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5
7

1. . . . .

1. , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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9
15
19
23

2. . . . . . . . . . . . . . . . .

24

4. . . . . . . . . . . . . . . . . . . . . . . . . . .
5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
6. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7. L
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8. . . . . . . . . . . .
9.
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10. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
11.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

24

68
81

3. . . . . . . . . . . . . . .

82

30
38
46
54
59
64

12. . . . . 82
13. - . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
14. ( ) 100
15. ( ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107

16. (
) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
17. . c . . . . . . . . . . . . . . . . . . . . . . . . 121
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1. (). . . . . . . . . .
2. . . . . . . . . . . .
3.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4. . . . . . . . . . . . . . . . . . . . . . . .
5. . . . . . . . . . . . .
6. . . .
7. . . . . . . . . . . . . . . . .

134
134
141
163
178
184
195
200

19892002 .
() . . . . . .
.
. .
. .
.
(, 2005). 2005 .
-
. . .
,
.


(
). ,
, .

.
, , , ,
, .
17 , , , 180 .
( )
:
, , , ,
- .

( ) .
: ,
, .
,
.
( )
. , , . :
- , .
. , , 11
.
.

.











-



()










































()

( ) (). :

, ,
. , ,
.
.

1. ,

, , , . . ,

().
()
(), t, T . t ,
T - t.

t , (t) (t, ),
.
= 0 ,

10

. 1.

x (t, 0 ), , (. 1).

x(t, 0 )

t
x(t, 1 )
. 1

t = t0 T (t0 ) = (t0 , ), .

S .
,
, . .
(t1 ) (t2 ) ,
,
(). t, , t.
1.1. (t) = 1 + R (0, 1) t, t > 0; (t) =
= R (1, 1) et , t > 0.
. 2 3
.
1

x3 (t) = 1 + 0,7t

y1 (t) = et

x2 (t) = 1 + 0,3t

y0 (t) = 0
t

x1 (t) = 1
t
. 2

y2 (t) = et

. 3

1. ,

11


, , S , T ,
.
S , . .
, .
, . T = {t0 , t1 , ... }
, . .
,
. tn
n , n ,
n = 0, 1, ... . T = [0, ), . .
t > 0,
.
,
( ) .

(t0 ) , (t1 ) , ... , (tn ) , ... ,
0 6 t0 < t1 < ... . .
ti , . (t0 ) , (ti ) (ti1 ), i = 1, 2, ... , n,
, .
, i (ti ) (ti1 )
N (0, a (ti ti1 )), a > 0 , , (ti ) (ti1 ) ( (ti ti1 )), > 0
, . (),

(18561922).
,
( ):

P {a < (t) < b | (t0 ) = x0 , (t1 ) = x1 , ... , (s) = x} =


= P {a < (t) < b | (s) = x},
0 6 t0 < t1 < ... < s < t a < b.

(1.1)

12

. 1.

:
(t) t > s ,
(t) t = s C,
(t) t < s ,
s , ,
. ().

().


(t0 ) , (t1 ) , ... , (tn ) : F (t0 , t1 , ... , tn , x0 , x1 , ... , xn ) =


= P { (ti ) < xi , i = 0, 1, ... , n}, (1.2)
n < ti .
()

F (t, x) = P { (t) < x}


()

p (t, x) ,

x S.

, , . :
Z

x (t) p (t, x) dx,

m (t) = SX

(1.3)

x (t) p (t, x) ,

xS

2 (t) = M [ (t)]2 ,

(t) = (t) m (t).


.

1. ,

13

p (t, t , x, x ) :



K t, t = M (t) t ;


K (t, t )
r t , t = q
,
2 (t) 2 (t )

(1.4)

()
() . .
(t) (t ) t t
:



t ;
K t, t = M (t)


K (t, t )
r t, t = q
,
2 (t) 2 (t )

(1.5)

() () .
1.2. , , ,
n- .
S (
), (1.1)

p (t0 , t1 , ... , tn , x0 , x1 , ... , xn ) = P { (t0 ) = x0 , ... , (tn ) = xn } =


= P { (t0 ) = x0 , ... , (tn1 ) = xn1 }
P { (tn ) = xn | (ti ) = xi , i = 0, 1, ... , n 1} =
= P { (t0 ) = x0 , ... , (tn1 ) = xn1 }
P { (tn ) = xn | (tn1 ) = xn1 } =
= P { (t0 ) = x0 , ... , (tn2 ) = xn2 }
P { (tn1 ) = xn1 | (tn2 ) = xn2 }
P {(tn ) = xn | (tn1 ) = xn1 } = ...
... = P { (t0 ) = x0 }

n
Y1
i=0

P { (ti+1 ) = xi+1 | (ti ) = xi }.

14

. 1.

P { (ti+1 ) = xi+1 | (ti ) = xi } =


:

P { (ti ) = xi , (ti+1 ) = xi+1 }


P { (ti ) = xi }

p(t0 , t1 , ... , tn | x0 , x1 , ... xn ) =


= P { (t0 ) = x0 }

n
Y1
i=0

P { (ti ) = xi , (ti+1 ) = xi+1 }


=
P { (ti ) = xi }

n
Y1
i=0

P { (ti ) = xi , (ti+1 ) = xi+1 }


n
Y1
i=1

P { (ti ) = xi }

, () p (s, t, x, y), 0 6 s < t;


x, y S , x 6= y .
, , ,

P { (t0 ) = x0 }, t0 > 0, x0 S ;

(1.6)

P { (t) = x | (t0 ) = x0 }, t > 0, x S.


1.3. , .
0 6 t0 < t1 < t2 < ... (t0 ), (t1 ) (t0 ), (t2 )
(t1 ) , ... . , (tn+1 ) (tn ) ,
(tn ) = xn , . . t > tn

P { (t) 6 x | (ti ) = xi , i = 0, 1, ... , n} = P { (t) 6 x | (t0 ) = x0 },


. , , (tn+1 ) (tn )
N (0, a (tn+1 tn )) (t) (t0 ) = x0
,

a (t1 t0 ) + a (t2 t1 ) + ... + a (tn tn1 ) + a (t t0 ) = a (t t0 ) .

2.

15

. , .
1.4. .
0 = x0 (, , ).

P
pk > 0, k = 0, 1, 2, ... ,
pk = 1.
k=0


1 . 2 . .
, n- (n 1)- , pk ,
k = 0, 1, 2, ... , n .
0 , 1 , ... , n , ... . ,
pk , , n+1 n
m+1 m , m 6= n, ,
,
( 1.3), .

2.




K t, t = M (t) t :

(2.1)

1. (t = t )
(. (1.3)).
2. (. (1.4)):


K t, t = K t , t .
(2.2)
3. (t) = (t) + (t) ,


K t, t = K t, t ,

(2.3)

(t) .
. t t
,

16

. 1.





K t, t = Cov ( (t) , t ) = Cov (t) + (t) , t + t =


= Cov (t) , t = K t, t .
4. (t) = (t) (t) ,



K t, t = K t, t (t) t .

(2.4)

. t t
,




K t, t = Cov (t) , t = Cov (t) (t) , t t =
= (t) (t ) Cov ( (t) , (t )) = (t) (t ) K (t, t ).

5.

p

|K t, t | 6 D (t) D (t ) .

(2.5)


.
. 4.
K (t, t )

t = t
t
. 4


K (t, t )
r t, t = q
2 (t) 2 (t )

2.

17

:
6.
7.
8.

r (t, t) = 1.
r (t, t ) = r (t , t) .

(2.6)

|r (t, t ) | 6 1.

3.

K (t, t ) = M (t) t :

9.
:


K t, t = K t , t .
(2.7)

.




(t) t = t (t) K t, t = M [ (t) t ] =


= M [ t (t)] = K t , t .
10.



K t, t = K t, t .

11. (t) (t)


(t) (t) :
(t) = (t) + (t) (t) = (t) + (t),


K t, t = K t, t .
(2.8)

15:



K t, t = Cov[ (t) + (t) , t + t ] =


= Cov[ (t) , t = K t, t .

12. (t) (t) (t) (t) ,


(t) (t ): (t) = (t) (t)
(t) = (t) (t),



K t, t = K t, t (t) t .
(2.9)

18

. 1.

13.

p

|K t, t | 6 D (t) D (t )

(2.10)

(t) (t) ,
K (t, t ) = 0 t t ,
.
:
14. (t) =
= (t) + (t)





K t, t = K t, t + K t, t + K t, t + K t , t . (2.11)
.




K t, t = Cov[ t), (t ] = Cov[ (t) + (t) , t + t ] =


= Cov (t) , t + Cov (t) , t +


+ Cov (t) , t + Cov (t) , t =




= K t, t + K t, t + K t, t + K t, t =




= K t, t + K t, t + K t, t + K t , t .

1. :



K t, t = K t, t + K t, t .
(2.12)

2.
.

3.
( ).


K (t, t )
r t, t = q
2 (t) 2 (t )

19

3.

:
15.

r (t, t ) = r (t , t) .

16.

r (t, t ) = r (t, t ) .

17.

(2.13)

|r (t, t ) | 6 1.

3.
, n

:

pn (t1 , t2 , ..., tn , x1 , x2 , ..., xn ) =


= pn (t1 + , t2 + , ..., tn + , x1 , x2 , ..., xn ).
,
) p1 (t, x) t, . . p1 (t, x) =
= p (x).
,
, :

M (t) =

D (t) =

xp1 (x) dx = m = const (t) ,

(x m )2 p1 (x) dx = 2 = const (t) ;

) p2 (t1 , t2 , x1 , x2 )
t1 t2 , = t2 t1 : ,

p2 (t1 , t2 , x1 , x2 ) = p2 (t1 + , t2 + , x1 , x2 ) |=t1 =


= p2 (0, t2 t1 , x1 , x2 ) = p2 ( , x1 , x2 ) .

, ,
ZZ
K (t1 , t2 ) =
(x1 m ) (x2 m ) p2 (t1 , t2 , x1 , x2 ) dx1 dx2 =

ZZ

(x1 m ) (x2 m ) p2 ( , x1 , x2 ) dx1 dx2 = K ( ) ,

20

. 1.

. . .
C 2 , ,

K (t1 , t2 ) K (t1 t2 ) = K ( ) ;
K (t2 , t1 ) K (t2 t1 ) = K ( ) ,

= t2 t1 .

K (t1 , t2 ) = K (t2 , t1 ) K ( ) = K ( ),
. .
.
,

2 (t) = K (t, t) = K (t t) = K (0) > 0,


. .
( = 0).
, (2.5) ,

q
|K ( ) | 6 K (0) K (0) = K (0) ,
. .
.
:

K (t1 , t2 ) = K ( ) ;

K ( ) = K ( ) ;

K (0) = 2 (t) t;

|K ( ) | 6 K (0) ,

= t2 t1 .
.


K (t, t )
K ( )
r t, t = q
=
= r ( ) .
K (0)
2 (t) 2 (t )

21

3.

r ( ) = r ( ) ;

r (0) = 1;

|r ( ) | 6 1.

M (t) = const,

D (t) = const,

K (t1 , t2 ) = K (t2 t1 ) .


,
.
(t) (t)
(), =
= t t

K t, t = K ( ).
(3.1)

K ( ) = K ( ) .

(3.2)

, (2.7) (3.1)




K t, t = K t , t K t t = K t t

K ( ) = K ( ) .

(t) (t)
.
, . .
r ( ) = r ( ) .
(3.3)
,

K ( )
r ( ) = q
;
K (0) K (0)
r ( ) = q

K ( )

K (0) K (0)

(3.2) (3.3) .

22

. 1.

3.1. (t) = a, (t) = ,


a , M = m , D =
= 2 > 0. .
, ?
.

M (t) = a, D (t) = 0,

t, t = M (t) t = M 0 = 0 (t) CC;


M (t) = m , D (t) = 2 ,


t, t = M (t) t = M ( m )2 = 2 (t) CC;



K t, t = M (t) t = M 0 ( m ) = 0
(t), (t) .
3.2. : (t) = cos (t + ),
(t) = sin (t + ), R (0, 2) . . ,
?
.
1
M (t) =
2

2Z

cos (t + x) dx = 0,




K t, t = M (t) t = M cos (t + ) cos t + =
=




1
M cos t t + cos t t + 2 =
2
 1
1
= cos t t = cos = K ( ) (t) ;
2
2

1
2 (t) = K (t, t) = K (0) = ,
2
1
M (t) =
2

2Z
0

r ( ) =

K ( )
=
K (0)

sin (t + x) dx = 0,

1
2

cos
1
2

= cos ,

23



K t, t = M (t) (t) = M sin (t + ) sin t + =



1
M [cos t t cos t + t + 2 =
2
 1
1
= cos t t = cos ( ) K ( ) (t) ;
2
2

2 (t) = K (0) =

1
,
2

r ( ) =

K ( )
=
K (0)

1
2

cos ( )
1
2

= cos ( ) .




K t, t = M (t) t = M [cos (t + ) sin t + ] =
=



1
M [sin t + t + 2 + sin t t ] =
2
=

1
sin K ( ) (t) ,
2

(t) .

1. .., ..
. .: , 1991.
2. .. . .:
, 1975.
3. . . .: ,
1971.
4. .., .. . .:
, 2005.
5. .., .., .. .
. .:
, 1962.
6. .. . .: , 1979.
7. .. . .: ,
1979.


. .
:
. ( )
.
.
.

4.

.

, .
, i
S = {1, 2, ... , N }.
, n = 0, 1, 2, ... ,
n = i n+1 = j pij . ( ),

4.

25

( ). , (n = 0)
 S

(0)
(0) (0)
1 , 2 , ... N .

, 0 , 1 , ... n , ... () ,
n > 1 i, j , i0 , i1 , ... S
P {n = j | 0 = i0 , 1 = x1 , ... , n1 = i} =

=P {n = j | n1 = i} = pij . (4.1)



(0) (0)
0
1 , 2 , ... , N (pi1 , pi2 , ... , piN ) i

, . . , N
N
P
P
(0)

i = 1
pij = 1.
i=1

j=1

P = (pij ), ,
().
,
(), ().
()
. i j (pij > 0), i
j ,
pij .
4.1.
. .
, , .
r,
q .
.
:
i = 0 ,
i = 1 ,
i = 2 ,
i = 3 .

26

. 2.

. . ,
p00 = (1 r)3 , p01 = 3r (1 r)2 , p02 = 3r2 (1 r), p03 = r3 ,

p10 = q (1 r)2 , p11 = 2qr (1 r) + (1 q) (1 r)2 ,

p12 = qr2 + 2(1 q)r(1 r), p13 = (1 q) r2 ,

p20 = q 2 (1 r) , p21 = q 2 r + 2 (1 r) q (1 q) ,

p22 = (1 q)2 (1 r) + 2rq (1 q) , p23 = (1 q)2 r,

p30 = q 3 , p31 = 3q 2 (1 q) , p32 = 3q (1 q)2 , p33 = (1 q)3 .


3
X
,
pij = 1, i = 0, 1, 2, 3.
i=0

r = 0, 2 q = 0, 3

0,512 0,384 0,096 0,008


0,192 0,544 0,236 0,028
P =
0,072 0,354 0,476 0,098
0,027 0,189 0,441 0,343

, . 5.

p11
1

p10

p12
p01
p20

p00

p21
2

p02 p
31
p30

p13
p32

p03

p22

p23
3

p33
. 5

4.2. ( ).
.

4.

27

:



0
1
2
. i
0,2 0,5 0,3

i .
S = {0, 1, 2}.

1
0
0
P = 0,8 0,2 0
0,3 0,5 0,2
, . 6.
1
0

0,8

0,3

0,2
1
0,5

2
0,2
. 6


n , n = 0, 1, 2, ... ,

P ,
()

(0) (0)
(0)
(
0
)
= 1 , 2 , ... , N
S =

= {0, 1, 2, ... , N }. .

(n)

1. i, j S pi,j
i j n
, (N N )-


(n)
n P = pij .

. ( ) 0, m, n
(0 < m < n), 0 n: 0 = i,
n = j , m: m = d;
i, j , d S (. 7).

28

. 2.
(n)

i j n ,

(m)

i d m ,

(nm)

d j
(n m) .

pij

pid
pdj

i
d

)
(m
p id

pd(jnm)
j

m
(n m)

nm
(m)

. 7

N
X
(n)
(m) (nm)
pij =
pid pdj
, i, j S ,

(4.2)

d=1

P (n) = P (m) P (nm) ,

(4.3)

P (0) = I =

(4.3)

1
1

...
1

P (n) = P (nm) P (m) ;

(4.4)

, (4.3) m : = n m, n
m : = m.
(4.3) (4.4) : m = 1 m = n 1

P (n) = P n1 P = P P (n1) .

(4.5)

29

4.

(4.5) : P (n) = P P (n1) = P P P (n2) = ... = P n , . .


n n-
.
, P n
( , ).
2. j S
(n)
j n ,
N - () n


(n) (n)
(n)
(n) = 1 , 2 , ... , N .

. {0 = i}, i S ,
(0)
i . {n = j}

(n)
pij (. 8).

N
X
(n)
(0) (n)
j =
i pij , j S
(4.6)
i=1

(n) = (0) P n .

(4.7)

i
j
(n)

(n)
pij

(0)

. 8

(4.7)

(n) = (0) P n = (0) P n1 P = (n1) P ,

(n)

N
X
i=1

(n1)

pij ,

j S.

(4.8)

(4.9)

30

. 2.

4.3 ( 4.2).

0,8 0,2

P = 0,3 0,5 0,2 P 2 = 0,96 0,04

0,76 0,20 0,04

1
.
P 3 = 0,992 0,008
0,932 0,06 0,008
(n)

, n j 6= i pi0 1,
(n)
pij 0. 6 .
(0) = (0,167; 0,333; 0,500), (4.7)

(2) = (0) P 2 = (0,867; 0,113; 0,02)


(3) = (0) P 3 = (0,963; 0,033; 0,004) ;
(n)

, n i 6= 0 0

(n)

1, i

0.

4.4. , 0 , 1 , ..., n , ...


,
P = (pij ) pij = pj i, j.
, i ,

pij = P {n = j | n1 = i} = P {n = j} = pj i, j , n.
, pij = pj i, j , . . P {n = j | n1 = i} = P {n =
= j} i, j . , , i .

5.


. (),

pij , pij = 0 pij > 0. ,
.

5.

31

, (. 9). i j
, pij > 0. p22 > 0, p23 > 0, p51 > 0
. . (i, i) . n, i j ( , j
i), n n (i, j) =
= {(i, k) , (k , l) , ... , (m, j)}. n (i, j) i j n
. n (i, i) n.
(2,2) (1,1), (5,3), (3,2), (2,2), (2,3),
(3,4) (4,3), (3,4). .
2

1
. 9

, j i,
n (i, j). : i j .
i j (: i j),
(i j) (j i). , i j , i j ,
j i. i, , , .
, ,
.
2 2, 3, 4 5;
1 1 5; (2, 2), (2, 3),
(2,4), (3, 4), (1, 1) . . 5 , .
. 1)
.
2) .
3) , .

32

. 2.

. 1) i
N
P
, pij = 0 i
pij = 0,
j=1

2) i . j k , , i j k . i , k i:
i j k ... i. , k , j , ,
. . j .
3) , ,
.
( ) : i
j1 j2 ... jk . , (, k -) ,
.
, jk -,
.
() .
) S (Sc ) (S ) .
) Sc ,
i Sc ,
2) .
) S , 3)
S Sc .
) S (, . 10),
Sc
.
2

1
. 10

) Sc , , Sc

5.

