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Ln+1 ={0}ï
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SiÛàDFEI`KÓXjOURDQU½ÿ_S[EHK>DLJLK]\[OoURDFUBÿ_DbGIGIK>`K>iASEIKA_S4XISTEISKAi|EjOY¿FK>DFU`OYZS[UbXHD2_REHST\[STJLSTUbXISQô
_S[Ej\jRÞ@iAOZOY_`_`Oi>KAURSfOYEHS
DxΦt ¸cOJRO TxM O TΦt(x)M6= TxMôRZS[UbXIEHS¿QiAKNOYPRXIDYó
¸cOYiADQEHK`GIDQURDeJRS`URK>XIKKAUFXHEIKAU`GIST\TOYZS[UbXISkGaDFi>D_S[E¡ZOY_R_ShiAK>U`STOYEHKJ`OPRURDeGI_`OQº[KAD i>KAURSfOYEHS
KAU½GIÿQ
^ àOQiÓXHEHO2_`OYEIXIS6ÿ@_DbGIGIKARK>iAS@PR¿QPOYiAZoSTUbXIS@OQGHGaSTEIKAEISkiÇàSTGIK]GXHS[URºfO2JLSTi>i]OR`i>XIEjOYº[KADQU`SkKAU/DF¿QURK
_RPRUbXHDJRK
x∈ M Oo_`OYEIXIKAEISJROoPRUOJLS`U`K>ºTK>DFURS@_REIDc¸¸K]GaDFEIK]O JLK
χ(x, ξ)ô_RKBJLSTDFi>SF
χ(x, ξ) := lim sup
t→∞
1
tlogkDΦtxξk íǾFï
\jRS¡_STEIZS[XaXIS?JLKLEHKAUb¸K]OYEHS9KAiL_REHDQRiAS[ZO6JLS[iAiÇàSTGIK]GXHS[URºfOkJLSTiLi>KAZKÓXHS íDFiÓXHEISòOkOá¸FS[EDQZSTGHGID
iÛàKAEIEHKAi>ST¸áOQUbXIS@JLS[URDFZK>U`OYXIDFEIS
kξkï ^ O2XHOQi>S JLS`URKAº[KADQURSGIS[¿FPRS\jRS
χ(x, cξ) = χ(x, ξ)
χ(x, ξ + ξ0)≤ max {χ(x, ξ) + χ(x, ξ0)}
_S[E¡DQ¿QU`K
ξ, ξ0∈ TxM S c6= 0M1O _REHKAZO2EHS[i]OYº[KADQU`SÿkOYU`OQi>S>F_S[Eòi]OeGIST\4DFU`JROe`OQGaXHO P`GHOYEHS?iAOeJLS`U`K>ºTK>DFURShJLKi>KAZ=GaPR_NôFGIST\4DFU`JLDi]O þbP`OYiAS_S[E+DQ¿QU`K
> 0STGIKAGaXIS
T> 0XHOQi>S
\jRS
t−1logkDΦtxξk < χ(x, ξ) +
_S[EDF¿QURK
t > T
ôRS OYUOYiADQ¿FOQZS[UbXIS6_STE
ξ09JROþbPRSTGaXHOJLK]GIPR¿QP`OQ¿QiAKAOQURºTOoGIS[¿QP`S6KAUL³OYXaXIKÛô _S[E
t > T
ô
t−1logkDxΦt(ξ + ξ0)k ≤ t−1log(kDxΦtξk + kDxΦtξ0k)
≤ t−1log[2 max(kDxΦtξk, kDxΦtξ0k)]
= t−1[max(logkDxΦtξk, log kDxΦtξ0k) + log 2]
≤ max(χ(x, ξ), χ(x, ξ0)) + + t−1log 2,
J`O\4PRKi]OGaSf\4DFU`JRORSkPRSfGXHS@JRPRSEISTiAOQº[KADQURKZDFGaXIEjOYU`Do\jRS_S[E?DF¿QURK
