.


:




:

































 

 

 

 





- , - , - .

- , :

K = Q (C - C). (1.3)

, , :

K ¢ = Q 1 (C - C ¢), (1.4)

Q Q 1 (, ) , - (- ) ;

C ;

().

() - ,

K = K ¢ = Q 1(C - C). (1.5)



Q (C - C ¢)


, () , - , , .

K - 0,60,8. - K .

 


 

 

 


 

 

 


 

 

1337775 . (, , , ) -

, , . , , , - .

, , , - .

, . -

.

, - , - .

. -

.

- . - , - . - , .

, - , - .

- .

- - . , .

, . - , .

- , -

 


 

 

. , - , .

, - .

t , - P (t), T - ,

P (t) = P (T > t). (1.6)

- . :

0 £ P (t)£1, P (0)= 1, P (¥)= 0. (1.7)

, , - q:


 


q (t) = 1- P (t); (1.8)

P (t) = P (T > t), (1.9)

q (t) = P (T £ t). (1.10)


:

¥

P (t)=ò f (t) dt. (1.11)

t



P (t)= N (t), (1.12)

n


N , - ;

n .

- f (t) P (t):


 

 


l (t)=


f (t)

()
; (1.13)

P t


l (t)= N ( t )- N ( t + D t ), (1.14)

D tN

N (t) ;

D t , .

 

 


 

 

( ) - .

:


m =


n

 
å mi (t), (1.15)


n i =1

n .

n n

å mi (t + D t)- å mi (t)


w (t)= i =1


 

n D t


i =1


, (1.16)


- .

(t 1 t 2)


T = t 2- t 1 m (t 2)- m (t 1)


. (1.17)


(t 1 t 2) P (t 2- t 1) = exp[ H (t 1)- H (t 2)], (1.18)



H (t 1) H (t 2)

:


t 1 t 2.

 

n

H (t)= lim å mi (t) n. (1.19)

n ¥ i =1


- :

n

Pc (t)= P 1(tP 2 (t)... Pn (t)= Õ Pi (t). (1.20)

i =1

P (t) = Pn.

c i

- () .

 

 





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