡s❡♥t❛♠ ❛ ❞✐str✐❜✉✐çã♦ ❛ ♣r✐♦r✐✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✸ ✹✳✽ ❉✐s♣❡rsã♦ ❞♦s ♣♦♥t♦s ❛❝❡✐t♦s ♣❡❧♦ ❆❇❈ ✭❛❧❣♦r✐t♠♦ ❉✮ ✉t✐❧✐③❛♥❞♦ ❛s ❞✉❛s ♣r✐♠❡✐r❛s

❛✉t♦❝♦✈❛r✐â♥❝✐❛s ❝♦♠♦ ❡st❛tíst✐❝❛s r❡s✉♠♦✳ ❖s ✈❛❧♦r❡s ❞❡ε❢♦r❛♠ t♦♠❛❞♦s ❞❡ ♠♦❞♦ ❛ ❛❝❡✐t❛r 10%✭❡sq✉❡r❞❛✮✱ 1%✭❝❡♥tr♦✮ ❡ 0.1% ✭❞✐r❡✐t❛✮ ❞❛s s✐♠✉❧❛çõ❡s✳ ❈❛❞❛ ❣rá✜❝♦

♣♦ss✉✐ ❝✉r✈❛s ❞❡ ♥í✈❡❧ ❞❛ ❞✐str✐❜✉✐çã♦ ❛ ♣♦st❡r✐♦r✐ t❡ór✐❝❛ ❡ ♦s tr✐â♥❣✉❧♦s tr❛❝❡❥❛❞♦s r❡♣r❡s❡♥t❛♠ ❛ ❞✐str✐❜✉✐çã♦ ❛ ♣r✐♦r✐✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✸ ✹✳✾ ❉✐str✐❜✉✐çõ❡s ❛ ♣♦st❡r✐♦r✐ ♠❛r❣✐♥❛✐s ❞❡ θ = (θ1, θ2) ♦❜t✐❞❛s ♣❡❧♦ ❛❧❣♦r✐t♠♦ ❉✳ ❆

❝✉r✈❛ só❧✐❞❛ r❡♣r❡s❡♥t❛ ❛ ❞✐str✐❜✉✐çã♦ t❡ór✐❝❛✱ ❡♥q✉❛♥t♦ ❛s ❝✉r✈❛s ♦❜t✐❞❛s ❛tr❛✈és ❞❛s ❛♠♦str❛s ✶✱ ✷ ❡ ✸ ❝♦rr❡s♣♦♥❞❡♠ ❛♦s ✈❛❧♦r❡s ❞❡ε❝♦♥s✐❞❡r❛❞♦s ♥♦ ❛❧❣♦r✐t♠♦✳ ✳ ✳ ✳ ✳ ✳ ✹✹ ✹✳✶✵ ❉✐str✐❜✉✐çõ❡s ❛ ♣♦st❡r✐♦r✐ ♠❛r❣✐♥❛✐s ❞❡θ= (θ1, θ2)♦❜t✐❞❛s ♣❡❧♦ ❛❧❣♦r✐t♠♦ ❉✳ ❆ ❝✉r✈❛

só❧✐❞❛ r❡♣r❡s❡♥t❛ ❛ ❞✐str✐❜✉✐çã♦ t❡ór✐❝❛✱ ❡♥q✉❛♥t♦ ❛s ❞❡♠❛✐s ❝✉r✈❛s ❝♦rr❡s♣♦♥❞❡♠ ❛s ❛♠♦str❛s ♦❜t✐❞❛s s❡♠ ♣ós ♣r♦❝❡ss❛♠❡♥t♦ ✭s✴ ❝♦rr❡çã♦✮✱ ❝♦♠ ♣ós ♣r♦❝❡ss❛♠❡♥t♦ ❞❡ ❇❡❛✉♠♦♥t ❡t ❛❧✳ ✭✷✵✵✷✮ ✭❝♦rr❡çã♦ ✶✮ ❡ ❞❡❇❧✉♠ ❡ ❋r❛♥ç♦✐s ✭✷✵✶✵✮ ✭❝♦rr❡çã♦ ✷✮✳ ✳ ✳ ✳ ✺✵ ✹✳✶✶ ◆í✈❡✐s ❞❛s ❞❡♥s✐❞❛❞❡s ❝♦♥❥✉♥t❛s ♣❛r❛(A, B)✭❡sq✉❡r❞❛✮ ❡(g, k) ✭❞✐r❡✐t❛✮ ✉t✐❧✐③❛♥❞♦ ♦

❆❇❈ ♣r♦♣♦st♦ ♣♦r❆❧❧✐♥❣❤❛♠ ❡t ❛❧✳ ✭✷✵✵✾✮ ✭❣rá✜❝♦s s✉♣❡r✐♦r❡s✮ ❡ ♦ ♠ét♦❞♦ ❆❇❈ s❡✲ ♠✐❛✉t♦♠át✐❝♦ ❞❡❋❡❛r♥❤❡❛❞ ❡ Pr❛♥❣❧❡ ✭✷✵✶✷✮ ✭❣rá✜❝♦s ✐♥❢❡r✐♦r❡s✮ ♣❛r❛ ✉♠❛ ❛♠♦str❛ ❞❡ t❛♠❛♥❤♦1000 ❝♦♠ ✈❛❧♦r ♥♦♠✐♥❛❧ ❞❡θ ✐❣✉❛❧ ❛ θ0 = (3,1,2,0.5)✳ ❖ ✏×✑ ❞❡♠❛r❝❛

♦ ✈❛❧♦r ♥♦♠✐♥❛❧✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺✶ ✹✳✶✷ ●rá✜❝♦s ❞❛ ❢✉♥çã♦ ❞❡ ❞✐str✐❜✉✐çã♦ ✭❡sq✉❡r❞❛✮ ❡ ❢✉♥çã♦ ❞❡ ❞❡♥s✐❞❛❞❡ ✭❞✐r❡✐t❛✮ ❞❛

(15)

▲■❙❚❆ ❉❊ ❋■●❯❘❆❙ ①✐✐✐

✹✳✶✸ ❉✐str✐❜✉✐çã♦ ❛♠♦str❛❧ ❞❛ ♠é❞✐❛ ❛ ♣♦st❡r✐♦r✐ ♣❛r❛ D♦❜t✐❞❛s ♣❡❧♦ ❛❧❣♦r✐t♠♦ ❉✳ ❈❛❞❛ ❝♦❧✉♥❛ ❝♦rr❡s♣♦♥❞❡ ❛ ✉♠ ✈❛❧♦r ♥♦♠✐♥❛❧ ✉t✐❧✐③❛❞♦ ♥❛s s✐♠✉❧❛çõ❡s✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺✼ ✹✳✶✹ ❉✐str✐❜✉✐çã♦ ❛ ♣♦st❡r✐♦r✐ ♣❛r❛D♦❜t✐❞♦ ♣❡❧♦ ❆❇❈ s❡♠✐❛✉t♦♠át✐❝♦ ♣❛r❛ ✉♠❛ ❛♠♦str❛

❞❡ t❛♠❛♥❤♦ 1000❞❛ ❞✐str✐❜✉✐çã♦ ❞❡ ❘♦s❡♥❜❧❛tt q✉❛♥❞♦✿ ✭❛✮ D = 0.1✱ ✭❜✮ D = 0.2✱

✭❝✮D= 0.3❡ ✭❞✮ D= 0.4✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺✽

✹✳✶✺ ❡✲✈❛❧♦r❡s ♦❜t✐❞♦s ♥✉♠❡r✐❝❛♠❡♥t❡ ❝♦♠ r❡s♣❡✐t♦ às ❤✐♣ót❡s❡s D0 = 0 ✭❡sq✉❡r❞❛✮ ❡

D0 = 0.5 ✭❞✐r❡✐t❛✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺✾

✺✳✶ ❇♦①♣❧♦ts ❞♦s ❞❡s✈✐♦s r❡❧❛t✐✈♦s ❝♦♠ r❡s♣❡✐t♦ ❛♦ ✈❛❧♦r ♥♦♠✐♥❛❧ ❞❡H∈ {0.2,0.5,0.7,0.9}

❡♠ 200 s✐♠✉❧❛çõ❡s ❞♦ ♣r♦❝❡ss♦ ❢●♥ s❡❣✉♥❞♦ ❝❛❞❛ ♠ét♦❞♦ ❞❡ ❡st✐♠❛çã♦✳ ❈❛❞❛ ♥ú✲

♠❡r♦ ♥♦ ❡✐①♦ ❤♦r✐③♦♥t❛❧ ❝♦rr❡s♣♦♥❞❡ ❛♦ r❡s♣❡❝t✐✈♦ ♠ét♦❞♦ ❞❡ ❡st✐♠❛çã♦ ❡♥✉♠❡r❛❞♦ ❛♥t❡r✐♦r♠❡♥t❡✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✹ ✺✳✷ ◆í✈❡✐s ♠í♥✐♠♦s ❛♥✉❛✐s ❞♦ r✐♦ ◆✐❧♦ ❡♥tr❡ ♦s ❛♥♦s ✻✷✷ ❡ ✶✷✽✹✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✹ ✺✳✸ ✭❛✮ ●rá✜❝♦ ❞♦s q✉❛♥tís t❡ór✐❝♦s ❞❛ ❞✐str✐❜✉✐çã♦ ♥♦r♠❛❧ ♣❛❞rã♦ ❝♦♥tr❛ ♦s q✉❛♥tís

