, . , , - . . . , , , .
, , . , , .
. , .
, . .
xt
(54.9)
St t, a. St-1 t -1;
α , , α = const, 0 < α < 1;
β = 1 - α.
(54.9)
(54.10)
(54.10) t St-1 α t St-1 t - 1.
(54.9), St :
(54.11)
S0 , (54.9), t = 1.
β = (1 - α) < 1, t → 0 β t → 0, , (54.11),
(54.12)
.. St . , St .
(54.12) , α. xt α . , α .
α. , xt . .