ϑ∈ R L(ϑ) :={ξ ∈ TxM : χ(x, ξ)≤ ϑ}
ÿGaDQXaXIDbGa_OYº[KAD/JRK
TxM ¹U_`OYEIXIK]\4DFiAOQEISoGaK`O½\jRSGaS
ϑ0 < ϑ OQi>iADQEjO
L(ϑ0)⊂ L(ϑ)ô
OYU`º[KÛôFGISSTGIKAGaXIS
ξ∈ L(ϑ)XHOYiASh\jRS
χ(x, ξ) = ϑôOYiAi>DFEHO
ξ /∈ L(ϑ0)ôbDc¸b¸FS[EHDkiÛàK>U`\[i>PGaKADQURS ÿ&_REHDQ_`EIK]O½S
dim L(ϑ) > dim L(ϑ0)TS&URSp\4DFU`\4iAP`JLSm\j`S/OYi+¸cOYEHKAOQEIS&JLK
ξ 6= 0 K>U TxM i]O/þbP`OQUFXHKÓXjÁ
χ(x, ξ) OFGIGIPRZS
m≤ n ¸cOYiADQEHKJRKAGaXIKAUbXIK
χ∗1(x) > . . . > χ∗m(x) ¹
GIDYXaXHDFGI_`OYºTK
Lk:= L(χ∗k), 1≤ k ≤ môR\[DFGaXIK>XIPRK]GI\[DQURDi]OR`iÓXHEHOQº[KADQURS\[S[Ej\[OcXjOR
TxM = L1(x) ⊃ . . . ⊃ Lm(x) \[DQU iAS½_REHDQ_REHK>S[XHÁ\jRS
χ(x, ξ) = χ∗k(x) GIS/SWGIDQiADGIS
ξ ∈ Lk(x)\ Lk+1(x)
g`RKAOQZDJRK>ZDFGaXIEjOcXHD2KAiNGIS[¿FPRS[UbXISF
)¡®b¯°c®Ê˲
VU
õ
GW#KXY
x∈ MM
ùe÷Yø I ÷
G
÷ G õZ
ξ TxM ø>÷@[\`÷
ö
öC] χ(x, ξ) QõN^öý÷ `_Cab ÷ $ \cõd\ e \cõ G#
NfY
ö#
m≤ n I ÷cø#!G ö ö
χ∗1(x) > χ∗2(x) > . . . > χ∗m(x);
ù2õ
öýõW\
÷ N øöG
÷gO
#!
õ
TxM m # öÛö#J0h ÷gO M
TxM := L1(x)⊃ L2(x)⊃ . . . ⊃ Lm(x), í³Àbï
ö ÷cøAõ
"$i
õ
ξ ∈ Li(x)\ Li+1(x)⇒ χ(x, ξ) = χ∗i(x), i = 1, . . . , m; íjQï
ù
÷ (e1, . . . , en) \ ÷ekH÷ õQ TxM ö÷cø>õ "li õ h õ Gm#KXY i = 1, . . . , mM ø \cõ G#
Fõ
nI
õ[öÛö
#!G
öý÷Yø>õmkj÷
õ
"li
õ÷
hXh
÷ G öõ
LKL#Jo#
÷ Li(x)\ Li+1(x) p νi= dim Li− dim Li+1
ù2qkøø
#!G
÷
$ni
÷
Xn i=1
χ(x, ei)≤ Xn i=1
χ(x, fi),
#JI
õ (f1, . . . , fn) p \ ÷rkj÷ õ[\`÷cø÷ TxMù
MàPRi>XIKAZDt_RP`UFXHDtGIS[¿FPRSmJROQi+³OYXaXHDt\jRS/iAO8`OQGIS
(e1, . . . , en) `O8_STEo\[DFGaXIEHPRº[KADQURSmK>i ZOY¿F¿QKADQE6UbP`ZoSTEID½_DFGHGaKARKAi>S&JRK¸QS[XaXIDFEIKvU`S[¿QiAKGI_`OYºTK9\4DFUtKAU`JLK]\4S&OQiÓXHD`ô1JRPRU`þbPRS&\4DFU
χ
`OFGIGIDY_S[EiÛàSfGaK]GaXIS[U`ºTOoJLKXHOQi>SOQGIS@GIKEHK>U¸KAOoO½û¾áüÛ
,p®Fåȱ³ÜQ±Ç¯È®8¢Es
ø
\cõ G#
νi= dim Li(x)− dim Li+1(x) p Qõ[öÇö#ZDFiÓXHS[_RiAKA\[KÓXjÁ