❡♠♣ír✐❝♦s ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛ ♣❛❞r♦♥✐③❛❞❛✳ ✭❜✮ ❍✐st♦❣r❛♠❛ ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛ ❡ ❝✉r✈❛ ❞❛ ❞❡♥s✐❞❛❞❡ ♥♦r♠❛❧ ❛❥✉st❛❞❛ ❛♦s ❞❛❞♦s ♣♦r ♠á①✐♠❛ ✈❡r♦ss✐♠✐❧❤❛♥ç❛✳ ✭❝✮ ❆♥á❧✐s❡ ❘✴❙ ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✺ ✺✳✹ P♦st❡r✐♦r✐s ❛♣r♦①✐♠❛❞❛s ♣❛r❛ ❍✿ ✭❧✐♥❤❛ ❝❤❡✐❛✮ ♦❜t✐❞❛ ♣❡❧♦ ❛❧❣♦r✐t♠♦ ❉ ❡ ✭❧✐♥❤❛ tr❛✲

❝❡❥❛❞❛✮ ❆❇❈ s❡♠✐❛✉t♦♠át✐❝♦✳ ❆ ❧✐♥❤❛ ♣♦♥t✐❧❤❛❞❛ ✐♥❞✐❝❛ ❛ ❞✐str✐❜✉✐çã♦ ❛ ♣r✐♦r✐✳ ✳ ✳ ✳ ✻✻ ✺✳✺ ❇♦①♣❧♦ts ❞♦s ❞❡s✈✐♦s r❡❧❛t✐✈♦s ❝♦♠ r❡s♣❡✐t♦ ❛♦ ✈❛❧♦r ♥♦♠✐♥❛❧ ❞❡H∈ {0.55,0.75,0.85,0.95}

❡♠200s✐♠✉❧❛çõ❡s ❞♦ ♣r♦❝❡ss♦ ❘♥ s❡❣✉♥❞♦ ❝❛❞❛ ♠ét♦❞♦ ❞❡ ❡st✐♠❛çã♦✳ ❈❛❞❛ ♥ú♠❡r♦

♥♦ ❡✐①♦ ❤♦r✐③♦♥t❛❧ ❝♦rr❡s♣♦♥❞❡ ❛♦ r❡s♣❡❝t✐✈♦ ♠ét♦❞♦ ❞❡ ❡st✐♠❛çã♦ ❡♥✉♠❡r❛❞♦ ❛♥t❡✲ r✐♦r♠❡♥t❡✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✼ ✺✳✻ ❱❛③ã♦ ♠é❞✐❛ ♠❡♥s❛❧ ❞♦s r✐♦s ▼♦s❛ ❡ ❱íst✉❧❛✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✽ ✺✳✼ ✭❛✮ ❙ér✐❡ ❞♦ r✐♦ ▼♦s❛ ❧✐✈r❡ ❞❡ s❛③♦♥❛❧✐❞❛❞❡✳ ✭❜✮ ●rá✜❝♦ ❞♦s q✉❛♥tís t❡ór✐❝♦s ❞❛ ❞✐s✲

tr✐❜✉✐çã♦ ♥♦r♠❛❧ ♣❛❞rã♦ ❝♦♥tr❛ ♦s q✉❛♥tís ❡♠♣ír✐❝♦s ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛ ♣❛❞r♦♥✐③❛❞❛✳ ✭❝✮ ❍✐st♦❣r❛♠❛ ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛ ✭❞❡ss❛③♦♥❛❧✐③❛❞❛✮ ❡ ❝✉r✈❛ ❞❛ ❞❡♥s✐❞❛❞❡ ♥♦r♠❛❧ ❛❥✉st❛❞❛ ❛♦s ❞❛❞♦s ♣♦r ♠á①✐♠❛ ✈❡r♦ss✐♠✐❧❤❛♥ç❛✳ ✭❞✮ ❆♥á❧✐s❡ ❘✴❙ ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛ ✭❞❡ss❛③♦♥❛❧✐③❛❞❛✮✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✽ ✺✳✽ ✭❛✮ ❙ér✐❡ ❞♦ r✐♦ ❱íst✉❧❛ ❧✐✈r❡ ❞❡ s❛③♦♥❛❧✐❞❛❞❡✳ ✭❜✮ ●rá✜❝♦ ❞♦s q✉❛♥tís t❡ór✐❝♦s ❞❛ ❞✐s✲

tr✐❜✉✐çã♦ ♥♦r♠❛❧ ♣❛❞rã♦ ❝♦♥tr❛ ♦s q✉❛♥tís ❡♠♣ír✐❝♦s ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛ ♣❛❞r♦♥✐③❛❞❛✳ ✭❝✮ ❍✐st♦❣r❛♠❛ ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛ ✭❞❡ss❛③♦♥❛❧✐③❛❞❛✮ ❡ ❝✉r✈❛ ❞❛ ❞❡♥s✐❞❛❞❡ ♥♦r♠❛❧ ❛❥✉st❛❞❛ ❛♦s ❞❛❞♦s ♣♦r ♠á①✐♠❛ ✈❡r♦ss✐♠✐❧❤❛♥ç❛✳ ✭❞✮ ❆♥á❧✐s❡ ❘✴❙ ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛ ✭❞❡ss❛③♦♥❛❧✐③❛❞❛✮✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✾ ✺✳✾ P♦st❡r✐♦r✐s ❛♣r♦①✐♠❛❞❛s ♣❛r❛ ♦ ♣❛râ♠❡tr♦ H ♦❜t✐❞❛s ♣❡❧♦s ♠ét♦❞♦s ❆❇❈ ♣❛r❛ ♦s

❞❛❞♦s ❞♦s r✐♦s ▼♦s❛ ❡ ❱íst✉❧❛✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✵ ✺✳✶✵ ❍✐st♦❣r❛♠❛ ❞❛s sér✐❡s ❞❡ss❛③♦♥❛❧✐③❛❞❛s ❡ ♣❛❞r♦♥✐③❛❞❛s ❞♦s r✐♦s ▼♦s❛ ✭❛✮ ❡ ❱íst✉❧❛ ✭❜✮

❝♦♠ ❝✉r✈❛ ❞❛ ❞❡♥s✐❞❛❞❡ ❞❛ ❞✐str✐❜✉✐çã♦ ❞❡ ❘♦s❡♥❜❧❛tt ❝♦♠ ♣❛râ♠❡tr♦Dˆ = 22 ˆH

♦♥❞❡ Hˆ sã♦✱ r❡s♣❡❝t✐✈❛♠❡♥t❡ ✐❣✉❛✐s ❛0.8089 0.8297 ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✵

✺✳✶✶ ❚r❛❥❡tór✐❛s ❛♠♦str❛✐s ❞❡ ❝♦♠♣r✐♠❡♥t♦100❞♦ ♣r♦❝❡ss♦ ❜✐♥ár✐♦ ❝♦♠ ❞✐❢❡r❡♥t❡s í♥❞✐❝❡s

(16)

①✐✈ ▲■❙❚❆ ❉❊ ❋■●❯❘❆❙

✺✳✶✷ ❇♦①♣❧♦ts ❞♦s ❞❡s✈✐♦s r❡❧❛t✐✈♦s ❝♦♠ r❡s♣❡✐t♦ ❛♦ ✈❛❧♦r ♥♦♠✐♥❛❧ ❞❡H∈ {0.2,0.5,0.7,0.9}

❡♠200s✐♠✉❧❛çõ❡s ❞♦ ♣r♦❝❡ss♦ ❜✐♥ár✐♦ ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ s❡❣✉♥❞♦ ❝❛❞❛ ♠ét♦❞♦ ❞❡

❡st✐♠❛çã♦✳ ❈❛❞❛ ♥ú♠❡r♦ ♥♦ ❡✐①♦ ❤♦r✐③♦♥t❛❧ ❝♦rr❡s♣♦♥❞❡ ❛♦ r❡s♣❡❝t✐✈♦ ♠ét♦❞♦ ❞❡ ❡st✐♠❛çã♦ ❡♥✉♠❡r❛❞♦ ❛♥t❡r✐♦r♠❡♥t❡✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✷ ✺✳✶✸ ❇♦①♣❧♦ts ❞♦s ❞❡s✈✐♦s r❡❧❛t✐✈♦s ❝♦♠ r❡s♣❡✐t♦ ❛♦ ✈❛❧♦r ♥♦♠✐♥❛❧ ❞❡ d = H α1✱ ❝♦♠