33

, (). , ,
.
[1],
, . i Sc ,
, i (. .
, n (i, i)).
K1 . K1 6= S ,
j S\K1 , j (. . , n (j , j)). K2
T
; , K1 K2 = .
, ,
. . ,
Sc . . 9
: K1 = {2, 3, 4}, K2 = {1}.

,
(. 11) Sc . d = 4
() Ck , k = 0, 1, ... , d 1,
:

,
, . . C0 C1 C2
... Cd1 C0 .
1

C0

C1
4

C2

6
. 11

2 ..

C3

34

. 2.

d > 1 ; ,
, , C0 = Sc , .
,
. ,
(d > 1), .
i ,
, i,
; , ,
, , . .
.

:
i , (i) = {j : pij > 0}
i;
S
C , (C) =
(i)
iC

C .
1. i Sc S0 = {i}.
2. Sk = (Sk1 ), k = 1, 2, ... ,
Sk
Sk1 , Sk2 , ... , S0 .
3. Sk = S0 , :
C0 = S0 , C1 = S1 , ... , Ck1 = Sk1 , d = k.
Sk 6= S0 , Sk Sk1 , Sk2 , ... ,
, Sk
S
S
S
Sk Sk1 Sk2 ... , 0, 1, 2, ...
2.
5.1. . 11
.
1. i = 1 S0 =
= {1}.
2.
S1 = (S0 ) = {3} S2 = (3) = {4}

S3 = (4) = {5, 6, 7} S4 = (5, 6, 7) = {1, 2}.

5.

35

3. S4 ,S S0 S0 ,
S4 S4 S0 = S4

S0 = {3} S1 = {4} S2 = {5, 6, 7} S3 = {1, 2}.

4. 2 S4 = (1, 2) = {3}
S3 = S0

C0 = {3} C1 = {4} C2 = {5, 6, 7} C3 = {1, 2}.


5.2. (. 12)
(6,6).
2

1
3

. 12

1. 1 S0 = {1}.
2. . 5.1:
S1 = {3} S2 = {4} S3 = {5, 6, 7} S4 = {1, 2, 6}.

3. S4 , S0
Si : S0 = {3} S1 =
= {4} S2 = {1, 2, 5, 6, 7}.
4. 2
S3 = {1, 2, 3, 6}, S2 S3
Si :

S0 = {4} S1 = {1, 2, 5, 6, 7} S2 = {1, 2, 3, 5, 6, 7}.


5. 2
S3 = {1, 2, ... , 7}, ,
2*

36

. 2.

S0 = {1, 2, ... , 7} S1 = {1, 2, ... , 7} S1 = S0


, Sc .

, S = , Sc ,
, ().
(), ,
(), . , , ,
(), .
(),
(). (),
, (),
. (),
, (), ,
(), .
()
() ,
.
. 13.

. 13

37

5.



L ,
1, 2, ... , L.
( ) :
(
) 1, 2, ... , N ; ( ) N + 1,
N + 2, ... , N . ( )

A = (aij ), aij = 1, i j , aij = 0,
i j .
5.3. . 14. (), . :
S Sc S ,
Sc ;
;

.
, Sc = {1, 2, 3, 4, 5, 6}, S = {7, 8, 9}.
Sc : K1 = {1, 2}, K2 = {3, 4, 5}, K3 = {6}
, , .

1/3 2/3 T1
0
0
0
0
0
0

2 1
0
0
0
0
0
0
0
0

3 0
0
0 1 /2 1 /2 0
0
0
0

4 0
0 1/2 0 1/2 T2
0
0 0

0 1 /2 1 /2 0
T3
0
0
0
5 T

6 0
0
0
0
0
1
0
0
0

0
0 1 /3 1 /3 1 /3 0
0
0
7 0

0
0
R 0 0 1 /3 Q 1 /3
8 1 /3
1 /3 1 /3 0
0
0
0
0 1 /3 0
9
1

T . , , Ti ,

38

. 2.

. 14

i = 1, 2, 3. Ti i- . R , Q
, 0 .

6.

n :

P (n) = P n ,

(n) = (0) P n ;

,
lim P (n) lim (n) .

:
,
, ,
?
,
.
= (1 , 2 , ... , N )
P (P -), P = .
P - , P n n > 2: ,
P = , P 2 = P = P 3 = P = ...
P n = P = ;
P n = , P n1 = P = .
(n) = (0) P n
,

 n. ,
(n)
n
P = pij
n
= (ij ),

6. 39



(n) (n)
(n)
(n) = 1 , 2 , ... , N
=
= (1 , 2 , ... , N ),
(n)
(n)
pij ij i i .
.

( 1). P ,

lim P n = = ... , > 0.


n

., , [1].
P n ,
- P -, .
, n

1 2 ... N
1 2 ... N

(n) = (0) P n (0)


... ... ... ... =

1 2 ... N

N
X
i=1

(0)
i , 2

N
X
i=1

(0)
i , ...

, N

N
X
i=1

(0)
i

= (1 , 2 , ... , N ) (0) ,
. .
. , P n = P n1 P = P , . .
P - . , (n) = h (0) = i =
= P n = , . . ,
n; ,
.
,


0 1
n
P n : , P =

1 0




1 0
0 1
P2 =
P3 =
... (. 15).
0 1
1 0

40

. 2.

1 0 0
Pe = I + (1 ) P , 0 < < 1, I = 0 1 0 ,
0 0 1

(. 16),
P . , Pe
. ,

peij = (1 ) pij > 0 i 6= j ,

peij = (1 ) pii + 1 > > 0 i = j.

, peii > 0; ,

e > 0.
lim Pe n =

e
P n .
1

1
. 15

1
. 16

P Pe :

P Pe, . .
N
X
= P , = Pe, i > 0,
i = 1.
i=1

, = Pe ,

= (I + (1 ) P ) = + (1 ) P
(1 ) P = (1 ) P = (1 ) = P.

P n ,
P - ,
e.
Pen

6. 41


,

.
- , .
2 ( ).
n 1 n .
, , n
.
bij j - i- .
pij .
, pik
k -
bkj j - .
X
bij = pij +
pik bkj , j Sc , i, k S .
(6.1)
kS

(. 4),

!
T 0
P =
,
R Q
Q = (pij ), i, j S , R = (pij ), i S , j Sc ,
B = (bij ), i S , j Sc , (6.1)

B = R + QB B = (I Q)1 R,

(6.2)

( . [1]).
, .
3. ,
B = (I R)1 R.

42

. 2.

.

P , (0) .

P n = ... > 0,

(0)

(n) = (0) P n (0) = > 0 n ,


(0) = (n) = n,

. . n- ,
,
P - .
, , , P -
, . . = P
(
).

.
6.1.

0,5 0
0
0,25 0,5 0,25
P =
0
0 0,5
0 0,5 0
1

4
. 17

. 17,

0,5
0
.
0,5
0,5

6. 43

1 = 0,51 + 0,252 ,

= P ,
= 0,5 + 0,5 ,
4
2
2
4
P

i = 1
3 = 0,252 + 0,53 ,

i=1
1 = 1 + 2 + 3 + 4

= (1/6, 2/6, 1/6, 2/6) ;

1 /6
1 /6
=
1 /6
1 /6
6.2.

0
0

P = 0

1 /3
2 /3

2 /6
2 /6
2 /6
2 /6

1 /6
1 /6
1 /6
1 /6

2 /6
2 /6
.
2 /6
2 /6

. 18,

0
0 1 /3 2 /3
0
0
1
0

0
0
0
1 .

2 /3 0
0
0
0 1 /3 0
0

1
5

2
4

. 18

2 = 2 /3 4 ,

=
P
,

P
3 = 1 /3 5 ,
5

4 = 1 /3 1 + 2 ,
i = 1,

i=1

5 = 2 /3 1 + 3 ,

= (1 , ..., 5 )

1 + ... + 5 = 1

44

. 2.

= (1/4, 1/6, 1/12, 1/4, 1/4)

1/4 1/6 1/12


1/4 1/6 1/12

= 1/4 1/6 1/12

1/4 1/6 1/12


1/4 1/6 1/12

1 /4
1 /4
1 /4
1 /4
1 /4

1 /4
1 /4
1 /4
1 /4
1 /4


, ,
, .

i\j
1
2

...
Nc
Nc + 1
Nc + 2

...
N

...

Nc

Nc + 1 Nc + 2

... N

P T , Q, 0, R (Nc Nc ), (N N ), (Nc N ), (N Nc ).

!
n
0
T
Pn =
,
R(n) Qn
R(n) T n Qn n- R.
n
c
T n c = ... > 0, = (1 , 2 , ... , Nc );
c
2 Qn 0, Rn (N Nc )- , , 1

6. 45

. ,
n

c 0

P n = ... ... = ... ,

c 0

= (c , ), c = (1 , 2 , ... , Nc ), = 0, . .
- ,
> 0 T - ; ,
P - . ,
: , n



(0) (0)
(0) (0)
(0)
(n) = (0) P n (0) = 1 , 2 , ... , Nc , Nc +1 , ... , N

1 ... Nc 0 ... 0
... ... ... ... ... ... =
1 ... Nc 0 ... 0
!
N
N
X
X
(0)
(0)
i , ... , Nc
i , 0, ... , 0 =
= 1
i=1

i=1

= (1 , 2 , ... , Nc , 0, ... , 0) = .
6.3.
. 19, P

0,5

0,5

0,5

0,5 0,5

0 .

0,5

P T , Q, R, 0
(3 3), (2 2), (2 3), (3 2).

46

. 2.

2
1

3
. 19

c = c T h i

2 = 3 ,
3 = 0,51 ,
c = (0,5; 0,25; 0,25)

1 + 2 + 3 = 1

0,5 0,25 0,25 0 0


= (0,5; 0,25; 0,25; 0; 0) = ... ...
... ... ... .
0,5 0,25 0,25 0 0

6.4. 0 , 1 , ...
. , .
4.4,
, .
, ( )
; , n , , M n
const K (n, n ) 0 n, n .

7.
L

N (N > 1)
Nc (Nc > 2) . L = Nc . P

7. L

i\j

1
2

...
Nc
Nc + 1
Nc + 2

...
N

...

Nc

... N

Nc + 1 Nc + 2

0
1

47

P : T
, R, Q, 0
(Nc Nc ), (N Nc ), (N N ), (N N ); N = Nc + N .

Pn

Tn

R(n) Qn

, T n =

1
1

...
1

n 2 Qn 0, 3 Rn B =

= (I Q)1 R = (bij ), i S , j Sc ; P n

i\j
1

L+1

n ,

L+2

... N

...

L + 1 bL+1,1 bL+1,2

L + 2 bL+2,1 bL+2,2

...
...
...
bN ,1
bN ,2
N
2

...

T
1

...

bL+1,L

...

bL+2,L

R ...

...

...

bN ,L

48

. 2.

1
2
...
L
L+1
L+2
...
N

i 6 L;
i = (0, ... , 1, 0, ... , 0) ,

i
,

i = (bi1 , bi2 , ... , biL , 0, ..., 0) , i > L;

. . i .
( )
(n) = (0) P n (0) .
i , i = 1, 2, ... , N , P -
, i = i P , i = 1, 2, ... , N , P
.
7.1.
. 20,
i\j
1
2
3
4
5
6

1
0
0
0
0
0

1
0
0
0
0
0

0 T
1
0
0 0

0 2 /3 1 /3 0
0
0

1 /3 R 0 1 /3 Q 1 /3

2 /3 0
0
0 1 /3 0
6

3
2

1
5

4
. 20

7. L

49

B :

0
0
0
1
0
0
Q = 1/3 0 1/3 I Q = 1/3
1
1/3
0 1 /3 0
0
1/3
1

(I Q)1

8 /9 0
0
9
=
1 /3 1 1 /3
8
1 /9 1 /3 1
i\j

0 2 /3 1 /3


5 5 /8 1 /4
1 /8
7/8 1/12 1/24
6
4

B=

1
0
0
0
1
0
0
0
1
0
2 /3 1 /3
5 /8 1 /4 1 /8
7/8 1/12 1/24

0
0
0
0
0
0

0
0
0
0
0
0

0
0
0
0
0
0



(N > 1), Nc L
(L > 2) ,
. P

N1

P = ...

NL

N2

N1

N2

...

T1
0
...
0

0 ... 0
T2 ... 0
... T ...
0 ... TL

N L N

0
0

50

. 2.

: (Ni Ni )- Ti ,
i- , i = 1, 2, ... , L;
(N Nc )- R, ;
(N N )- Q, ;
, (Nc N )- 0.

T1n 0
...
0
0

0 T2n ...
0
0

... ... T n ... 0(n)


n

.
P =

n
0 0
... TL 0

R(n)

Qn

N P n , : (Nc N )-
, , 
(N 
N )- ,

: =
.

2 Qn 0 n , , N . 1
n
T
l
...
n
T
Tl l =
(7.1)
,
T
l
lT

lT = lT Tl ,

l = 1, 2, ... , L.

(7.2)

, Nl l- Tl
Nl - :
l

0 ... 0 ... 0 ... 0 lT ... lT 0 ... 0 ... 0 ... 0 0 ... 0


| {z }
| {z } | {z } | {z }
| {z } | {z }
N1
... Nl1
Nl
Nl+1 ...
NL
N

l = 1, 2, ... , L,

(7.3)

7. L

. .

1
2

c =
... ,
L

51

(7.4)

l (Nl N )-, Nl N -
-. .
i- (i > Nc + 1) n bil , l = 1, 2, ... , L, () l-

l . , i- i >
> Nc + 1
i =

L
X

bil l ,

(7.5)

l=1

(7.3)(7.6)

Nc + 1
Nc + 2

=
... .
N

1
...
1
2
...
2
...
L
...
L

Nc + 1

Nc + 2

...
N

(7.6)

(7.7)

52

. 2.

i , i = 1, 2, ... , L, Ni ,

L
P

Ni = Nc .

i=1

bil . ,
3. :
b,
1,2,. . .,L b
1, b
2, ... , L
,
,
. .
7.2 ( 5.3). . 14, ,
5.3.

1 = {1, 2}, b
2 = {3, 4, 5}, b
3=
5.3. : b
= {6}, S = {7, 8, 9}. . P .
: (2 2)- T1 , (3 3)- T2 (1 1)- T3
; (3 6)- ; (3 3)-
; (6 3)- 0.
lT :


1 /3 2 /3
T
T
T
T
1 = 1 T1 1 = 1
1T = (3/5, 2/5) ,
1
0

0 1 /2 1 /2
2T = 2T T2 2T = 2T 1/2 0 1/2
1 /2 1 /2 0

2T = (1/3, 1/3, 1/3) ,

3T = (1) .
(7.4)

3/5 2/5 0
0
0 0 0
3/5 2/5 0
0
0 0 0
0
0 1/3 1/3 1/3 0 0
0
0 1/3 1/3 1/3 0 0
0
0 1/3 1/3 1/3 0 0
0
0
0
0
0 1 0

0
0
0
0
0
0

0
0
0
0
0
0

7. L

53


, . 21, ,

P =

b
1
b
2
b
3
7
8
9

b
2

b
1

b
3

1
0
0
0
0
0
0
1
0
0
0
0
0
0
1
0
0
0
0 2 /3 1 /3 0
0
0
1 /3 0
0 1 /3 0 1 /3
2 /3 0
0
0 1 /3 0

b
3

b
1

b
2

7
. 21

7.1
b
1

b
2

b
3

0 2 /3 1 /3

B = 8 5 /8 1 /4 1 /8
9
7/8 1/12 1/24
7

(7.5) (7.8), :

7 = 0 1 + 2 /3 2 + 1 /3 3 =
=


0 0 2 /9 2 /9 2 /9 1 /3 0 0 0 ,

8 = 5 /8 1 + 1 /4 2 + 1 /8 3 =
=


3/8 2/8 1/12 1/12 1/12 1/8 0 0 0 , (7.8)

9 = 7/8 1 + 1/12 2 + 1/24 3 =


=

21/40 14/40 1/36 1/36 1/36 1/24 0 0 0

54

. 2.

2 /9

2 /9

2 /9

1 /3 0 0 0

= 3/8
2/8 1/12 1/12 1/12 1/8 0 0 0 . (7.9)
21/40 14/40 1/36 1/36 1/36 1/24 0 0 0

, (7.8) (7.9)



.
=

8.
S = {1, 2, ... , N }, P = (pij ) . i j () rij ,
, . (N N ) () R = (rij ). , n , ,
.
() n . , ?

i (,
) n (, n ).
vi (n),
. , j - ( pij ), rij , (n 1) , vj (n 1) . ,
n rij + vj (n 1),

vi (n) =

N
X
j=1

pij [rij + vj (n 1)],

(8.1)

55

8.

vi (n) = qi +

N
X
j=1

qi =

N
P

j=1

pij vj (n 1) ,

(8.2)

pij vj (n 1), i = 1, 2, ... , N ,

i-
.
v1 (n)
V (n) = ...
vN (n)

q1
Q = ... , - qN
(8.2)
(),

V (n) = Q + P V (n 1) ,

V (0) = 0,

n = 1, 2, ... .

(8.3)

8.1. ().
:
(i = 1) (i = 2). , , ,
. 22,
!
0,5 0,5
P =
.
0,4 0,6
0,5
0,5

0,6

0,4

. 22

R =

9 3
3 7

q1 = 0,5 9 + 0,5 3 = 6,
q2 = 0,4 3 0,6 7 = 3 Q =

6
3

56

. 2.

(8.3)
!
!
!
!
v1 (n)
6
0,5 0,5
v1 (n 1)
+
=
=
v2 (n)
3
0,4 0,6
v2 (n 1)

6 + 0,5v1 (n 1) + 0,5v2 (n 1)

3 + 0,4v1 (n 1) + 0,6v2 (n 1)

n = 1, 2, ...
. 8.1, vi (n) . 23.
n

v1 (n)

v2 (n)

8.1
5

7,5

8,55

9,555

10,5555

2, 4

1,44

0,444

0,5556

vi (n)

10

v1 (n)
5

v2 (n)
0

45

5
. 23

, n ,
v1 (n), v2 (n) , v1 (n) v2 (n) 10, vi (n) vi (n 1) 1,
i = 1, 2.
[1] . (8.1)(8.3),
,

57

8.

vi (n) =

N
X
j=1

pij [rij + vj (n 1)]

vi (n) = qi +

N
X
j=1

pij vj (n 1) ,

i = 1, 2, ... , n

V (n) = Q + P V (n 1) ,

V (0) = 0, (8.4)

(0 < 6 1) (): , n ,
n .
8.2. 8.1, = 0,5 (8.4).
. 8.2.
8.2
5

v1 (n)

6,75

7,01

7,14

7,2

v2 (n)

2,46

2,34

2,27

2,7

7,266

2,211

. 8.1 vi (n)
, .
, < 1; = 1 [1].

n- (8.4)

V (n) = Q + P V (n 1) = Q + P (Q + P V (n 2)) =
= Q + P Q + (P )2 V (n 2) =

= Q + P Q + (P )2 (Q + P V (n 3)) =
= Q + P Q + (P )2 Q + (P )3 Q + ... +
+ (P )n V (0) =

n
X1
i=0

(P )i Q. (8.5)

58

. 2.

V = lim V (n) =
n

X
i=0

(P )i Q = (1 P )1 Q < .

(8.6)

( . [1, . 5]).
8.3. ( 8.1 8.2) .
= 0,5
!
!
0,5
0,5
0,25
0,25
Pb = P = 0,5
=

0,4 0,6
0,20 0,30

I Pb =

0,75 0,25
0,20 0,70

V = I Pb

 1


1
=
I Pb

1,474 0,526
0,421 1,579

!

