() ( 3.2) , , , ( 3.4, ). t f (t)
f (t) = 0, t ≤ 0; (3.64)
, [1]
(3.65)
σ2 0 ( ) t, - ,
(3.66)
- ( ). (t) = 2×(t) ( 7.6) 7;
(3.67)
(-t) = -(t). (3.68)
(3.69)
λ (t), (3.10), (3.65) (3.69),
(3.70)
[1]
1 = 0 + σ × f 1( 0 / σ), (3.71)
f 1( 0 / σ) , f (t) [. (3.65)].
,
0 >> σ. (3.72)
1
, 1 = 0. (3.73)
t 1 t 2 [4]
(3.74)
(3.72) , (3.65) , .. t < 0. 1 >> σ , t < 0 . (3.72) , . ( 3.4, ). t < 0 , (3.66) [4].
3.1 [1].
, 0 = 520 σ = 150 . t = 400 .
. (3.69) ,
(t) =0,5× (t) 7.6, 7: Φ(0,5657) = 0,2157 (2,4513) = 0,4929. P (t) , (t) , .. (-0,5657) = -0,2157. (3.70) ,
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[7].
, , τ ( 3.4). P (τ) ( ) τ
(3.75)
P (τ) - , 3.2.2; N - , ; P i (τ) - , i - - . α β , P i (τ) .
, - (τ), . (τ) , τ τ , :
P i (τ) = (τ > τ ) β ≥ i ≥ α. (3.76)
f () τ. D τ
D (τ) = (β ≥ i ≥ α, τ). (3.77)
, :
(3.78)
(τ) - τ; σ (τ)- τ; - , (3.73) :
= [ (τ)] / σ(τ). (3.79)
(τ) σ (τ) .
3.5 , τ 2 τ 3 ( τ 2 τ 3 ). [7]. , , . ,
, 6.7.
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