.


:




:

































 

 

 

 





, ,

= P{ρ1(t) > 0, ρn(t) > 0; 0 < t < T} (1.26)

ρi(t) i- ;

.

, . n

 
 


(1.27)

 

- ρ1, ρ2,, ρn.

, ρi > 0, i = 1,2,,n.

(1.27) , . . . (1.26)

H = P{ρ1 > 0; ρ2 > 0} (1.28)

 

,

 

H = P{ρ1 > 0}P{ρ2 > 0 / ρ1 > 0} (1.29)

 

(1.29)

 

H = P{ρ1 > 0}P{ρ2 > 0} = h1,) h2 (1.30

hi = P{ρi > 0} i- .

P{ρ2 > 0 / ρ1 > 0}

(. . 1.8)

ρ2 = aρ1 + b

, ρ1 > 0 ρ2 . , P{ρ2 > 0 / ρ1 > 0} , .

H = P{ρ1 > 0} = h1 (1.31)

, .3.4, (ρ1 < 0) α < ρ1 < 0 , ρ2 > 0.

, . (1.31)

H = min {h1,h2} (1.32)

h1,h2 ≤ H ≤ min {h1,h2} (1.33)

n

(1.34)

 

hi i- .

(r = 1), (r = 0).

r (1.34). .

, h1 = h2 = h0, , . r h0 .1.9.

r r = 1 , .

(r = 0) . N . 1.10 - () , , , .

= hn, h ; n , . . , , , .

, . 1.11

(. . 1.11)

. . , , . , .

II
I
2 3 (, , ). ( ) 1 5. 4. , , .

, l = l1. ,

hp = P(l ≥ l1)

hp = P(N > N), N ; N .

, N N , ,

 

 

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