χ∗i(x)ù U #!Y÷J #t o# øÓöGõ
χi(x) := χ(x, ei),
#!I
õ (e1, . . . , en) p kj÷ õt TxM "$#J ø>÷ hoGl#lhoG
õ[öC]TFõ
"G
öÇö÷ õ[ø
h \ ö
#u_v
ùb
Fõ4ø
öõ
#!G
õ÷ hoG
õ "
õ$Qõ
öõeõ
χ(x, ξ) p FõNfYö# Q÷ _Cab ù
wmx
Y
õõ
Sp(x) :={χ1(x), . . . , χn(x)},
p
Qõ[öÇö
#&GI_S[XaXHEID
Fõ K ø
zy|{ w
õ[ø h \ ö #
x∈ Mù
}2$
õ
GI
÷gO
#J
õ
¡iADmGa_S4XIXIEHDURS[i1_RPRUbXID
x GIK|_RPR&DQXaXHS[URSTEISPR¿FP`OYiAZS[UbXISe_REISTU`JLSTU`JLDKAU DQEjJLKAURS \4K]OQGH\4P`URDJLS[K1¸áOQi>DFEIK|JRKAGaXIKAUbXIK
χ∗i(x), i = 1, . . . , mô`S EIKA_S4XISTU`JLDFi>DPRUBUPRZSTEID JLK|¸FDQi>XIS6_`OYEHK|OYiAi]OoGIP`OoZDQi>XIST_Ri>K]\4K>XHÁ
νi
KAZOQURSpK>i?_REHDQ`i>STZOtJLK?þbP`OYU`JRDtKAiòi>KAZ-GIPR_ JLSTi>i]OJLS`U`K>ºTK>DFURS/_`EIDc¸¸KAGIDQEHK]O í³¾Fï
GIKAO2SS4XIXIKA¸áOQZS[UbXIS@PRUpi>KAZKÓXHSSþFP`K>U`JRK|GaK_RPRP`GHOYEHS6iAOoJLSURK>ºTK>DFURSí
´ ï µ
UPRU`\[KAOQZoD
þbPRKAU`JLK|PRUpXHS[DQEHS[ZOeDQU`J`OYZS[UbXHOQi>SJLDc¸PLXHDoOmâ6GIS[iASTJRST\kURS[i
´
ßQÃFÕmûÀcüý
)¡®b¯°c®Ê˲t¢ F ÷
(M, µ, Φ) \ öýõ÷H ÷J M M ÷ õ4öC] õ÷ ÷ ÷Qù
qkøø
#!G
÷ h õ G [\`÷
|#lK!^
x ∈ M õ h õ G#lK!^Z#
öÛö
#Jh
÷PO
#
E ⊂ TxM õ ö õ NfYö#ø
ø öýõ
_.$b u"$#!GG0hY#J
Qõ
Of÷p÷
#lK!^
ξ∈ TxMù
dS[E?i]OJLK>ZDbGXHEHOQº[KADQURS@GaKNEIKAU¸bK]OoO/û¾cü
0
uawkz hRxk`}z| yz|{9uI}
r
• ì6iAK µ C¡M χi(x) GaDFURDp\[DFGaXHOQUFXHKvJLS[ivZDYXHDY|PGIOQU`JLDpi>SEHS[¿QDFi>SoJLK\4DFZ_DbGaKAº[KADQURS JRS[i&`PGIGIDtSBJLSTi>i]OZOY_R_`OtXjOYUR¿FS[UbXIS½GaST¿QPRSB\jRS
χ(Φt(x), DxΦtξ) = χ(x, ξ)
JRK>EHS4XIXHOYZSTUFXHS JROYiAi]OoJRS`URKAº[KADQU`SQ
• dSTEBPRUGaK]GXHS[ZO K>UbXHS[¿QEjOY`K>iASQô@\jRS`O XIPLXIXIK2KZoDQXIKeþbP`OFGaK>óý_STEIKADLJLKA\[KGaP XIDFEIK KAU¸cOYEHKAOQUFXHKÇôL¿Fi>K
µ
C¡M GaDFURDoXIPLXIXIK|UPRiAi>KÛ
• d9EISTU`JLS[UJLDPRU½¸QS[XaXIDFEIS6KAURK>ºTKAOQi>S\TOQGIP`OYiASGaKXHEIDc¸cO
