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# 1 Introduction

## 1 Introduction

The ($`p`$+1)-dimensional matrix theory  describes the system of $`N`$ D$`p`$-branes wrapped on the $`x^1,\mathrm{}x^p`$ direction in the scaling limit111$`\alpha ,\beta =0,1,\mathrm{}p`$ denote longitudinal directions of the brane. Among them the electric directions on the brane are denoted by $`\mu ,\nu =0,1`$ and the remaining directions of the brane are denoted by $`i,j=2,3\mathrm{},p`$. $`I,J=p+1,\mathrm{},9`$ denote the directions transverse to the brane. $`M,N=0,1,\mathrm{}9`$ denote ten dimensional coordinates, collectively.

$`\alpha ^{}ϵ^{\frac{1}{2}},g_sϵ^{\frac{3p}{4}},g_{IJ}ϵ,`$ (1)
while the metric components in the longitudinal direction are kept fixed in the limit $`ϵ0`$. In this scaling limit, all the closed string modes and massive open string modes are decoupled and thus it becomes the theory of massless open string modes only, which is $`U(N)`$ super Yang-Mills (SYM) theory on the D-branes world-volume. One may note that $`U(1)`$ multiplet in $`U(N)=U(1)\times SU(N)/Z_N`$ degrees of freedom describe the overall motion of the system and are decoupled from the rest degrees of freedom.

Our main concern in this paper is the world-volume theory of D$`p`$-F1 bound states, in which fundamental strings are dissolved into D$`p`$-branes and turn into electric flux on D$`p`$-branes. They are half BPS states just like those of pure D$`p`$-branes. In this case one may again take the same limit as (1) which gives ordinary $`U(N)`$ SYM theory with electric flux. The resultant $`SU(N)/Z_N`$ theory with an $`Z_N`$ flux has a mass gap while the remaining $`U(1)`$ theory is free.

One can take different limit of the system, which is, so-called, the NCOS limit. This scaling limit is achieved by considering near critical electric field on D$`p`$-brane:

$$2\pi \alpha ^{}ϵ^{01}F_{01}=1\frac{ϵ}{2},$$
(2)
where critical electric field corresponds to $`ϵ=0`$. The scaling of the background metric for closed string is given by

$$g_{\mu \nu }=\eta _{\mu \nu },g_{ij}=ϵ\delta _{ij},g_{IJ}=ϵ\delta _{IJ}.$$
(3)
The effective open string tension is $`\frac{1}{4\pi \alpha _e^{}}=\frac{ϵ}{4\pi \alpha ^{}}`$. Therefore, while $`\alpha ^{}l_s^2`$ sets the scale of closed string modes, $`\alpha _e^{}l_e^2`$ can be considered as the scale of open string modes stretched in the electric direction.

In the presence of background electric field, or NS $`B`$-field on the D-brane world-volume, the effective metric seen by the open strings on the D-brane worldvolume is different from the metric seen by bulk closed string modes. The effective open string metric, noncommutativity parameter and effective open string coupling $`G_o^2`$ can be determined as

$$G_{\mu \nu }=ϵ\eta _{\mu \nu },G_{ij}=ϵ\delta _{ij},\mathrm{\Theta }^{\mu \nu }=2\pi \alpha _e^{}ϵ^{\mu \nu },G_o^2=g_sϵ^{\frac{1}{2}}.$$
(4)
The NCOS limit , under which the bulk closed string modes are decoupled, is given by $`ϵ0`$ while taking $`\alpha _e^{}`$, $`G_o`$ fixed, and therefore is summarized as

$`g_{\mu \nu }𝒪(1),g_{ij}ϵ,g_{IJ}ϵ,g_sϵ^{\frac{1}{2}},\alpha ^{}ϵ.`$ (5)
In this limit, the effective degrees of freedom are those of open strings on noncommutative spacetime in which

$$[x_0,x_1]=\theta .$$

In general, these two limits are connected by U-duality. From the case of D1-F1 bound states with the scaling limits (1) and (5), one can easily see that the (1+1)-dimensional SYM theory on $`N`$ D-strings with $`M`$ units flux of electric field is S-dual to (1+1)-dimensional NCOS theory of $`M`$ D-strings with $`N`$ units flux of electric field. The scaling limits (1) and (5) imply that the (2+1)-dimensional SYM theory with electric flux from D2-F1 bound states wrapped on two-torus is related to (2+1)-dimensional NCOS theory by the, so-called, ‘2-11’ flip, i.e. circle compactifications along different directions.Further duality chain on each side relates matrix theory and NCOS theory on higher dimensional tori.

These dual relations between string theories on noncommutative spacetime and ordinary gauge theories, though guaranteed from dualities of ‘mother’ M/string theory, are quite surprising. Immediate question related on these dualities of different type of theories is how to map various kinds of excitations in one theory to those in its dual theory. In this paper, we are especially interested in the dual of stringy degrees of freedom in NCOS theory. In general, massive degrees of freedom of open strings are non-BPS, and thus disappear into multi-particle states of massless spectrum as the coupling becomes strong. In the cases of (1+1)-dimensional and (2+1)-dimensional theories SYM theories are S-dual to NCOS theories and thus the above arguments may apply. However, in the (2+1)-dimensional theory on torus, we have additional BPS states among string spectrum. They are states with KK momentum along compactified $`x^2`$-direction. Under ‘2-11’ flip, they map to D0-branes, and thus become magnetic flux in the dual SYM theory. The exchange of D0-branes between two D2-branes can be interpreted as the instanton process in (2+1)-dimensional SYM theory. In particular, it has been shown that $`v^4`$-terms and their superpartners in the effective action of (2+1)-dimensional $`𝒩=8`$ SYM theory are completely determined by one-loop contribution and instanton corrections. In this paper we focus on the same process in the SYM theory side and consider the dual process in the NCOS theory to confirm the dual relation between instanton process in SYM theory and KK momentum exchange in NCOS theory. In section 2, we obtain the effective action of probe M2-brane on the background of tilted M2-branes, which correspond to the one-loop effective action of SYM theory including non-perturbative instanton corrections. In section 3 we compute the scattering amplitude of the wound graviton off the D2-F1 bound state involving KK-momentum transfer in $`x^2`$-direction. In section 4, we draw our conclusions. As for a reference, the relation between these two theories are summarized in table 1.

| Theory | NCOS | SYM |
| --- | --- | --- |
| (D2, F1) | $`(M,N)`$ | $`(N,M)`$ |
| $`g_s`$ | $`ϵ^{\frac{1}{2}}G_o^2`$ | $`ϵ^{\frac{1}{4}}G_o^1(\frac{r_2}{l_e})^{\frac{3}{2}}`$ |
| $`\alpha ^{}`$ | $`ϵ\alpha _e^{}`$ | $`ϵ^{\frac{1}{2}}\frac{G_o^2l_e^3}{r_2}`$ |
| gauge coupling $`g_{YM}^2`$ | $`\frac{G_o^2}{l_e}`$ | $`\frac{r_2^2}{G_o^2l_e^3}`$ |
| $`x^2`$ radius | $`ϵ^{\frac{1}{2}}r_2`$ | $`G_o^2l_e`$ |
| $`x^{11}`$ radius | $`G_o^2l_e`$ | $`ϵ^{\frac{1}{2}}r_2`$ |
|  | $`k_2`$ | magnetic flux |
|  | magnetic flux | $`k_2`$ |
| $`l_p^3`$ | $`ϵG_o^2l_e^3`$ | $`ϵG_o^2l_e^3`$ |

Table 1. 2+1 dimensional theories ($`\alpha _e^{}=l_e^2`$ )

## 2 Effective action of probe M2-brane

In this section we consider D2-F1 bound state in the SYM theory limit. In order to obtain the effective action of (2+1)-dimensional $`𝒩=8`$ SYM theory with electric flux, we use the AdS/CFT correspondence, which is well-established in the matrix theory limit. Note that in this limit, the scale of transverse direction and the scale of eleventh direction behave in the same way,

$$rϵ^{\frac{1}{2}},Rϵ^{\frac{1}{2}},$$

and hence we should take into account the contribution from eleventh direction. D2-F1 bound state becomes tilted M2-branes bound state in eleven-dimensional lift. Therefore we consider probe M2-brane dynamics in the background of source tilted M2-branes in the limit and obtain the effective action of probe M2-brane which corresponds to the one loop effective action of (2+1)-dimensional SYM theory with full non-perturbative instanton corrections.

### 2.1 Probe dynamics of M2-brane in the $`AdS_4`$ background

In this subsection, we review the supergravity dual description of (2+1)-dimensional $`𝒩=8`$ SYM theory, without electric flux. In the limit (1), the world-volume theory of $`N`$ D2-branes reduces to (2+1)-dimensional $`𝒩=8`$ SYM theory. $`v^4`$ terms and their superpartners are completely determined by one-loop and non-perturbative instanton corrections. This is due to the non-renormalization property of the theory with 16 supercharges. On the other hand, the supergravity dual description is given by the probe dynamics of M2-brane in the background of periodically identified $`AdS_4`$ spacetime, produced by the background D2-branes in the SYM decoupling limit:

$$ds_{11}^2=h_0^{2/3}(dt^2+dx_1^2+dx_2^2)+h_0^{1/3}(dx_3^2+\mathrm{}+dx_9^2+dx_{11}^2),$$
(6)
where the eleven-dimensional harmonic function $`h_0`$ is given by

$`h_0={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{2^5\pi ^2l_p^6N}{(r^2+(x_{11}+2\pi Rn)^2)^3}},`$ (7)
under $`x^{11}`$-compactification, $`x_{11}x_{11}+2\pi R`$, and $`r^2=x_3^2+\mathrm{}+x_9^2`$. Here $`N`$ denotes the number of background M2-branes.

We consider the probe dynamics of M2-brane wrapping on $`x^1`$, $`x^2`$ directions and moving with a constant velocity $`v^I=_0x^I`$ and $`v^{11}=_0x^{11}`$ in the transverse directions. The bosonic part of the action for the probe M2-brane is given by

$$S_2=T_2d^3\xi \sqrt{deth_{\alpha \beta }}+i\mu _2H,$$
(8)
where $`h_{\alpha \beta }`$ is the induced metric on the world-volume of the probe M2-brane and is given by

$$h_{\alpha \beta }=_\alpha x^{\widehat{M}}_\beta x^{\widehat{N}}g_{\widehat{M}\widehat{N}},$$
(9)
where $`\widehat{M},\widehat{N}`$ denote full eleven-dimensional spacetime coordinates, 0,1,$`\mathrm{}`$ 9,11.

