- . (t) . . .
3.7, ε- .
ε- Ηε(z) , , (t) ε.
, (t) uT(t). , , , F [28, 8].
(t), uT(t) N- (N = 2FT) () (), . { (t)} {uT(t)} N- Ζ U, Ζ1, Z2,.., ZN U1, U2,.., UN. N- ρ(Ζ) = ρ() p(U) = p(). pu(Z)= = ρ( / ) pz(U) = p( / ), p(Z,U) = p(; ).
(4.20) N- Ζ U ,
N-.
, , (Z,U),
p(Z,U)ZU l(Z,U) N- .
, ZT(t) UT(t),
ε- ε(Z)
ν (ν = =2F).
4.5. ε- , ν1 σ2.
(3.65) ε- ,
zT(t) . , N- , ().
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UT(t) N- (ε-), . ε- . z*T(t), ε- u*T(t), u*T(t).
, , , , . N. N→∞ .
ε - . , N- .