X (t) ( ), n - t.
, , .. , , .. t. . X (t) , , :
mx = const, Dx =const, Kx (t 1 ,t 2) = Kx (t 2 - t 1).
:
1) kx (-t) = kx (t);
2) | kx (t) | £ Dx;
X (t) Y (t) ,
(9.6)
t = 0.
, .
[0, T ] ,
,
.
,
,
(9.7)
.
: .
, Sx (w), wÎ R ,
; . (9.8)
, - . :
, . (9.9)
. (9.10)
X (t).
:
(9.11)
.
|
|
X (t)
.
, . .
Ÿ :
, :
.
, ( ) :
(9.12)
(9.13)
, .
: , , .
9.35. X (t) ,
¢ :
, - .
,
, - . £
9.36. . ?
9.37. X (t). , X (t)
9.38. , , X (t) c (.9.2). .
9.39.
9.40. a - , - ?
9.41. : - , + I - I. , , .
9.42. , ,
9.43. , X (t)
9.44. , X (t) , . .
|
|
9.45. X (t) - , . . . 9.35.
9.46 9.50. . .
9.46.
9.47.
9.48.
9.49.
9.50.
9.51 9.54. . .