From the configurations we choose, it is natural to use the static gauge in which $`x_\alpha =\xi _\alpha `$. After plugging the metric (6) with the harmonic function $`h_0`$ given in (7) and expanding in powers of $`v^2=v_I^2+v_{11}^2`$, the action becomes

$`S_2={\displaystyle d^3\xi \left(\frac{1}{2}T_2v^2+\frac{1}{8}T_2h(v^2)^2+𝒪((v^2)^3)\right)}.`$ (10)
This effective action contains many informations on the dual SYM theory. The vanishing effective action for $`v^2=0`$ tells that the corresponding configuration is BPS. In the dual SYM theory, 16 supercharge guarantees the non-renormalization of kinetic terms, $`v^2`$, of bosonic fields, which is consistent with the above action. Furthermore it has been shown that $`v^4`$-terms and their superpartners are completely determined by one-loop and non-perturbative instanton corrections. This can be shown to agree with the above action as well, by using Poisson resummation formula:

$$\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}f(n)=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}_{\mathrm{}}^{\mathrm{}}𝑑\varphi f(\varphi )e^{2\pi im\varphi },$$
(11)
on the harmonic function $`h_0`$ which becomes

$$\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{(r^2+(x_{11}+2\pi Rn)^2)^3}=\frac{1}{16R}[\frac{3}{r^5}+\frac{1}{r^3}\underset{m=1}{\overset{\mathrm{}}{}}\frac{m^2}{R^2}e^{mr/R}2\mathrm{cos}(mx_{11}/R)$$

$$+\frac{3}{r^4}\underset{m=1}{\overset{\mathrm{}}{}}\frac{m}{R}e^{mr/R}2\mathrm{cos}(mx_{11}/R)+\frac{3}{r^5}\underset{m=1}{\overset{\mathrm{}}{}}e^{mr/R}2\mathrm{cos}(mx_{11}/R)].$$
(12)
Note that the first term and the remaining terms with infinite sum over the index $`m`$ correspond to the one-loop correction and the instanton corrections, respectively, in the effective action of (2+1)-dimensional SYM theory.

### 2.2 The background geometry for D2-F1 bound state

The bound state of D2-branes and fundamental strings is nothing but the tilted M2 branes in eleven dimensions. The eleven-dimensional geometry due to these tilted M2 branes are given by the corresponding $`x^2x^{11}`$ rotation of the above metric (6):

$$ds_{11}^2=h^{2/3}(dt^2+dx_1^2+dx_2^2)+h^{1/3}(dx_3^2+\mathrm{}+dx_9^2+(dx_{11}ϵ^{1/2}dx_2)^2),$$
(13)
where the harmonic function $`h`$ becomes

$$h=1+\frac{2^5\pi ^2l_p^6N}{(r^2+(\mathrm{cos}\theta x_2+\mathrm{sin}\theta x_{11})^2)^3}.$$

Under $`x^{11}`$-compactification, $`x_{11}x_{11}+2\pi R`$, the harmonic function $`h`$ can be written as

$`h=1+{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{2^5\pi ^2l_p^6N}{(r^2+\mathrm{sin}^2\theta (x_{11}+2\pi Rn\mathrm{cot}\theta x_2)^2)^3}},`$ (14)
and also can be resummed using Poisson resummation formula as follows:

$`h1`$ $`=`$ $`{\displaystyle \frac{2\pi ^2l_p^6N}{R\mathrm{sin}\theta }}[{\displaystyle \frac{3}{r^5}}+{\displaystyle \frac{1}{r^3}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}({\displaystyle \frac{m}{R\mathrm{sin}\theta }})^2e^{mr/R\mathrm{sin}\theta }2\mathrm{cos}{\displaystyle \frac{m(x_{11}x_2\mathrm{cot}\theta )}{R}}`$
$`+{\displaystyle \frac{3}{r^4}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{m}{R\mathrm{sin}\theta }}e^{mr/R\mathrm{sin}\theta }2\mathrm{cos}{\displaystyle \frac{m(x_{11}x_2\mathrm{cot}\theta )}{R}}`$
$`+{\displaystyle \frac{3}{r^5}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}e^{mr/R\mathrm{sin}\theta }2\mathrm{cos}{\displaystyle \frac{m(x_{11}x_2\mathrm{cot}\theta )}{R}}]`$
$`=`$ $`{\displaystyle \frac{2\pi ^2l_p^6N}{R\mathrm{sin}\theta }}[{\displaystyle \frac{3}{r^5}}`$
$`+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{2}{\pi }}\right)^{\frac{1}{2}}{\displaystyle \frac{m^2m^{1/2}}{(R\mathrm{sin}\theta )^5}}\left({\displaystyle \frac{R\mathrm{sin}\theta }{r}}\right)^{5/2}K_{5/2}({\displaystyle \frac{mr}{R\mathrm{sin}\theta }})2\mathrm{cos}{\displaystyle \frac{m(x_{11}x_2\mathrm{cot}\theta )}{R}}]`$
In the $`R0`$ limit, the geometry becomes the one generated by the bound state of $`N`$ D2-branes and $`M`$ fundamental strings:

$$ds^2=\stackrel{~}{f}^{1/2}f^1(dx_0^2+dx_1^2)+\stackrel{~}{f}^{1/2}dx_2^2+\stackrel{~}{f}^{1/2}(dx_3^2+\mathrm{}+dx_9^2),$$
(16)
where

$$f=1+\frac{r_0^5}{r^5},$$
(17)
Here the rotation angle $`\theta `$ becomes

$$\mathrm{cos}\theta =\frac{g_sM\frac{\sqrt{\alpha ^{}}}{R_2}}{(g_s^2M^2\frac{\alpha ^{}}{R_2^2}+N^2)^{1/2}}=\frac{MR}{(M^2R^2+N^2R_2^2)^{1/2}},$$

and the constant $`r_0`$ is given by

$$r_0^5=6\pi ^2g_s\alpha ^{5/2}(g_s^2M^2\frac{\alpha ^{}}{R_2^2}+N^2)^{1/2}=6\pi ^2\alpha ^{}{}_{}{}^{2}\frac{R}{R_2}(M^2R^2+N^2R_2^2)^{1/2},$$

with $`x^2`$-compactification radius $`R_2`$.

### 2.3 Probe M2-brane dynamics in the tilted M2-brane background

In this subsection we would like to get the effective action of probe M2-brane in the background of tilted M2-branes, which is the eleven-dimensional lift of probe D2-brane dynamics in the background of source (D2-F1) bound state as shown in the Fig. 1.

The probe M2-brane action is given by (8), now with new geometry (13). In order to recover the results of SYM theory, we need to take the SYM limit (1). In this limit, $`u=\frac{r}{\alpha ^{}}`$ and $`\varphi _8=\frac{x_{11}}{\alpha ^{}}`$ fixed, and we have222 Note that we use static gauge, $`x_2=\xi _2`$.

$`l_p^3h`$ $`=`$ $`2\pi ^2Ng_{YM}^4[{\displaystyle \frac{3}{u^5}}+{\displaystyle \frac{1}{u^3}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}({\displaystyle \frac{m}{g_{YM}^2}})^2e^{mu/g_{YM}^2}2\mathrm{cos}({\displaystyle \frac{m}{g_{YM}^2}}(\varphi _8{\displaystyle \frac{g_{YM}^2}{R_2}}{\displaystyle \frac{M}{N}}\xi _2))`$ (18)
$`+{\displaystyle \frac{3}{u^4}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{m}{g_{YM}^2}}e^{mu/g_{YM}^2}2\mathrm{cos}({\displaystyle \frac{m}{g_{YM}^2}}(\varphi _8{\displaystyle \frac{g_{YM}^2}{R_2}}{\displaystyle \frac{M}{N}}\xi _2))`$
$`+{\displaystyle \frac{3}{u^5}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}e^{mu/g_{YM}^2}2\mathrm{cos}({\displaystyle \frac{m}{g_{YM}^2}}(\varphi _8{\displaystyle \frac{g_{YM}^2}{R_2}}{\displaystyle \frac{M}{N}}\xi _2))]`$
which is finite under the limit $`ϵ0`$.

Here $`\varphi _8`$ is interpreted as the dual scalar of (2+1)-dimensional gauge field $`A_\mu `$,

$$_\mu \varphi _8=\epsilon _{\mu \nu \rho }F^{\nu \rho }.$$

In the D2-F1 bound state, fundamental strings are dissolved and turned into electric flux, i.e. $`F_{01}^{(B)}0`$. This implies the nontrivial background value of the dual scalar $`\varphi _8^{(B)}\xi _2`$ as

$$_2\varphi _8^{(B)}0.$$

This is gauge theory side interpretation why we have extra term in the argument of cosine function in the eq. (18), namely, we can set

$`\varphi _8^{(B)}={\displaystyle \frac{g_{YM}^2}{R_2}}{\displaystyle \frac{M}{N}}\xi _2`$ (19)
.

The $`M`$ unit of electric flux in $`N`$ D2-branes can be expressed as

$`M=N{\displaystyle \frac{2\pi R_2}{g_s}}{\displaystyle \frac{(\alpha ^{})^{1/2}ϵ^{01}F_{01}^{(B)}}{\sqrt{1(2\pi \alpha ^{})^2F_{(B)}^2}}}.`$ (20)
Therefore, in the SYM limit, the background electric field is given by

$$F_{01}^{(B)}=\frac{g_{YM}^2}{2\pi R_2}\frac{M}{N},$$

which is consistent with the above assignment (19):

The effective action of probe M2-brane in the geometry (13) becomes

$`S_2`$ $`=`$ $`T_2{\displaystyle d^3\xi \frac{1}{h}\left(\sqrt{(1+hϵ)(1hϵ\overline{v}_I^2hϵ\overline{v}_{11}^2)+h^2ϵ^2\overline{v}_{11}^2}1\right)}`$ (21)
$`=`$ $`{\displaystyle \frac{T_2ϵ}{2}}{\displaystyle }d^3\xi [(1\overline{v}_I^2\overline{v}_{11}^2)`$
$`{\displaystyle \frac{1}{4}}hϵ(1+\overline{v}_I^2+\overline{v}_{11}^2+2\overline{v}_{11})(1+\overline{v}_I^2+\overline{v}_{11}^22\overline{v}_{11})+𝒪((hϵ)^2)],`$
where $`h`$ is given by (18) and $`\overline{v}_I=\frac{v_I}{ϵ^{1/2}}`$ and $`\overline{v}_{11}=\frac{v_{11}}{ϵ^{1/2}}`$ are fixed under the limit. One should note that in the present case the effective action is nonvanishing even in the case for the vanishing velocity, $`v=0`$, as it is not a supersymmetric configuration.