1,474 0,526
6
Q=
=
3
0,421 1,579
!
7,266
=
. . 8.2.
2,211


, n
i = 1, 2, ... , N


pki i = pik1i , ... , pkiNi riki =


ki
= rik1i , ... , riN
. ki
i- , Ki = {ki } i- , |Ki | < . k = (k1 , k2 , ... , kN ) .
n- , ki k
n: kin kn = (k1n , k2n , ... , kN n ).

9.

59


k = k 1 , k2 , ... , . nmax
. nmax < , , nmax =
= , .
nmax V (nmax , k) ,
k ,
V (nmax , k). ( [1])

kc = k , k, ... , . . , , n.
( < 1)
, k.
,
k ,
.

9.


: k =

= k1 , k 2 , ... , k nmax , kn = (k1n , k2n , ... , kN n ), kin Ki ,
V (nmax , k) nmax (< ) ,
kin
k
k
q1 1n
p11n

Qkn = ... , P kn = ... .


kN n
kN n
qN
pN

qikin i- n
- ,
kin
kin kin
kin
kin ; pi = pi1 , pi2 , ... , piN
i-

P kn , kn ; n
n = 1, 2, ... , nmax .
(8.4), P Q k,


V n, k n = Qkn + P kn V n 1, kn1 ,
(9.1)
n = 1, 2, ... , nmax , V (0) = 0.

60

. 2.




kn V (n) V n, k n V (0) V (0); , (9.1),


():

V (1) = max Qk1 k1 , V (1);


k1

V (2)

= max[Qk2 + P k2 V (1)] k2 , V (2) ;


k2

.........................................

V (n)

max[Qkn
kn

+ P kn V (n 1)]

kn , V (n) ;

(9.2)

.........................................
. . n = nmax .
. 9.1.
:
< 1, = 1.
9.1

v1 (n)

...

...

vN
(n)

k1n

...

...

kNn

...

nmax

9.1 ( 8.18.3).
. .
: (i = 1)
(i = 2). :
(k = 1)
(k = 2). k = 1, ,
0,5 ;
,

9.

61

0,4. ,



0,5 0,5
1
P =
,
0,4 0,6
9 .,
, 3 . .
3 .,
, 7 . .
, k = 1


9
3
1
R =
.
3 7






0,8 0,2
4
4
2
2
P =
R =
.
0,7 0,3
1 19
5 . = 0,5
P k Pbk = P k ,
. 9.2 , ( ),
(9.2) pbkij i = 1, 2 k = 1, 2:
)
(
2
P
ki1
ki1

n = 1 vi (1) = max qi +
pbij vj (0) =
ki1

j=1

= max{qi1 , qi2 } vi (1) , ki1 ;

n = 2 vi (2) = max{qiki2 +
ki2

n > 2 vi (n) = max{qikin +


kin

2
P

j=1
2
P

pbijki2 vj (1)} vi (2) , ki2 ;

j=1

pbijkin vj (n 1)}

, i = 1, 2.
vi (n), kin

(9.3):

(9.3)

62

. 2.

9.2
C i

C k

pbik1

1 (
)

1 ( )

0,25

2 ( )

0,4

2 (
)

1 ( )
2 ( )

k
pbij

pbki2

rik1

k
rbij

rik2

qik

0,25

0,4

0,2

0,3

0,35

0,15

19

n = 1 vi (1) = max qiki1 = max{qi1 , qi2 } =


ki1

i = 1 : max{6, 4} = 6,

k11
= 1, k21
= 1;

i = 2 : max{3, 5} = 3


2
X
ki2
ki2

n = 2 vi (2) = max qi +
pbij vj (1) =
ki2

j=1

i = 1 : max{6 + 0,25 (6) 0,25 (3) ;

4 + 0,4 (6) 0,1 (3)},


=
=

i = 2 : max{3 + 0,2 (6) 0,3 (3) ;

5 + 0,35 (6) 0,15 (3)}


=

= 1,
i = 1 : max{6,75; 6; 1} = 6,75 k12

= 1;
i = 2 : max{2, 7; 3,35} = 2,7 k22


2
X
n = 3 vi (3) = max qiki3 +
pbijki3 vj (2) =
ki3

j=1

i = 1 : max{6 + 0,25 6,75 + 0,25 (2,7) ;

4 + 0,4 6,75 0,1 2,7},


=
=

i
=
2
:
max{
3
+
0,2

6,75

0,3

2,7;

5 + 0,35 6,75 0,15 2,7}


=

= 1,
i = 1 : max{7,01; 6,67} = 7,01 k13

= 1;
i = 2 : max{2,46; 3,04} 2,46 k23

9.

n=4

vi (4)

= max
ki4

qiki4

2
X

j=1

ki4
vj (3)
pbij

63

i = 1 : max{6 + 0,25 7,01 0,25 2,46;

4 + 0,4 7,01 0,1 2,46},


=
=
i = 2 : max{3 + 0,2 7,01 0,3 2,46;

5 + 0,35 7,01 0,15 2,46}


=

n=5

= 1,
i = 1 : max{7,137; 6,618} = 7,137 k14

= 1;
i = 2 : max{2,336; 2,916} = 2,336 k24

vi (5)

= max
ki5

qiki5

2
X

j=1

ki5
pbij
vj (4)

i = 1 : max{6 + 0,25 7,137 0,25 2,336;

4 + 0,4 7,137 0,1 2,336},

i = 2 : max{3 + 0,2 7,137 0,3 2,336;

5 + 0,35 7,137 0,15 2,336}


=

= 1,
i = 1 : max{7,2; 6,622} = 7,2 k15

= 1.
i = 2 : max{2,273; 2,852} = 2,273 k25

, n .
. 9.1 , . 9.3.
9.3

6,75

7,01

7,137

v1

(n)

vN
(n)

2,7

2,46

2,336

2,273

k1n

k2n

7,2

64

. 2.

10.

, n
, . . , .

1
 
V k = I P k
Qk .
(10.1)

k , (10.1):
 

V k = max V k .
(10.2)
k

,
. , , ,
.
P k Rk ,
pki i riki , i S , ki Ki .

, . 24, . ,

 k (10.1)
V k .
.
, ( )
.
Pk

V (k)
max V (k)

Qk

Rk
. 24

10.

65

10.1 ( 8.18.3, 9.1). . 9.2


k , = 0,5.

 

0,25 0,25
0,75 0,25
1,1
b
k = (1, 1) I P = I
=

0,2 0,3
0,2 0,7



 1


=
I pb1,1 = 0,475 I Pb1,1
1
=
0,475

0,7 0,25
0,2 0,75

V (1, 1) =

1,473 0,526
0,421 1,579

1,473 0,526
0,421 1,579



6
3

7,26
2,21

k = (1, 2) I Pb 1,2 =

 


0,25 0,25
0,75 0,25


=I
=
I Pb1,2 = 0,55
0,35 0,15
0,35 0,85

1,545 0,454
=

0,636 1,364

 


1,545 0,454
6
7,0
=
V (1, 2) =
,
0,636 1,364
5
3,0

(I Pb 1,2 )1 =

1
0,55

0,85 0,25
0,35 0,75

(1, 1).

 ,
 , k =
6,101
= (2, 2) V (2, 2) =
.
3,367
k = (1, 1).

 k = (2,
 1) V (2, 1) =
6,25
=
. , n 2,50
(1, 1),
,
9.1.
3 ..

66

. 2.


(9.1)



V n, k n = Qkn + P kn V n 1, kn1 ,

lim V n, k n < , n
(
) n .
N N
vi :
N
X
vi (n) = qi +
pij vj (n 1) hn i
j=1
X k
piji vj , i = 1, 2, ... , N , (10.3)
vi = qiki +
ki . , . 25.
k

()
vi

N
X
ki
vi = qiki +
pij
vj ,
j=1

1, 2, ... , N ; ki


()

k =k ?


()

k
N
X k
qiki +
piji vj max,
j=1

ki

1, 2, ... , N ; vj


vi
. 25

67

10.

(), .
k , qiki , pkiji , i =
= 1, 2, ... , N . , k = 0, vi = 0 i.
()
vi (10.3)
qiki pkiji . ()
i ki ,
(10.3)
vi . ()
ki ki i- , i = 1, 2, ... , N .
ki 6= ki i,
. i ki = ki ,

ki , vi . [1].
,
n ,
, = 1 (. 11).
10.2 ( 8.18.3, 9.1, 10.1).
.

: vi = qiki +
: max
ki

qiki

N
P

j=1

ki
pij
vj vi ;
N
P

j=1

ki
pij

vj

ki ,

= 0,5, i = 1, 2, ... , N , N = 2, ki {1, 2}, .


. 10.1 ( pbkij = pkij ).
:
: k = (0, 0), v1 = v2 = 0.
:


max q1k1 , q1k2 = max (6, 4) = 6 k1 = 1,


max q2k1 , q2k2 = max (3, 5) = 3 k2 = 1;
3*

68

. 2.

10.1

pki1

pki2

0,5

0,5

0,25

0,25

0,8

0,2

0,4

0,1

0,4

0,6

0,2

0,3

0,7

0,3

0,35

0,15


(
v1 = 6 + 0,25v1 + 0,25v2 ,

v2 = 3 + 0,2v1 + 0,3v2

pbik1

pbik2

qik

v1 = 7,26, v2 = 2,21;

:


k1
k1
max q1k1 + pb11
v1 + pb12
v2 =

k1 {1,2}

= max (6 + 0,25 7,26 0,25 2,21; 4 + 0,4 7,26 0,1 2,21) =


max

k2 {1,2}


q2k2

= max (7,26; 6,68) = 7,26 k1 = 1;



k2
k2
+ pb21
v1 + pb22
v2 =

= max (3 + 0,2 7,260,3 2,21; 5 + 0,35 7,260,15 2,21) =

= max (2,21; 2,79) = 2,21 k2 = 1.

, , ,
, (1, 1).
v1 = 7,26 v2 = 2,21,
.

11.


, ,
, . ,
, .

69

11.


,
,
() .

n- ,
,
, . n- kin
c .
i (i = 0, 1, 2, ... ),
.
,
t = i +
+ kin . , ,
N.

d ., d > c > 0, .

p (m), m = 0, 1, 2, ... , M , M > N . t, s c

p (t s) , s = 1, 2, ... , t,

M
X
pts =
(11.1)

p
(m)
,
s
=
0,

m=t

:
t\s
0

...

...

...

...

...

...

M
X

p(m)
p(0)
0
1
m=1

M
X
P =

p(m)
p(1)
p(0)
2

m=2

...
...
...
...
M
X

p(m) p(N 1) p(N 2)


N
m=N

... p(0)

70

. 2.

,
(), ,
e .

.
,
t = i + kin , s = t m = i + kin m, 0 6 m 6 i + kin ,

pi+kin ,i+kin m

p (m) , m = 1, 2, ... , i + kin 1,

M
X
=

p (m) , m = i + kin .

(11.2)

m=i+kin

i kin .
.

i+k
M
in 1
X
X
d
m p (m) + (i + kin )
p (m)
m=1

m=i+kin

M ik
X in

m p (i + kin + m).

m=1

( q (i + kin )) i +
+ kim . q (kin ) = ckin ,
, , kin . ,

q (i, kin ) = q (i + kin ) + q (kin ) ,

(11.3)


i\kin

...

...

...
1

...
2

Q = (q(i, kin )) =
... ... ... ...
...

...
N 2

0 ...
N 1
0 0 ...
N
0

N 2

N 1

...
0
0
0

0
...
0
0
0

0
0
...
0
0
0

11.

71

0 6 i, kin 6 N , 0 6 i + kin 6 N . (11.3)


q (0, kin ) , kin = 0, 1, 2, ... , N , (!)

q (i 1, kin + 1) = q (i, kin ) + c,


i = 0, 1, 2, ... , N ,

kin = N i. (11.4)



q (i, kin ) +
vi (n) = max
06kin 6N i

i+k
Xin
m=0

pi+kin ,i+kin m vi+k


(n

1
)
,
in m

i = 0, 1, 2, ... , N ,

n > 1,

vi (0) = 0. (11.5)

), i = 1, 2, ... , N , n > 1 , (kin


n < .
(11.5) n ,
)
(
i+k
Xi

vi
= max
q(i, ki ) +
pi+ki ,i+ki m vi+k
,
i m,
06ki 6N i

m=0

i = 0, 1, 2, ... , N , (11.6)

(k1 , k2 , ... , kN
).

11.1. N = 2, n 6 3, c = 10, d = 15, e = 2, =


= 0,5, i = 0, 1, 2;
!
m
0
1
2
3
.
p (m) 0,1 0,5 0,3 0,1

72

. 2.

t\s
0

1
0
0

P = 1 0,9 0,1 0
,
2
0,4 0,5 0,1

i\kin
0

Q=

1
2

2,8 2,5 0,7

12,5 9,3 .
19,3

(11.5), n = 1, 2, 3, n i = 0, 1, 2
.
, n = 1, :

v0 (1) = max q (0, k01 ) = 2,5,


06k01 62

v1 (1) = max q (1, k11 ) = 12,5,


06k11 61

k01
= 1,

k11
= 0,

v2 (1) = max q (2, k21 ) = q (2, 0) = 19,3,


06k21 60

k21
= 0.

n = 2, :

n
v0 (2) = max q (0, 0) + 0,5p00 v0 (1) ;


q (0, 1) + 0,5 p11 v1 (1) + p10 (1) v0 (1) ;

o
q (0, 2) + 0,5 p22 v2 (1) + p21 v1 (1) + p20 v0 (1) =
n

2,8 + 0,5 1 2,5; 2,5 + 0,5(0,1 12,5 + 0,9 2,5);


o

0,7 + 0,5(0,1 19,3 + 0,5 12,5 + 0,4 2,5) = 4,25, k02


= 1;
n


v1 (2) = max q (1, 0) + 0,5 p11 v1 (1) + p10 v0 (1) ;
= max


o
q (1, 1) + 0,5 p22 v2 (1) + p21 v1 (1) + p20 v0 (1) =

n
= max 12,5 + 0,5(0,1 12,5 + 0,9 2,5);
o

9,3 + 0,5(0,1 19,3 + 0,5 12,5 + 0,4 2,5) = 14,25, k12


= 0;

73

11.



v2 (2) = q (2, 0) + 0,5 p22 v2 (1) + p21 v1 (1) + p20 v0 (1) =
= 19,3 + 0,5(0,1 19,3 + 0,5 12,5 + 0,4 2,5) = 23,89,

k22
= 0.

n = 3, :
n
v0 (3) = max q (0, 0) + 0,5p00 v0 (2) ;



q (0, 1) + 0,5 p11 v1 (2) + p10 v0 (2) ;
o

q (0, 2) + 0,5 p22 v2 (2) + p21 v1 (2) + p20 v0 (2) =
n


= max 0 + 0,5 1 4,25, 2,5 + 0,5 0,1 14,25 + 0,9 4,25 ;
o

0,7 + 0,5(0,1 23,89 + 0,5 14,25 + 0,4 4,25) = 5,125, k03


= 1,

n


v1 (3) = max q (1, 0) + 0,5 p11 v1 (2) + p10 v0 (2) ;


o
q (1, 1) + 0,5 p22 v2 (2) + p21 v1 (2) + p20 v0 (2) =

n
= max 12,5 + 0,5(0,1 14,25 + 0,9 4,25); 9,3 + 0,5(0,1 21,6 +
o
+ 0,5 14,25 + 0,4 4,25) = 15,125,

k13
= 0,

+ 0,5(0,1 23,89 + 0,5 14,25 + 0,4 4,25) = 24,907,

k23
= 0.



v2 (3) = q (2,0) + 0,5 p22 v2 (2) + p21 v1 (2) + p20 v0 (2) = 19,3 +

,

. . 11.1
11.1

PP
P n
i PPP
P

2,5

4,25

5,125

12,5

14,25

15,125

19,3

23,89

24,907

74

. 2.

,
n (N i) , . . i + kin = N . i.
,
!
N
1
M
X
X
q (i, kin ) = d
mp (m) + N
p (m) =
m=N

m=1

= e
,

vi (n) = const + ci +

M
N
X
m=1

N
X

m=0

mp (N + m) c (N i) = const + ci,

pN ,N m vN m (n 1) ,
n > 1,

vi (0) = 0,

. ,

vi (n) = 10i 0,5+




+ 0,5 p22 v2 (n 1) + p21 v1 (n 1) + p20 v0 (n 1) =


= 10i 0,5 + 0,5 0,1v2 (n 1) + 0,5v1 (n 1) + 0,4v0 (n 1) ,
n > 1,

,
. 11.2.

vi (0) = 0,

i = 0, 1, 2.

11.2

PP
P n
i PPP
P

0,5

2,75

4,375

9,5

12,75

14,375

19,5

22,75

24,375

(11.6),
n . k0 = 1, k1 = k2 = 0 v0 , v1 , v2 ,

75

11.

( )

v = q (0,1) + 0,5(p11 v1 + p10 v0 ),

v1 = q (1,0) + 0,5(p11 v1 + p10 v0 ),

v2 = q (2,0) + 0,5(p22 v2 + p21 v1 + p20 v0 )

v = 6,
v0 = 2,5 + 0,5(0,1v1 + 0,9v0 ),

v1 = 12,5 + 0,5(0,1v1 + 0,9v0 ),


v1 = 16,

v2 = 19,3 + 0,5(0,1v2 + 0,5v1 + 0,4v0 )


v2 = 25,79.


. i = 0,
n
max q (0, 0) + 0,5p00 v0 ; q (0, 1) + 0,5(p11 v1 + p10 v0 );
o
q (0, 2) + 0,5(p22 v2 + p21 v1 + p20 v0 ) =

n
= max 0 + 0,5 1 6; 2,5 + 0,5(0,1 16 + 0,9 6);
o
0,7 + 0,5(0,1 25,79 + 0,5 16 + 0,4 6) =
= 6,

k0 = 1 = k0 .

, , , ki = ki , i = 1, 2; ,
k0 = 1, ki = 0, i = 1, 2 .
. (10.1), (10.2) ;
, k = (k0 , k1 , ... , ki , ... , kN ) i := i + ki i, P P k .
Qk Q
q (i, ki ) i. ,
:

k1 = (0,0,0) ,

k2 = (1,0,0) ,

k3 = (2,0,0) ,

k4 = (0,1,0) ,

k5 = (1,1,0) ,

k6 = (2,1,0) ;

76

. 2.

, k5

0,9 0,1 0

P 5 = 0,4 0,5 0,1 ,


0,4 0,5 0,1

2,5

Q5 = 9,3 .
19,3


S = {1, 2, ... , N } P . ,
, . .
i n = 0, 1, 2, ... .
n i, fi (fi ).
ci ,
j ,
fj .
,
?
,
, . . i n
: kin = 1
kin = 0 .
(9.3) :

(
)
N

vi (n) = max fi ,
pij vj (n 1) ci , n = 1, 2, ... ;

v (0 ) = f ,
i
i

j=1

(11.7)

i S,

. .
: , fi , N
X
,
pij vj (n 1) ci .
j=1

(11.7):

11.

77

n = 1

vi (1)

 X

N

= max fi ,
pij vj (0) ci =
j=1

= max fi ,

j=1


pij fj ci , i S

1, f > X p f c ,
i
ij j
i
ki1 =
j=1

0 ;

n = 2

vi (2)

N
X

 X

N

= max fi ,
pij vj (1) ci ,
j=1

iS

1, f > X p v (1) c ;
i
ij j
i
ki2 =
j=
1

0 ;

n > 1
 X

N

vi (n) = max fi ,
pij vj (n 1) ci ,
j=1

kin

(11.8)

(11.9)

iS

1, f > X p v (n 1) c ,
i
ij j
i
=
j=1

0 .