χ∗1(x)\4DQU½_REHDQ`OQRKAi>K>XHÁ
´
¹
UR³OcXaXHKÇô`_STE¡i]O2_REIDF_REHK>S[XHÁmíjQï4ô
χ(x, ξ) = χ∗1(x)GaS@S6GIDQiAD2GIS
ξ∈ TxM\ L2(x)
V8OtGIKA\T\4DFZoSpOW_`OQEaXHS
L1(x) = TxM ¿Fi>KòOYi>XIEHK¡GIDYXIXIDbGa_`OQº[Kò\jRS/\[DFGaXIK>XIPRK]GH\4DQU`D i]OT`i>XIEjOYº[KADQU`S/`OQURURD \4DLJLKAZS[U`GIKADQURS½_DFGIKÓXHK>¸cOSBþFP`K>U`JRKZKAGIPREjOtJLKkM|S[STGI¿QP`S
nóJLKAZS[U`GIK>DFU`OYiASUPRiAiAO`ô`_REHSTGIDPRUB¸QS[XaXHDQEHS \[OQGIP`OQi>SFô`\4DFUB_REIDF`OY`K>iAKÓXjÁ
´
GaKNXIEHDc¸cO
χ∗1(x)
^ OYi6_RPRUbXHD JLK@¸KAGaXHOØ\4DQZ_RPRXHOYºTK>DFU`OYiAS8OQU`\jRS8GIKk_OYEIXIK]GIGIS8\4DFU"PRU¸FS4XIXIDQEHS
ξ0
OQ_R_`OQEaXHS[URSTUFXHSe_S[E6STGIS[Z_RKAD/O
L2
OYiAi>DFEHOK_REHKAZoKS[EHEHDQEHKNUPRZS[EHKA\[K¡íÇOYU`\j`S2GIDQiAD
iÛàOYEHEIDQXIDQUJROYZS[UbXHDbï\[DQU`JLP`EIEHS[RS[EHD?KAURS[¸K>XHOY`K>iAZS[UbXISòOYiL\[OQiA\[DQiADhJLK
χ∗1(x)S9URDQU
JRK χ∗2(x)dSkPRSTGaXIDoÿkP`U&³OcXIXID2DQU`J`OYZS[UbXHOQi>S6S@GXjO2OQi>i]O `OFGaS6JLS[iAiÛàOQi>¿FDQEHKÓXHZoDoJLK
\TOYi]\4DFi>DJLS[¿Fi>K µ C¡M
• LS µÿ?i]OkZK]GaP`EHO@JLK`MNS[STGI¿QPRSFôQOYiAiADQEjO Pn
i=1χi(x) = 0_S[EþbP`OFGaKLDF¿QURK
x∈ M
• LSK>iNGIK]GXHS[ZO
˙x = X(x)URDQUp`O_RP`UFXHKNGaXHOYºTK>DFU`OYEHKÛôbOQi>iADQEjO
χ(x, X(x)) = 0
• ^ OcXHD&PRU8GIK]GXHS[ZO`OQZoKAi>XIDQU`KAOQURD
(M, µ, Φ)ôDc¸QS µÿ i]OZKAGIPREjO&JLKM|KADQPR¸KAi>iAS S
n ÿeK>iUPRZS[EHD&JLK1¿FEHOFJLKNJLK1i>KAS[EIXHÁRôiADmGa_S4XIXIEHDmJLST¿QiAK
µ
C¡MØ`O_S[E6DQ¿QU`K|_RPRUbXID
P`U`O_`OYEIXIK]\4DFiAOQEIS6GaKAZZS4XIEHK]OR
Sp(x) ={χ1(x), . . . , χn−1(x), χn(x),−χn(x),−χn−1(x), . . . ,−χ1(x)},
JRDc¸QS@K|JLPRS¸cOYiADQEHK|\4STUbXIEjOYiAK
χn(x) GaDFURDUbP`i>iAK_STEi]O2_`EIDF_REIKAS4XjÁe_`EISf\4STJRS[UbXISF
¹ U2¿QSTURS[EjOYiASQôf_STE1P`UeGaK]GaXIS[ZOh`OYZKAiÓXHDQURK]OYURDôTiADkGI_`OQº[KADhJLS[iAiAS³OQGIKbURDQU ÿ¡\4DFZo_OcXaó