In order to compare with the results of NCOS theory in the next section, we rewrite (18) in terms of NCOS variables using the relation shown in table 1 as follows:

$`l_p^3h`$ $`=`$ $`6\pi ^2N{\displaystyle \frac{ϵ^{\frac{5}{2}}G_o^6l_e^9}{r_2r^5}}[(1+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}e^{\frac{mr}{r_2ϵ^{1/2}}}2\mathrm{cos}({\displaystyle \frac{mx^{11}}{r_2ϵ^{1/2}}}{\displaystyle \frac{m\xi _2}{r_2}}))`$ (22)
$`+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{mr}{r_2ϵ^{1/2}}}e^{\frac{mr}{r_2ϵ^{1/2}}}2\mathrm{cos}({\displaystyle \frac{mx^{11}}{r_2ϵ^{1/2}}}{\displaystyle \frac{m\xi _2}{r_2}})`$
$`+{\displaystyle \frac{1}{3}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}({\displaystyle \frac{mr}{r_2ϵ^{1/2}}})^2e^{\frac{mr}{r_2ϵ^{1/2}}}2\mathrm{cos}({\displaystyle \frac{mx^{11}}{r_2ϵ^{1/2}}}{\displaystyle \frac{m\xi _2}{r_2}})]`$
In the next section we would like to recover the above results from the dual NCOS theory. In particular, we will obtain exactly the same form as the terms linear in the harmonic function $`h`$ in (21).

## 3 Scattering of fundamental string off D2-F1 bound state in NCOS theory

We now turn to the NCOS theory and consider the process dual to that of D0-brane exchange between D2-branes. The D0-brane exchange is interpreted as the momentum transfer in the eleventh dimention, M-momentum transfer, which becomes the momentum exchange in the $`x^2`$ direction in the NCOS theory side, through the ‘2-11’ flip or T2ST2 duality chain. The probe D2-brane in the SYM side corresponds to a fundamental string in the NCOS theory under the same duality chain. The dual process of the probe D2-brane scattered off the source D2-brane is then given by the usual string amplitude for the scattering of fundamental closed string off the D-brane. The diagram for the amplitude is depicted in Fig.2. It has two closed string vertices and, in addition to them, two open string vertex insertions, which are necessary for describing the momentum transfer in the $`x^2`$ direction.

The process in the SYM side considered in the last section is the low energy one and assumes that the branes have no fluctuating modes on their worldvolume. This leads us to take the vertices in the string diagram for the dual process to be those for lowest states, that is, massless states. For the closed string, we take graviton states polarized transversely to the D2-brane to consider the process dual to that in the SYM side. Associated with the momentum transfer in the $`x^2`$ direction, the vector states polarized along the D2-brane world-volume directions are taken as open string vertices, since the dual process in the SYM side is represented by the gauge field dynamics. Note that the D2-brane carrying electric flux spans $`x^1`$ and $`x^2`$ spatial directions, which are compactified on circles of radius $`R_1`$ and $`R_2`$, respectively. According to the duality chain, closed string dual to the probe D2-brane in the SYM side has winding along the $`x^1`$ direction. In view of the NCOS limit, this is the right situation, because only closed string winding along the direction where the electric field is turned on (here $`x^1`$) can be involved in the NCOS dynamics .

For the evaluation of the disk diagram, Fig.2, we use the usual doubling trick  which expresses the world-sheet field $`X(z,\overline{z})`$ in terms of its holomorphic part only as follows:

$$X^M(z,\overline{z})=X^M(z)+(DM^1)^M{}_{N}{}^{}X_{}^{N}(\overline{z}),$$
(23)
where $`D`$ is the diagonal matrix with elements $`+1`$ in the directions parallel to the D2-brane and $`1`$ in transverse directions. The matrix $`M`$ is due to the boundary conditions in the presence of the electric field $`E`$ and its non-trivial part is given by 333A detailed discussion for the matrices $`M`$ and $`D`$ may be found in .

$$(M^1)^\mu {}_{\nu }{}^{}=\frac{1}{1E^2}\left(\begin{array}{cc}1+E^2& 2E\\ 2E& 1+E^2\end{array}\right)_{}^{\mu }{}_{\nu }{}^{}.$$
(24)
For other directions, $`M`$ is identity. From now on, we represent $`DM^1`$ as $`R`$ for notational convenience;

$$RDM^1.$$

The string scattering amplitude we will consider is then given by

$$𝒜d^2zd^2z^{}𝑑y𝑑y^{}V(z,\overline{z}),V^{}(z^{},\overline{z}^{})V(y)V^{}(y^{}).$$
(25)
where the first two vertices are for wound gravitons444Detailed description for the wound graviton can be found in . and the last two vertices for vector fields on the D2-brane. Each vertex is expressed as follows:555The factor $`ϵ1E^2`$ multiplied to the vertex operator in the $`1`$ picture for the wound graviton was absent in a previous literature . This is due to the fact that we use the metric $`g^{MN}`$ in the Green’s function for the world-sheet fermions, Eq.(29), rather than $`\eta ^{MN}`$.

$`V(z,\overline{z})`$ $`=`$ $`G_o^2ϵ\xi _{IJ}:V_1^I(p,z)::V_1^J(R^T\stackrel{~}{p},\overline{z}):,`$
$`V^{}(z^{},\overline{z}^{})`$ $`=`$ $`{\displaystyle \frac{G_o^2}{\alpha _e^{}}}\xi _{IJ}^{}:V_0^I(p^{},z^{})::V_0^J(R^T\stackrel{~}{p}^{},\overline{z}^{}):,`$
$`V(y)`$ $`=`$ $`{\displaystyle \frac{G_o}{\sqrt{\alpha _e^{}}}}\zeta (1+M^1)_\alpha :V_0^\alpha (k(1+R),y):,`$
$`V^{}(y^{})`$ $`=`$ $`{\displaystyle \frac{G_o}{\sqrt{\alpha _e^{}}}}\zeta ^{}(1+M^1)_\alpha :V_0^\alpha (k^{}(1+R),y^{}):,`$ (26)
where $`p`$ and $`p^{}`$ ($`\stackrel{~}{p}`$ and $`\stackrel{~}{p}^{}`$) are momenta of the wound gravitons contributed from the left (right) moving sector of the closed string. The vertex operators in each picture are given by

$`V_1^M(q,z)`$ $`=`$ $`e^{\varphi (z)}\psi ^M(z)e^{iqX(z)},`$
$`V_0^M(q,z)`$ $`=`$ $`\left(X^M(z)+i{\displaystyle \frac{\alpha ^{}}{2}}q\psi (z)\psi ^M(z)\right)e^{iqX(z)}.`$ (27)
The evaluation of the amplitude $`𝒜`$ in a fully covariant way is a formidable task and is not our aim. Since we are interested in the process dual to the M-momentum transfer between D2-branes in the SYM side, we now take a particular situation. Firstly, we take the backward scattering at least in the $`x^2`$ direction, since, in the SYM side, the D2-branes do not cross each other in the eleventh direction while transferring M-momenta. Secondly, all the momenta are assumed not to have KK momenta in the $`x^1`$ direction, which is also the case in the SYM side.

Then, for the open string states, the momenta $`k`$ and $`k^{}`$ are taken to be $`k_\alpha =(m/R_2,0,m/R_2)`$ and $`k_\alpha ^{}=(m^{}/R_2,0,m^{}/R_2)`$, where $`m`$ and $`m^{}`$ are integers. Since the open string states are massless and thus satisfy $`\zeta k=\zeta ^{}k^{}=0`$, and $`k^2=k^2=0`$, the polarizations can be chosen to have no components in the $`x^0`$ and $`x^2`$ directions. The closed string states have winding in the $`x^1`$ direction. Two wound gravitons are set to have equal winding number. In the $`x^2`$ direction, we take the states to have KK momentum but no winding. The components of each momentum are then as follows: from the left moving part of the closed string, $`p_M=(p_0,R_1w/\alpha ^{},n/R_2,p_{})`$ $`(p_M^{}=(p_0^{},R_1w/\alpha ^{},n^{}/R_2,p_{}^{}))`$ where $`p_{}`$ $`(p_{}^{})`$ represents the momentum components transverse to the D2-brane and $`n`$, $`n^{}`$, and $`w`$ are integers ; from the right moving part, $`\stackrel{~}{p}_M=(p_0,R_1w/\alpha ^{},n/R_2,p_{})`$ $`(\stackrel{~}{p}_M^{}=(p_0^{},R_1w/\alpha ^{},n^{}/R_2,p_{}^{}))`$. Since the closed string states are wound gravitons which are taken to be polarized transversely to the D2-brane, we have $`\xi ^T=\xi `$, $`\mathrm{Tr}\xi =\mathrm{Tr}\xi ^{}=0`$, $`\xi p=\xi \stackrel{~}{p}=0`$, and $`\xi ^{}p^{}=\xi ^{}\stackrel{~}{p}^{}=0`$.