(11.10)


.
.
1. i S vi (n) n:

fi = vi (0) 6 vi (1) 6 ... 6 vi (n) 6 ... .

(11.11)

.
. (11.8) vi (1) > fi = vi (0). ,

78

. 2.

(11.11) n 1, , n. C (11.10)
N
X

vi (n) = max{fi ,
pij vj (N 1) ci } >
j=1

> max{fi ,

N
X
j=1

pij vj (n 2) ci } = vi (n 1) .

2. i S n > 0
:

min fj 6 vi (n) 6 max fj .


j

. ,
vi (n) > fi > min fj .
j

, vi (0) = fi 6 max fj , j

. vi (k) 6 max fj ,
j

k = 1, 2, ... , n 1, (11.10)
 X

N

vi (n) = max fi ,
pij vj (n 1) ci 6
j=1

6 max fi ,

N
X
j=1

pij max fj ci
j



= max fi , max fj ci 6 max fi .
j

. i = m fi

, kmn

n > 1.
C 3.
n ( vi ).
,

.
4 (). m = 1, n < m k = 1;
kim
in
= 0, n > m k = 0.
kim
in
.

79

11.

. 3 (11.7)
n n n ,

:
 X

N
vi = max fi ,
pij vj ci , i = 1, 2, ... , N.
(11.12)
j=1

(11.12)
, 10.

fi i : ki = 1,

N
vi = X

pij vj ci i : ki = 0

j=1

vi ,
(k1 , k2 , ... , kN ).
N
X
.
pij vj
j=1

ci i fi . :
N
P
i,
pij vj ci 6 fi , ki = 1;
j=1

i ki = 0.

11.2. N = 5, n 6 3,
. 11.3.
11.3

p1

p2

p3

p4

p5

10

0,5

0,5

2,5

0,5

0,5

pj , j = 1, 2, ... , 5 j - .

80

. 2.

2, (11.8)(11.10), n = 1:

v1 (1) = f1 = 10 k1n = 1 n > 1,


v2 (1) = max{f2 ; 1 f3 c2 } =

= max{2; 2,5 0,5} = 2 k21


= 1,

v3 (1) = max{f3 ; p32 f2 + p34 f4 c3 } =

max{2,5; 0,5 2 + 0,5 8 1} = 4 k31


= 0,

v4 (1) = max{f4 ; p45 f5 c4 } =

= 1,
= max{8; 1 4 3} = 8 k41

v5 (1) = max{f5 ; p54 f4 + p51 f1 c5 } =

= max{4; 0,5 8 + 0,5 10 2} = 7 k51


= 0,

. 11.4.
11.4

vi

(1)

10

kin

n = 2, :

v1 (2) = f1 = 10 k12
= 1,

v2 (2) = max{f2 ; p23 v3 (1) c2 } =

= max{2; 1 4 2} = 2 k22
= 1,

v3 (2) = max{f3 ; p32 v2 (1) + p34 v4 (1) c3 } =

= max{2,5; 0,5 2 + 0,5 8 1} = 4 k32


= 0,

v4 (2) = max{f4 ; p45 v5 (1) c4 } =

= max{8; 1 7 3} = 8 k42
= 1,

v5 (2) = max{f5 ; p54 v4 (1) + p51 v1 (1) c5 } =

= max{4; 0,5 8 + 0,5 10 2} = 7 k42


= 0.

81

. 11.4.
, .
, k = (1, 1, 0, 1, 0)
.

1. .., .. . . .: ,
2005.
2. .., .. . .:
, 1970.
3. ..
. .: , 1964.
4. . . .: , 1964.


(), - .
.
.
( , , ) .
.
11
.
.

12. .

, i S
t0 , t1 , ...
. ,
,
.
(
),
t0 (t > t0 )

12.

83

( t = t0 )
, .
,
(. 26).

t < t0
()

t > t0
()

t0
()
. 26

. (t) ,
n t1 < t2 < ... < t < s

P { (s) = j|(t1 ) = i1 , ... , (tn1 ) = in1 , (t) = i} =


= P { (s) = j| (t) = i} = pij (t, s) . (12.1)
pij (t, s)
i t j s.
,
, : pij (t, s) =
= pij (s t); .

,
t, . . j (t) = P { (t) = j}.
, . j (0) =
= P { (0) = j},

j (t) =

N
X

i (0) pij (t) .

(12.2)

i=1

t = 0 1
i, pij (t) = j (t).

. .

84

. 3.


, t0 , t1 , t2 , ... , tn , ... , Tn = tn+1 tn > 0, n =
= 0, 1, 2, ... (. 27), , , . . , : , .
T1
0

t1

Tn1
t2

...

tn1

Tn
tn

t
tn+1

. 27

,
(t, t + t) t,
t.
, , . ,
t t + o (t),
> 0 ,
o (t).

.
, , ().
(t), , t. ,
(0, t).
k (t) = P { (t) = k}, k = 0, 1, 2, ... , , ,
t, h, t + h. Atk =
= { (t) = k}, Ahk = { (h) = k}, At+h
= { (t + h) = k} ,
k
, k (. 28).

k
[
t+h
Ak =
Atj Ahkj
(12.3)
j=0

85

12.

k (t + h) =

k
X
j=0

j (t) kj (h)

k (t + h) = Rk + k1 (t) 1 (h) + k (t) 0 (h) , (12.4)


Rk =

k2
X

j (t) kj (h) 6

j=0

6 k (h) + k1 (h) + ... + 2 (h) 6


6 P { (h) > 1} = o(h), (12.5)

1 (h) = h + o (h) ,

0 (h) = 1 h + o (h) .
At+h
k
t
t

h
Ahk

Atk
. 28

(12.5):

P { (h) = 0} + P { (h) = 1} + P { (h) > 1} =

= P { (h) = 0} + [ (h) + o (h)] + [o (h)] = 1

P { (h) = 0} = 0 (h) = 1 h + o (h) .

(12.4),

k (t + h) = o (h) + k1 (t) (h + o (h)) + k (t) (1 h + o(h)) =


= k (t) hk (t) + hk1 (t) + o (h)

k (t + h) k (t)
o (h)
= k (t) + k1 (t) +
.
h
h

86

. 3.

h 0:

k (t) = k (t) + k1 (t) ,

k > 1.

(12.6)

,
k = 0. (12.4) k = 0, (12.5)

0 (t + h) = 0 (t) 0 (h) =
= 0 (t) (1 h + o (h)) = 0 (t) h0 (t) + o (h)
0 (t + h) 0 (t)
o (h)
= 0 (t) +
.
h
h
h 0:

0 (t) = 0 (t) .

(12.7)

-

(12.6), (12.7) 0 (0) = 1.
, , 0-: (12.7)

0 (t) = cet 0 (t) = et ,

t > 0.

1 (t) = 1 (t) + et
.

1 (t) = 1 (t)
:

1 (t) = cet .

c = c (t) (t) = c (t) et c (t) et


h i
c (t) et c (t) et = c (t) et + et

87

12.

h i
c (t) = c (t) = t 1 (t) = tet ,

t > 0.

(t)k t
e , k = 0, 1, 2, ... .
(12.8)
k!
,
t , , t
t. ,
k (t) =

M (t) = D (t) = t.

(12.9)

T .
.
, T > t
, t
. ,

P {T > t} = 0 (t) = et FT (t) = 1 et ,

t>0

T () M T = 1/, DT = 1/2 . (12.10)



, . , n
n .

. (0, t) (0, t ), t < t (. 29).
,




t = (t) + t t , t t ,


(t) (t) , t t t t .
t t

t
0

t
. 29

88

. 3.






t = t t = t t + t t =


= (t) + t t t t t




t = (t) + t t K t, t = M (t) t =


= M { (t) [ (t) + t t ]} = M ( (t))2 + M (t) t t =

= D (t) + M (t) M t t = D (t) = t.
, t > t K (t, t ) = t ; ,



 min (t, t )
min (t, t )
=
K t, t = min t, t r t, t =
.
tt
t t

K (t, t ) . 30.
K (t, t )
1

t = t
. 30

13. -



. , i j :

13. -

89

i j t
P { (t + t) = j | (t) = i} = ij t + o (t) ;

(13.1)

i j

Tij (ij ) .
:
A = { (t + t) = i} , , t + t i;
B , , t
i t ;
C , , t
, i, t
i.
, B C
[
A = B C.
(13.2)

i (t) , t i. (13.1)
"
#
X
P (B) = i (t) 1
ij t + o (t) ,
(13.3)
j6=i

ij t + o (t) , t

j6=i

i;
X
P (C) =
j (t) ji t + o (t) .
j6=i

, (13.2)

i (t + t) = P (A) = P (B) + P (C) =

= i (t) 1

X
j6=i

ij t + o (t) +

(13.4)

90

. 3.

X
j6=i

j (t) ji t + o (t) + i (t) ii t i (t) ii t =

= i (t) i (t)

N
X

ij t +

j=1

N
X

j (t) ji t + o (t) . (13.5)

j=1

i (t + t) i (t)
=
t

= i (t)

N
X

ij +

j=1

N
X
j=1

j (t) ji +

o (t)
(13.6)
t

t 0

i (t) =

N
X
j=1

ij i (t) +

N
X

ji j (t) ,

i = 1, 2, ... , N ,

(13.7)

j=1

t ( t = 0)

N
X
i (t) = 1.
(13.8)
i=1

(13.7) , ij .
(), i j ,

i (t) ij .

(13.9)

(13.7) :
, ,
, .
13.1. () : 1 , 2
.
, 2; , 1.

13. -

91

. 31. , , (t = 0)
.

. 31

. 1
, , 2 (t),
1 (t), ,

1 (t) = 2 (t) 1 (t) .

(13.10)

2 , , 1 (t), 2 (t);
,
2 (t) = 1 (t) 2 (t) .
(13.11)
:

1 (0 ) = 1 .
:
1 (t) + 2 (t) = 1.

(13.12)

(13.11) (13.12),

(
1 (t) = 2 (t) 1 (t) ,
(13.13)
1 (t) + 2 (t) = 1, 1 (0) = 1,
.
i j ij , i- j -

(12.10) , ij .

-

92

. 3.

. l (t),
t > 0, ,

Z
L (x) = l (t)ext dt
(13.14)
0

().
. 13.1.
, l (t)
, . .
c, ,
Z
lim l (t) ect dt < .

.
: l (t) = Aet , t > 0,
> 0,

Z
Z
A
t xt
L (x) = Ae e dt = A e(x)t dt =
, x > ;
x
0

, = 0: A

A
.
x

2:
!

Z X
n
n
X
li (t)
li (t) ext dt =
i=1

i=1

n Z
X

li (t) ext dt =

i=1 0

n
X

Li (x) ,

i=1

1:

l (t)

Z
0

l (t)ext dt =

xt

dl (t) =

= l (0) + x

Z
0

l (t)ext dt = xL(x) l (0) .

13. -

13.1

l(t)

dl(t)
dt
n
X
li (t)

1
2

i=1

3
4
n
X

L(x)
xL(x) l(0)
n
X

c/x

cl(t)

cL(x)

ei t

1
pn (x)

p (i )
i=1 n
n

X ei t
1
+
pn (0)
i pn (i )

1
xpn (x)

i=1

n
X

i=1

g (i ) i t
e
pn (i )
lim l(t)

lim l(t)

Li (x)

i=1

t0

g (x)
pn (x)
lim xL(x)

x0

lim xL(x)

10

l (t/c)

cL (cx)

11

l (t c)

ecx L (x)

12

ect l (t)

L (x + c)

13

tl (t)

dL (x)
dx

:
n
Y
pn (x) =
(x i ) , i 6= j i 6= j ,
i=1

g (x) = x + m1 xm1 + ... + 1 x + 0 ,


m

m < n.

93

94

. 3.

5 n = 2.

p2 (x) = (x 1 ) (x 2 ) = x2 (1 + 2 ) x + 1 2
(
1 2 x = 1 ,
p2 (x) = 2x (1 + 2 ) p2 (x) |x=i =
2 1 x = 2 .


2
X
e 1 t
e i t
e 2 t
=
+

p2 (t)
1 2 2 1

i=1

1
1
+
=
(1 2 ) (x 1 ) (2 1 ) (x 2 )

1
1
=
, . . .
(x 1 ) (x 2 )
p2 (x)

6 n = 2.

e 1 t
e 2 t
1
+
+
=
p2 (0) 1 p2 (1 ) 2 p2 (2 )
=

e 1 t
e 2 t
1
+
+
.
1 2 1 (1 2 ) 2 (2 1 )

,
:

1
1

,
1 2
x1 2

e 1 t
1
,

1 (1 2 )
1 (1 2 ) (x 1 )
e 2 t
1

;
2 (2 1 )
2 (2 1 ) (x 2 )

1

.
xp2 (x)

13. -

95


:
- i (t) Li = Li (x). 13.7
13.8

n
n
P
P

xL

(
0
)
=

L
+
ji Lj , i = 1, 2, ... , n, (13.15)
i
i
ij
i

j=1
j=1
n

Li = 1/x,

(13.16)

i=1

(13.15) ;
Li (13.15), (13.16);
Li i (t).
.
13.2 ( 13.1).
(13.13). 14 . 13.1,
(
xL1 (x) 1 (0) = L1 (x) + L2 (x),
(13.17)
L1 (x) + L2 (x) = 1/x.
, 1 (0) = 1,

L2 (x) =

(x + ) L1 (x) 1

(13.18)

L1 (x) +

(x + ) L1 (x) 1
= 1/x

x+
L1 (x) =
= h + = i =
x (x + + )

1
+
. (13.19)
=
x (x ) x

96

. 3.

(13.19) :

h 4 6 . 13.1i
x (x )


i
1
et
h

+
=
1 e(+)t ,

+
1
h 5 . 13.1i et = e(+)t .
x
( 2 . 13.1),

(+)t
+
e

+ +


2 (t) = 1 1 (t) =
1 e(+)t .
+
L1 (x) 1 (t) =

(13.20)
(13.21)

i (t) . 32.

1 = lim 1 (t) =
2 = 1 1 =
.
t
+
+
1

2
2 (t)
0,5

1 (t)
1

ln
, >
+
2
. 32


, ,
i (t) t .

13. -

97

, :
,

i = lim i (t) > 0.


t

(13.22)

,
,
,
. i-

i- .
, , .
:
(13.22);
, (13.7),
(13.8), i (t) = i , i (t) = 0,

N
N
P
P

ij i =
ji j , i = 1, 2, ... , N ,
(13.23)

j=1
j=1

i = 1.

(13.24)

i=1

, (13.23) , :
i
N
P
ji j

j=1
N
P

ij i ;

j=1

, 8 . 13.1,

i = lim i (t) = lim xLi (x) .


t

4 ..

x0

98

. 3.

13.3 ( 13.1 13.2).


.
. 13.2.
(13.13) i (t) = i ,
i (t) = 0 ,
(
2 = 1

1 =
, 2 =
.
+
+
1 + 2 = 1
(13.19):

xL1 (x) =

x+

1 =
2 = 1 1 =
.
x + + x0
+
+

13.4. : (i=1), (i = 2)
(i = 3) 1 2 3 1 ... .
5, 1,
1 .
t t ,
(t = 0) .
,
, , , . 33.
1

5
2

1
. 33

( )

1 (t) = 3 (t) 51 (t),

2 (t) = 51 (t) 2 (t),

3 (t) = 2 (t) 3 (t),

1 (0 ) = 1 .

13. -

99

2 (t) = 51 (t) 2 (t),

(t) = (t) (t),


3

1 (t) + 2 (t) + 3 (t) = 1,

1 (0 ) = 1 .

xL2 = 5L1 L2 ,

xL3 = L2 L3 ,

L1 + L2 + L3 = 1 .
x

L1 =

(x + 1) L2
,
5

L3 =

L2
x+1

(x + 1) L2
L2
1
+ L2 +
= ,
5
x+1
x

L2 =

5 (x + 1)
5
L3 =
,
xp2 (x)
xp2 (x)

p2 (0) = 11;

= 2,38, 2 = 4,62,

1
1 2 p2 (x);
p2 (x) = x2 + 7x + 11

p2 (1 ) = 2,24,

p2 (x) = 2x + 7
p2 (2 ) = 2,24.

. 13.1 :
4*

100

L2 =

. 3.

5 (x + 1)
=
x (x 1 ) (x 2 )


1
1
=5
+

(x + 2,38) (x + 4,62) x (x + 2,38) (x + 4,62)

h 5 6i 2 (t) =


e4,62t e2,38t
1
e2,38t
e4,62t
=5
+
=
+
+
+
2,24
2,24
11 2,24(4,62) 2,24 (2,38)
h
i
= 5 0,09 + 0,26e2,38t 0,35e4,62t ;

5
L3 =

x (x + 2,38) (x + 4,62)
h
i
3 (t) = 5 0,09 + 0,1e4,62t 0,187e2,38t ;

, 1 (t) = 1 2 (t) 3 (t).


t , , 2 (t) 2 = 0,45; 3 (t) 3 = 0,45;
1 (t) 1 = 1 2 3 = 0,1.
. ,
90 % 10 % . ?

14.
( )
()
() (t) ,
:
S = {i} i =
= 0, 1, 2, ... , N 6 ;
i +1 (i i + 1) i , . .

P { (t + t) = i + 1| (t) = i} = i t + o (t) ,

1 (i i 1) i , . .

P { (t + t) = i 1| (t) = i} = i t + o (t) .

101

14.

:
(), i = 0 i, (),
i = 0 i.

- : . . 34 , 35
, 36 (14.1), (14.2)
(14.3).
0

1
1

0
1

2
2

i1
i

i1

i1

i+1
i+1

()

i+1

. 34

0 (t) = 1 1 (t) 0 0 (t),

.........................................

i (t) = i1 i1 (t) + i+1 i+1 (t) (i + i ) i (t),

.........................................

N (t) = N 1 N 1 (t) N N (t) , N < ,

i (t) = 1, 0 (0) = 1;

(14.1)

i=0

0
0

1
1

2
2

i1
i1

i+1
i+1

N1
N

()

. 35

0 (t) = 0 0 (t),

........................

i (t) = i1 i1 (t) i i (t),

........................

N (t) = N 1 N 1 (t);

(14.2)

102

. 3.

i1

i1

i+1

i+1

N
N

. 36

N (t) = N N (t),

........................
i (t) = i+1 i+1 (t) i i (t),

........................

(t) = (t).
0

(14.3)

1 1


: () ,
( ), ( ).
, .

, .


(). ,
,
( , )
.
(),
.
, ,
, ,
, , , , , -
.
, , . . (). , ,
i, j , k , ... . , ,

14.

103

, i .
.
m = 1, 2, ... . , ,
, , .
,
i .
.
,
()
, i (i ).
,
. , , ,
, . .
, .

,
, . . , , . .
14.1. , , , ,
(. .
).
, ,
. = 1, = 1.
,
.
.
i = 0, 1, 2, i .
. . 37. 0 = 1 = , = 1 ,
2 = 0.

104

. 3.

=1
0

1
=1

=1

. 37

0 (t) = 1 (t) 0 (t),

1 (t) = (t0 ) 21 (t),

2 (t) = 1 (t),

0 (0) = 1.

0 (t) = 1 (t) 0 (t),

2 (t) = 1 (t),

0 (t) + 1 (t) + 2 (t) = 1,

0 (0 ) = 1

xL0 1 = L1 L0 ,

xL2 = L1 ,

L0 + L1 + L2 = 1 .
x
:

L0 =

L1 + 1
,
x+1

L2 =

L1
x

L1 + 1
L1
1
1
1
+ L1 +
,
= L1 =
L2 =
x+1
x
x
p2 (x)
xp2 (x)

p2 (x) = x2 + 3x + 1 = (x + 0,38) (x + 2,62)


p2 (x) = 2x + 3 p2 (0,38) = 2,24,

14.