H = 0.6 ❡ α ∈ {1.7,1.8,1.9} ✭❞✐✈✐❞✐❞♦s ♣❡❧❛s ❧✐♥❤❛s ✈❡rt✐❝❛✐s ♣♦♥t✐❧❤❛❞❛s✮✳ ❈❛❞❛

❝♦❧✉♥❛ ❝♦rr❡s♣♦♥❞❡ ❛ ✉♠ ♠ét♦❞♦ ✭❡t✐q✉❡t❛❞♦ ♥♦ ❡✐①♦0x✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✹ ✺✳✶✹ ❇♦①♣❧♦ts ❞♦s ❞❡s✈✐♦s r❡❧❛t✐✈♦s ❝♦♠ r❡s♣❡✐t♦ ❛♦ ✈❛❧♦r ♥♦♠✐♥❛❧ ❞❡ d = H α1✱ ❝♦♠

H = 0.7 ❡ α ∈ {1.7,1.8,1.9} ✭❞✐✈✐❞✐❞♦s ♣❡❧❛s ❧✐♥❤❛s ✈❡rt✐❝❛✐s ♣♦♥t✐❧❤❛❞❛s✮✳ ❈❛❞❛

❝♦❧✉♥❛ ❝♦rr❡s♣♦♥❞❡ ❛ ✉♠ ♠ét♦❞♦ ✭❡t✐q✉❡t❛❞♦ ♥♦ ❡✐①♦0x✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✹ ✺✳✶✺ ❇♦①♣❧♦ts ❞♦s ❞❡s✈✐♦s r❡❧❛t✐✈♦s ❝♦♠ r❡s♣❡✐t♦ ❛♦ ✈❛❧♦r ♥♦♠✐♥❛❧ ❞❡ d = H α1✱ ❝♦♠

H = 0.8 ❡ α ∈ {1.7,1.8,1.9} ✭❞✐✈✐❞✐❞♦s ♣❡❧❛s ❧✐♥❤❛s ✈❡rt✐❝❛✐s ♣♦♥t✐❧❤❛❞❛s✮✳ ❈❛❞❛

❝♦❧✉♥❛ ❝♦rr❡s♣♦♥❞❡ ❛ ✉♠ ♠ét♦❞♦ ✭❡t✐q✉❡t❛❞♦ ♥♦ ❡✐①♦0x✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✺ ✺✳✶✻ ❇♦①♣❧♦ts ❞♦s ❞❡s✈✐♦s r❡❧❛t✐✈♦s ❝♦♠ r❡s♣❡✐t♦ ❛♦ ✈❛❧♦r ♥♦♠✐♥❛❧ ❞❡ d = H α1✱ ❝♦♠

H = 0.9 ❡ α ∈ {1.7,1.8,1.9} ✭❞✐✈✐❞✐❞♦s ♣❡❧❛s ❧✐♥❤❛s ✈❡rt✐❝❛✐s ♣♦♥t✐❧❤❛❞❛s✮✳ ❈❛❞❛

❝♦❧✉♥❛ ❝♦rr❡s♣♦♥❞❡ ❛ ✉♠ ♠ét♦❞♦ ✭❡t✐q✉❡t❛❞♦ ♥♦ ❡✐①♦0x✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✺ ✺✳✶✼ ❊♠✐ssõ❡s ❡♥❡r❣ét✐❝❛s ❞❡ ❡r✉♣çõ❡s s♦❧❛r❡s ♦❜t✐❞❛s ♣❡❧♦ s❛té❧✐t❡ ●❖❊❙ ♥♦ ♣❡rí♦❞♦ ❞❡

✷✵✵✸ ❛ ✷✵✵✺✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✻ ✺✳✶✽ ✭❛✮ ❍✐st♦❣r❛♠❛ ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛ ❞❡ ❡r✉♣çõ❡s s♦❧❛r❡s ❡ ❝✉r✈❛ ❞❛ ❞❡♥s✐❞❛❞❡ ❡stá✈❡❧

❛❥✉st❛❞❛✳ ✭❜✮ ●rá✜❝♦ ❞♦s q✉❛♥tís t❡ór✐❝♦s ❞❛ ❞✐str✐❜✉✐çã♦ ❡stá✈❡❧ ❛❥✉st❛❞❛ ❛♦s ❞❛❞♦s ❝♦♥tr❛ ♦s q✉❛♥tís ❡♠♣ír✐❝♦s ❞❛ sér✐❡ ♦❜s❡r✈❛❞❛✳ ✭❝✮ ❆♥á❧✐s❡ ❘✴❙ ❛♣❧✐❝❛❞❛ à sér✐❡ ♦❜s❡r✈❛❞❛✳ ✭❞✮ P♦st❡r✐♦r✐ ❛♣r♦①✐♠❛❞❛ ♣❛r❛α♦❜t✐❞❛ ♣❡❧♦ ♠ét♦❞♦ ❆❇❈ s❡♠✐❛✉t♦♠át✐❝♦✳ ✼✼ ✺✳✶✾ P♦st❡r✐♦r✐ ❛♣r♦①✐♠❛❞❛ ♣❛r❛H ♦❜t✐❞❛ ♣❡❧♦ ♠ét♦❞♦ ❆❇❈ ✷ ❛♣r❡s❡♥t❛❞♦ ♥❛ s❡çã♦ ✺✳✺✳✳ ✼✽ ✺✳✷✵ ❱❛r✐â♥❝✐❛ ❡♠ ❜❧♦❝♦s ♣❛r❛ sér✐❡s s✐♠✉❧❛❞❛s ❞♦ ●●▼♥ ♣❛r❛ ❞✐❢❡r❡♥t❡s ✈❛❧♦r❡s ❞❡ β ❡♠

❡s❝❛❧❛ ❧♦❣❛r✐t♠✐❝❛✳ ❆ ❧✐♥❤❛ ❝❤❡✐❛ ❝♦rr❡s♣♦♥❞❡ à r❡t❛ ❛❥✉st❛❞❛ ❛♦s ♣♦♥t♦s ♣♦r ♠í♥✐♠♦s q✉❛❞r❛❞♦s✱ ❡♥q✉❛♥t♦ ❛ ❧✐♥❤❛ tr❛❝❡❥❛❞❛ ❝♦rr❡s♣♦♥❞❡ à ❧✐♥❤❛ t❡ór✐❝❛ ❝✉❥❛ ✐♥❝❧✐♥❛çã♦ é

2β✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✾ ✺✳✷✶ ●rá✜❝♦s ❞♦s ♣❛râ♠❡tr♦s (β, µ, σ) s✐♠✉❧❛❞♦s ❞❛ ♣r✐♦r✐ ♣❧♦t❛❞♦s ❝♦♥tr❛ ♦s ✈❛❧♦r❡s ❞❡

s✉❛s r❡s♣❡❝t✐✈❛s ❡st❛tíst✐❝❛s r❡s✉♠♦ ❝❛❧❝✉❧❛❞❛s ❡♠ ✶✵✵✵✵ s✐♠✉❧❛çõ❡s ❞♦ ♣r♦❝❡ss♦ ●●▼♥✳ ✽✵ ✺✳✷✷ ❉✐str✐❜✉✐çã♦ ❛♠♦str❛❧ ❞❛ ♠é❞✐❛ ❛♣r♦①✐♠❛❞❛ ❛ ♣♦st❡r✐♦r✐ ♣❛r❛ β ❡♠200 s✐♠✉❧❛çõ❡s

❞❡ ▼♦♥t❡ ❈❛r❧♦ ❛tr❛✈és ❞♦ ❛❧❣♦r✐t♠♦ ❉ ♣❛r❛ ❞✐❢❡r❡♥t❡s ✈❛❧♦r❡s ❞❡β✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✶ ✺✳✷✸ ❇♦①♣❧♦ts ❞♦s e✲✈❛❧♦r❡s ♦❜t✐❞♦s ❛ ♣❛rt✐r ❞❛ ❛♠♦str❛ ❛♣r♦①✐♠❛❞❛ ❛ ♣♦st❡r✐♦r✐ ❡♠ 200

s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦ ♣❛r❛ ❞✐❢❡r❡♥t❡s ✈❛❧♦r❡s ❞❡β✿ ✭❛✮β0=−0.5❀ ✭❜✮β0 = 0✳ ✳ ✽✶

✺✳✷✹ ●rá✜❝♦s ❞♦s ♣❛râ♠❡tr♦s(µ, σ)s✐♠✉❧❛❞♦s ❞❛ ♣r✐♦r✐ ♣❧♦t❛❞♦s ❝♦♥tr❛ ♦s ✈❛❧♦r❡s ❞❡ s✉❛s

r❡s♣❡❝t✐✈❛s ❡st❛tíst✐❝❛s r❡s✉♠♦ ♦❜t✐❞❛s ♣❡❧♦ ♠ét♦❞♦ ❙❆❆❇❈✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✷ ✺✳✷✺ ❉✐str✐❜✉✐çã♦ ❛♠♦str❛❧ ❞❛ ♠é❞✐❛ ❛♣r♦①✐♠❛❞❛ ❛ ♣♦st❡r✐♦r✐ ♣❛r❛ µ✭❡sq✉❡r❞❛✮ ❡ σ ✭❞✐✲

r❡✐t❛✮✱ ♦❜t✐❞❛s ❡♠200s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦ ✈❛r✐❛♥❞♦ β✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✷ ✺✳✷✻ ◆í✈❡✐s ❞❛s ❞✐str✐❜✉✐çõ❡s ❛♠♦str❛✐s ❝♦♥❥✉♥t❛s ❞❡ (µ, σ) ♦❜t✐❞❛s ♣❡❧♦ ♠ét♦❞♦ ❙❆❆❇❈