Under the situation taken as above, what we are interested in is the amplitude when the transverse momentum difference between the two wound gravitons is very small, $`|p_{}^{}p_{}|0`$. It is obtained by looking at the pole terms in $`(p^{}+p)^2`$ and its evaluation is performed in a standard way, and thus we will omit the calculational details.666Similar calculation with just transverse momentum $`(p_{})`$ transfer has been done in , in the context of NCOS theory as well as non-relativistic string theory . However, we would like to note two points: we should bear in mind the momentum conservation law,

$$p+R^T\stackrel{~}{p}+p^{}+R^T\stackrel{~}{p}^{}+k(1+R)+k^{}(1+R)=0,$$
(28)
and the phase factors coming from the space-time noncommutativity do not appear. The latter point implies that the Green’s functions for the world-sheet fields that we need are the usual ones, that is,

$`X^M(z)X^N(z^{})`$ $`=`$ $`{\displaystyle \frac{\alpha ^{}}{2}}g^{MN}\mathrm{ln}(zz^{}),`$
$`\psi ^M(z)\psi ^N(z^{})`$ $`=`$ $`{\displaystyle \frac{g^{MN}}{zz^{}}}.`$ (29)
After fixing the $`SL(2,𝐑)`$ symmetry present in the amplitude $`𝒜`$ which we choose as $`z^{}=i`$ and $`y^{}=\mathrm{}`$ and doing some manipulations, we obtain the expression for the amplitude as

$$𝒜\frac{G_o^4}{\alpha _e^{}}\frac{1}{\alpha ^{}(p+p^{})^2}\mathrm{Tr}(\xi \xi ^{})(\zeta \zeta ^{})\alpha ^{}k(p^{}p)\alpha ^{}k^{}(p^{}p)+𝒪(p^{}+p),$$
(30)
where the indices of polarization tensors are contracted with the usual Minkowskian metric $`\eta ^{MN}`$ while the other contractions are done by using $`g^{MN}`$. The part of $`𝒪(p^{}+p)`$ leads to the interactions, more or less, corresponding to the spin-dependent interactions in the dual SYM theory. Such kind of interactions is beyond of our concern because as we are studying the process dual to that in the SYM theory, which is spin-independent.

Now, we plug the components of momenta specified above into $`𝒜`$, Eq.(30), and eliminate $`p_0`$ ($`p_0^{}`$) through the mass shell condition $`p^2=0`$ ($`p^2=0`$). Then, in the NCOS limit, we get

$$𝒜\frac{G_o^4}{\alpha _e^{}}\frac{\mathrm{Tr}(\xi \xi ^{})(\zeta \zeta ^{})}{\alpha _e^{}(\mathrm{\Delta }n^2/R_2^2+q^2)}\frac{R_1^2m^2w^2}{R_2^2}(1+v_{}^2+v_2^2+2v_2)(1+v_{}^2+v_2^22v_2)+𝒪(p^{}+p).$$
(31)
where $`\mathrm{\Delta }n=n^{}+n`$ is the amount of KK momentum exchange in the $`x^2`$ direction and $`q=p_{}^{}p_{}`$ is the momentum transfer between the closed string and the D2-brane in the transverse directions to the D2-brane. The $`v`$’s are the ‘velocities’ of the closed string which are defined as

$$v_{}=\frac{\alpha _e^{}}{R_1w}p_{},v_2=\frac{\alpha _e^{}}{R_1R_2w}n,$$
(32)
where $`\frac{R_1w}{\alpha _e^{}}`$ plays the role of non-relativistic mass .

Let us turn to the probe dynamics in the SYM theory and expand the potential in term of $`ϵh`$. The leading interaction term, which is linear order in $`h`$, Eq. (21), should be compared with the amplitude (31). We now see that the velocity factors agree exactly with those in the SYM theory, if we perform replacements, $`v_{}\overline{v}_I`$ and $`v_2\overline{v}_{11}`$. As for the interaction type, there should be terms in the NCOS theory that have the same form as those in the harmonic function $`ϵh`$ in (22), as was alluded in the last section. In order to confirm this, we Fourier transform the $`1/(\mathrm{\Delta }n^2/R_2^2+q^2)`$ factor in Eq.(31);

$`{\displaystyle \frac{1}{R_2}}{\displaystyle \underset{\mathrm{\Delta }n}{}}e^{i\mathrm{\Delta }nx_2/R_2}{\displaystyle \frac{d^7q}{(2\pi )^7}e^{iqx_{}}\frac{1}{\alpha _e^{}(\mathrm{\Delta }n^2/R_2^2+q^2)}}`$ (33)
$`=`$ $`{\displaystyle \frac{3}{16\pi ^3\alpha _e^{}R_2}}{\displaystyle \frac{1}{r^5}}[(1+{\displaystyle \underset{\mathrm{\Delta }n=1}{\overset{\mathrm{}}{}}}e^{\mathrm{\Delta }nr/R_2}2\mathrm{cos}(\mathrm{\Delta }nx_2/R_2))+{\displaystyle \underset{\mathrm{\Delta }n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{\Delta }nr}{R_2}}e^{\mathrm{\Delta }nr/R_2}2\mathrm{cos}(\mathrm{\Delta }nx_2/R_2)`$
$`+{\displaystyle \frac{1}{3}}{\displaystyle \underset{\mathrm{\Delta }n=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{\mathrm{\Delta }nr}{R_2}}\right)^2e^{\mathrm{\Delta }nr/R_2}2\mathrm{cos}(\mathrm{\Delta }nx_2/R_2)]`$
$`=`$ $`{\displaystyle \frac{1}{16\pi ^3\alpha _e^{}R_2}}{\displaystyle \frac{1}{r^5}}\left[3+{\displaystyle \underset{\mathrm{\Delta }n=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{2}{\pi }}\right)^{1/2}\left({\displaystyle \frac{\mathrm{\Delta }nr}{R_2}}\right)^{5/2}K_{5/2}\left({\displaystyle \frac{\mathrm{\Delta }nr}{R_2}}\right)2\mathrm{cos}(\mathrm{\Delta }nx_2/R_2)\right],`$
where $`r=\sqrt{x_{}^2}`$. This is exactly the same, up to an overall coefficients, as the harmonic function $`h`$ in (22). Note that, in the comparison, ‘2-11’ flip has been implied, in which the KK-momentum exchange, $`\mathrm{\Delta }n`$, in NCOS theory is traded to the instanton process, i.e. D0-brane exchange, $`m`$. This completes the study of process in the NCOS theory dual to that in the SYM theory.

## 4 Conclusions

The duality between (2+1)-dimensional $`𝒩=8`$ SYM theory with electric flux and (2+1)-dimensional NCOS theory is inherited from ‘2-11’ flip of ’mother’ M/string theory. Still yet, this duality is quite surprising as those two theories have completely different characteristics. One is the ordinary gauge theory whose low energy excitations are gauge fields, while the other is theory of strings living on noncommutative spacetime. The duality is more or less strong-weak duality. Therefore the general stringy excitations in NCOS theory decay into massless states or stable massive BPS states in the strong coupling limit, and thus can not be seen in the dual SYM theory.

However, we can still find some pieces of evidence of the duality by considering the process involving non-trivial BPS spectrum. One such a process in SYM theory is the one corresponding to D2-D2 scattering process which involves instanton contributions, i.e. D0-brane (or M-momentum, in eleven-dimensional sense) exchange. The dual process in NCOS theory is the KK-momentum transfer in $`x^2`$-direction, in the scattering amplitude of the closed fundamental string off the D2-F1 bound state. We showed that both of them give rise to the same results in the linear terms in the harmonic function $`h`$, up to overall coefficients. They have the same behavior in the $`r`$ dependence as well as in the non-trivial velocity dependence. In order to obtain infinite sum of instanton corrections in the dual NCOS theory, we should sum over all the KK-momentum transfer in $`x^2`$-direction. Higher order terms in $`h`$ in the effective action (21) are expected to correspond to higher loop corrections of the same scattering amplitude in NCOS theory.

In (3+1)-dimensional case, NCOS theory is S-dual to noncommutative Yang-Mills theory. Furthermore NCOS theory on $`T^2`$ is U-dual ($`T^2ST^2`$-dual) to $`𝒩=4`$ SYM theory with electric flux. Interestingly enough, the gauge coupling in SYM theory is independent of the open string coupling in NCOS theory, and thus it is not clear what happen to the stringy degrees of freedom in the regime of SYM theory. We hope to return this issue in the near future .

## Acknowledgments

We would like to thank Sangmin Lee for useful discussions. The work of S.H. was supported in part by grant No. 2000-1-11200-001-3 from the Basic Research Program of the Korea Science and Engineering Foundation.


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# The Mysterious Optimality of Naive Bayes: Estimation of the Probability in the System of ”Classifiers”

## I Introduction

The derivation in the current paper is based onpaper of the auther written in 2002 KUPER953  . Bayes Classifiers are widely used currently for recognition, identification and knowledge discovery. The fields of application are, for example, image processing, medicine, chemistry (QSAR). The special significance such Classifiers have in Medical Diagnostics and Bioinformatics. Very nice examples can be found in paper Kuper11 . However, these Bayes Classifiers have remarkable property - by mysterious way the Naive Bayes Classifier usually gives a very nice and good presentation of recognition. More complex models of Bayes Classifier Kuper12  cannot improve it considerably.

Let us give some example from practices of author. The first example was recognition of digits written by hand. Every such digit can be characterized by set of variables. The second example is defect on computer screen scratches, air bubbles, cavities, spots. They can be characterized by set of variables, for example, square of circumscribed ellipse, its eccentricity and so on. The third example is medical diagnostics. We must recognize the diseases on basis of medical symptoms. The all three examples had the same property: in spite of the fact that correlations exist between characteristic variables, the Naive Bayes model gave the excellent result. Moreover, this result could not be improved considerably by using more complex model with some correlations between characteristic variables. Sometimes these correlations (if they are found with errors) can make the model even worse.

In the paper Kuper12  authors explain this remarkable property. However, they use some assumption (Zero-One Loss) which decreases universality and generality of this consideration. We give in this paper a general proof Naive Bayes Classifier optimality. The derivation in the current paper is similar to KUPER953  (2002). The subsequent interesting development of the problem was made in Kuper13  (2004), Kuper14  (2006). However, unfortunately these papers do not include any analysis of previous one KUPER953 .

Let us formulate shortly the basic problem that we try to solve in the paper. Suppose that we have a set of some objects and a set of variables that characterize these objects. For every object, we know probability distribution for every variable. However, we have no information about correlations of the variables. Now, suppose that we know variables values for some sample of the objects. What is probability that this sample correspond to some object? It is a typical problem of recognition over a condition of incomplete information.