105

p2 (2,62) = 2,24 p2 (0) = 1.



1 (t) = 0,446 e0,38t + e2,62t ,

(t) = 1 0,17e0,38t 0,17e2,62t


2

1 (t) + 0 (t) = 1 2 (t) = 1,17e0,38t + 0,17e2,62t

.
1 = 0 = 0, 2 =
= 1, .
14.2.
, ( ). . 38, . . 0 = 2,
1 = = 1, 1 = = 1, 2 = 0.
=1
2

0
2 = 2

=1

. 38

0 (t) = 1 (t) 20 (t),

1 (t) = 20 (t) 21 (t),

2 (t) = 1 (t),

0 (0) = 1.

0 (t) = 1 (t) 20 (t),

2 (t) = 1 (t),
0 (t) + 1 (t) + 2 (t) = 1,

0 (0 ) = 1

106

. 3.

xL0 1 = L1 2L0 ,

xL2 = L1 ,

L0 + L1 + L2 = 1 .
x
:

L1 + 1
L1
, L2 =
x+2
x
,
L0 =

L1 (x) =

2
,
p2 (x)

L2 (x) =

2
,
xp2 (x)

p2 (x) = x2 + 4x + 2 = (x + 3,41) (x + 2,82)


p2 (x) = 2x + 4 p2 (3,41) = 2,82,
p2 (2,82) = 2,82 p2 (0) = 2.
:


1 (t) = 0,71 e0,59t e3,41t ,

(t) = 1 + 0,21e3,41t 1,2e0,59t


2

0 (t) + 1 (t) = 1 2 (t) = 1,2e0,59t 0,21e3,41t

.
t :

1 (t) 1 = 0,

2 (t) 2 = 1,

0 (t) 0 = 0.

, t=1

0,81 ,
0 (t) + 1 (t) =
0,66 .

15.

107

15.
( )
(, . .) . (t) ,
t, (0) = 0. , i . (t), M (t) D (t).
. . 35,
(14.2)

0 (t) = 0 0 (t),

........................
(15.1)
i (t) = i1 i1 (t) i i (t) ,

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

(t) =
N
N 1 N 1 (t)
0 (0) = 1.
0-
0 (t) = e0 t .
(15.2)
i- , 1 6 i 6 N 1,
.

i (t) = i i (t)

i (t) = ci ei t h ci = ci (t)i i (t) = ci (t) ei t

i (t) = ci (t) ei t ci (t) i ei t (15.3)

h i

ci (t) ei t ci (t) i ei t = i1 i1 (t) i ci (t) ei t


ci (t) = i1 i1 (t) ei t h 0 ti
Zt
ci (t) ci (0) = i1 i1 ( )ei d
0

h (15.3)i

108

. 3.

Zt

i (t) = [ci (0) + i1 i1 ( ) ei d ]ei t


0

h i (0) = ci (0) = 0
i > 1 i

i (t) = e

i t

Zt

i1 i1 ( ) ei d , (15.4)

(15.2)
0 (t) , 1 (t) , ..., N 1 (t). N < ,

N (t) = 1

N
1
X

i (t).

(15.5)

i=0

,
.
i =
( )
. 39.

i1

i+1

. 39

(14.2) . (15.2)

0 (t) = et , t > 0
Zt
D
t
(15.4): i (t) = e
i1 ( )e d ,
0

i = 1, 2, ... N

1 (t) = e

Zt
0

e e d = tet ,

t>0

109

15.

2 (t) = e

Zt

2 e e d =

(t) 2 t
e ,
2

t > 0, ... ,

i (t) =

(t) i t
e ,
i!

t > 0,

i > 0.

, ( ) t
(t) (0, t),
t. , :
NP
1
N (t) = 1
i (t), N < ;
i=0

M (t) = D (t) = t;
, ;
, (k + 1) , , (t, k).
i = i, i > 1
( )
. 40.

2
2

(i 1)

i1

i
i

i+1

(N 1)

. 40

(14.2),

1 (t) = 1 (t) ,

............................
i (t) = (i 1) i1 (t) ii (t) ,

............................

N (t) = (N 1)N 1 (t) .

110

. 3.

:
D
1 (t) = et , t > 0 (15.4):
it

i (t) = (i 1) e

Zt

i1 ( ) ei d ,

i = 2, 3, ...

2 (t) = e

2t

Zt
0

3 (t) = 2e



e e2 d = et 1 et ,

3t

Zt
0

t > 0 ... i (t) = e

t>0




2
e2 1 e d = et 1 et ,


i1
1 et
,

t > 0,

1 6 i 6 N 1.

, ( i = i) t
(t) (0, t),
p = et .
, :

1
1p
t 1 et ,
M (t) = = et , D (t) =
=
e
p
p2

N (t) = 1

NP
1

i (t).

i=1

i = (N i) , 0 6 i 6 N
( )
. 41.
0

1
N

2
(N 1)

i1

(N i+1) (N i)
. 41

i+1

111

15.

(14.2),

0 (t) = N 0 (t),

...................................
i (t) = (N i + 1) i1 (t) (N i) i (t),

...................................

N (t) = N 1 (t).

:
D
0 (t) = eN t , t > 0 (15.4):
(Ni)t

i (t) = e

Zt

(N i + 1)i1 ( ) e(Ni) d ,

i > 1,

i = 1, 2, ...

1 (t) = e

(N 1)t

Zt

N eN e(N 1) d =

= N e

(N 1)t

Zt
0



e d = N e(N 1)t 1 et =



N 1
1
1 et et
2 (t) =
= CN
=e

(N 2)t

Zt
0



N (N 1) e(N 1) 1 e e(N 2) d =

= N (N 1) e

(N 2)t

Zt
0



e 1 e d =



1
1 2 t
(N 2)t
= N (N 1) e
e
+ e
=

2
0


1
(N 2)t 1 2t
t
= N (N 1) e
e
e
+1 =
2
2

112

. 3.


2 
N 2
2
et
= CN
1 et
...


i 
N i
i
1 e t
et
, 0 6 i 6 N , t > 0.
i (t) = CN
(15.6)
, ( i = (N i) ) t
(t) (0, t), p = 1 et .
,


M (t) = N p = N 1 et ,



D (t) = N p (1 p) = N et 1 et .

,
14.
15.1. ,
(N 1) , .
.
,
. ,
N . i , ,
i , i = 1, 2, ... , N . t = 0
i = 0. i (t), i = 0, 1, 2, ... , N , t.
,
(t)i t
(N + 1) i = . i (t) =
e ,
i!
N

1
X
i = 0, 1, ... , N 1, N (t) = 1
i (t).
i=0

15.2. : ,
.
(N + 1) , . i ,
(N i) ; ,
i = (N i) ,

16.

113

i = 0, 1, 2, ... , N 1, N = 0.

i 
N i
i
i (t) = CN
1 et
et
, i = 0, 1, 2, ... , N.

16.
( )
(, , . .) . (t)
, t,
(0) = N (t) i = N , N 1, ... , 0.
, ,

i . (t),
.
. . 36, (14.3)

N (t) = N N (t),

........................
(16.1)
i (t) = i+1 i+1 (t) i i (t),

........................

(t) = (t)
1 1
0
N (0) = 1.
N -
N (t) = eN t , t > 0.
(16.2)
i- , 1 6 i 6 N 1,
.
i (t) = i i (t)

i (t) = ci ei t

h ci = ci (t)i i (t) = ci (t) ei t i (t) =


= ci (t) ei t i ci (t) ei t h i
ci (t) ei t i ci (t) ei t = i+1 i+1 (t) i ci (t) ei t

114

. 3.

ci (t) = i+1 ei t i+1 (t) h 0 ti


Zt

ci (t) ci (0) = i+1 i+1 ( ) ei d


0

h ci (t) i (t)i
Zt

i (t) = [ci (0) + i+1 i+1 ( ) et d ]ei t


0

h i (0) = ci (0) = 0
1 6 i 6 N 1 i

i (t) = e

i t

Zt

i+1 i+1 ( ) ei d , (16.3)

(16.2)
N (t) , N 1 (t) , ... , 1 (t),
N
X
0 (t) = 1
i (t),
i=1

M (t) =

N
X

ii (t),

D (t) =

i=1

N
X
i=1

i2 i (t) [M (t)]2 .

(16.4)

,
.
i = , 1 6 i 6 N
( )
. 42.
0

i1

i+1

. 42

(14.3) . N - (16.2)

115

16.

N (t) = et ,

D
t > 0 (16.3):
t

i (t) = e

Zt

i+1 (t)e d ,

i = N 1, N 2, ... , 1

N 1 (t) = e
N 2 (t) = e

Zt

Zt

e e d = tet ,

t>0

(t)2 t
e d =
e
...
2

i (t) = N (N i) (t) =
0 (t) = 1

N
X

(t)N i t
e ,
(N i)!

1 6 i 6 N;

i (t).

(16.5)

i=1

, ( i = ) t
, t,
(t) = N (t) ,
:

P { (t) = j} = P {N (t) = j} = P { (t) = N j} =


= N j (t) =

(t)j t
e .
j!

, M (t) = N t, D (t) = t.
i = i, 1 6 i 6 N
( )
. 43.
0

i1

i
. 43

i+1
(i+1)

116

. 3.

(16.1) :

N (t) = N N (t),

........................................

i (t) = (i + 1) i+1 (t) ii (t) , 1 6 i 6 N 1,


(16.6)
........................................

0 (t) = 1 (t) ,

N (0 ) = 1 .
N -

N (t) = eN t ,

t>0

(16.7)

(16.3):

it

i (t) = e

Zt

(i + 1)i+1 ( ) ei d ,

i = N 1, N 2, ... , 1

N 1 (t) = e

(N 1)t

Zt

Zt

(16.8)

E
,

N e(N 1) eN d =


= e(N 1)t N e d = e(N 1)t N 1 et =
0

1
= CN
et

=e

(N 2)t

N 1

Zt
0

1 et

N (N 1)

t > 0 N 2 (t) =


(N 1)e(N 2) N e(N 1) 1 e d =

= N (N 1) e

(N 2)t

Zt
0

2
= CN
et

N 2


e 1 e d =

1 et

N (N 2)

...

117

16.
j
N j (t) = CN
et

N j

i
i (t) = CN
et

i

1 et

N (N j)

1 et

N i

hi = N ji

0 6 i 6 N. (16.9)

, ( i = i) t (t) , et ,
t N (t)
,
1 et .
,

M (t) = N et , D (t) = N et 1 et .
i = (N i) , 1 6 i 6 N 1
( )
. 44.
0

(N 1)

2
(N 2)

i1
(N i)

N 1

i+1
(N i1)

. 44

(14.3) :

N 1 (t) = N 1 (t),

.....................................

i (t) = (N i 1) i+1 (t) (N i) i (t) ,

i = 1, 2, ... , N 2,

.....................................

0 (t) = (N 1) 1 (t).

N 1 (0) = 1.
(N 1)- :

118

. 3.

N 1 (t) = et ,

t>0
(Ni)t

i (t) = e

Zt

(16.3):

(N i 1) i+1 ( )e(Ni) d ,

i = N 2, N 3, ... , 1

N 2 (t) = e

2t

Zt

d = e

2t

=e

=e

1e

1e

N 3 (t) e


t 2

3t

Zt
0


1 t
e =


2e 1 e e3 d =

... N j (t) = et 1 et

hi = N ji i (t) = et 1 et
1 6 i 6 N 2 0 (t) = 1

N i1

N
1
X

j1

i (t). (16.10)

i=1

, ( i = (N i) ) t
(t) ,
et , (t) = N (t)


j1
P { (t) = j} = et 1 et
, j > 1.
,


1 et
= et et 1 .

2
t
e
, , . 16.1.
, , ,
, . . (N < ), (t) ( (t))
M (t) = N et ,

D (t) =

119

16.

16.1

(. 35)


(. 36)


Zt

i (t) = i1 ei t i1 ( )ei d ,

Zt
i (t) = i+1 ei t i+1 ( )ei d ,

0 (t) = e0 t , N (t) = 1

N
1
X

i (t) N (t) = eN t , 0 (t) = 1

i=0

N
X

i = , i = 0, 1, ... , N 1;

i = , i = 0, 1, ... , N ;

(t) t
e ,
i!
i = 0, 1, ... , N 1;
N
1
X
N (t) = 1
i (t),
i

i (t) =

i=0

i (t)

i=0

(t)N i t
e ,
(N i)!
i = N , N 1, ... , 1;
N
X
0 (t) = 1
i (t),

i (t) =

i=0

m = = t

m = N t, 2 = t

i = i, i = 1, ... , N 1;

i1
i (t) = et 1 et
,

i = i, i = 1, ... , N ;

i 
N i
i
i (t) = CN
et
1 et
,

i=1


m = et , 2 = et et 1



m = N et , 2 = N et 1 et

i = (N i), i = 0, 1, ... , N 1;

i 
N i
i
i (t) = CN
1 et
et
,

i = (N i), i = 0, 1, ... , N 1;

N i1
i (t) = et 1 et
,



2 = N et 1 et

i=0


m = N et , 2 = et et 1

i = 1, ... , N 1;
N
1
X
N (t) = 1
i (t),

i = 0, 1, ... , N ;


m = N 1 et ,

i = 0, 1, ... , N ;

i = N 2, N 1, ... , 1;
N
1
X
0 (t) = 1
i (t),

120

. 3.

, () t, (t) +
+ (t) = N , i + j = N . , ,
; , ,

(t) + (t) = N i + j = N
P { (t) = j} = P {(t) = N j = i}.
, : ,
i N j , j N i.
, ,
:

i (t) =

(t)N i t
e ,
(N i)!

i = N , N 1, ... , 1
j (t) =

(t)j t
e ,
j!

j = 0, 1, ... , N 1.

j = (N j)
i = i,

j (t) = et 1 et

N j1

j = N 2, ... , 1


i1
j (t) = et 1 et
,

i = 1, 2, ... , N 1.

!
16.1. 15.1 15.2 ,
N .
(t) .
:

17. c

121

i (t) = P { (t) = i} =

(t) e,t 0 6 i 6 N 1, i = ,
i!
=

i
N i
i
CN 1 et et
, 0 6 i 6 N , i = (N i) .

, j = N i,
(t)
,

j (t) = P { (t) = j} =

(t)N j t

e , 1 6 j 6 N , j = ,
(N j)!
=

N j
j t j

CN e
1 et
, j = j,

= , j = N i.

17. .
c

15 16 ,
i (t)
i i ,
. ,
, .

, . . .
(, , . .).
(t) ,
t. , , i i
.

122

. 3.


:
,
N < .
, ,

i = lim i (t) ,
t

, .
, . (. 34) ,
14:

0 (t) = 1 1 (t) 0 0 (t),

.........................................

i (t) = i1 i1 (t) + i+1 i+1 (t) (i + i ) i (t),

(17.1)
.........................................

N (t) = N 1 N 1 (t) N N (t) , N < ,

N
P

(t) = 1, (0) = 1.
i

i=0

(17.1) i (t) = i , i (t) = 0 i,

1 1 0 0 = 0,

...............................

i1 i1 + i+1 i+1 (i + i ) i = 0,

(17.2)
...............................

N 1 N 1 N N = 0,

i = 1.

i=0

. ( 13)
(17.2):
.

123

17. c

zi = i i + i+1 i+1 ,

0 6 i 6 N 1,

(17.3)

(17.2):

z0 = 0,

........
zi1 = zi ,

........

z
N 1 = 0 .

zi = 0, 0 6 i 6 N 1, , ,

zi1 = 0,

1 6 i 6 N h (17.3)i

i1 i1 = i i , 1 6 i 6 N ,
N
P

i = 1
i=0

i =

i1
i1 i2
i1 =

= ... =
i
i i1 i2
i

Y k1
i1 i2 ... ii
,
0 i = 0
i i1 ... i(i1)
k

1 6 i 6 N , (17.4)

k=1

0 +

N
X
i=1

i = 0 + 0

N Y
i
X
k1
=1
k
i=1 k=1

0 =

i
N Y
X
k1
1+
k
i=1 k=1

N , (17.5)
!1
Y
i
X
k1
0 = 1 +
.
k

!1

. (17.5)

(17.6)

i=1 k=1

(17.4) (17.5), . . N , ,
,

124

. 3.

(17.4) (17.6), . . N , ,
, (17.6)
, ,
k1
6 < 1,
k

(17.7)

. . , k .

:
,
,
(),
.
:
i = i (
), 
(M i) , 0 6 i 6 M ,
i =
(M
0, i > M
),
i = i ,
const
i =
i+1
( ).
:
m = 1
1 < m < m- ,
m = - ( ).
, , , , , . -,

125

17. c

; -, i , i -
, , m-
(
i, 1 6 i 6 m,
i =
(17.8)
m, i > m.
K
(K > m). K m
( ).
K = m ( ),
K = . (K + 1)-
, , . :
(
, i 6 K 1,
(17.9)
i =
0, i > K.
11 (N )
1. ( ) . 45.

i1

i+1

. 45

i = ,
(17.4)

i > 0;

i = ,

i > 1;

K = .

k1

= = i = 0 i , i > 1 (17.6)
k

!1

X
i
0 = 1 +

= h < 1i =

1
1

 1

i=1

= 1 i = (1 ) ,

i = 0, 1, 2, ... . (17.10)

126

. 3.


1 , ,

M () =
, D() =
.
1
(1 )2
2. . 46.
c

c/2

c/(i + 1)

c/i
i

i1

i+1

. 46

c
i =
, i > 0; i = > 1;
i+1

c/k
c
(17.4) k1 =
=
i =
k

K = .

i
Y
c
1
= 0
= 0 (c/)i , i = 0, 1, 2, ...
k
i!
k=1



 i
X
1 1
c

= ec/
< , (17.6) 0 = 1 +

i!
Dc

i=1

 i
c
1 c/
i =
e
,
i!

i = 0, 1, 2, ... . (17.11)

c/; ,
c
M () = D () = .

3. - . 47.

i1
i

2
. 47

i+1
(i + 1)

127

17. c

i = ,

i > 0;

i = i,

i > 1.

i
D
E
Y
k1

i
(17.4)
=

= i = 0
= 0
k
k

k
i!
k=1

h(17.6) , < 1i 0 =
i =

i
X

1+

i=1

i
e ,
i!

i!

!1

= e

i = 0, 1, 2, ... . (17.12)

= ;
,

M () = D () = .

4. m- . 48.

m1

m2

(m1)

m
m

m+1
m

. 48

i = ,

i = 0, 1, 2, ... ;

i =

i,

0 6 i 6 m,

im,

i > m;

K = .

i ,
i {0, 1, 2, ... , m} i {m + 1, m + 2, ... }.
i 6 m, (17.4)

D
E
Y
k1

i
=

= i = 0
= 0 .
k
k

k
i!
i

(17.13)

k=1

i > m, (17.4)
m

k1

=
=
i = 0
k
m
m
k
k=1

i
Y

i
= 0
,
m
m!mim
k=m+1
(17.14)

128

. 3.

(17.6) 0 =

m
X
i

1+

i=1

i!

i=m+1

i
m!mim

 1

5. . 49.
M

(M 1)

M 1

M 2

. 49

i =

(M i) ,
0,

0 6 i 6 M,

i > M;

i = ,

1 6 i 6 M.

