- , - , - .
- , :
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)
|
P t
l (t)= N ( t )- N ( t + D t ), (1.14)
D tN
N (t) ;
D t , .
( ) - .
:
m =
n
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(t)× P 2 (t)... Pn (t)= Õ Pi (t). (1.20)
i =1
P (t) = Pn.
c i
- () .