Let us consider the simplest case when no correlations exist between variables. In this case, the Naive Bayes model is an exact solution of the problem. We prove in this paper that for the case that we know nothing about correlation the Naive Bayes model is not exact, but $`optimal`$ solution in some sense. More detailed, we prove that the Naive Bayes model gives minimal mean error over all possible models of correlation. We suppose that all correlations models have the equal probability. We think that this result can explain the described above mysterious optimality of Naive Bayes.

The paper is organized as following. In section II we give exact mathematical definition of the problem for two variables and two objects. In section III we define our notations. In section IV we give generic form of conditional probability for all possible correlations of our variables. In section V we define the restrictions of the functions describing the correlations. In section VI we give the definition a distance between two probability(correlation) models. In section VII we find restrains for our basic functions. In the section VIII we solve our main problem we prove optimality of the Naive Bayes model for uniform distribution of all possible correlations. In the section IX we find mean error between the Naive Bayes model and an actual model for uniform distribution of all possible correlations. In section X we consider the case more than two variables and objects. The last section is conclusions.

## II Statement of the problem.

Let A be a random variable, with values in set $`0,1`$. Assume that the $`apriori`$ probability $`P(A)=P(A=1)`$ is known and denote it by $`\theta `$. Let $`X_1,X_2`$ be two random variables, with values in some set, say $`]\mathrm{};+\mathrm{}[`$. We are given the following information:$`X_1=x_1`$ and $`X_2=x_2`$ (obtained though measurement). Furthermore, we have two systems - ”classifiers” , which given $`x_1`$ and $`x_2`$ produce:

$$P(A=1/X_1=x_1)=P(A/x_1)\alpha $$
(1)
$$P(A=1/X_2=x_2)=P(A/x_2)\beta $$
(2)
We wish to estimate the probability $`P(A=1/X_1=x_1,X_2=x_2)=P(A/x_1,x_2)`$ in terms of $`\alpha ,\beta `$ and $`\theta `$. More specifically we wish to find a function $`\mathrm{\Gamma }_{opt}(\alpha ,\beta ,\theta )`$ which on the average is the best approximation for $`P(A/x_1,x_2)`$ in a sense to be defined explicitly in the sequel (see FIG. 1.).

## III Notation and preliminaries

$`\rho _{X_1,X_2}(x_1,x_2)`$ \- joint PDF(probability density function) of $`X_1`$ and $`X_2`$. $`\rho _{X_1,X_2/A}(x_1,x_2)h(x_1,x_2)`$ -joint PDF of $`X_1`$ and $`X_2`$ , given $`A=1`$. In terms of $`h(x_1,x_2)`$ and $`\theta `$ we may write $`P(A/x_1,x_2)`$ as follows:

$$P(A/x_1,x_2)=\frac{\theta h(x_1,x_2)}{\theta h(x_1,x_2)+(1\theta )\overline{h}(x_1,x_2)}$$
(3)
where

$`\overline{h}(x_1,x_2)\rho _{X_1,X_2/\overline{A}}(x_1,x_2)`$\- joint PDF of $`X_1`$ and $`X_2`$, given $`A=0`$.

We have:

$$\rho _{X_1}(x_1)=_{\mathrm{}}^+\mathrm{}\rho _{X_1,X_2}(x_1,x_2)𝑑x_2$$
(4)
$$\rho _{X_2}(x_2)=_{\mathrm{}}^+\mathrm{}\rho _{X_1,X_2}(x_1,x_2)𝑑x_1$$
(5)
$$h_1(x_1)\rho _{X_1/A}(x_1)=_{\mathrm{}}^+\mathrm{}h(x_1,x_2)𝑑x_2$$
(6)
$$h_2(x_2)\rho _{X_2/A}(x_2)=_{\mathrm{}}^+\mathrm{}h(x_1,x_2)𝑑x_1$$
(7)
$$\overline{h}_1(x_1)\rho _{X_1/\overline{A}}(x_1)=_{\mathrm{}}^+\mathrm{}\overline{h}(x_1,x_2)𝑑x_2$$
(8)
$$\overline{h}_2(x_2)\rho _{X_2/\overline{A}}(x_2)=_{\mathrm{}}^+\mathrm{}\overline{h}(x_1,x_2)𝑑x_1$$
(9)
## IV Generic form of $`P(A/x_1,x_2)`$

Define the function $`g(x_1,x_2)`$ and $`\overline{g}((x_1,x_2)`$

$$g(x_1,x_2)\frac{h(x_1,x_2)}{h_1(x_1)h_2(x_2)}$$
(10)
$$\overline{g}(x_1,x_2)\frac{\overline{h}(x_1,x_2)}{\overline{h}_1(x_1)\overline{h}_2(x_2)}$$
(11)
Note that if $`X_1`$ and $`X_2`$ are conditionally independent, i.e.

$`h(x_1,x_2)=\rho _{X_1X_2/A}(x_1,x_2)=\rho _{X_1/A}(x_1)\rho _{X_2/A}(x_2)`$
$`=`$ $`h_1(x_1)h_2(x_2)`$ (12)
then

$$g(x_1,x_2)=\overline{g}(x_1,x_2)=1$$
(13)
Define the following $`monotonously`$ $`nondecreasing`$ probability distribution functions

$$H_1(x_1)_{\mathrm{}}^{x_1}h_1(z)𝑑z$$
(14)
$$H_2(x_2)_{\mathrm{}}^{x_2}h_2(z)𝑑z$$
(15)
$$\overline{H}_1(x_1)_{\mathrm{}}^{x_1}\overline{h}_1(z)𝑑z$$
(16)
$$\overline{H}_2(x_2)_{\mathrm{}}^{x_2}\overline{h}_2(z)𝑑z$$
(17)
Note that since $`H_1(x_1),H_2(x_2),\overline{H}_1(x_1)`$ and $`\overline{H}_2(x_2)`$ are monotonous (At this point one could assume that $`h_1(x_1),h_2(x_2),\overline{h}_1(x_1),\overline{h}_2(x_2)>0`$, so that $`H_1(x_1),H_2(x_2),\overline{H}_1(x_1)`$ and $`\overline{H}_2(x_2)`$ are monotonously increasing. This restriction will be shown to be superfluous in the sequel.) , there exist the inverse functions $`H_1^1(x_1),H_2^1(x_2),\overline{H}_1^1(x_1)`$ and $`\overline{H}_2^1(x_2)`$. We may therefore define:

$$J(a,b)g(H_1^1(a),H_2^1(b))$$
(18)
$$\overline{J}(a,b)\overline{g}(\overline{H}_1^1(a),\overline{H}_2^1(b))$$
(19)
For the sake of brevity we shall henceforth denote

$`JJ(H_1(x_1),H_2(x_2))=`$
$`g(H_1^1(H_1(x_1)),H_2^1(H_2(x_2)))=g(x_1,x_2)`$ (20)
$`\overline{J}\overline{J}(\overline{H}_1(x_1),\overline{H}_2(x_2))=`$
$`\overline{g}(\overline{H}_1^1(\overline{H}_1(x_1)),\overline{H}_2^1(\overline{H}_2(x_2)))=\overline{g}(x_1,x_2)`$ (21)
By the definition

$$h(x_1,x_2)=Jh_1(x_1)h_2(x_2)$$
(22)
$$\overline{h}(x_1,x_2)=\overline{J}\overline{h}_1(x_1)\overline{h}_2(x_2)$$
(23)
We now have:

$$h_1(x_1)\rho _{X_1/A}(x_1)=\frac{\rho _{X_1}(x_1)P(A/x_1)}{P(A)}=\frac{\alpha \rho _{X_1}(x_1)}{\theta }.$$
(24)
$$h_2(x_2)\rho _{X_2/A}(x_2)=\frac{\rho _{X_2}(x_2)P(A/x_2)}{P(A)}=\frac{\beta \rho _{X_2}(x_2)}{\theta }.$$
(25)
$`\overline{h}_1(x_1)\rho _{X_1/\overline{A}}(x_1)={\displaystyle \frac{\rho _{X_1}(x_1)P(\overline{A}/x_1)}{P(\overline{A})}}=`$
$`{\displaystyle \frac{(1\alpha )\rho _{X_1}(x_1)}{1\theta }}`$ (26)
$`\overline{h}_2(x_2)\rho _{X_2/\overline{A}}(x_2)={\displaystyle \frac{\rho _{X_2}(x_2)P(\overline{A}/x_2)}{P(\overline{A})}}=`$
$`{\displaystyle \frac{(1\alpha )\rho _{X_2}(x_2)}{1\theta }}`$ (27)
Hence, from (22),(23)

$$h(x_1,x_2)=J\frac{\alpha \beta \rho _{X_1}(x_1)\rho _{X_2}(x_2)}{\theta ^2}$$
(28)
$$\overline{h}(x_1,x_2)=\overline{J}\frac{(1\alpha )(1\beta )\rho _{X_1}(x_1)\rho _{X_2}(x_2)}{(1\theta )^2}$$
(29)
Now from (3)

$`P(A/x_1,x_2)=`$
$`{\displaystyle \frac{\frac{J}{\theta }\alpha \beta \rho _{X_1}(x_1)\rho _{X_2}(x_2)}{\frac{J}{\theta }\alpha \beta \rho _{X_1}(x_1)\rho _{X_2}(x_2)+\frac{\overline{J}}{(1\theta )}(1\alpha )(1\beta )\rho _{X_1}(x_1)\rho _{X_2}(x_2)}}`$
$`={\displaystyle \frac{\alpha \beta }{\alpha \beta +\frac{\overline{J}}{J}\frac{\theta }{1\theta }(1\alpha )(1\beta )}}`$ (30)
Note that in case of conditional independence $`J=\overline{J}=1`$ and (30) becomes the exact solution $`\mathrm{\Gamma }(\alpha ,\beta ,\theta )=P(A/x_1,x_2)`$.