E
= i =

(17.4) (17.6):
k1
k

(M k + 1) ,

0, k > M

16k6M

i
i
Y
Y
(M k + 1)
= 0
= 0
(M k + 1) =

k=1

k=1

= 0 i M (M 1) (M 2) ... (M i + 1) =
= 0 i

M (M 1) (M 2) ... (M i + 1) (M i) ... 1
=
(M i) (M i 1) ... 1

= 0 i

M!
,
(M i)!

1 6 i 6 M i = 0,

0 =

M
X
i=0

i > M,

M!

(M i)!
i

!1

. (17.15)

17. c

129

6. K , (K > m = 1) . 50.

K1

K2

. 50

i =

0,

i > K,

0 6 i < K;

i = ,

1 6 i 6 K.

C (17.4) (17.6)

D
E
k1 , 1 6 k 6 K ,

=<1

0, k > K

0 Q = 0 i , 1 6 i 6 K ,
i =

k=1

0, i > K
K
X

0 =

i=0

!1

1
. (17.16)
1 K+1

7. m-
. 51.

m2

m1

(m1)

m
m

. 51

i =

0 6 i 6 m 1,

0,

i > m;

5 ..

i = i,

1 6 i 6 m;

K = m.

130

. 3.

(17.4) (17.6)
k1
k

, 1 6 k 6 m,
D
E
k
=

0, k > m

i
Y

i
= 0 , 1 6 i 6 m (17.17)
k
i!
k=1
!1
m
X
i
i > m 0 =
.
i!

i = 0

i = 0,

i=0

8. -
( M ) . 52.
M

(M 1)

M 2

M 1

(M 1)

M
M

. 52

i =

(M i) ,
0,

0 6 i 6 M 1,

i > M;
i =

i,
0,

1 6 i 6 M,

i > M;

K = M = m.

(17.4) (17.6)

k1
=

(M k+1)
,
k

0,

k>M

1 6 k 6 M,

E
=



i
Y
M k+1
M 1 M 2 M i+1
i
i = 0
= 0 M

...
=
k
2
3
i
k=1

131

17. c

= 0

i M (M 1) ... (M i + 1) (M i) (M i 1) ...1

=
i!
(M i) (M i 1) ...1
= 0 i

M!
i i
= 0 CM
,
i! (M i)!

i = 0,

M
X

i > M 0 =

16i6M
i i
CM

i=0

!1

= (1 + )M .
(17.18)

9. m-
( M ) K
, . 53.
M (M 1)

m2

m1

(m1)

(M K+1)

(M m)

(M m+2)

m
m

m+1

K1

. 53

M > K > m;

i =

(M i) ,
0,

0 6 i 6 K 1,

i > K;
i =

i,
m,

0 6 i 6 m,

m < i 6 K.

i :
[
{0 6 i 6 m} {m + 1 6 i 6 K}.

0 6 i 6 m, 8 M = m
k1
(M K + 1)
i i
=
i = 0 CM
;
k
k

m + 1 6 i 6 K , (17.4) (17.7)
D
E
k1
(M k + 1)
=

=
k
m

i
i
m
Y
Y
Y
k1
k1
i = 0
= 0
=
k
k
k=1

5*

k=m+1 k=1

(17.19)

132

. 3.

m
DY
E
k1
i i
m m
= CM
|i=m = CM

=
k
k=1

m m
0 CM

i
Y
M k+1
=
m

k=m+1

m
0 CM

i
Y
i
(M k + 1) =
mim
k=m+1

m
= 0 CM

i
(M m) (M m 1) ... (M i + 1) =
mim

m
= 0 CM

i
(M m)!
i!
i i

= 0 CM

. (17.20)
im
m
(M i)!
m!mim

0 =

m
X

K
X

i i
CM
+

i=m+1

i=0

i!
i i
CM

m!mim

!1

9
10. m-
M > K = m (. 54).
M

(M m+2) (M m+1)

(M 1)

m2

m1

(m1)

. 54

(17.19) (17.20)
:
i i
CM
i = P
,
m
k k
CM
k=0

i = 0, 1, 2, ... , m.

(17.21)

133

11. m- ,
M ,
. . M = K > m . 55.
M

(M 1)

(M m)
m

m1
m

m+1

M 1
m

. 55

(17.19), (17.20) ,

0 =

m
X
i=0

i i
CM
+

M
X

i=m+1

i!
i i
CM

m!mim

!1

1. .., ..
. : . 1991.
2. - ..
. .: , 1969.
3. .., ..
. .: , 1987.
4. . . .: , 1979.
5. .
. .: , 1965.
6. . .
.: , 1964.


.
, , ,
, ,
. . 24
,
; , 57 ,
.
;
, , , . , , .
, ,
, ,
.

1. ()
1.1. (t) = c, c .
, D ; ?
: M (t) = c, D (t) = K (t, t ) = 0; .

1.2. (t) = , N m, 2 . ,
D, ; ?
: M (t) = m, D(t) = K (t, t ) = 2 ; C .
1.3. (t) f (t).
, D, , ?
: M (t) = f (t) , D (t) = K (t, t ) = 0; , f (t) = const, .

1. ()

1.4. (t) = f (t) +

n
P

135

i i (t), f (t)

i=1

i (t) , i M i =
= 0 Di = i2 . , D .
n
P
: M (t) = f (t), D (t) =
i2 2i (t), K (t, t ) =

n
P

i=1

i=1

i2 i (t) i (t ).

1.5. , D, (t) = a (t) + b (t)


(t) = c (t) + d(t), a (t), b (t), c (t), d (t)
, m 2 .
.

M (t) = a (t) m + b (t) ,

M (t) = c (t) m + d (t) ,

D(t) = a2 (t) 2 , D (t) = c2 (t) 2 ,





K t, t = cov a (t) + b(t), c t + d t =
 

= cov a (t) , a t = a (t) a t 2 ,




K t, t = cov a (t) + b (t) , c t + d t =
 

= cov a (t) , c t = a (t) c t 2 .

1.6. (t) = 1 cos 1 t + 2 sin 1 t (t) = 1 cos 2 t +


+ 2 sin 2 t , 1 , 2 , 1 , 2 ,
, , Di = 1, Di = 4,
,

1 0,5

2
2

0,5
1
1

0,5

0,5

t = 0, t = 1.

136

.


K t, t = cov 1 cos 1 t + 2 sin 1 t, 1 cos 2 t + 2 sin 2 t =

= cos 1 t cos 2 t cov (1 , 1 ) + cos 1 t sin 2 t cov (1 , 2 ) +

+ sin 1 t cos 2 t cov (2 , 1 ) + sin 1 t sin 2 t cov (2 , 2 ) =


= cos 1 t cos 2 t 0,5 1 2 + sin 1 t sin 2 t (0,5) 1 2 =


= cos 1 t + 2 t ;



K t, t = cos 1 t + 2 t |t=0,t =1 = cos 2 .


1.7. (t) = cos (t ) , N 0, 2 ,
R (0, 2) , > 0 .
, D, ; ?
.

(t) = cos (t ) = (cos t cos + sin t sin ) =


= hU = cos , V = sin i = U cos t + V sin t.
D
U V :
M cos = M sin = 0,
=

2Z
0

M sin2 = M cos2 =

1
1
cos2 x dx =
2
4

2Z

(1 + cos 2x) dx =

M sin cos = M

2
1
= ,
4
2

1
sin 2 = 0
2

M U = M M cos = 0 hi M V = 0
DU = M ( cos )2 = M 2 M cos2 = 2 M cos2 =
hi DV = M ( sin )2 =

cov (U , V ) = M U V = M 2 sin cos = 2 M sin cos = 0


h U V i D (t) =

1. ()

137


2
K t, t =
2

= cov U cos t + V sin t, U cos t + V sin t =


= cov U cos t, U cos t + cov V sin t, V sin t =
= cos2 tDU + sin2 tDV =

= DU cos t cos t + DV sin t sin t =

2
cos (t t)
2

(t) .
1.8. (t) =

N
P

i=0


i cos (i t i ), i N 0, i2 ,

i R (0, 2), i = 0, 1, 2, ... , n . , D,


; ?
. 1.7 i (t) = Ui cos i t +
+ Vi sin i t Ui Vi c ,
2
2
,
, Ki (t, t ) = i cos i (t t).
2
2
, (t)

n
X
M (t) =
M i (t) = 0,
i=0

D (t) =

n
X

Di (t) =

i=0


K t, t =

n
X
i=0

 1
Ki t, t =
2

.
1.9. (t) =

n
P

1X 2
i ,
2
i=0

n
X
i=0


i2 cos i t t

ai i (t) + b, i (t) -

i=0

M i (t) = mi , Di (t) = i2 , Ki ( ), ai , b
. (t);
?
n
n
P
P
: M (t) =
ai mi , K ( ) =
a2i Ki ( ), (t) .

i=1

i=0

138

1.10. (t) =

n
Q

i (t), i (t)

i=1

M i (t) = mi Ki ( ), i = 1, 2, ... , n. (t).


n
n
Q
Q
mi , K ( ) =
Ki ( ), (t) : M (t) =
i=1

i=1

1.11. , (t) = cos (t + ) (t) = sin (t + ),


R (0, 2), .
.

1
M (t) =
2

2Z

1
cos (t + x)dx = 0, M (t) =
2

2Z

sin (t + x)dx = 0,




K t, t = M (t) t = M cos(t + ) cos t + =



1
M [cos t t + cos t + t + 2 ] =
2



= t t = , M cos t + t + 2 = 0 =
=

K ( )
1
1
1
= cos ,
cos D (t) = cos 0 = r ( ) =
2
2
2
K (0)

 1
1
K t, t = cos D (t) = r ( ) = cos ,
2
2



t, t = M (t) t = M cos (t + ) sin t + =
=



1
M [sin t t + sin t + t + 2 ] =
2

1
 1
1
2 sin
sin t t = sin r ( ) = q
= sin .
2
2
1 1

2 2

, (t) (t) .

1. ()

139

1.12. (t) = 1 cos t +


+ 2 sin t, 1 2
, .
.

M (t) = M 1 cos t + M 2 sin t = 0,


D (t) = D1 cos2 t + D2 sin2 t = 1,

K t, t = cov[1 cos t + 2 sin t, 1 cos t + 2 sin t ] =




= cov 1 cos t, 1 cos t + cov 2 sin t, 2 sin t =


= cos t cos t + sin t sin t = cos t t = r t, t .
2

1.13. (t) K ( ) = aeb ,


a > 0, b > 0 . (t) = c (t),
c > 0 .
2
: K (t, t ) = ac2 eb .
1.14. (t) (t) = (t),
(t) = t + sin t + cos t,
?
. M (t) = t (t) ,
(t) = sin t + cos t M (t) = 0


K t, t = cov sin t + cos t, sin t + cos t =


= cov sin t, sin t + cov cos t, cos t =

= 2 sin t sin t + 2 cos t cos t =



= h = = i = 2 cos t t (t) .

1.15. (t) = sin t + cos t (t) =


= cos t + sin t ,

.
.


K t, t = cov sin t + cos t, sin t + cos t =


= cov sin t, sin t + cov cos t, cos t =

140


= sin t sin t D + cos t cos t D = cos t t hi


K t, t = cos t t ;


K t, t = cov sin t + cos t, cos t + sin t =


= cov sin t, cos t + +cov cos t, sin t =

= sin t cos t + cos t sin t = sin t t

1.16. (t) = (t) + (t)


(t) = (t) (t) , (t) , (t)
.
.

M (t) = m (t) + (t) ,

M (t) = m (t) (t) ,




K t, t = cov (t) + (t) , t + t =
K



= cov (t) , t = K t, t ,





t, t = cov (t) (t) , t t = (t) t K t, t ,




K t, t = cov (t) + (t) , t t =




= cov (t) , t t = t K t, t .

1.17. (t) =
= a (t) (t) + b (t) , a(t) b(t)
, K (t, t ) m (t) .
1.18. (t) =

n
P

i=1

(i cos it + i sin it), -

i i , M i = M i i, Di = Di = i2
i. (t) ?
n
P
: K (t, t ) =
i2 cos i (t t) .
i=1

2.

141

1.19. (t) = e(+)t ,



(, ) N N m1 , m2 , 12 , 22 , r .
1.20. (t) = t (1 + t),
R(0, 1).

1.21. (t) = 2 cos 2t +


+ sin t, (, ) N N (0, 0, 1, 1, 0) .
1.22. 1 (t) = 1 cos2 1 t + 2 sin2 2 t 2 (t) =
= 1 cos2 2 t + 2 sin2 2 t, i , i ,
,

0,5, i = j = 1,
r (i , j ) = 0,5, i = j = 2,

ij = 2.
0,

1.23. (t) (t)




2

m (t) = t2 , K t, t = ea(t+t ) ; m (t) = 1, K t, t = eb(t t) .


(t) = (t) + t (t) + cos t.

1.24. (t) (t)




2

m (t) = t, 5K t, t = tt ; m (t) = t, K t, t = tt ea (t+t ) .

(t) = t2 [ (t) + (t)].


(t), (t) (t)
(
1 |t t|, |t t| < 1,


K t, t =
0,
|t t| > 1?

2.

, .
2.1. ,
p

142

.
. ,
a .
, . b
.
, ,
.
. : i = 1 (i = 2)
() .
, . 56.

P =

1 (1 p)a (1 p)a
1

1p
b

1p
b

1(1p)a
1(1p)a

1
(1p)
b

1
1 (1p)
b
. 56

P = ,
N
P
h i

i = 1
i=1

(1 p)a + 1 p = ,
1
2
2
b

h i

1 + 2 = 1
1p
b h i
1 =
(1 p)a 2
1

143

2.

1
1p
1

b + 1
2 =
h i
(1 p)a

1
1
1p
1p
1p
1
1 b 1 b


b + 1
=
+
1
,


a
a
(1 p)a

(1 p)
(1 p)

h i =

2.2. .
. (N = 6).
, , . .
, ,
, (. 57). , ,
. 58,
(
0, i = j , j = 7 i, 1 6 i, j 6 6;
pij =
1 /4
.

= 1/4 i.
1
2

6
. 57

. 58

144

2.3. () . p = 0,2
q = 0,7.
i {0, 1, 2, 3}, i .
,
.
: . . 59,

p2j

p1j

p3,j

= C33j p3j (1 p)j ,

j = 0, 1, 2, 3;

p2 (1 q),

j = 0,

(1 q)C21 p(1 p) + p2 q ,
(1 p)(1

q)2

qC21 p(1

(1 q)2 q ,

j = 1,
p),

p(1 q)2 ,

(1 p)(1 q)2 + pC 1 q(1 q),


2
=
1 q(1 q) + pq 2 ,

(
1

p)C

2
(1 p)q ,
p0j = C3j q j (1 q)3j ,

j = 2,
j = 3;
j = 0,
j = 1,
j = 2,
j = 3;

j = 0, 1, 2, 3.

2
. 59

2.4. .
p1 ,
p2 . ; ,
,
.

2.

145

. :
i = 1 (i = 3), 2 ( ) () ;
i = 1 (i = 4), 2
() .
. 60
.
1

4
. 60

1
X

C3i p1i (1 p1 )3i ,


P1 = P {i = 1} =

i=0

C3i p1i (1 p1 )3i ,


P2 = P {i = 2} =

i=2

P
=
P
{i
=
3
}
=
C3i p2i (1 p2 )3i ,

i=0

C3i p2i (1 p2 )3i ;

P4 = P {i = 4} =

i=2

0
0
P3 1 P3

P1 1 P1 0
0

P =
P1 1 P1 0
0

0
0
P3 1 P3

146

,
=
1

1 P1 1 P3

2+
+

P1
P3

(2 + 3 )P1 = 1 ,

(2 + 3 )(1 P1 ) = 2 ,

1 P1
1 ,
2 = P
1
(1 + 4 )P3 = 3 ,

3 = 1 ,

1 + 2 + 3 + 4 = 1

1 P3

4 =
1 .
P3

2.5. ( ,
) (,), (,), (,), (,)
. (n, n + 1)-
, , (,), (n + 1, n + 2)-
(,) (,),
.
: . 61.
1/2

1/2

1/2
1/2

1/2

1/2

1/2

1/2

. 61

2.6. :
, ,
, , ,
,
, ,
.

147

2.

2.7. . ,

, , . 2.1.
2.1

p (x)

0,05

0,15

0,25

0,25

0,20

0,10

5 .
.

: .
. 62.


0,05
1
1
0,15

0,10

0,25
0,25

0,20

. 62

2.8. M ( m
) K ( k ). M
p q = p 1. i = 0, 1, 2, ... m +
+ k M .
i = 0 ( M ) i = m + k ( K ).
(. 2.2).
2.2

0,5

0,6

0,5

148

( 1): .


1
0 0 0 0

0,616 0 0 0 0


0,360 0 0 0 0
=
0,190 0 0 0 0

0,076 0 0 0 0
0
0 0 0 0
1

0,4

. 63,

0
0,384

0,640
.
0,810

0,924
1

0,6

1
0,4

5
0,4

0,6

0,4

0,6

0,6
. 63

2.9. .
0,1,2,. . .
.
. i ,
j , . 2.3.
2.3

PP
PP j
PP
i
P

0,2

0,2

0,3

0,2

0,1

0,3

0,4

0,2

0,1

0,1

0,4

0,3

0,2

0,2

0,5

0,3

0,5

0,5

1,0

149

2.

: . . 64.
0,3

0
0,1

0,2
0,2

1
0,2

0,3

4
0,5

0,1

0,1

0,2

0,4

0,2
0,3
0,3
0,5

0,4

0,2

0,5

. 64

2.10. . : , , , , . 1
. 60 % ,
. 19 %
,
, , ,
. 50 % , ,
.
2.11. ()
0 . , 0
1, 2; 1
3, 4; 2 4,
5; 3, 4, 5 0.
0 2, 1 3, 2 4, ,
, ,
.
: 3 5 0 4.
:
, .

150

2.12. ,
.
1 2,
, :
, 3,
, 4.
3, 4,
5,

1,
.
,


,
.
:

11/36 9/36 16/36


1 /3 1 /3 1 /3

11/36 9/36 16/36


1 /3 1 /3 1 /3

,
.
1 /2 1 /2

1 /2 1 /2

1 /2 1 /2
1 /2 1 /2
2.13. A B . A p q = p 1. ,
.
: . 65.
0-0

1-0

0-1

1-1

0-2

2-0

1
2-1

1-2

1
. 65

151

2.

2.14. 1,2,. . ., 6. i- . (2, 3, 4, 5)


i 1 i + 1 . (i = 1, 6)
.
: . . 66.
1/2

1/2

1/3

1/2

1/3
1/3

1/3

1/2

1/3
1/2

1/3

1/2

1/2

1/2
. 66

2.15. A, B , C . A
2/3, B 1/2, C 1/3. ( )
.
.
.
:

: , A, B , C , (A, B ), (A, C ),
(B , C ) (A, B , C ).
: . 67.

A, C

B, C

A, B , C

. 67

2.16. N . i j
,
j .

152

: pij = cj , c =

j 6N

j ,

j , i , .

2.17. . N . i- ,
pi , . . (N + 1)-e
, qi = 1 pi
(i + 1)-, i 6 N 1.
.
N -
q1
q2
q3
q4
,
3
2
4
5
1
(N + 2)- .
:
p2 p3 p4 p5
p1

q5
6

N = 5,

N = 5, pi = i/(N + 1),
i = 1, 2, ... N.

pi = 0,5 i;

1
. 68

: . 68.