❡♠200s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦ ♣❛r❛ ❞✐❢❡r❡♥t❡s ✈❛❧♦r❡s ❞❡β✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✹ ✺✳✷✼ ✭❛✮ ❧♦❣✲r❡t♦r♥♦s ❞♦s ✈❛❧♦r❡s ❞❡ ❢❡❝❤❛♠❡♥t♦ ❞♦ í♥❞✐❝❡ ❙✫P✺✵✵ ♥♦ ♣❡rí♦❞♦ ❞❡ ♥♦✈❡♠❜r♦

(17)

▲■❙❚❆ ❉❊ ❋■●❯❘❆❙ ①✈

✺✳✷✽ ❉✐str✐❜✉✐çõ❡s ❛ ♣♦st❡r✐♦r✐ ❛♣r♦①✐♠❛❞❛s ♦❜t✐❞❛s ♣❛r❛ ♦s ♣❛râ♠❡tr♦s (β, µ, σ) ♣❛r❛ ♦s

(18)
(19)

▲✐st❛ ❞❡ ❚❛❜❡❧❛s

✹✳✶ ❊st✉❞♦ ❞♦ ✐♠♣❛❝t♦ ❞❛ ❡s❝♦❧❤❛ ❞❡ ε♥❛ ✐♥❢❡rê♥❝✐❛ s♦❜r❡ δ ✉s❛♥❞♦ ♦ ❛❧❣♦r✐t♠♦ ❉✳ ✳ ✳ ✳ ✸✻ ✹✳✷ ▼é❞✐❛ ❡ ❞❡s✈✐♦✲♣❛❞rã♦ ❞❛s ❡st✐♠❛t✐✈❛s ✭♠é❞✐❛ ❛ ♣♦st❡r✐♦r✐✮ ♦❜t✐❞❛s ♣❛r❛ δ ✉s❛♥❞♦ ♦

❛❧❣♦r✐t♠♦ ❉ ❡♠100s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦ s❡❣✉♥❞♦ ❛s ❛❜♦r❞❛❣❡♥s(i)(iv)✳ ✳ ✳ ✸✽

✹✳✸ ▼é❞✐❛ ❡ ❞❡✈✐♦✲♣❛❞rã♦ ❞❛s ❡st✐♠❛t✐✈❛s ✭♠é❞✐❛ ❛ ♣♦st❡r✐♦r✐✮ ♦❜t✐❞❛s ♣❛r❛ δ ✉s❛♥❞♦ ♦ ❛❧❣♦r✐t♠♦ ❉ ❡♠100s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦ ✉t✐❧✐③❛♥❞♦ ❞✐❢❡r❡♥t❡s ❞✐str✐❜✉✐çõ❡s ❛

♣r✐♦r✐ ♣❛r❛δ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✸✽ ✹✳✹ ▼é❞✐❛ ❡ ❞❡✈✐♦✲♣❛❞rã♦ ❞❛s ❡st✐♠❛t✐✈❛s ✭♠é❞✐❛ ❛ ♣♦st❡r✐♦r✐✮ ♦❜t✐❞❛s ♣❛r❛ δ ✉s❛♥❞♦

♦ ❛❧❣♦r✐t♠♦ ❊ ❡♠ 100 s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦ ✉t✐❧✐③❛♥❞♦ ❛s ♣r✐♦r✐s N(0,25) ❡

N(2,1)♣❛r❛δ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✹✶ ✹✳✺ ❊rr♦ q✉❛❞rát✐❝♦ ♠é❞✐♦ ❞❛s ❡st✐♠❛t✐✈❛s ❜❛s❡❛❞❛s ❡♠ 50 s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦

❞❛ ❞✐str✐❜✉✐çã♦ g✲❛♥❞✲k ❞❡ t❛♠❛♥❤♦ n = 104 ❡ ♣❛râ♠❡tr♦ ♥♦♠✐♥❛❧ ✐❣✉❛❧ ❛ θ0 =

(3,1,2,0.5)✱ s❡❣✉♥❞♦ ❝❛❞❛ ❛❜♦r❞❛❣❡♠✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺✷

✹✳✻ ❊st✐♠❛t✐✈❛s ♣❛r❛ ❛s ♣r♦❜❛❜✐❧✐❞❛❞❡s ❛ ♣♦st❡r✐♦r✐ ❞❡ ❝❛❞❛ ♠♦❞❡❧♦ ♦❜t✐❞❛s ❛tr❛✈és ❞♦ ❛❧❣♦r✐t♠♦ ● ❝♦♥s✐❞❡r❛♥❞♦ ❞✐❢❡r❡♥t❡s ✈❛❧♦r❡s ♣❛r❛ε✳ ❖ ✈❛❧♦rqp%(d) ✐♥❞✐❝❛ ♦ ♥ú♠❡r♦

❞❡ s✐♠✉❧❛çõ❡s ❛❝❡✐t❛s✳ ❆ ú❧t✐♠❛ ❧✐♥❤❛ ✐♥❞✐❝❛ ♦s ✈❛❧♦r❡s ✈❡r❞❛❞❡✐r♦s ❞❡P(M=m|D)

♦❜t✐❞♦s ♣♦r ✐♥t❡❣r❛çã♦ ♥✉♠ér✐❝❛✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺✹ ✹✳✼ Pr✐♠❡✐r♦s10✈❛❧♦r❡s ❞❡λn(D)❡λ500(D)♣❛r❛ ❞✐❢❡r❡♥t❡s ✈❛❧♦r❡s ❞❡ D♦❜t✐❞♦s ♥✉♠❡✲

r✐❝❛♠❡♥t❡✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺✻ ✹✳✽ ▼é❞✐❛ ❡ ❞❡s✈✐♦ ♣❛❞rã♦ ❛♠♦str❛❧ ❞❛s ❡st✐♠❛t✐✈❛s ♣❛r❛D❡♠100s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡

❈❛r❧♦ ♣❛r❛ ❝❛❞❛ ♠étr✐❝❛ ❝♦♥s✐❞❡r❛❞❛✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺✽ ✹✳✾ ❊rr♦ q✉❛❞rát✐❝♦ ♠é❞✐♦ ✭❊◗▼✮ ❞❛s ❡st✐♠❛t✐✈❛s ♦❜t✐❞❛s ✭♠é❞✐❛ ❛ ♣♦st❡r✐♦r✐ ❛♣r♦①✐✲

♠❛❞❛✮ ❡♠ 100s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦ s❡❣✉♥❞♦ ❞✐❢❡r❡♥t❡s ❛♣❧✐❝❛çõ❡s ❞♦ ♠ét♦❞♦

❆❇❈✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✺✾

✺✳✶ ❊st✐♠❛t✐✈❛s ❞❡ H ♣❛r❛ ❛ sér✐❡ ❞❡ ♥í✈❡✐s ♠í♥✐♠♦s ❛♥✉❛✐s ❞♦ r✐♦ ◆✐❧♦ ♦❜t✐❞❛s ♣♦r ❞✐❢❡r❡♥t❡s ♠ét♦❞♦s✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✻✻ ✺✳✷ ❊st✐♠❛t✐✈❛s ❞❡ H ♣❛r❛ ❛s sér✐❡s ❞❡ ✈❛③ã♦ ♠é❞✐❛ ♠❡♥s❛❧ ❞♦s r✐♦s ▼♦s❛ ❡ ❱íst✉❧❛ ♣♦r

❞✐❢❡r❡♥t❡s ♠ét♦❞♦s✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✼✶ ✺✳✸ ❊st✐♠❛t✐✈❛s ❞❡ H ♦❜t✐❞❛s ♣❡❧♦s ♠ét♦❞♦s ❞❡ ❡st✐♠❛çã♦ ❛♣r❡s❡♥t❛❞♦s ♥❛ s❡çã♦ ✺✳✺✳ ✳ ✳ ✼✼ ✺✳✹ ❘❡s✉❧t❛❞♦s ♦❜t✐❞♦s ❡♠200s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦ ✉t✐❧✐③❛♥❞♦✲s❡ ♦s ♠ét♦❞♦s ❆❇❈✲

▼❈▼❈ ❞❡❆♥❞r❛❞❡ ❡t ❛❧✳ ✭✷✵✶✺✮ ❡ ❙❆❆❇❈✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✸

❆✳✶ ❘❡s✉❧t❛❞♦s ♦❜t✐❞♦s ♣❛r❛H❛tr❛✈és ❞❡ ❞✐❢❡r❡♥t❡s ♠ét♦❞♦s ❡♠200s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡

❈❛r❧♦ ❞♦ r✉í❞♦ ●❛✉ss✐❛♥♦ ❢r❛❝✐♦♥ár✐♦ ✭❢●♥✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✼

(20)