## V Restrictions on the functions $`J(a,b)`$ and $`\overline{J}(a,b)`$

We have

$$h_1(x_1)=_{\mathrm{}}^+\mathrm{}J(H_1(x_1),H_2(x_2))h_1(x_1)h_2(x_2)𝑑x_2.$$
(31)
Hence

$`1={\displaystyle _{\mathrm{}}^+\mathrm{}}J(H_1(x_1),H_2(x_2))h_2(x_2)𝑑x_2=`$
$`{\displaystyle _0^1}J(H_1(x_1),H_2(x_2))𝑑H_2(x_2)`$ (32)
Thus, we have the following condition

$$_0^1J(a,b)𝑑b=1$$
(33)
and analogously

$$_0^1J(a,b)𝑑a=1$$
(34)
Similarly, we obtain:

$`{\displaystyle _0^1}\overline{J}(a,b)𝑑a=1`$
$`{\displaystyle _0^1}\overline{J}(a,b)𝑑b=1`$ (35)
Obviously

$$J(a,b),\overline{J}(a,b)0.$$
(36)
$$_0^1_0^1J(a,b)𝑑a𝑑b=_0^1_0^1\overline{J}(a,b)𝑑a𝑑b=1.$$
(37)
The set of all the solutions of (33),(34),(35),(36),(37) together with (30) determines the set of all possible realizations of $`P(A/x_1,x_2)`$.

$`An`$ $`example`$ $`of`$ $`a`$ $`solution`$ $`of`$ (33),(34) $`and`$ (36),(37).

Let $`\rho (x)`$ be a function such that $`\rho (x)0`$ and $`_0^1\rho (x)𝑑x=1`$

Then

$$J(a,b)=\{\begin{array}{cc}\rho (ab)& ,ab\\ \rho (ab+1)& ,a<b\end{array}$$
(38)
satisfies (33),(34) and (36),(37).

## VI Definition of distance

We define the distance between the proposed approximation of $`P(A/x_1,x_2)`$,- $`\mathrm{\Gamma }(\alpha ,\beta ,\theta )`$ and the actual function $`P(A/x_1,x_2)`$ as follows:

$`\mathrm{\Gamma }(\alpha ,\beta ,\theta )P(A/x_1,x_2)`$
$`{\displaystyle }\mathrm{}^+\mathrm{}\rho _{X_1X_2}(x_1,x_2)`$
$`[\mathrm{\Gamma }(\alpha ,\beta ,\theta )P(A/x_1,x_2)]^2dx_1dx_2`$ (39)
Now we have from (22),(23) and (24),(25), (26),(27)

$`\rho _{X_1X_2}(x_1,x_2)=\theta h(x_1,x_2)+(1\theta )\overline{h}(x_1,x_2)=`$
$`\theta Jh_1(x_1)h_2(x_2)+(1\theta )\overline{J}\overline{h}_1(x_1)\overline{h}_2(x_2)=`$
$`[{\displaystyle \frac{J\alpha \beta }{\theta }}+{\displaystyle \frac{\overline{J}(1\alpha )(1\beta )}{(1\theta )}}]\rho _{X_1}(x_1)\rho _{X_2}(x_2)`$ (40)
$`\mathrm{\Gamma }(\alpha ,\beta ,\theta )P(A/x_1,x_2)`$
$`={\displaystyle _{\mathrm{}}^+\mathrm{}\rho _{X_1}(x_1)\rho _{X_2}(x_2)}`$
$`[{\displaystyle \frac{J\alpha \beta }{\theta }}+{\displaystyle \frac{\overline{J}(1\alpha )(1\beta )}{(1\theta )}}]`$
$`(\mathrm{\Gamma }(\alpha ,\beta ,\theta )P(A/x_1,x_2))^2dx_1dx_2`$
$`={\displaystyle _0^1}{\displaystyle _0^1}[{\displaystyle \frac{J\alpha \beta }{\theta }}+{\displaystyle \frac{\overline{J}(1\alpha )(1\beta )}{(1\theta )}}]`$
$`(\mathrm{\Gamma }(\alpha ,\beta ,\theta )P(A/x_1,x_2))^2dF_1(x_1)dF_2(x_2)`$ (41)
where

$$F_1(x_1)=_{\mathrm{}}^{x_1}\rho _{X_1}(z)𝑑z$$
(42)
$$F_2(x_2)=_{\mathrm{}}^{x_2}\rho _{X_2}(z)𝑑z$$
(43)
## VII  Restraints for basic functions

We will consider in further all functions with arguments $`1F1,F20`$, but not $`x_1,x_2`$. We have six function of $`F1,F2`$, that define (41): $`J,\overline{J},H_1,H_2,\alpha ,\beta `$. Let us to write the other function by help these function and find restraints for these functions.

(i)

$$\alpha =P(A/x_1)=\theta h_1(x_1)/\rho _{X_1}(x_1)=\theta \frac{\frac{dH_1}{dx_1}}{\frac{dF_1}{dx_1}}=\theta \frac{dH_1}{dF_1}$$
(44)
By the same way

$$\beta =\theta \frac{dH_2}{dF_2}$$
(45)
We know that functions $`H_1,F_1,H_2,F_2`$ are cumulative distribution functions of $`x_1`$,$`x_2`$, correspondently. These functions are $`monotonously`$ $`nondecreasing`$ functions and changes from 0 to 1 from the definition of cumulative distribution functions. Therefore, we can conclude the following restraints for functions $`H_1,H_2`$ as functions of $`F_1,F_2`$ exist :

$`H_1(1)=H_2(1)=1`$
$`H_1(0)=H_2(0)=0`$ (46)
$$0\alpha =\theta \frac{dH_1}{dF_1},\beta =\theta \frac{dH_2}{dF_2}1$$
(47)
$$0\theta 1$$
(48)
(ii)

$`\overline{H}_1(x_1)={\displaystyle _{\mathrm{}}^{x_1}}\overline{h}_1(x_1)={\displaystyle _{\mathrm{}}^{x_1}}{\displaystyle \frac{(1\alpha )\rho _{X_1}(x_1)}{1\theta }}𝑑x_1=`$
$`{\displaystyle \frac{1}{1\theta }}{\displaystyle _{\mathrm{}}^{x_1}}{\displaystyle \frac{\theta }{1\theta }}{\displaystyle _{\mathrm{}}^{x_1}}{\displaystyle \frac{\alpha \rho _{X_1}(x_1)}{\theta }}𝑑x_1`$
$`={\displaystyle \frac{F_1}{1\theta }}{\displaystyle \frac{\theta }{1\theta }}H_1(x_1)`$ (49)
By the same way

$$\overline{H}_2(x_2)=\frac{F_2}{1\theta }\frac{\theta }{1\theta }H_2(x_2)$$
(50)
(iii)

$`J(H_1(F_1),H_2(F_2)):`$
$`J(H_1(F_1),H_2(F_2))0`$
$`{\displaystyle _0^1}J(a,b)𝑑b=1`$
$`{\displaystyle _0^1}J(a,b)𝑑a=1`$ (51)
$`\overline{J}(\overline{H}_1(F_1),\overline{H}_2(F_2)):`$
$`\overline{J}(\overline{H}_1(F_1),\overline{H}_2(F_2))0`$
$`{\displaystyle _0^1}\overline{J}(a,b)𝑑b=1`$
$`{\displaystyle _0^1}\overline{J}(a,b)𝑑a=1`$ (52)
(iv)

$$P(A/x_1,x_2)=\frac{\frac{J\alpha \beta }{\theta }}{\frac{J\alpha \beta }{\theta }+\frac{\overline{J}(1\alpha )(1\beta )}{1\theta }}$$
(53)
## VIII Optimization

We shell find the best approximation $`\mathrm{\Gamma }(\alpha ,\beta ,\theta )`$ as follows

$$min_{\mathrm{\Gamma }(\alpha ,\beta ,\theta )}E[\mathrm{\Gamma }(\alpha ,\beta ,\theta )P(A/x_1,x_2)]\mathrm{\Gamma }(\alpha ,\beta ,\theta )$$
(54)
where the expected value (or expectation, or mathematical expectation, or mean, or the first moment) $`E[\mathrm{}]`$ is taken with respect to the joint PDF of possible realizations of: $`J,\overline{J},\alpha ,\beta ,H_1,H_2`$ for given $`F_1`$ and $`F_2`$.

For the sake of brevity, we denote:

$$C\frac{J\alpha \beta }{\theta }+\frac{\overline{J}(1\alpha )(1\beta )}{(1\theta )}$$
(55)
$$D\frac{J\alpha \beta }{\theta }$$
(56)
Then from(53) and (41)

$`\mathrm{\Gamma }(\alpha ,\beta ,\theta )P(A/x_1,x_2)=`$
$`{\displaystyle _0^1}{\displaystyle _0^1}C(\mathrm{\Gamma }(\alpha ,\beta ,\theta )D/C)^2𝑑F_1𝑑F_2=`$
$`{\displaystyle _0^1}{\displaystyle _0^1}𝑑F_1𝑑F_2[{\displaystyle \frac{D^2}{C}}+\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )C2\mathrm{\Gamma }(\alpha ,\beta ,\theta )D]`$ (57)
Thus

$`min_{\mathrm{\Gamma }(\alpha ,\beta ,\theta )}E[\mathrm{\Gamma }(\alpha ,\beta ,\theta )P(A/x_1,x_2)]=`$
$`min_{\mathrm{\Gamma }(\alpha ,\beta ,\theta )}E[{\displaystyle _0^1}{\displaystyle _0^1}dF_1dF_2`$
$`[{\displaystyle \frac{D^2}{C}}+\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )C2\mathrm{\Gamma }(\alpha ,\beta ,\theta )D]]=`$
$`min_{\mathrm{\Gamma }(\alpha ,\beta ,\theta )}E[{\displaystyle _0^1}{\displaystyle _0^1}𝑑F_1𝑑F_2[{\displaystyle \frac{D^2}{C}}]]+`$
$`min_{\mathrm{\Gamma }(\alpha ,\beta ,\theta )}E[{\displaystyle _0^1}{\displaystyle _0^1}dF_1dF_2`$
$`[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )C2\mathrm{\Gamma }(\alpha ,\beta ,\theta )D]]=`$
$`Const+min_{\mathrm{\Gamma }(\alpha ,\beta ,\theta )}E[{\displaystyle _0^1}{\displaystyle _0^1}dF_1dF_2`$
$`[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )C2\mathrm{\Gamma }(\alpha ,\beta ,\theta )D]]`$ (58)
It remains to calculate the expected value in (58).