XHD`dDFGHGIDQURD&_S[EHmSfGIGIS[EHS2\[DQZ_`OYXaXIS2i>SGIPR_STE\4KvJLKi>KA¸QSTi>iAD/JRS[iAiÇà`OYZKAiÓXHDQURK]OYUO
Hô\jRSmGIDQURDBKAU¸áOQEIK]OYUbXHK0vKAU XHOQi¡\TOQGIDBiAOWEISfGXHEIKAº[KADQURS&JRS[id&`P`GHGaD8OQi>iASmGIPR_S[E\4K JRK|i>KA¸QSTi>iADJLK
H ÿ@PRUBGIKAGaXISTZO2JLKAU`OQZoK]\4D\[iAOFGIGIKA\[D`vì6i>KNSTGI_DFURS[UbXIKJLK1M|·FOQ_RPRURDc¸
GIDQU`DtDFEHO8K>U UbP`ZoSTEIDJLK]Ga_OYEHKÇôGIS[Z_REHSpGIKAZoZS[XIEHKA\[KÇô¡JLK?\4PRKþbPRSTi>iAD\[S[UbXIEjOYiASmÿ
UPRiAiAD`vdS[E?i]OJLK>ZDbGXHEHOQº[KADQURS@GaKNEIKAU¸bK]OoO/û¾cüý
u{9x`}Rx!òhz|`}Iwx
C+DQUGaK]JLS[EHK]OYZDòK>iFXIKA_RK]\4Dk\TOQGID?K>U2\4PRKFK>i>&`P`GHGaD
Φtÿ+JLS`U`KÓXHDkJRO?P`U K>UGaKAS[ZS9JLKbSTþbP`OQº[KADQURK DQEjJLKAU`OYEHKAS6JLSTi>i]O2DQEHZO
˙x = X(x)
\4DFU
x = (x1, . . . , xn)∈ Uô1JLDc¸FS U ÿP`UOQ_STEaXHDBJLK
Rn LPR_R_DQURK]OYZDWJLK9GHOY_S[E KAUFXHS[¿FEHOQEIS6UPRZS[EHKA\TOYZS[UbXISþbPRSfGXHSSTþbP`OYºTK>DFURKÛôXIEHDc¸áOQU`JLDiÛàST¸QDQiAPRºTK>DFURS6XIS[Z_DQEjOYiASJLS[i
&`P`GHGID
x(t) := Φt(x0) S/JLSTiò¸QS4XIXIDFEISXjOYUR¿FS[UbXIS
ξ(t) := Dx0Φtξ0
_STEoJROYXIK¡K>U`K>ºTKAOQi>K
OQGHGIS[¿QUOcXIK
x0
S
ξ0
K>U _`OQEaXHKA\[DQi]OYEHSW_STEWGaK]GaXIS[ZK@`OQZoKAi>XIDQU`KAOQURK@STGIKAGaXIDFURD OQi>¿FDQEHKÓXHZoK
\4DbGaK]JRJLS[XaXHK|GaKAZ_Ri>S[XaXHKA\[K1\jRS@¸QSTEIEjOYU`URD XHEHOYXaXHOYXIK_RK'BOá¸cOYUbXIKÛ
^ STGH\4EHK>¸K]OYZDhDFEHOhPRU2ZS[XIDLJLDGXjOYU`J`OYEjJ_STEvK>iL\TOYi]\4DQiADkJRS[iLZOQGHGaKAZD
µ
C¡MôcKAUFXHEIDLJLDQXaXHD
URSTi
´
ßbÒYÃ8JRO ¡S[URS[XaXHK>U
õ[ö2÷cø>ù
dS[EoXHEIDc¸cOYEHS
χ∗1(x) = χ1(x) ¸QDFEIEHS[ZZD8OY_`_Ri>K]\[OQEIS JLKAEIS[XaXjOYZS[UbXIS@i]OJLS`U`K>ºTK>DFURSQ
χ1(x) = lim
t→∞
1
t logkξ(t)k
JLDc¸FSkKAiN¸FS4XaXHDQEHSkKAURKAº[K]OYiAS