①✈✐✐✐ ▲■❙❚❆ ❉❊ ❚❆❇❊▲❆❙

❆✳✷ ❘❡s✉❧t❛❞♦s ♦❜t✐❞♦s ♣❛r❛H❛tr❛✈és ❞❡ ❞✐❢❡r❡♥t❡s ♠ét♦❞♦s ❡♠200s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡

❈❛r❧♦ ❞♦s ✐♥❝r❡♠❡♥t♦s ❞♦ ♣r♦❝❡ss♦ ❞❡ ❘♦s❡♥❜❧❛tt ✭❘♥✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✽ ❆✳✸ ❘❡s✉❧t❛❞♦s ♦❜t✐❞♦s ♣❛r❛H❛tr❛✈és ❞❡ ❞✐❢❡r❡♥t❡s ♠ét♦❞♦s ❡♠200s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡

❈❛r❧♦ ❞♦ ♣r♦❝❡ss♦ ❜✐♥ár✐♦ ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛✳✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✽✾ ❆✳✹ ❘❡s✉❧t❛❞♦s ♦❜t✐❞♦s ♣❛r❛α❛tr❛✈és ❞♦s ♠ét♦❞♦s ❞❡ ❑♦✉tr♦✉✈❡❧✐s ✭✶✾✽✵✮ ❡ ❆❇❈ ✷ ❡♠

✷✵✵ s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡ ❈❛r❧♦ ❞♦ r✉í❞♦ ❡stá✈❡❧ ❢r❛❝✐♦♥ár✐♦ ✭❢❙♥✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✾✵ ❆✳✺ ❘❡s✉❧t❛❞♦s ♦❜t✐❞♦s ♣❛r❛H❛tr❛✈és ❞❡ ❞✐❢❡r❡♥t❡s ♠ét♦❞♦s ❡♠ ✷✵✵ s✐♠✉❧❛çõ❡s ❞❡ ▼♦♥t❡

❈❛r❧♦ ❞♦ r✉í❞♦ ❡stá✈❡❧ ❢r❛❝✐♦♥ár✐♦ ✭❢❙♥✮✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✾✶ ❆✳✻ ❘❡s✉❧t❛❞♦s ♦❜t✐❞♦s ♣❛r❛(β, µ, σ)❛tr❛✈és ❞♦ ♠ét♦❞♦ ❆❇❈ s❡♠✐❛✉t♦♠át✐❝♦ ❡♠ ✷✵✵ s✐✲

(21)

❈❛♣ít✉❧♦ ✶

■♥tr♦❞✉çã♦

❆ ✐♠♣♦rtâ♥❝✐❛ ❞♦ ❝♦♥❝❡✐t♦ ❞❡ ❞❡♣❡♥❞ê♥❝✐❛ ❞❡ ❧♦♥❣♦ ❛❧❝❛♥❝❡ ♦✉ ♠❡♠ór✐❛ ❧♦♥❣❛ é r❡✢❡t✐❞❛ ♥❛ q✉❛♥t✐❞❛❞❡ ❞❡ tr❛❜❛❧❤♦s r❡❧❛❝✐♦♥❛❞♦s ❛ ❡ss❡ ❛ss✉♥t♦ ♥❛s ♠❛✐s ❞✐✈❡rs❛s ár❡❛s✱ ❝♦♠♦ ❡♠ ✜♥❛♥ç❛s ✭▲♦✱

✶✾✾✼✮✱ ❡❝♦♥♦♠❡tr✐❛ ✭❘♦❜✐♥s♦♥✱✷✵✵✸✮✱ ♠♦❞❡❧❛❣❡♠ ❞❡ trá❢❡❣♦ ❞❛ ✐♥t❡r♥❡t ✭❑❛r❛❣✐❛♥♥✐s ❡t ❛❧✳✱✷✵✵✹✮✱ ❧✐♥❣✉íst✐❝❛ ✭❆❧✈❛r❡③✲▲❛❝❛❧❧❡ ❡t ❛❧✳✱ ✷✵✵✻✮✱ s❡q✉❡♥❝✐❛♠❡♥t♦ ❞❡ ❉◆❆ ✭❑❛r♠❡s❤✉ ❡ ❑r✐s❤♥❛♠❛❝❤❛r✐✱

✷✵✵✹✮✱ ❡st✉❞♦s ❝❧✐♠át✐❝♦s ✭❱❛r♦ts♦s ❡ ❑✐r❦✲❉❛✈✐❞♦✛✱✷✵✵✻✮ ❡ ❡s♣❡❝✐❛❧♠❡♥t❡ ❡♠ ❤✐❞r♦❧♦❣✐❛ ✭P❛✐♥t❡r✱

✶✾✾✽✮✳ ❊♠ ❣❡r❛❧✱ t❛✐s tr❛❜❛❧❤♦s ❜✉s❝❛♠ r❡s♦❧✈❡r ♣r♦❜❧❡♠❛s ❝♦♠♦✿ ❞❡t❡❝t❛r ❛ ♣r❡s❡♥ç❛ ❞❡ ♠❡♠ór✐❛ ❧♦♥❣❛ ♥♦s ❞❛❞♦s✱ t❡♦r❡♠❛s ❧✐♠✐t❡ s♦❜ ❛ ❤✐♣ót❡s❡ ❞❡ ❞❡♣❡♥❞ê♥❝✐❛ ❞❡ ❧♦♥❣♦ ❛❧❝❛♥❝❡✱ s✐♠✉❧❛çã♦ ❞❡ ♣r♦❝❡ss♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ♣❛r❛ ❡♠✉❧❛r ❝❡rt♦s ❢❡♥ô♠❡♥♦s✱ ❡st✐♠❛çã♦ ❞❡ ♣❛râ♠❡tr♦s ❞❡ ♠❡♠ór✐❛ ❧♦♥❣❛✱ ❡t❝✳

❆ ♥♦çã♦ ❞❡ ♠❡♠ór✐❛ ❧♦♥❣❛ t❡♠ ❛ ✈❡r ❝♦♠ ♠❡♠ór✐❛ ❡♠ ✉♠ ♣r♦❝❡ss♦ ❡st♦❝ást✐❝♦✳ ▼❡♠ór✐❛ é✱ ♣♦r ❞❡✜♥✐çã♦✱ ❛❧❣♦ q✉❡ ♣❡r❞✉r❛✳ ❖ r❡q✉❡r✐♠❡♥t♦ ❞❡ q✉❡ ❛ ♠❡♠ór✐❛ ❞❡✈❡ s❡r ✏❧♦♥❣❛✑ q✉❡ é ❡s♣❡❝✐❛❧✳ ◗✉❛❧ ❛ ✐♠♣♦rtâ♥❝✐❛ ❞❡ q✉❡ ❡♠ ✉♠ ♠♦❞❡❧♦ ❛ ♠❡♠ór✐❛ é ✏✉♠ ♣♦✉❝♦ ♠❛✐s ❧♦♥❣❛✑ q✉❡ ❡♠ ♦✉tr♦ ♠♦❞❡❧♦❄ ✭❙❛♠♦r♦❞♥✐ts❦②✱✷✵✵✼✮