We have by obvious assumptions

$`\rho _{J,\overline{J},\alpha ,\beta ,H_1,H_2/F_1,F_2}(J,\overline{J},\alpha ,\beta ,H_1,H_2/F_1,F_2)=`$
$`\rho _{J/H_1,H_2}(J/H_1,H_2)\rho _{\overline{J}/\overline{H}_1,\overline{H}_2}(\overline{J}/\overline{H}_1,\overline{H}_2)`$
$`\rho _{\alpha /F_1}(\alpha /F_1)\rho _{H_1/\alpha ,F_1}(H_1/\alpha ,F_1)`$
$`\rho _{\beta /F_2}(\beta /F_2)\rho _{H_2/\beta ,F_2}(H_2/\beta ,F_2)`$ (59)
### VIII.1 Lemma 1

$$E[J(a,b)]=_0^+\mathrm{}\rho _{J(a,b)/a,b}(J(a,b)/a,b)J(a,b)𝑑J=1$$
(60)
$$E[\overline{J}(a,b)]=_0^+\mathrm{}\rho _{\overline{J}(a,b)/a,b}(\overline{J}(a,b)/a,b)\overline{J}(a,b)𝑑\overline{J}=1$$
(61)
Proof:

Let us consider function: $`\rho _{J(a,b)/a,b}`$. Function $`J(a,b)`$ is defined on the square $`0a,b1`$. Let us make sampling of function $`J`$ on this square by its dividing on small squares $`(i,j)`$ and define value of the function $`J_{ij}`$ on every square $`i,j`$. Restraints for function $`J`$ (\***) can be written

$$J_{ij}0$$
(62)
$$\frac{1}{N}\underset{i=1}{\overset{N}{}}J_{ij}=1$$
(63)
$$\frac{1}{N}\underset{j=1}{\overset{N}{}}J_{ij}=1$$
(64)
here $`i=1,\mathrm{},N`$, $`j=1,\mathrm{},N`$

All matrixes $`(J_{ij})`$ that satisfy these conditions are equal probability. Let us define probability density function

$$\rho (J_{11},\mathrm{},J_{ij},\mathrm{},J_{NN})$$
(65)
This density function must be symmetric with respect to transpositions lines and columns in matrix $`(J_{ij})`$ , because the density function has equal probability for all matrixes $`(J_{ij})`$ that satisfy the above conditions. Indeed, these conditions are also symmetric with respect to transpositions lines and columns in matrix $`(J_{ij})`$. From symmetry conditions that define this function $`(\rho )`$ with respect to transpositions lines and columns in matrix $`(J_{ij})`$ we can conclude that this function $`(\rho )`$ also doesn’t transform with respect to such transpositions.

Let us consider function $`\rho _{u/ij}(u/ij)`$ which is a discrete version of the function $`\rho _{J(a,b)/a,b}(J(a,b)/a,b)`$ :

$`\rho _{u/ij}(u/ij)={\displaystyle }\mathrm{}{\displaystyle _0^+\mathrm{}}\rho (J_{11},\mathrm{},J_{nk},\mathrm{},J_{ij}=u,\mathrm{},J_{NN})`$
$`{\displaystyle \underset{(lm)(ij)}{}}dJ_{lm}`$ (66)
Let us transpose lines and columns $`(J_{ij})`$ by such way that element $`J_{ij}`$ will be replaced by element $`J_{nk}`$ , the function $`\rho (J_{11},\mathrm{})`$ will not be transform after it. So from previous equation we obtain

$`\rho _{u/ij}(u/ij)={\displaystyle }\mathrm{}{\displaystyle _0^+\mathrm{}}\rho (J_{11},\mathrm{},J_{nk}=u,\mathrm{},J_{ij},\mathrm{},J_{NN})`$
$`{\displaystyle \underset{(lm)(nk)}{}}dJ_{lm}=\rho _{u/nk}(u/nk)`$ (67)
From this equation we can conclude that $`\rho _{u/ij}(u/ij)`$ doesn’t depend on $`ij`$ so $`\rho _{J/ab}(J/ab)`$ doesn’t depend on $`ab`$ and

$$\rho _{J/ab}(J/ab)=\rho _J(J)$$
(68)
and

$$E[J(a,b)]=_0^+\mathrm{}\rho _J(J)J𝑑J=Const$$
(69)
from

$$_0^1_0^1J(a,b)𝑑a𝑑b=1$$
(70)
we can conclude that

$$_0^1_0^1E[J(a,b)]𝑑a𝑑b=1$$
(71)
So we can obtain that $`Const=1`$ in Eq.(69).

### VIII.2 Lemma 2

Probability distribution functions $`\alpha `$ and $`\beta `$ do not dependent on $`F_1`$ and $`F_2`$.

$$\rho _{\alpha /F_1}(\alpha /F_1)=\rho _\alpha (\alpha )$$
(72)
$$\rho _{\beta /F_2}(\beta /F_2)=\rho _\beta (\beta )$$
(73)
Proof:

Let us make sampling of function $`\alpha (F_1)`$ by dividing of domain of this function $`F_1,[0,1]`$ on intervals of $`1/N,N1`$. Then restriction conditions for $`\alpha _k,k=1,\mathrm{},N`$:

$$0\alpha _k1$$
(74)
$$\frac{1}{N}\underset{k=1}{\overset{N}{}}\alpha _k=_0^1\theta \frac{dH_1(F_1)}{dF_1}𝑑F_1=\theta $$
(75)
All columns ($`\alpha _k`$) that satisfy by this conditions are equal probability. Let us to consider respective function $`\rho (\alpha _1,\mathrm{},\alpha _k,\mathrm{},\alpha _l,\mathrm{},\alpha _N)`$. From symmetry conditions that define this function with respect to transpositions $`\alpha _k\alpha _l`$ function $`\rho (\alpha _1,\mathrm{},\alpha _k,\mathrm{},\alpha _l,\mathrm{},\alpha _N)`$ also doesn’t transform with respect to such transpositions. So we can write

$`\rho _k(u)={\displaystyle _0^1}\rho (\alpha _1,\mathrm{},\alpha _k=u,\mathrm{},\alpha _l,\mathrm{},\alpha _N){\displaystyle \underset{nk}{}}d\alpha _n=`$
$`{\displaystyle _0^1}\rho (\alpha _1,\mathrm{},\alpha _k,\mathrm{},\alpha _l=u,\mathrm{},\alpha _N){\displaystyle \underset{nl}{}}d\alpha _n=`$
$`\rho _l(u)`$ (76)
From this equation, we can conclude that function $`\rho _{\alpha /F_1}(\alpha /F_1)`$ doesn’t depend on $`F_1`$.

$$\rho _{\alpha /F_1}(\alpha /F_1)=\rho _\alpha (\alpha )$$
(77)
From (59) we obtain

$`E[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )C2\mathrm{\Gamma }(\alpha ,\beta ,\theta )D]=`$
$`{\displaystyle _0^1}{\displaystyle _0^1}\rho _\alpha (\alpha )\rho _\beta (\beta )𝑑\alpha 𝑑\beta `$
$`{\displaystyle _0^1}{\displaystyle _0^1}\rho _{H_1/\alpha ,F_1}(H_1/\alpha ,F_1)\rho _{H_2/\beta ,F_2}(H_2/\beta ,F_2)𝑑H_1𝑑H_2`$
$`{\displaystyle _0^{\mathrm{}}}{\displaystyle _0^{\mathrm{}}}\rho _J(J)\rho _{\overline{J}}(\overline{J})[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )[{\displaystyle \frac{J\alpha \beta }{\theta }}+{\displaystyle \frac{\overline{J}(1\alpha )(1\beta )}{1\theta }}]`$
$`2\mathrm{\Gamma }(\alpha ,\beta ,\theta ){\displaystyle \frac{J\alpha \beta }{\theta }}]dJd\overline{J}`$
$`={\displaystyle _0^1}{\displaystyle _0^1}\rho _\alpha (\alpha )\rho _\beta (\beta )𝑑\alpha 𝑑\beta `$
$`[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )[{\displaystyle \frac{E[J]\alpha \beta }{\theta }}+{\displaystyle \frac{E[\overline{J}](1\alpha )(1\beta )}{1\theta }}]`$
$`2\mathrm{\Gamma }(\alpha ,\beta ,\theta ){\displaystyle \frac{E[J]\alpha \beta }{\theta }}]`$ (78)
Let us define

$$\overline{C}=\frac{\alpha \beta }{\theta }+\frac{(1\alpha )(1\beta )}{1\theta }$$
(79)
$$\overline{D}=\frac{\alpha \beta }{\theta }$$
(80)
By Lemma 1, $`E[J]=E[\overline{J}]=1`$. Hence

$`E[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )C2\mathrm{\Gamma }(\alpha ,\beta ,\theta )D]={\displaystyle _0^1}{\displaystyle _0^1}[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )\overline{C}`$
$`2\mathrm{\Gamma }(\alpha ,\beta ,\theta )\overline{D}]\rho _\alpha (\alpha )\rho _\beta (\beta )d\alpha d\beta `$ (81)
It remain to find

$`min_{\mathrm{\Gamma }(\alpha ,\beta ,\theta )}{\displaystyle _0^1}{\displaystyle _0^1}𝑑F_1𝑑F_2`$
$`{\displaystyle _0^1}{\displaystyle _0^1}𝑑\alpha 𝑑\beta \rho _\alpha (\alpha )\rho _\beta (\beta )`$
$`[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )\overline{C}2\mathrm{\Gamma }(\alpha ,\beta ,\theta )\overline{D}]`$ (82)
Since

$$\rho _\alpha (\alpha )\rho _\beta (\beta )0$$
(83)
if the expression in square brackets is minimized at each point then the whole integral in (82) is minimized. Thus, we may proceed as follows

$$\frac{}{\mathrm{\Gamma }}[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )\overline{C}2\mathrm{\Gamma }(\alpha ,\beta ,\theta )\overline{D}]=2\mathrm{\Gamma }(\alpha ,\beta ,\theta )\overline{C}2\overline{D}=0$$
(84)
Hence the optimum $`\mathrm{\Gamma }(\alpha ,\beta ,\theta )`$ is given by

$$\mathrm{\Gamma }_{opt}(\alpha ,\beta ,\theta )=\frac{\overline{D}}{\overline{C}}=\frac{\frac{\alpha \beta }{\theta }}{\frac{\alpha \beta }{\theta }+\frac{(1\alpha )(1\beta )}{1\theta }}$$
(85)
## IX Mean distance beetwen the proposed approximation of $`P(A/x_1,x_2)`$ ,- $`\mathrm{\Gamma }(\alpha ,\beta ,\theta )`$ and the actual function $`P(A/x_1,x_2)`$