ξ _`PRSTGHGaSTEISGH\4STiÓXHDO\TOQGID2_S[EhiAOoXHS[EHºTOoDFGHGaSTEI¸cOQº[KADQURSkURS[iAiAO _REHST\[STJLSTUFXHShGIS[º[KADQU`SShJLDc¸FS
ξ(t)EjOY_`_REISfGaSTUbXHO6iÇàS[¸FDQiAPRº[KADQU`S?XISTZo_DQEjOYiAShJLK
ξ9C+KGIKOF\ ó
\4DFEI¿FS_S[EH STUm_REHSTGaXIDo\jRSXjOYiASh_REHDL\4SfJLK>ZSTUFXHDeURDFU&ÿ³OYXaXHK>RKAiASQ
¹
UL³OYXaXIKÛôR\4STEaXjOYZS[UbXHS
GIS
χ1(x) > 0 ôiAOWURDQEHZOpJRK
ξ(t) _RPR8\[EISfGI\[S[EHSoSfGa_DQU`S[URºTKAOQi>ZS[UbXHSQôEHOQ¿Q¿QKAPRUR¿FS[U`JRD iÛàDc¸FS[E&`DJîJLK|ZOQ\T\jRKAU`OR
dS[EDc¸¸KAOQEISO/XHOQi>S&JLKD&\4DFiÓXjÁp\[K9GIS[EH¸bKAEHS[ZDpJRS[iAiAOp_REHDQ_REHKAS4XHÁ½JLK+\4DQZ_DFGIK>ºTK>DFURSJLS[iAiAO
ZOY_R_OeXjOYUR¿FS[UbXISFL\4ST¿QiAKAOQZoDoPRUp¸QS[XaXIDFEIS
ξ JLK|URDFEIZO
´
S@PRU½_S[EHK>DLJLD
τ GIPcD&\4KAS[UbXHS4ó ZS[UbXIS@_RK]\[\[DQiADS_REIDL\[STJLK]OYZDoK>U`JRPLXaXHK>¸cOYZSTUFXHSURS[i1GaST¿QPRSTUFXHS@ZoDLJLD
GIS
x0
ÿK>iJROYXID½KAURK>ºTKAOQi>SS
ξ0
KAiv¸QS[XaXIDFEIS2XHOQUR¿QSTUbXISK>U`K>ºTKAOQi>SFô|_DFURK]OYZD
s0 = 0 So_DQKÛô
_S[E
k≥ 1
xk = Φτ(xk−1) ξk∗= Dxk−1Φτξk−1
αk =kξ∗kk ξk = ξk∗/αk
sk= sk−1+ log αk.
g?JDQ¿FURKv_`OQGHGID½þbPRKAU`JLK³OQ\[\[KAOQZDpST¸QDFi>¸FS[EHSeKAi_RPRUbXIDBKAURKAº[K]OYiASSK>i9¸QS4XIXIDFEISoXHOQUR¿QSTUbXISX
URDFEIZOYiAKAº[ºTOQU`JLD_S[EHKADJRKA\TOYZS[UbXIS
ξk
S[¸K>XIK]OYZD6K>iL_REHDQ`i>STZOh_REHST\4SfJLS[UbXHS+S?\4DFU
sk
GaDFZ2ó
ZKAOQZDpK9i>DF¿FOYEHK>XIZKvJLKvXHOQi>KvU`DQEHZoSF&giAi>DFEHO`ô|_DQK]\jRÞGaS
v ∈ TxM ¸cOYiAS DxΦt+sv =
DxsΦt◦ DxΦs(v)ôGaST¿QPRS\jRS
Dx0Φkτξ0= αk. . . α1ξk
SþbPRK>UJLK
χ1(x, kτ ) = 1 kτ
Xk j=1
log αj= 1 kτsk
χ1 x kτ
0
u{9x`}R}~bkuI} R}ah{îz|Ëu4Ç}a+Lz|{Rs|}x+z yk}6z òs|}x9k}yh}a
jz|RzNh|}svua}
^ OcXHOkPRU|àSTþbP`OQº[KADQURSòJLKSTEISTURº[K]OYiAS¡DQEjJLK>UOYEHKAOkJLS[i_REHK>ZD@DQEjJLKAURS
˙x = X(x)K>UJLKA\j`KAOQZoD
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