❖ ❢❡♥ô♠❡♥♦ ❞❡ ♠❡♠ór✐❛ ❧♦♥❣❛ é ❝♦♥❤❡❝✐❞♦ ♠✉✐t♦ ❛♥t❡s ❞♦ ❞❡s❡♥✈♦❧✈✐♠❡♥t♦ ❞❡ ♠♦❞❡❧♦s ❡st♦✲ ❝ást✐❝♦s ❛❞❡q✉❛❞♦s ❛ ❡st❛ ❝❛r❛❝t❡ríst✐❝❛✳ P❡sq✉✐s❛❞♦r❡s ❞❡ ❞✐✈❡rs❛s ár❡❛s ❞❛ ❛♣❧✐❝❛çã♦ ❡st❛tíst✐❝❛ ♦❜s❡r✈❛r❛♠ ❡♠♣✐r✐❝❛♠❡♥t❡ q✉❡ ❛s ❝♦rr❡❧❛çõ❡s ❡♥tr❡ ♦❜s❡r✈❛çõ❡s q✉❡ ❡stã♦ ❞✐st❛♥t❡s ✭♥♦ t❡♠♣♦ ♦✉ ❡s♣❛ç♦✮ ❞❡❝❛❡♠ ♠❛✐s ❧❡♥t❛♠❡♥t❡ ❞♦ q✉❡ ♦ ❡s♣❡r❛❞♦ ❡♠ ❞❛❞♦s ✐♥❞❡♣❡♥❞❡♥t❡s ♦✉ ❞❛❞♦s q✉❡ s❡❣✉❡♠ ♠♦❞❡❧♦s ▼❛r❦♦✈✐❛♥♦s ♦✉ ❆❘▼❆ ✭❛✉t♦r❡❣r❡ss✐✈♦ ❡ ❞❡ ♠é❞✐❛s ♠ó✈❡✐s✮✳ ❍❛r♦❧❞ ❊❞✇✐♥ ❍✉rst✱ ✉♠ ❢❛♠♦s♦ ❤✐❞ró❧♦❣♦ ❜r✐tâ♥✐❝♦✱ ❢♦✐ ✉♠ ❞♦s ♣✐♦♥❡✐r♦s ❛ ♦❜s❡r✈❛r ❡♠♣✐r✐❝❛♠❡♥t❡ ❡st❡ ❢❡♥ô♠❡♥♦ ❡♠ s✉❛ t❡♥t❛t✐✈❛ ❞❡ r❡❣✉❧❛r✐③❛r ♦ ✢✉①♦ ❞♦ r✐♦ ◆✐❧♦✱ ❝♦♥❤❡❝✐❞♦ ♣♦r s✉❛s ❝❛r❛❝t❡ríst✐❝❛s ❜í❜❧✐❝❛s ❞❡ ❧♦♥❣♦s ♣❡rí♦❞♦s ❞❡ ❜❛✐①♦ ♥í✈❡❧✱ s❡❣✉✐❞♦ ❞❡ ❧♦♥❣♦s ♣❡rí♦❞♦s ❞❡ ❝❤❡✐❛s ✭❍✉rst✱✶✾✺✶✮✳ ◆♦ ❡♥t❛♥t♦✱ ✉♠❛ r❡s✲ ♣♦st❛ ❢♦r♠❛❧ à ♣❡r❣✉♥t❛ ❛❝✐♠❛ só ❢♦✐ ❞❛❞❛ ♣♦r ▼❛♥❞❡❧❜r♦♦t ❡ s❡✉s ❝♦❧❛❜♦r❛❞♦r❡s ❡♠ ✉♠❛ sér✐❡ ❞❡ tr❛❜❛❧❤♦s q✉❡ ❢♦r❛♠ ♠♦t✐✈❛❞♦s ♣❡❧❛s ❞❡s❝♦❜❡rt❛s ❞❡ ❍✉rst✱ tr❛❜❛❧❤♦s ❡st❡s q✉❡ ✈✐❛❜✐❧✐③❛r❛♠ ♦ ❞❡s❡♥✈♦❧✈✐♠❡♥t♦ ❞❛ ❜❛s❡ ♠❛t❡♠át✐❝❛ ❞♦ ♠♦✈✐♠❡♥t♦ ❇r♦✇♥✐❛♥♦ ❢r❛❝✐♦♥ár✐♦✱ ❝✉❥♦ ♣r♦❝❡ss♦ ❞❡ ✐♥❝r❡✲ ♠❡♥t♦s✱ ❝♦♥❤❡❝✐❞♦ ❝♦♠♦ r✉í❞♦ ●❛✉ss✐❛♥♦ ❢r❛❝✐♦♥ár✐♦✱ é ❢r❡q✉❡♥t❡♠❡♥t❡ ✉t✐❧✐③❛❞♦ ❝♦♠♦ ♠♦❞❡❧♦ ♣❛r❛ ❞❛❞♦s q✉❡ ❛♣r❡s❡♥t❛♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ✭▼❛♥❞❡❧❜r♦t ❡ ❱❛♥ ◆❡ss✱ ✶✾✻✽❀ ▼❛♥❞❡❧❜r♦t ❡ ❲❛❧❧✐s✱ ✶✾✻✽✱

✶✾✻✾❛✱❜✱❝✮✳

❆ ♣❛rt✐r ❞❛ ♦❜s❡r✈❛çã♦ ❞❡ sér✐❡s ❞♦ r✉í❞♦ ●❛✉ss✐❛♥♦ ❢r❛❝✐♦♥ár✐♦ é q✉❡ ♣♦❞❡♠♦s t❡r ✉♠❛ ✐❞é✐❛ ❞♦ q✉❡ s✐❣♥✐✜❝❛ ✉♠ ♠♦❞❡❧♦ t❡r ♠❡♠ór✐❛ ✏♠❛✐s ❧♦♥❣❛✑ ❞♦ q✉❡ ♦✉tr♦✳ ❆ ❋✐❣✉r❛ ✶✳✶ ❛♣r❡s❡♥t❛ três tr❛❥❡tór✐❛s ❝♦♠ ❞✐❢❡r❡♥t❡s ✐♥t❡♥s✐❞❛❞❡s ❞❡ ♠❡♠ór✐❛✳ ❚♦❞❛s ❛s sér✐❡s ❢♦r❛♠ s✐♠✉❧❛❞❛s ❞❡ ✉♠ ♣r♦❝❡ss♦ ❡st❛❝✐♦♥ár✐♦✳ ◆♦ ❝❛s♦ ✐✳✐✳❞✳ ✭♣r✐♠❡✐r♦ ❣rá✜❝♦✮ ❛ sér✐❡ ♦s❝✐❧❛ ❡♠ t♦r♥♦ ❞❡ 0s✉❣❡r✐♥❞♦ q✉❡ ♦ ♣r♦❝❡ss♦

❛❞❥❛❝❡♥t❡ é ❡st❛❝✐♦♥ár✐♦✱ ❡♥q✉❛♥t♦ ♥♦ ❣rá✜❝♦ ♦♥❞❡ ❛ ✐♥t❡♥s✐❞❛❞❡ ❞❡ ♠❡♠ór✐❛ é ♠✉✐t♦ ♠❛✐♦r ✭t❡r❝❡✐r♦ ❣rá✜❝♦✮✱ ❛ sér✐❡ ♣❡r♠❛♥❡❝❡ ♣♦r ❧♦♥❣♦s ♣❡rí♦❞♦s ❛❝✐♠❛ ❡ ❛❜❛✐①♦ ❞♦ ♥í✈❡❧0✳ ❊st❡ ❢❡♥ô♠❡♥♦ é ❝♦♥❤❡❝✐❞♦

❝♦♠♦ ❡❢❡✐t♦ ❍✉rst ❡♠ ❤♦♠❡♥❛❣❡♠ ❛♦ ❤✐❞ró❧♦❣♦ ❞❡ ♠❡s♠♦ ♥♦♠❡✳ ❖✉tr❛ ❝❛r❛❝t❡ríst✐❝❛ é q✉❡ s❡ ♦❜s❡r✈❛r♠♦s ♣❡rí♦❞♦s ❝✉rt♦s ❞❡ t❡♠♣♦✱ é ♣♦ssí✈❡❧ ♥♦t❛r t❡♥❞ê♥❝✐❛s ❧♦❝❛✐s ♥❛s sér✐❡s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ♦ q✉❡ ♣♦❞❡ s✉❣❡r✐r✱ s❡ ❛ sér✐❡ ❢♦r ♦❜s❡r✈❛❞❛ ❛♣❡♥❛s ♥❡ss❡ ♣❡rí♦❞♦✱ q✉❡ ♦ ♣r♦❝❡ss♦ ❣❡r❛❞♦r ❞❛ sér✐❡ ♥ã♦ s❡❥❛ ❡st❛❝✐♦♥ár✐♦✳

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✷ ■◆❚❘❖❉❯➬➹❖ ✶✳✶

H = 0.5

0 100 200 300 400 500

H = 0.7

0 100 200 300 400 500

H = 0.9

0 100 200 300 400 500

❋✐❣✉r❛ ✶✳✶✿ ❚r❛❥❡tór✐❛s ❞♦ r✉í❞♦ ●❛✉ss✐❛♥♦ ❢r❛❝✐♦♥ár✐♦ ♣❛r❛ ❞✐❢❡r❡♥t❡s ✐♥t❡♥s✐❞❛❞❡s ❞❡ ♠❡♠ór✐❛✿ s❡♠ ♠❡♠ór✐❛ ✭♣r✐♠❡✐r❛ ❣rá✜❝♦✮✱ ♠❡♠ór✐❛ ❧♦♥❣❛ ❝♦♠ ✐♥t❡♥s✐❞❛❞❡ ✐♥t❡r♠❡❞✐ár✐❛ ✭s❡❣✉♥❞❛ ❣rá✜❝♦✮ ❡ ♠❡♠ór✐❛ ❧♦♥❣❛ ❝♦♠ ❛❧t❛ ✐♥t❡♥s✐❞❛❞❡ ✭t❡r❝❡✐r♦ ❣rá✜❝♦✮✳

◆❡st❡ ❝♦♥t❡①t♦✱ ♦s ♣r♦❝❡ss♦s ▼❛r❦♦✈✐❛♥♦s ❡ ❣r❛♥❞❡ ♣❛rt❡ ❞♦s ♠♦❞❡❧♦s ♣r♦♣♦st♦s ♥❛ ár❡❛ ❞❡ sér✐❡s t❡♠♣♦r❛✐s ♥ã♦ ♣♦ss✉❡♠ ♠❡♠ór✐❛ ❧♦♥❣❛✳ ❊♠❜♦r❛ ❡①✐st❛ ✉♠❛ ❡str✉t✉r❛ ❞❡ ❞❡♣❡♥❞ê♥❝✐❛ ❞❡✜♥✐❞❛ ♣❛r❛ ❡ss❡s ♠♦❞❡❧♦s✱ ❡ss❛ ❞❡♣❡♥❞ê♥❝✐❛ é ❞✐t❛ ❞❡ ❝✉rt♦ ❛❧❝❛♥❝❡ ♦✉ q✉❡ ♦ ♣r♦❝❡ss♦ ♣♦ss✉✐ ♠❡♠ór✐❛ ❝✉rt❛✳ ❖ ❡♠♣r❡❣♦ ❞❡ss❡s ♠♦❞❡❧♦s ❡♠ sér✐❡s q✉❡ ❡①✐❜❡♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ♥ã♦ é ✐♥❞✐❝❛❞❛ ♣♦✐s ✉♠❛ q✉❛♥t✐❞❛❞❡ ♠✉✐t♦ ❣r❛♥❞❡ ❞❡ ♣❛râ♠❡tr♦s ❞❡✈❡ s❡r ❡st✐♠❛❞❛✳ ❆❧é♠ ❞✐ss♦✱ ❡ss❡s ♠♦❞❡❧♦s t❡♥❞❡♠ ❛ s✉❜❡st✐♠❛r ✐♥t❡r✈❛❧♦s ❞❡ ♣r❡✈✐sã♦ ❞❡ ♦❜s❡r✈❛çõ❡s ❢✉t✉r❛s✳