2.18. .
: , , , , ,
. ;
, ,
, , ,
. .
.
,
i\j
1
2
3
4
5
6

0 1 /5 1 /5
0
0 1 /3
1 /5 1 /5 0
0
0
0
0 1 /4 1 /4

1 /5
1 /3
1 /5
1 /2
1 /4

1 /5 1 /5
1 /3 0
.

1 /5 1 /5

0 1 /2
1 /4 0

. : (1), (2,3,4), (5,6).

2.

153

,
, .
: . 69.
2

4
. 69

2.19. N N
, N . .

.
.
. pjk : k
, j
0 6 j , k 6 N . (j , N j)
,
(N j , j). :
j j + 1,
, ,
,


N j 2
pi,j+1 =
;
N

j j 1, ,
, ,
 2
j
pi,j1 =
;
N
j j .
(j j + 1) (j j 1), . .

154

pj ,j = 1

j
N

2

N j
N

2

2j(N j)
,
N2

j = 0, 1, 2, ... N.

N = 5,
. .
70,
j\k
0

2
P = 3

4
1

0
1
0
0
0
0
1/25 8/25 16/25
0
0
0
0
4/25 12/25 9/25
0
0
0
0
9/25 12/25 4/25 0
0
0
0
16/25 8/25 1/25
0
0
0
0
1
0

. 70

;
( P )

1/25 1 = 0 ,

0 + 8/25 1 + 4/25 2 = 1 ,

16/25 + 12/25 + 9/25 = ,


1
2
3
2

4
/
25

+
8
/
25

4
4
3
5

1/25 4 = 5 ,

0 + 1 + 2 + 3 + 4 + 5 = 1.

2.20. N N . i
, i = 0, 1, 2, ... N .

. i j . i , -, i + 1,

2.

155

, , -, i,
. ,

N i
i
, i = 0, 1, 2, ... N 1; pi,i = , i = 0, 1, 2, ... N.
N
N
. 71,
.
pi,i+1 =

1/N
1

0
1

2/N

2
N 1
N

N 2
N
. 71

2.21. . t0 < t1 < t2 < ...


,
. , ,
, .
:

(x, y , z), x, y , z ,
, x + y + z = 2;
(0,0,2) (0,2,0)
(0,1,1) 1;
(0,1,1)
(0,0,2) (0,2,0) 1/2;
(1,1,0) (0,2,0)
(0,1,1) 1/4 (1,0,1) 1/2 . .
2.22. M N .
n .
, n
. : M = 5, N = 3, n = 2; M = 8,
N = 5, n = 3.
:

;


, m

156

(n m) , S ,
C m C nm
T , T nST .
CS
2.23. 1 2 N .
.
1 p 2
q = 1 p.
. i 1, 0 6 i 6 N . 1 2
i (N i) .
N i
i i + 1,

N
2 p 1 pi,i+1 =
i
N i
=
p. i i 1,
N
N
1 q
i
q .
2 pi,i1 =
N
i
N i
i
N i
pi,i = 1 pi,i1 pi,i+1 = 1 q
p=
p+
q.
N
N
N
N
N = 5 . 72.
.
1
q
5

2
q
5

0
p

1
4
p+ q
5
5

4
p
5

4
q
5

3
q
5

3
p
5

2
3
p+ q
5
5

3
2
p+ q
5
5

2
p
5

1
p
5

4
1
p+ q
5
5

. 72

2.24. 1 2 N .
p.
1, 2.

,
.
:
i = 1, 0 6 i 6 N , i = 0, N
;

157

2.

pi,i+1 =
pi,i =

pq ,
q2,

i ,
i ;

pi,i1 =

pq ,

i ,

p2 ,

i ;

p2 + q 2 , i ,
2pq ,

i .

2.25. 1 2 N .
1 p1 = i/N 2 p2 = (N i)/N , i
(N i) 1 ( 2).

.
. i = 1 =
(0 6 i 6 N ),
i j . i i + 1, 2 ( p2 ) 1
i(N i)
( p1 ) pi,i+1 = p1 p2 =
.
N2
i i 1, 1
2; ,
pi,i1 = pi,i+1 pi,i = 1 pi,i+1 pi,i+1 =

i(N i)
i2 + (N i)2
=
.
N2
N2
. 73 ( N = 5)
. .
=12

P =

i\j

0,8
0,6
0,4
0,2

0,2
0,4
0,6
0,8

3
2
4

2.262.29
. ,
. . 7477. ,
.

158


4/25

6/25

4/25

6/25

2
6/25

17/25

6/25
13/25

4/25

4/25
13/25

17/25

. 73

(

). , ,
,
.
2.26. . . 74.

2
3
5

7
9

8
. 74

.
i\j

P =

1 /3 1 /3 1 /3
1

1 /4
1 /4
2 1 /4
1 /4 1 /4
1 /4 1 /4
3

1 /4
1 /4
4 1 /4

1 /6 1 /6 1 /6
5

1 /4
1 /4
6

7
1 /4

8
9

1 /4

1 /6 1 /6
1 /4
1 /4
1 /3 1 /3
1 /4 1 /4
1 /4

1 /4
1 /6
1 /4
1 /4 1 /4
1 /3
1 /4

. ,
,

2.

159

(1) (2, 3, 4) (1, 2, 3, 4, 5, 6, 9)


h i
(1, 2, 3, 4, 5, 6, 9) (1, 2, ... , 9) (1, 2, ... , 9)
(1, 2, 3, 4, 5, 6, 9) h
i h i.
2.27. . . 75.

. 75

2.28. . . 76.

. 76

2.29. . . 77.

. 77

2.302.33
.
,
. ,

160

( )
, . .
(. ),
N ,
, .
. N , . i j i j ,
i j .
j , i j , pij =
= 1/ki , ki , i.
, ,
. 78, 8082.
2.30. . . 78.
4

. 78

. 79.
.
i\j

1
3

1
4

P =

1 /3
5 1 /3

6 1 /3 1 /3

7
1 /3 1 /3

8
1 /3 1 /3
2

1 /3
1 /3
1 /3
1 /3
1 /4 1 /4 1 /4 1 /4

161

2.

. 79

Sc = {1, 2, 3, 4},

S = {5, 6, 7, 8, 9},

T = {pij : i S , j S },
R = {pij : i S , j Sc },
Q = {pij : i S , j S },
0 = {pij : i S , j S };
i\j
5

R(n) B =
n

8
6

0,417
0,417
0,417
0,083
0,25

0,083
0,417
0,083
0,083
0,25

0,083
0,083
0,417
0,417
0,25

0,417
0,083
0,083
0,417
0,25

T , R, Q, 0 , B
.
2.31. . . 80.

. 80
6 ..

162

2.32. . . 81.

. 81

2.33. . . 82.

. 82

:
b r .
, c
d . .
n , n = 1, 2, ... , n
. . ,
n = 1, , n- ,
, n = 0 , :

P {n = 1 | n1 = 1, n2 = 1} =

b2
,
b+r2

3.

P {n = 1 | n1 = 1, n2 = 0} =

163

b2
,
b+r2

. . , , n .
(n , n ), n = 1, 2, ... ,
n (n ) () n-
, .
2.34. , , ,
n n n
C
n n + n .
2.34. b = r = 2, c = 1, d = 0.
2.35. b = 2, r = 3, c = 1, d = 1 ( ).
2.36. b = 3, r = 5, c = 1, d = 0, C = 12 ( ).
2.37. b = 3, r = 5, c = 0, d = 1, C = 12 (
).

3.

.
, A = (aij )
aij = 1, i j , aij = 0
.
, ,
,
.

,
.
6*

164

3.1.

3.2.

1 2 3 4 5 6 7 8 9 10

2
1
1
1

3
1
1 1

4
1

1
5

1
1 1 1
6

1
1 1
7

1
9
1
10
1

1
1 1
1
1
1

3.5.
1

10

10

1 1
1 1 1
1 1

1
1 1
1
1

1 2 3 4 5 6 7 8 9 10

3
1

41
1
1
1 1

1
1
1 1
51 1

1
6

1
1
7

1
8

1
9
1 1
10
2

3.6.

1 2 3 4 5 6 7 8 9 10

3
1

1
5

1
1
8

1
9
2

1 1

3.4.

1 2 3 4 5 6 7 8 9 10

3
1

1
6

1 1 1

1
7

1 1
1
1
8

1
9
1
10
2

1 2 3 4 5 6 7 8 9 10

1 1
5

1
6

1
7

8 1

9
2

3.3.
1

1
1
1
1
1 1
1
1
1

1 1

9
2

10

1 2 3 4 5 6 7 8 9 10

1 1
1 1
1 1
1
1 1 1
1
1 1 1
1
1
1
1
1
1
1 1
1 1
1

165

3.

3.7.

3.8.

1 2 3 4 5 6 7 8 9 10

1
3
1

4
1

5 1

1 1
6

1
9
1
10
2

1 1

3.9.

1
1

10

9
2

10

1
1

9
2

1 2 3 4 5 6 7 8 9 10

1 1 1 1

1 1
1
1

1 1
1
1
1

10

1
1
1

3.12.

1 2 3 4 5 6 7 8 9 10

1 1

1
1 1
1
1

1
1

1
1

1 1
1
1

1 2 3 4 5 6 7 8 9 10

3 1

4
1 1
1

1 1 1 1
1
5

1
6

1
1
7

1
8

1 1
9
1
10
2

3.11.
1

3.10.

1 2 3 4 5 6 7 8 9 10

1
3

4
1
1

1
5

1
6

1
8 1 1

9
2

1 2 3 4 5 6 7 8 9 10

2
1
1
1

3
1

4
1

1
1
1
1
1
5

1
1
1
6

1
7

1
8

1
9
1
10
1

166

3.13.

3.14.

1 2 3 4 5 6 7 8 9 10

1
3
1 1

4
1

1
5

1
1
6

1
7

9
2

10

1 1

1
1
1 1
1

1
2
1 1
1 1

3 1 1
1
1 1

4
1

1 1
1
5

1
6

1 1 1 1
7

1 1 1
1 1
8

1
1
1
9
1
10

3.15.
1

3.16.

1 2 3 4 5 6 7 8 9 10

1
1
1 1 1

1
1
1

1 1

1 1
1

1 1

1
1 1
1
1 1

7 1

9
2

10

9
2

10

3.17.
1

9
2

10

1 2 3 4 5 6 7 8 9 10

1 2 3 4 5 6 7 8 9 10

1 1

1
1
1

1
1
1 1
1
1

1 1
1
1
1

3.18.

1 2 3 4 5 6 7 8 9 10

1
1
1

1
1

1 1 1
1
1

1
1
1
1

1 1
1 1 1
1 1
1
1

1 2 3 4 5 6 7 8 9 10

1
1

3
1

4 1
1

1
1
5 1

1
1
1
6

1
7

1
8

1
9
1
10
2

167

3.

3.19.

3.20.

1 2 3 4 5 6 7 8 9 10

1
3

4
1
1 1
1

1
5

1
1
6

1
1
1 1
7

1
1
1
8 1

1
9
1
10
2

1 1

1
1 1 1 1

1 1

1 1

1
1

10

9
2

10

1 2 3 4 5 6 7 8 9 10

1
1
1 1

1
3
1
1 1

4
1 1

1
1
5

1
1
1
6

1
1
7

81

1 1
1 1
1 1
9
1 1
1
10
2

3.23.
1

3.22.

1 2 3 4 5 6 7 8 9 10

4
1

5
1
6
1 1 1

9
2

1 2 3 4 5 6 7 8 9 10

3
1

4
1
1
1

1
5
1 1

1 1
6

1
1
1 1
7

1
8

1
9
1
10
2

3.21.
1

3.24.

1 2 3 4 5 6 7 8 9 10

1 1

1
1

1
1

1
1
1

1
1
1

1 1

1 2 3 4 5 6 7 8 9 10

1
1

1
3

4
1

1
8

1
9
2

10

1
1

1 1

168

3.25.

3.26.

1 2 3 4 5 6 7 8 9 10

3 1 1
1

4
1 1

1
1
1
5

1 1 1
6

1
7

1
8

1
9
1
10
2

1
2
3
4
5
6
7
8
9
10

3.27.

10

1 2 3 4 5 6 7 8 9 10

1
1 1

1 1

1 1

1 1

1 1 1
1 1
1
1
1

1 1 1

1
1

1
1 1
1

1 1
1
1
1 1
1

1 2 3 4 5 6 7 8 9 10

1 1
1
1

4
1
1

1 1
1
5

1
1
1 1
6
1 1

7 1 1

1
1
1
8

1
1
9
1 1 1 1
10
2

3.293.67 .
3.29.

1
1 1 1 1 1

1
1 1

1
1 1

1 1 1 1 1
1

3.28.

1 2 3 4 5 6 7 8 9 10

1 1
3

4 1

5 1

6
1

1
8

9
2

169

3.

3.30.
4

10

9
8

10

3.31.
1

3.32.
1

2
6
5

7
10

3.33.
3

7
6
8
10

170

3.34.
7
6

5
1

3.35.
1

3.36.

3.37.
2
1

3
6

7
8

5
10

171

3.

3.38.

3.39.

3.40.

3.41.

10

2
3

7
9
10

172

3.42.
3

7
8

10

3.43.

3.44.
1

10

3.45.
3

1
2

4
6
5

8
7
9
10

3.

3.46.
2

3
4

10

3.47.

3
4

2
1

6
7

10

3.48.

1
2

3
5

4
6

7
9

10

3.49.
6

5
9

173

174

3.50.

3.51.

3.52.
1

3
4

10

3.53.

7
8

1
2

6
9

10

175

3.

3.54.

1
9

10

3.55.
1

10

3.56.
5
6
7
1

4
8
9
10

176

3.57.
1

5
10

3.58.

3.59.
2

10

3.60.

10
6

177

3.

3.61.
4

10

3.62.
1

2
4

7
9

10

3.63.

3.64.

10

10

178

3.65.
2
3

1
8

10

3.66.
1

10

3.67.
1

10

4.
, , :
( 810),
( 11),
( 11).
() .
.

4.

179

:
()
,
n =
= 1, 2, 3, 4, 5 vi (n) i ,
n 6 5 ( ) n (
).
4.1. .
n- ,
, ,
. n- kin c .
i (i = 0, 1, 2, ... ),
. , t = i + kin .
, , N .

d ., d > c > 0, . p(m) m =
= 0, 1, 2, ... , M , M > N . m t,
e(m t).
i + kin = N .
:

M = 5, N = 3, c (0, 10), d = c + , (0, 5)


c = 10R1 , = 5R2 , e = 8R3 , = R4 ,
Rm+4
p(m) =
, m = 1, 2, ... , 5,
R5 + R6 + ... + R9

R1 , R2 , ... , R9 ,
(0,1).
4.2.
( ). () N ,
1, 2, ... , N , . n-
(n = 0, 1, 2, ... ) i- ,
: kin = 1 , . .

180

; kin = 0
.
.
i fi ;
i,
ci > 0. i

j fj fi .
, , ?
.
:

N = 5, fi (0, 100), ci (0, 10), P = (pij ), i, j = 1, 2, 3, 4, 5


fi = 100Ri , ci = 10Ri+5 ,
pij =

Rij
,
Ri1 + Ri2 + Ri3 + Ri4 + Ri5

Ri , Rij .
4.3. ().
i = 0, 1, 2, ... , N , N = 3, i .
n = 1, 2, ...
pi
qi = 1 pi .
Pi
Qi = 1 Pi .
. i, j
(i 1 6 j 6 i + 1)
1
p
= qi Pi ,

i,i1
p1i,i = qi Qi + pi Pi , 0 < i < N ;

1
pi,i+1 = pi Qi ,
( 1
( 1
p0,0 = q0 ,
pN ,N 1 = PN ,
i = 0;
i = N.
p10,1 = p0 ,
p1N ,N = QN ,
, R.
(k = 1).

4.

181

:
(k = 2);

(k = 3).

pi Pi a % k = 2 A % k = 3,
,
b % B % .
:

N = 3, pi , Pi (0,5; 0,8),

0
25
0

R = 100 125 25
100

i = 0, 1, 2, 3,

0
125

pi = 0,5 + 0,3Ri , R0 > R1 > R2 > R3 ,


bi , R
b1 > R
b2 > R
b3 ,
Pi = 0,5 + 0,3R

Ri ; a = 10,
A = 20, b = 7, B = 14.
4.4. (). : , .
, :

(k = 1),

(k = 2),
(
) (k = 3).
i k pkij ,
k .
j , rij
k = 1.
:
k
pkij (0, 1), rij
(1, 51), b (0, 1)
X
k
k
k
k
pkij = Rij
/
Rij
, rij
= 1 + 50Rij i, j , k ; = R,
j

R c .

182

4.5. .

i, i = 1, 2, 3.
: k = 1 k = 2,
k = 1, k = 2 k = 3,
k = 2 k = 3. k = 1,
; k = 2 k = 3, ci
(k = 2) d2
(k = 3) d3 .
,
i- j -
pkij .
k
1
rij
= rij
+ ci d k ,

k > 2.

k = 1.
:

R11 > R12 > R13 > R22 > R23


R1j
p11j =
, j = 1, 2, 3;
R11 + R12 + R13
p2j =

0,

R2j

,
R22 + R23

j = 1,
j = 2, 3;

p3j =

p2ij = p11j i, j ; p32j = p33j

200 190

1
= R, R = 170

c2 = 70,

c3 = 40,

d2 = 80,

0,

j = 1, 2,

1,

j=3

= p12j j ;

180

160 ,
150

d3 = 50.

, , R c ,
; R1 ,
.
4.6. .
: (k = 1), (k = 2) (k = 3).

183

4.

Ck , k = 1, 2, 3, .
(i = 1),
(i = 2), (i = 3).
P k , Rk , k = 1, 2, 3, .
k = 3.
:
k
pkij (0, 1), rij
(30, 300), ci (10, 30)

Rik1 > Rik2 > Rik3 , z = Rik1 + Rik2 + Rik3


!
Rik1 Rik2 Rik3
k
pi =
,
,
, i, k = 1, 2, 3
z
z
z
k

Ri1 > Ri2 > Ri3 ,


k

rik

= 270

z = Ri1 + Ri2 + Ri3


!
k

Ri1 Ri2 Ri3


,
,
z
z
z

+ 30, i, k = 1, 2, 3

R1 > R2 > R3 ci = 20Ri + 10, i = 1, 2, 3, = R4 .


4.7. .
. ( 1), ( 2) ( 3). P 1 .
,
, P 2 P 3 .
, R1 , R2
R3 .
4.7. .
1 2.
.

. ,
.
(P 1 P 2 ) (Q1
Q2 ) .

184

5. .
, t t .
5.1. . . 83.
2

1, 5

2
1

2 ( 0 ) = 1

0,5
. 83

. ( 13)

(t) = 22 (t) 1 (t),

1
3 (t) = 0,52 (t) 1,53 (t),

(t) + (t) + (t) = 1, (0) = 1.


1

( 13),
Li
Li (x) -

xL1 = 2L2 L1 ,
2 L2
0,5L2
, L3 =

xL3 = 0,5L2 1,5L3 , L1 =

x+1
x + 1,5

L + L + L = 1/x
1

2
0,5
1+
+
x + 1 x + 1,5

L2 =

x2 + 5 x + 5
1
L2 =
(x + 1)(x + 1,5)
x

2(x + 1,5)

L1 =
,

xp2 (x)
(x + 1)(x + 1,5)

L2 =

x x2 + 5x + 5
0,5(x + 1)

,
L3 =
xp2 (x)

185

5. .

p2 (x) = x2 + 5x + 5 = (x + 3,62)(x + 1,38), . . p2 (x)

a1 = 3,62;

a2 = 1,38 p2 (0) = 5 p2 (x) = 2x + 5


p2 (a1 ) = 2,24,

p2 (a2 ) = 2,24.

