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Deleting the intervals of this chain from T
,
we can form a second chain and so on
until we obtain m chains in all.
CLAIM 3: A chain which has precisely i intervals of length b where 0
i
1
/
b
has exactly
λ i intervals of length a where
λ i satisfies ( 9.2 ).
I r with precisely i intervals of length b for
which the assertion is false then, using the definition of
Suppose there is a chain I 1 ,
I 2 ,...,
λ i in ( 9.2 ),theremustbeat
least
λ i +
1
1 intervals of length a in the chain and the termination point w of I r
satisfies w
1
+
a
.
Because the interval I r starts before the point 1, I r must be an
interval of length b
.
Let s
=
max
{
j :
|
I j | =
a
}
where
|
I
|
denotes the length of I
,
then
s
<
r
.
Let T s + 1 ,...,
T r denote the pure strategies containing I s + 1 ,...,
I r respectively;
r let T j
for j
=
s
+
1
,...,
denote the pure strategy obtained from T j by moving I j a
distance a to the left.
The analysis now divides into two parts (I) and (II).
(I) T j
has overlapping intervals.
If there is a T j which has overlapping intervals, let T g denote the one for which
j is maximal, then the strategy S obtained from S by replacing T j with T j
for
j
g is clearly still optimal. Note that, in T g ,
the interval of length a precedes the
The intervals of T g
interval of length b because
|
I g | =
b
.
overlap so we can take a
pure strategy T −∗
g
whose intervals do not overlap and cover the points covered by
the intervals of T g
and in which the interval of length b precedes the interval of
Replacing T g by T g in S now gives rise to an optimal strategy and this
optimal strategy has more pure strategies having the interval of length b preceding
the interval of length a than S .
length a
.
However the construction of S ensures that S
and S 0 have the same number of pure strategies having the intervals of length b
preceding the interval of length a so we have a contradiction to Assumption 3 at the
beginning of the proof.
(II) No T j
has overlapping intervals
If no T j
has overlapping intervals, replacing T j by T j
r in S
and moving the interval I s so that it starts at the point 1 would still be an optimal
strategy and the argument above that proves S is a strategy in Z
for j
=
s
+
1
,...,
Z shows that this
cannot be the case. Thus we have established the claim, a chain which has precisely
i intervals of length b where 0
×
i
1
/
b
has exactly
λ i intervals of length a where
λ i satisfies ( 9.2 ).
=
,
,...,
/
,
For each integer i
i of chains that
have precisely i intervals of length b and hence, by what we have just proved, each
of these chains must have precisely
0
1
1
b
there is a non-negative integer
β
λ i intervals of length a
.
The chains have a total
1
/
b
1
/
b
of
i
β i intervals of length b and
λ i β i intervals of length a
.
Since no
i
=
0
i
=
0
member of K | Z | has an interval starting at 1 or more,
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