❊♠ ❣❡r❛❧✱ ❡st✐♠❛r ♦ ♣❛râ♠❡tr♦ ❞❡ ♠❡♠ór✐❛ ❧♦♥❣❛ ♥ã♦ é ✉♠❛ t❛r❡❢❛ s✐♠♣❧❡s✳ Pr♦❝❡ss♦s ●❛✉s✲ s✐❛♥♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ❢♦r❛♠ ❡①t❡♥s✐✈❛♠❡♥t❡ ❡st✉❞❛❞♦s ❡ ♠✉✐t❛s té❝♥✐❝❛s ❞❡ ❡st✐♠❛çã♦ ❢♦r❛♠ ❞❡s❡♥✈♦❧✈✐❞❛s✳ ❯♠❛ ❝♦♠♣✐❧❛çã♦ ❞❡ ✈ár✐♦s r❡s✉❧t❛❞♦s ♣♦❞❡ s❡r ♦❜t✐❞❛ ❡♠❇❡r❛♥ ✭✶✾✾✹✮✳ ▼❡s♠♦ ♥♦ ❝❛s♦ ❞❡ ♣r♦❝❡ss♦s ●❛✉ss✐❛♥♦s✱ ❛ ❡st✐♠❛çã♦ ❞♦ ♣❛râ♠❡tr♦ ❞❡ ♠❡♠ór✐❛ ❧♦♥❣❛ ♥❡♠ s❡♠♣r❡ é s✐♠♣❧❡s✱ ♣♦✐s ❝♦♠♣❧✐❝❛çõ❡s ❝♦♠♣✉t❛❝✐♦♥❛✐s s✉r❣❡♠ q✉❛♥❞♦ ❛ ✐♥t❡♥s✐❞❛❞❡ ❞❡ ♠❡♠ór✐❛ ❝r❡s❝❡ ❡ ♠ét♦❞♦s ❝❧ás✲ s✐❝♦s✱ ❝♦♠♦ ♠á①✐♠❛ ✈❡r♦ss✐♠✐❧❤❛♥ç❛✱ ♣r❡❝✐s❛♠ s❡r ❛❞❛♣t❛❞♦s✳ ◗✉❛♥❞♦ ❛ s✉♣♦s✐çã♦ ❞❡ ♥♦r♠❛❧✐❞❛❞❡ ♥ã♦ é r❛③♦á✈❡❧✱ ❛ ❡st✐♠❛çã♦ ❞❛ ♠❡♠ór✐❛ é ❢❡✐t❛ ❛ ♣❛rt✐r ❞❡ té❝♥✐❝❛s ❤❡✉ríst✐❝❛s ♦✉ s❡♠✐♣❛r❛♠étr✐❝❛s✱ ♠✉✐t❛s ❞❡❧❛s ❝♦♥str✉í❞❛s ❝♦♠ ❜❛s❡ ❡♠ ♣r♦❝❡ss♦s ●❛✉ss✐❛♥♦s✳ ▼✉✐t❛s ❞❡ss❛s ❛❜♦r❞❛❣❡♥s ❝♦♥t✐♥✉❛♠ ❝♦♥s✐st❡♥t❡s✱ ♠❛s ❝♦♠ ❝♦♠♣❧✐❝❛❞❛s ❞✐str✐❜✉✐çõ❡s ❧✐♠✐t❡✳

❯♠ ❛❣r❛✈❛♥t❡ q✉❡ s✉r❣❡ ♥❛ ❛♥á❧✐s❡ ❞❛ ♠❡♠ór✐❛ ❞❡ ♣r♦❝❡ss♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ é q✉❡ ❣r❛♥❞❡ ♣❛rt❡ ❞❡st❡s ♥ã♦ ♣♦ss✉❡♠ ❢♦r♠❛ ❛♥❛❧ít✐❝❛ ♣❛r❛ s✉❛s ❞✐str✐❜✉✐çõ❡s ✜♥✐t♦ ❞✐♠❡♥s✐♦♥❛✐s ❡✱ ❝♦♥s❡q✉❡♥✲ t❡♠❡♥t❡✱ ♣❛r❛ s✉❛s ❢✉♥çõ❡s ❞❡ ✈❡r♦ss✐♠✐❧❤❛♥ç❛✱ ❢❛③❡♥❞♦ ❝♦♠ q✉❡ té❝♥✐❝❛s ❜❛s❡❛❞❛s ♥♦ ❝á❧❝✉❧♦ ❞❛ ✈❡r♦ss✐♠✐❧❤❛♥ç❛✱ ❝♦♠♦ ♠ét♦❞♦s ❇❛②❡s✐❛♥♦s ❡ ❞❡ ♠á①✐♠❛ ✈❡r♦ss✐♠✐❧❤❛♥ç❛✱ ♥ã♦ ♣♦ss❛♠ s❡r ✉t✐❧✐③❛❞❛s✳

✶✳✶ ❖❜❥❡t✐✈♦s

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✶✳✸ ❈❖◆❚❘■❇❯■➬Õ❊❙ ✸

❞❡ ❞❛❞♦s s✐♥tét✐❝♦s ❡ r❡❛✐s✱ q✉❡ ❛ ❛❜♦r❞❛❣❡♠ ♣r♦♣♦st❛ ♥❡st❡ tr❛❜❛❧❤♦ ♣r♦❞✉③ r❡s✉❧t❛❞♦s r❛③♦á✈❡✐s q✉❛♥❞♦ ❝♦♠♣❛r❛❞♦s ❝♦♠ ♦s ♣r✐♥❝✐♣❛✐s ❡st✐♠❛❞♦r❡s ❝❧áss✐❝♦s ✉t✐❧✐③❛❞♦s ♥❛ ❧✐t❡r❛t✉r❛✳

❊♠ ❝♦♥tr❛st❡ ❝♦♠ ❛s ❛❜♦r❞❛❣❡♥s ❝❧áss✐❝❛s✱ ❡①✐st❡♠ ♣♦✉❝♦s tr❛❜❛❧❤♦s ❇❛②❡s✐❛♥♦s ✈♦❧t❛❞♦s ❛♦ ❡st✉❞♦ ❞❡ ♣r♦❝❡ss♦s ❡st♦❝ást✐❝♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛✱ ❞❛❞♦ ❛s ❞✐✜❝✉❧❞❛❞❡s ♠❡♥❝✐♦♥❛❞❛s ❛♥t❡r✐♦r✲ ♠❡♥t❡✳ ❊♥tr❡ ❡❧❡s ❞❡st❛❝❛♠♦s ♦s tr❛❜❛❧❤♦s ❞❡ ◗✉ ✭✷✵✵✺✮✱ ❍♦❧❛♥ ❡t ❛❧✳ ✭✷✵✵✾✮ ❡ ❇❡♥♠❡❤❞✐ ❡t ❛❧✳

✭✷✵✶✶✮ q✉❡ ❛❜♦r❞❛♠ ♠♦❞❡❧♦s ●❛✉ss✐❛♥♦s s❡♠✐♣❛r❛♠étr✐❝♦s✳ ◆♦ss♦ ♦❜❥❡t✐✈♦ é ❢♦r♥❡❝❡r ✉♠❛ ❢❡rr❛✲ ♠❡♥t❛ q✉❡ ♣♦ss❛ s❡r ✉t✐❧✐③❛❞❛ ❡♠ ♣r♦❝❡ss♦s ♠❛✐s ❣❡r❛✐s ♣♦✐s✱ ❡♠❜♦r❛ ♦ ♠ét♦❞♦ ❛q✉✐ ❛♣r❡s❡♥t❛❞♦ s❡❥❛ ❛♣❧✐❝❛❞♦ ❛♣❡♥❛s ❡♠ ❛❧❣✉♥s ♣r♦❝❡ss♦s✱ ❛ ✐❞é✐❛ ❡♠ s✐ ♣♦❞❡ s❡r ✉t✐❧✐③❛❞❛✱ ❝♦♠ ❛s ❞❡✈✐❞❛s ♠♦❞✐✜❝❛çõ❡s✱ ❡♠ q✉❛❧q✉❡r ♠♦❞❡❧♦ q✉❡ s❡ ❞❡s❡❥❛ ❡st✉❞❛r✱ ❞❡s❞❡ q✉❡ s❡❥❛ ♣♦ssí✈❡❧ ♦❜t❡r s✐♠✉❧❛çõ❡s ❞♦ ♠❡s♠♦✳