. 13.1, Li i :
 3,62t

2
3
e
e1,38t
L1 =
+
1 (t) = 2
+
+
p2 (x) xp2 (x)
2,24
2,24


1
e3,62t
e1,38t
+3
+
+
=
5 2,24(3,62) 2,24(1,38)

= 0,6 0,52e3,62t + 0,57e1,38t ;


0,5
0,5
L3 =
+
3 (t) = 0,5
p2 (x) xp2 (x)

+ 0,5

e3,62t e1,38t
+
2,24
2,24

1
e3,62t
e1,38t
+
+
5 2,24(3,62) 2,24(1,38)

= 0,1 0,16e3,62t + 0,06e1,38t ;


p2 (t) = 1 p1 (t) p3 (t) = 0,3 0,94e3,62t 0,64e1,38t .
.

1 = 0,6,
) (t)
2 = 0,3,
t

3 = 0,1.

) (t)

= 0, i (t) =
= i i,

22 1 = 0,
= 0,6,

1
0,52 1,53 = 0,
2 = 0,3,

+ + =1
= 0,1.
1

186

) ,

2(x + 1,5)

1 = 0,6,

xL1 = p2 (x)
x0
2 = 1 1 3 = 0,3.

0,5
(x
+
1
)

xL3 =
3 = 0,1
p2 (x)
x0
5.2. . . 84.

1/3
1

2 ( 0 ) = 1

7/12
1 /4

1 /4

3
. 84

. , (
13), :

1
7

1 (t),
1 (t) = 2 (t)

3
12

1
1
3 (t) = 2 (t) 3 (t),

4
4

1 (t) + 2 (t) + 3 (t) = 1, 2 (0) = 1.

. 13.1 Li = Li (x)
:



1
7

L2 = 3 x +
L1 ,

xL1 = L2
L1 ,

12

3
12

1 /4 L 1
1 /4
1
1

L3 =
=
,
xL
=
L

L
,
3
2
3

x + 1 /4
xp2 (x)

4
4

L 1 = x + 1 /4 ,
L1 + L2 + L3 = 1/x
xp2 (x)

187

5. .

p2 (x) = 3x2 +




7
16
9
5
x+
=3 x+
x+

2
15
12
12

a1 =
p2 (0) =

9
5
, a2 =

12
12

15
7
, p2 (x) = 6x + p2 (a1 ) = 1,
16
2

p2 (a2 ) = 1.

. 13.1 L1 L3
:
"
#
1 16
e(9/12)t
e(5/12)t
L3 3 (t) =
+
+
=
4 15 1(9/12) 1(5/12)

= 0,27 + 0,33e(9/12)t 0,6e(5/12)t ;


L1 =

1 /4
+ 1p2 (x)
xp2 (x)

1 (t) = 0,27 + 0,33e(9/12)t 0,6e(5/12)t +

e(9/12)t e(5/12)t
+
=
1
1

= 0,27 0,67 e(9/12)t + 0,4e(5/12)t 2 (t) = 1 1 (t) 3 (t) =

= 0,46 + 0,34 e(9/12)t + 0,20e(5/12)t .


.

1 (t) 1 = 0,27,

2 (t) 2 = 0,46,
)
t

3 (t) 3 = 0,27.
t

)
i (t) = i i

1
7

=
0,

1
2

3
12

1
1

2 3 = 0,

4
4

+ + =1
1
2
3

(t)

= 0,

1 = 0,27,
2 = 0,46,
3 = 0,27.

188

x + 1 /4

xL1 =
1 = 0,27,

3
(x
+
9
/
12
)(x
+
5
/
12
)
x0

(x + 7/12)(x + 1/4)
xL2 =
2 = 0,46,

(x
+
9
/
12
)(x
+
5
/
12
)
x0

1 /4

xL3 =
= 0,27.
(x + 9/12)(x + 5/12) x0 3
5.3. . . 85.

0,5

1
1

1 ( 0 ) = 1

1
0,5
. 85

L1 =

(x + 1)(2x + 1)
,
xp2 (x)

x+1
, p (x) = 2x2 + 6x + 3,
xp2 (x) 2

L2 =

2x + 1
,
xp2 (x)

L3 =

1 (t) = 1/3 + 0,622e2,366t +

+ 0,045e0,634t ,
1 (0) = 1, 2 (t) = 1/3 0,455e2,366t
0,122e0,634t , 3 (t) = 1/3 0,167e2,366t 0,167e0,634t .
5.4. . . 86.

2
1

2 ( 0 ) = 1

2
0,5
. 86

: L1 =

2x + 1,5
,
xp2 (x)

L2 =

x2 + 2,5x + 1
x+2
, L3 =
,
xp2 (x)
xp2 (x)

p2 (x) = x2 + 5,5x + 4,5, 1 (t) = 1/3 0,476e4,5t + 0,142et ,


2 (t) = 2/9 + 0,633e4,5t + 0,144et , 2 (0) = 1, 3 (t) = 4/9
0,157e4,5t 0,28et .

5. .

189

5.5. . . 87.
1

1
1

0
1

1 ( 0 ) = 1

2
. 87

x+2
,
xp2 (x)

: L0 =

(x + 2)(x + 1)
x+1
, L2 =
,
xp2 (x)
xp2 (x)

L1 =

p2 (x) = x2 + 5x + 5, 0 (t) = 2/5 0,20e3,62t 0,18e1,38t ,


1 (t) = 2/5 + 0,523e3,62t + 0,057e1,38t , 1 (0) = 1, 2 (t) = 1/5
0,323e3,62t + 0,123e1,38t .
5.6. . . 88.
1

1/2

0
1

1 ( 0 ) = 1

2
. 88

(x + 2)
(x + 2)(x + 1)
x+1
, L1 = 2
, L2 =
,
xp2 (x)
xp2 (x)
xp2 (x)
4
2
2
p2 (x) = 2(x + 3)(x + 1,5), 0 (t) = e3t e1,5t , 1 (t) =
9
9
9
4 4 3t 1 1,5t
1 2 3t 1 1,5t
= + e + e
, 1 (0) = 1, 2 (t) = e
+ e
.
9 9
9
9 9
9
: L0 = 2

5.7. . . 89.
1

1/2

1 ( 0 ) = 1

1
. 89

: ( 13)

190

1 (t) = 2 1 (t), 1 (0) = 1,

2 (t) = 0,5 3 (t) + 1 (t) 2 (t),

1 (t) + 2 (t) + 3 (t) = 1.

. 13.1

L
=
,
1

x+2

xL
,

1
=

2
L

1
1

2(x + 1)
,
xL2 = L1 L2 + 0,5 L3 , L2 =

x(x + 2)(2x + 3)

L1 + L2 + L3 = 1/x
2
1

L =

=
.
3
x(2x + 3)
x(x + 1,5)
. 13.1, L1 L3 :

L1 :

p1 (x) = x + 2 p1 (x) = 1 a = 2 1 (t) = e2t ,

L3 :

p1 (x) = x + 1,5 p1 (x) = 1 a = 1,5


3 (t) =


2 
1 e1,5t ;
3

2 (t) = 1 1 (t) 3 (t) = 1/3 e2t + 2/3 e1,5t .


.

(t) 1 = 0,

1
) t :
2 (t) 2 = 1/3,

(t) = 2/3.
3

) (t)

= 0, i (t) =
= i i,

2 i = 0,
0,5 3 2 = 0 1 = 0, 2 = 1/3, 3 = 2/3,

+ + = 1.
1

5. .

191

) .
5.8. . . 90.
1

1/2

1/2

1 ( 0 ) = 1

1/2
. 90

: L0 =

2x + 1
4 x2 + 8 x + 3
8x2 + 21x + 7
, L1 =
, L2 =
,
xp2 (x)
xp2 (x)
x(2x + 1)p2 (x)

p2 (x) = 4(x + 2,31)(x + 1,19),


0 (t) = 0,09 0,346 e2,31t +
+ 0,258 e1,19t , 1 (t) = 0,273 + 0,568 e2,31t + 0,16 e1,19t ,
1 (0) = 1.
5.9. . . 91.
1

1
4

3 ( 0 ) = 1

. 91

. ,
( 13)
1, 2, 4 ,

1 (t) = 4 (t) 21 (t),

2 (t) = 1 (t) 2 (t),

4 (t) = 3 (t) 4 (t),

1 (t) + 2 (t) + 3 (t) + 4 (t) = 1.

192

1+x

,
L1 =

xp3 (x)

xL1 = L4 2L1 ,
1

L =
,

xL2 = L1 L2 ,
2 xp3 (x)

xL4 = L3 L4 ,
(1 + x)2 (2 + x)

L
=
,
3

xp
(x)
3

L1 + L2 + L3 + L4 = 1/x,

(1 + x)(2 + x)

L4 =
,
xp3 (x)

p3 (x) = 1 + (1 + x)(x2 + 4x + 5) = x3 + 5x2 + 9x + 6.


,
( )
,
( 6). ,
= 2
p3 (x) = (x + 2)(x2 + 3x + 3),

.

p3 (0) = 6,

p3 (x) = 3x2 + 10x + 9 p3 (2) = 1

. 13.1:

L1 =

1
1
1
1
1
e2t
e2t
+
1 (t) = +
+
= + e2t ,
xp3 (x) p3 (x)
6
(2)1
1
6
2

L2 =

1
1 1
2 (t) = e2t ,
xp3 (x)
6 2

x
3
2
+
+

p3 (x) p3 (x) p3 (x)
, .
L4 =

5. .

193

x
2 2t

e ,

p3 (x)
1

x
3
e2t ,

p
(x)
1




1
1
2
e2t

2
+
= e2t
xp3 (x)
6 (2)1
3

L4 4 (t) =

1
1
3 (t) = .
3
3

1 (t) 1 = 1/6,

2 (t) 2 = 1/6,
) t

3 (t) 3 = 1/3,

4 (t) 4 = 1/3.

) (t)

= 0,
i (t) = i i,

4 21 = 0,

= 0,
1
1
1
2
1 = 2 = , 3 = 4 = .

6
3
3 4 = 0,

1 + 2 + 3 + 4 = 1
) :

xL1 1 = 1/6,

xL2 2 = 1/6,
x 0
xL3 3 = 1/3,

xL4 4 = 1 .
3

5.10. .
.
7 ..

194

, .

.
: i = 0 ( ), L0 =
(x + )(x + )
=
; i = 1 ( , xp2 (x)
l(x + )
), L1 =
; i = 2 ( ),
xp2 (x)

L2 =
, p2 (x) = x2 + ( + + )x + + + .
xp2 (x)
5.11.
. ,
. = 1.
( ( = 1))
. ,
t ?
2

1
1

0
1

2
2

. 92

. . 92 ,
i = 0 , i = 1 ,
, i = 2 .
, ,

0 (t) = 1 (t) 20 (t), 1 (0) = 1,

2 (t) = 1 (t) 22 (t),

0 (t) + 1 (t) + 2 (t) = 1.

6.

xL0 = L1 2L0 ,

xL2 = L1 2L2 ,

L0 + L1 + L2 = 1
x

195

L1 + 1

L0 =
,

x+2

2
L1
=
,
L2 =

x+2
x(x + 2)(x + 4)

L1 =
.
x(x + 4)

L1 hp1 (x) = x + 4 a = 4, p1 (x) = 1, p1 (0) = 4i





1
e4t
1
1 (t) = 2
+
=
1 e4t ,
4 (4)1
2
D
2
L2 =
p2 (x) = x2 + 6x + 8 p2 (0) = 8, p2 (x) = 2x + 6,
xp2 (x)
E
a1 = 4, a2 = 2, p2 (4) = 2, p2 (2) = 2


1
e4t
e2t
1 1
1
2 (t) = 2
+
+
= + t4t e2t
8 4(2) 2(2)
4 4
2
0 (t) = 1 1 (t) 2 (t).
1
1
1
, 2 (t) 2 = , 0 (t) 0 = .
2
4
4
, t
,
3 1
1
3
1 0 (t) = e4t e2t .
t 4
4 4
2
t : 1 (t) 1 =

5.12.
: .

6.

.
( 13)

7*

196

( ) .
6.1. . . 93.
1

1
3

1
2

3
. 93

. :

2 = 2 2 + 3 3 ,

1 1
i
,
22 2 = 1 1 + 2 2 , i =

1 + 2 + 3

+ pi + = 1
1

6.2. . . 94.
0

5
. 94

0 1 2 3
4
5
0,2 0,25 0,2 0,15 0,15 0,05

6.3. . . 95.

i = 1, 2, 3.

6.

30

01

197

23
12

40

2
24

4
. 95

. 0, 1, 3, 4 :

01 0 = 12 1 ,

12 1 = (23 + 24 )2 ,

30 3 = 23 2 ,

40 4 = 24 2 ,

0 + 1 + 2 + 3 + 4 = 1

1 = 01 0 ,

12

01

2 =
0 ,

23 + 24

01 23

3 =
0 ,

30 (23 + 24 )

01 24

4 =
0 ,

(
40 23 + 24 )

01
01 23

0 = 1 + 01 +
+
+

12 23 + 24 30 (23 + 24 )

 1

01
23

+
.

40 (23 + 24 )
6.4. . . 96.

1
/2
. 96

198

3
32

2 0 22 0

0
3 32
1+
+
2 22

!1

6.5. . . 97.

2
4
. 97

.
2, 3,
4 :

2 = 1 ,

22 = 1 ,

3 = 1 ,
33 = 22 ,
3

,
4

=
3

4
3
4 = 1 ,

1 + 2 + 3 + 4 = 1

1 = 12 .
25

6.6. . ,
. .
,
.
: . . 98.

1
2
. 98

199

6.

+
( + )

1+
+
+ ( + )

 1

6.7. ,
.
: . . 99.

. 99

+ +
0
p0
+
( + )

+ +
1+
+
+
( + )

1

6.8. ,
.
. ,
, , , .
. :
: , , , ;
: , 00,
, 10, , 11, , 21,
, 22, ,
12.
. 100. , , 11,

200

10 = 00 ,

11 + 21 + 00 = ( + + )10 ,

11 = ( + )12 ,

=
(
+

)
,

10
21

21 + (11 + 12 ) = 22 ,

00 + 10 + 11 + 21 + 22 + 12 = 1

00

10

21

00

= 2,
10

= 1,
11

= 0,5,
12

=1
21

22
11

12

22

. 100

6.9. . . 101.
7

5
. 101

= 3/61,
= 6/61,
= 14/61,
= 56/183,
= 1/61,
= 55/183.

7.

i\j

4 1/20
1/30
48
1
/
20
2

48
3

24
4

5
12

6
8
8
7
6
1

() =

201

:

i
1
2
3
4
5
6
7
.
i 0,915 0,077 0,001 0,002 0,004 0,00016 0,000214
6.10. . . 102.
2

3
3
. 102

i
1
2
3
4
i 12/25 6/25 4/25 3/25

7.

7.37.12 t > 0, 7.137.19
.
.
7.1.
= 0,1 1 .
, .
, = 5
?

202

: ?
7.2.
1 = 0,3 1 2 = 0,7 1 . , 2
?
:
?
7.3. . . 103, p3 (0) = 1.
3

. 103

: N = 3
. 16

p3 (t) = e3 t ,
p2 (t) = e

2 t

Zt

3 3 ( )e

d = e

2 t

Zt

3 e3 e2 d =

Zt

= e2 3 e(3 2 ) d =
0

1 (t) = 1 2 (t) 3 (t) = 1 e3 t


3
e2 t e3 t ,
3 2


3
e2 t e3 t .
3 2

t : 3 (t) 3 = 0, 2 (t) 2 = 0, 1 (t) 1 = 1.


7.4. . . 104, p1 (0) = 1.
1

. 104

: 1 (t) = e1 t , 2 (t) =



1
e2 e1 .
1 2

7.

203

7.5. . . 105, 3 (0) = 1.

. 105

: N = 3 .
16

3 (t) = et , 2 (t) = tet ,


1 (t) = 1 2 (t) 3 (t) = 1 (1 t)et ;

t : 3 (t) 3 = 0, 2 (t) 2 = 0, 1 (t) 1 = 1.


7.6. . . 106, 1 (0) = 1.

. 106

: i (t) =

(t)i t
e , i = 1, 2.
i!

7.7. . . 107, 3 (0) = 1.


2

. 107

: N = 3 i = i.
16

3 (t) = e3t , 2 (t) = 3e3t 1 et , 1 (t) = 1 2 (t) 3 (t);

t : 1 (t) 1 = 1.

7.8. . . 108, 1 (0) = 1.

. 108



: 1 (t) = et , 2 (t) = et 1 et .

204

7.9. . .
0,5. : p = 0,8
( ), 1 p .
. ,
t = 4.
. i (i = 0, 1, 2, 3, 4) ,
. p 1 p. ,
p , , ,
. 109. p,
( 15)
(pt)i pt
i (t) =
e
, i = 0, 1, 2, 3,
i!
3
X
4 (t) = 1
i (t).
i=0

. 109

, ,
4
X


i (4) = p = 2 =
i=0
"
 2
 3 #
24
24
24
(2)4
=e
1
+2
+3
+ 4(1 0,042) = 3,94.
1!
2!
3!

7.10.
, .
. p/4,

205

7.

i = (1 i/4) p, i = 0, 1, 2, 3, i-
(i ) (i/4)p, i =
= 0, 1, 2, 3 (. 110). ,
Z1
0 t
i t
i1 i1 ( )ei d ,
0 (t) = e
, i (t) = e
0

i = 0, 1, 2, ... , N 1.
p

(3/4)p

(2/4)p

(1/4)p

. 110

7.11. , .
= 1.
. , . .
15 (t) t, M (t) =
= D(t) = t = t.
7.12.
,
i = i = 2i.
. N = , 3
i

17 t : i = e , = , i = 0, 1, ... M (t) =
i!

= D(t) = = 0,5.

7.13. ,
m = 5 .
, , .
= 1,

= 0,5.
.

(
, i < m,
i =
i = i, i = 1, 2, ... , m.
0, i > m,

206

i
7 17 = / = 2 i = 0
=
i!
 0
 1
i
1
5
2
2
2
2
= 0 , 0 =
+
+ ... +
= 0,1376.
i!
0!
1!
5!

7.14.
( = 1)
1
, i = 0, 1, ... , N = .
i =
i+1
.

= 0

(1/)i !/i!

= 0 /i!, i = 0, 1, ... ,
1
, i = 0, 1, ... .
i =
e i!

0 =

17

e1/

e 1

7.15. , / = 0,5 = 1 (. 111).

. 111

. 4 17



i

0 i! = = = 0,5 = 2i i! , i 6 3,
i =

i
0
4,5

0
= i
= i 0 , i > 3
!im
6
2 3! 3i3

0 =

X
X
1
4,5
1+
+
i
2 i!
6i

i=1

i=4

!1

= 0,6.

7.16.

(
3 i, 0 6 i 6 3,
i =
0,
i>3
( = 2) (. 112).

7.

207

. 112

: .

4/19,

6/19,
: i =

6/19,

3/19,

5 17.

i = 0,
i = 1,
i = 2,
i = 3.

7.17. , =
1, i 6 3,
=
= 2i (. 113).
0, i > 3,

: .

0,75,

0,375,
: i =

0,094,

0,62,

4
. 113

7 17.

i = 0,
i = 1,
i = 2,
i = 3.

7.18. , =
= / = 0,5.
: . 7 17.
: 0 = 0,61, 1 = 0,305, 2 = 0,076, 3 = 0,013.
7.19. .

,
.
= 1 = 2 .
: . 11 17.

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