The mean distance from (57) is

$`DIS=E[\mathrm{\Gamma }(\alpha ,\beta ,\theta )P(A/x_1,x_2)]=`$
$`{\displaystyle _0^1}{\displaystyle _0^1}\rho _\alpha (\alpha )\rho _\beta (\beta )𝑑\alpha 𝑑\beta `$
$`[\mathrm{\Gamma }^2(\alpha ,\beta ,\theta )\overline{C}2\mathrm{\Gamma }(\alpha ,\beta ,\theta )\overline{D}]`$
$`+Const`$ (86)
where $`Const`$ in this equation is defined by

$`Const=`$
$`E[{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle _{\mathrm{}}^+\mathrm{}}\rho _{X_1,X_2}(x_1,x_2)[P(A/x_1,x_2)]^2𝑑x_1𝑑x_2]`$ (87)
From this equation we can find boundaries of the $`Const`$. From $`0P(A/x_1,x_2)1`$ we can conclude

$`Const`$
$`E[{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle _{\mathrm{}}^+\mathrm{}}\rho _{X_1,X_2}(x_1,x_2)P(A/x_1,x_2)𝑑x_1𝑑x_2]`$
$`=E[\theta ]=\theta `$ (88)
The second condition is

$`0E[{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle _{\mathrm{}}^+\mathrm{}}\rho _{X_1,X_2}(x_1,x_2)`$
$`[P(A/x_1,x_2)\theta ]^2dx_1dx_2]=`$
$`E[{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle _{\mathrm{}}^+\mathrm{}}\rho _{X_1,X_2}(x_1,x_2)`$
$`[P(A/x_1,x_2)^2+\theta ^22P(A/x_1,x_2)\theta ]dx_1dx_2]=`$
$`E[{\displaystyle _{\mathrm{}}^+\mathrm{}}{\displaystyle _{\mathrm{}}^+\mathrm{}}\rho _{X_1,X_2}(x_1,x_2)[P(A/x_1,x_2)]^2𝑑x_1𝑑x_2]`$
$`\theta ^2`$ (89)
So from these two equations we can conclude

$$\theta ^2Const\theta $$
(90)
By next step we would like find function $`\rho _\alpha (\alpha )`$ ($`\rho _\beta (\beta )`$) in equation for $`DIS`$.

Restrictions for function $`\alpha (F_1),0F_11`$ are next:

(i)

$$_0^1\alpha (F_1)𝑑F_1=\theta $$
(91)
(ii)

$$0\alpha (F_1)1$$
(92)
In discrete form (for $`N\mathrm{}`$) we can rewrite $`\alpha _{set}=\{\alpha _1,\alpha _2,\mathrm{},\alpha _N\}`$

(i)

$$\frac{1}{N}\underset{i=1}{\overset{N}{}}\alpha _i=\theta $$
(93)
(ii)

$$0\alpha _i1,i=1,2,\mathrm{},N$$
(94)
Let us define function $`U(\alpha _{set})`$ by next way

$$U(\alpha _{set})=\{\begin{array}{ccc}_{i=1}^N\alpha _i& for0\alpha _i1& ,i=1,2,\mathrm{},N\\ +\mathrm{}& otherwise& \end{array}$$
(95)
$$U(\alpha _{set})=\underset{i=1}{\overset{N}{}}U_i(\alpha _i)$$
(96)
$$U_i(\alpha _i)=\{\begin{array}{cc}\alpha _i& for0\alpha _i1\\ +\mathrm{}& otherwise\end{array}$$
(97)
Then function that satisfies equal probability distribution with considering restrictions (i),(ii) is

$$\rho _{\alpha _{set}}(\alpha _{set})=\frac{1}{C}\delta (U(\alpha _{set})N\theta )$$
(98)
where $`\delta `$ \- delta-function of Dirac.

Constant $`C`$ define by

$$_{\mathrm{}}^+\mathrm{}\mathrm{}_{\mathrm{}}^+\mathrm{}\rho _{\alpha _{set}}(\alpha _{set})𝑑\alpha _1\mathrm{}𝑑\alpha _N=1$$
(99)
It can be proved (see each course of ”Statistical mechanics”; transform from microcanonical to canonical distribution) that for $`N\mathrm{}`$ distribution (98) is equal to next distribution:

$$\rho _{\alpha _{set}}(\alpha _{set})=\frac{1}{Z}e^{KU(\alpha _{set})}$$
(100)
where $`Z`$ and $`K`$ can be found from equations

$$_{\mathrm{}}^+\mathrm{}\mathrm{}_{\mathrm{}}^+\mathrm{}\rho _{\alpha _{set}}(\alpha _{set})𝑑\alpha _1\mathrm{}𝑑\alpha _N=1$$
(101)
$$_{\mathrm{}}^+\mathrm{}\mathrm{}_{\mathrm{}}^+\mathrm{}U(\alpha _{set})\rho _{\alpha _{set}}(\alpha _{set})𝑑\alpha _1\mathrm{}𝑑\alpha _N=N\theta $$
(102)
Quest function $`\rho _\alpha (\alpha )`$ can be find by

$`\rho _\alpha (\alpha )={\displaystyle _{\mathrm{}}^+\mathrm{}}\mathrm{}{\displaystyle _{\mathrm{}}^+\mathrm{}}\rho _{\alpha _{set}}(\alpha _1,\mathrm{},\alpha _j=\alpha ,\mathrm{},\alpha _N)`$
$`{\displaystyle \underset{i=1,ij}{\overset{N}{}}}d\alpha _i=`$
$`{\displaystyle \frac{1}{D}}e^{KU_j(\alpha _J=\alpha )}`$ (103)
where

$$D^N=Z$$
(104)
From Eqs.(101),(102) we can find

$$\frac{1}{Z}=(\frac{K}{1e^K})^N$$
(105)
$$\theta =\mathrm{\Lambda }(K)$$
(106)
where $`\mathrm{\Lambda }(K)`$ is decreasing function

$$\mathrm{\Lambda }(K)=\{\begin{array}{cc}1& forK=\mathrm{}\\ 0& forK=+\mathrm{}\\ 1/2& forK=0\\ \frac{1}{K}\frac{1}{e^K1}& otherwise\end{array}$$
(107)
If $`K`$ is root of Eq (refpor6) we can write from Eqs.(103),(104),(105),(106) for function $`\rho _\alpha (\alpha )`$:

$$\rho _\alpha (\alpha )=\{\begin{array}{c}\{\begin{array}{cc}For& K=0\\ 1& for0\alpha 1\\ 0& otherwise\end{array}\\ \{\begin{array}{cc}For& K=+\mathrm{}\\ 2\delta (\alpha )& 0\alpha 1\\ 0& otherwise\end{array}\\ \{\begin{array}{cc}For& K=\mathrm{}\\ 2\delta (\alpha 1)& 0\alpha 1\\ 0& otherwise\end{array}\\ \{\begin{array}{cc}For& otherwiseK\\ \frac{1}{D}e^{K\alpha }& 0\alpha 1\\ 0& otherwise\end{array}\end{array}$$
(108)
where $`2_0^1\delta (\alpha 1)=2_0^1\delta (\alpha )=1`$ and

$$\frac{1}{D}=\frac{K}{1e^K}$$
(109)
## X The case of more than two variables A and X

Let A be a random variable, with values in set $`0,1,\mathrm{},L`$. Assume that the $`apriori`$ probability $`P(A=i)`$ is known and denote it by $`\theta _i`$, here $`i=1,\mathrm{},L`$. Let $`X_1,\mathrm{},X_K`$ be two random variables, with values in some set, say $`]\mathrm{};+\mathrm{}[`$. We are given the following information:$`X_1=x_1`$,…,$`X_K=x_K`$ (obtained though measurement). Furthermore, we have two systems - ”classifiers”, which given $`x_1`$ ,…,$`x_K`$ produce:

$$P(A=i/X_j=x_j)\alpha _{ij}$$
(110)
We wish to estimate the probability $`P(A=i/X_1=x_1,\mathrm{},X_K=x_K)`$ in terms of $`\alpha _{ij}`$ and $`\theta _i`$. More specifically we wish to find a function $`\mathrm{\Gamma }_{opt,M}(\alpha _{ij},\theta _i)`$ which on the average is the best approximation for $`P(A=M/x_1,\mathrm{},x_K)`$. By the same way, that in case of two variables we can find that the $`\mathrm{\Gamma }_{opt,M}(\alpha _{ij},\theta _i)`$ defined by equation

$$\mathrm{\Gamma }_{opt,M}(\alpha _{ij},\theta _i)=\frac{(\underset{j=1}{\overset{K}{}}\alpha _{Mj})/\theta _M^{K1}}{_{i=1}^L(_{j=1}^K\alpha _{ij})/\theta _i^{K1}}$$
(111)
We have evidential restraints for $`\alpha _{ij}`$,$`\theta _i`$

$`0\alpha _{ij}1`$
$`{\displaystyle \underset{i=1}{\overset{L}{}}}\alpha _{ij}=1`$ (112)
$`0\theta _i1`$
$`{\displaystyle \underset{i=1}{\overset{L}{}}}\theta _i=1`$ (113)
## XI Conclusions

We proved successfully that the Naive Bayes model gives minimal mean error over uniform distribution of all possible correlation between characteristic variables. This result can explain the described above mysterious optimality of Naive Bayes. We also found mean error that the Naive Bayes model gives for uniform distribution of all possible correlation.

Acknowledgments We would like to thank Alexsander Vardy and Romanov Alexey Nikolaevich for their help in creating this paper. We also would like to thank anonymous referee for very useful and clear remarks.

Figures Legends