✶✳✷ ❈♦♥tr✐❜✉✐çõ❡s

❆s ♣r✐♥❝✐♣❛✐s ❝♦♥tr✐❜✉✐çõ❡s ❞❡st❡ tr❛❜❛❧❤♦ sã♦ ❛s s❡❣✉✐♥t❡s✿

• ❈❤❛♠❛r ❛ ❛t❡♥çã♦ ♣❛r❛ ❛ ♣♦ss✐❜✐❧✐❞❛❞❡ ❞❡ s❡ ❡st✉❞❛r ♦ ♣❛râ♠❡tr♦ ❞❡ ♠❡♠ór✐❛ ❧♦♥❣❛ ❞❡ ✉♠❛ ❢♦r♠❛ ❇❛②❡s✐❛♥❛ ❡♠ ♣r♦❝❡ss♦s ♥ã♦ ●❛✉ss✐❛♥♦s ♠❛✐s ❣❡r❛✐s ❡ q✉❡ ♥ã♦ ♣♦ss✉❛♠ ❢✉♥çã♦ ❞❡ ✈❡r♦ss✐♠✐❧❤❛♥ç❛ tr❛tá✈❡❧ ❛♥❛❧✐t✐❝❛♠❡♥t❡✳

• ❋♦r♥❡❝❡r ✉♠❛ ♥♦✈❛ ❛❜♦r❞❛❣❡♠ ♣❛r❛ ❡st✐♠❛r ♦ ♣❛râ♠❡tr♦ ❞❡ ♠❡♠ór✐❛ ❡♠ ❛❧❣✉♥s ♣r♦❝❡ss♦s ❝♦♥❤❡❝✐❞♦s ❡ q✉❡ ❡st❛ s❡❥❛ ❝♦♠♣❡t✐t✐✈❛ ❝♦♠ ❛s ❛❜♦r❞❛❣❡♥s ❝❧áss✐❝❛s ♠❛✐s ✉t✐❧✐③❛❞❛s✳

• Pr❡❡♥❝❤❡r ❛ ❧❛❝✉♥❛ ❢♦r♠❛❞❛ ♣❡❧♦s ♣♦✉❝♦s tr❛❜❛❧❤♦s ❇❛②❡s✐❛♥♦s ♥❛ ár❡❛ ❞❡ ♣r♦❝❡ss♦s ❡st♦❝ás✲ t✐❝♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛✳

• ❆♣r❡s❡♥t❛r✱ ❝♦♠♦ ✉♠❛ ❝♦♥tr✐❜✉✐çã♦ ❛❞✐❝✐♦♥❛❧✱ ✉♠❛ r❡✈✐sã♦ ❞♦s ♣r✐♥❝✐♣❛✐s ❛✈❛♥ç♦s ❞♦s ♠ét♦❞♦s ❆❇❈ ❞❡s❡♥✈♦❧✈✐❞♦s ❛♦ ❧♦♥❣♦ ❞♦s ú❧t✐♠♦s ❛♥♦s✱ ❜❡♠ ❝♦♠♦ ✉♠❛ ❛♣❧✐❝❛çã♦ ♦r✐❣✐♥❛❧ ❞❡st❡ ♠ét♦❞♦ ❡♠ ✉♠ ♣r♦❜❧❡♠❛ ❞❡ ❡st✐♠❛çã♦ ♣❛r❛ ❛ ❞✐str✐❜✉✐çã♦ ❞❡ ❘♦s❡♥❜❧❛tt✳ ❚❛❧ ❞✐str✐❜✉✐çã♦ ❛♣❛r❡❝❡ ❢r❡q✉❡♥t❡♠❡♥t❡ ♥♦ ❝♦♥t❡①t♦ ❞❡ ♣r♦❝❡ss♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛ ❡ ♥ã♦ ❤á ♥❛ ❧✐t❡r❛t✉r❛✱ ❛té ♦ ♣r❡s❡♥t❡ ♠♦♠❡♥t♦✱ ✉♠❛ ❛❜♦r❞❛❣❡♠ ✐♥❢❡r❡♥❝✐❛❧ ♣❛r❛ ❡ss❛ ❝♦♠♣❧✐❝❛❞❛ ❞✐str✐❜✉✐çã♦✳

✶✳✸ ❖r❣❛♥✐③❛çã♦ ❞♦ ❚r❛❜❛❧❤♦

❊st❡ tr❛❜❛❧❤♦ ❡stá ♦r❣❛♥✐③❛❞♦ ❞❛ s❡❣✉✐♥t❡ ♠❛♥❡✐r❛✿ ◆♦ ❈❛♣ít✉❧♦ ✷✱ ❞❡✜♥✐♠♦s ♦ ❝♦♥❝❡✐t♦ ❞❡ ♠❡♠ór✐❛ ❧♦♥❣❛ ❡ ❛♣r❡s❡♥t❛♠♦s ✉♠❛ r❡✈✐sã♦ ❜✐❜❧✐♦❣rá✜❝❛ s♦❜r❡ ♦s ♣r♦❝❡ss♦s ❡st♦❝ást✐❝♦s q✉❡ s❡rã♦ ✉t✐❧✐③❛❞♦s ❡♠ ♥♦ss♦ ❡st✉❞♦✳ ◆♦ ❈❛♣ít✉❧♦ ✸ ❛♣r❡s❡♥t❛♠♦s ♦s ♣r✐♥❝✐♣❛✐s ❡st✐♠❛❞♦r❡s ❝❧áss✐❝♦s ❡♥✲ ❝♦♥tr❛❞♦s ♥❛ ❧✐t❡r❛t✉r❛ ❡ q✉❡ s❡rã♦ ✉t✐❧✐③❛❞♦s ♣❛r❛ ✈❡r✐✜❝❛r ❛ ❡✜❝á❝✐❛ ❞❛ ❛❜♦r❞❛❣❡♠ ♣r♦♣♦st❛✳ ❖ ❈❛♣ít✉❧♦ ✹ ❢♦r♥❡❝❡ ✉♠❛ r❡✈✐sã♦ ❞♦s ♣r✐♥❝✐♣❛✐s ❛✈❛♥ç♦s ❞❛ ❝♦♠♣✉t❛çã♦ ❇❛②❡s✐❛♥❛ ❛♣r♦①✐♠❛❞❛ ❝♦♠ ❞✐✈❡rs♦s ❡①❡♠♣❧♦s q✉❡ ❛❥✉❞❛♠ ❛ ❡♥t❡♥❞❡r ♦ ❢✉♥❝✐♦♥❛♠❡♥t♦ ❞❡ss❡ ♠ét♦❞♦✳ ◆❡st❡ ♠❡s♠♦ ❝❛♣ít✉❧♦✱ ❛♣r❡s❡♥t❛♠♦s ✉♠ ❡①❡♠♣❧♦ ♦r✐❣✐♥❛❧ ♦♥❞❡ ♦ ♠ét♦❞♦ ❆❇❈ é ✉t✐❧✐③❛❞♦ ♣❛r❛ ❢❛③❡r ✐♥❢❡rê♥❝✐❛ s♦❜r❡ ❛ ❞✐str✐❜✉✐çã♦ ❞❡ ❘♦s❡♥❜❧❛tt✱ ✉♠❛ ✐♠♣♦rt❛♥t❡ ❞✐str✐❜✉✐çã♦ q✉❡ s✉r❣❡ ♥♦ ❝♦♥t❡①t♦ ❞❡ ♣r♦❝❡ss♦s ❝♦♠ ♠❡♠ór✐❛ ❧♦♥❣❛✳

❋✐♥❛❧♠❡♥t❡✱ ♥♦ ❈❛♣ít✉❧♦ ✺✱ ❛♣r❡s❡♥t❛♠♦s ♦ ♠♦❞♦ ❝♦♠♦ ♦ ♠ét♦❞♦ ❆❇❈ é ❛♣❧✐❝❛❞♦ ❡♠ ❝❛❞❛ ♣r♦❝❡ss♦ ❡st♦❝ást✐❝♦ ❝♦♥s✐❞❡r❛❞♦ ❡ ✈❛❧✐❞❛♠♦s ❛ s✉❛ ❡✜❝á❝✐❛ ❛tr❛✈és ❞❡ ❞❛❞♦s s✐♠✉❧❛❞♦s ❡ r❡❛✐s✳ ❖s r❡s✉❧t❛❞♦s ♦❜t✐❞♦s ♣♦r ♥♦ss❛ ❛❜♦r❞❛❣❡♠ sã♦ ❝♦♠♣❛r❛❞♦s ❝♦♠ ♦s r❡s✉❧t❛❞♦s ♦❜t✐❞♦s ♣❡❧❛s ♣r✐♥❝✐♣❛✐s ❛❜♦r❞❛❣❡♥s ❝❧áss✐❝❛s q✉❛♥❞♦ ❞✐s♣♦♥í✈❡✐s✳

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Referências

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