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1

..


( 1 2)

Y
j
g
v
g
u
B
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u
+

e
dvdud
(
)
(
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2

Re s f ( p )
i =1

ak

-
2005

..


( 1 2)

-
2004

.. ( 1 2).
. .: , 2005. -91 .


.
.
.

,
- .


,
551900
654000 , 26
18.01.05.

-
,
, 2005
..., 2005

,
,
,
.
-
: , .

,
,
, .

,
.


.
: 1-
, 2-
.

1.


,
. ,
(, ,
, ).
.

.
: ( )
( ).
,
, ,

.
,
, .
:
, - .
,
, (1.1):
y(t)=y(t+mT) < t < +,
(1.1)
m .

,
.
t
. ,

T
,
.1.1
.

.
,
:
Y ( t ) = Ym ( t ) cos ( t ) .
y

Ym ( t ) - , ( t ) - .
,
- , , - - .
,

, ,

. () ,
, , .

1.1


()
. -
.
1. ,

f1 ( t ) , f 2 ( t ) ,..., f k ( t ) ,..., , f k ( t )
s ( t ) k .
f k ( t ) s ( t ) .
)
lim f k ( t ) = s ( t ) .
k

(1.2)

) ,
lim Max s ( t ) f k ( t ) = 0 ,

(1.3)

..
s ( t ) f k ( t ) k .
.

)
,
2

t2

lim s ( t ) f k ( t ) dt = 0 .

(1.4)

t1

f k ( t )

s ( t ) ,
. .
, s ( t )
,
+

2
s ( t ) dt < ,

(1.5)

.. .
2. s ( t )
f ( t )
, n + 1 t0 , t1,..., tk ,..., tn :
s ( tk ) = f ( tk )
(1.6)
f ( t ) ,
tk .
f ( t )
- 0 ,1,...,n ,
f ( t ) = a00 ( t ) + a11 ( t ) + ... + an n ( t ) .
a0 , a1 ,..., an ,
f ( tk ) = s ( t k ) .
3.
. ,

n , ..
.
s ( t ) .

f m ( t ) = a0 + a1t + a2t + ... + amt = ak t k .


2

k =0

(1.7)

m , n + 1
t0 , t1 ,..., tn , , s ( t ) .
f m ( t ) s ( t ) f m ( t )
s (t )
2

= s ( ti ) f m ( ti ) .

(1.8)

i =0


. ,
s ( ti ) f m ( ti ) = 0 n + 1 .
m ( ak ),
, :
2

m

n
k
=

s
t
a
t
(1.9)
(
)
i k i = 0
al al i =0
k =0

, al (
ak , ak = al )
,
n
m


= 2 s ( ti ) ak tik til = 0
(1.10)
al
i =0
k =0

, m
ak .
, .
, , ,

2

l = s ( t ) f m ( t ) dt .
(1.11)
, l (),
.
fm (t )

t .
k ( t ) ,
m

f m ( t ) = a00 ( t ) + a11 ( t ) + ... + amm ( t ) = ak k ( t ) .

(1.12)

k =0

,
k ( t ) ,
.

m

akk ( t ) 0 ,
k =0

(1.13)

ak .
1, t , t 2 ,..., t m
.
,
.
C0 ( t ) , C1 ( t ) , C2 ( t ) ,..., Cn ( t )
[t1, t2 ]
t2

Ci ( t ) Ck ( t ) dt = 0 ,

(1.14)

t1

i = 0,1, 2,..., n , k = 0,1,2,..., n i k ,


[t1, t2 ] .
t2

Ci ( t ) dt Ni = 1
2

(1.15)

t1

( i = 0,1, 2,..., n ),
.
N i 1, ,
1
.
Ci ( t )
Ni

,
s ( t ) = aiCi ( t ) .

(1.16)

s ( t ) ai ,
l ,
.
. ai ,
l ,
:
2

l

=
(1.17)
s ( t ) aiCi ( t ) dt = 0 .

al al
i

(1.17) ai ,

ai = s ( t )Ci ( t ) dt
i = 1, 2,..., n

(1.18)

,
. ,
, .
, (1.16)
s ( t ) ,
. .
, ,
,
(1.16),
t2

t2

t1

t1

s ( t ) dt s ( t ) dt .
'


,
,
. ,
(1.16).
Ci ( t ) .

1.2


(1.16) cos ( k t ) sin ( k t ) ,
2 .
: .

C0
s (t ) =
+ ( Ck cos k t + S k sin k t ) ,
(1.19)
2 k =1
C0 - s ( t ) Ck
S k

C0 =

2
T

T
2

s ( t )dt , Ck =

2
T

T
2

s ( t ) cos ( k t ) dt , S k =

2
T

T
2

T s ( t ) sin ( k t ) dt .

(1.20)

2
, T - .
T
(1.19) :
Ck cos ( k t ) + Sk sin ( k t ) = Dk cos ( k t + k ) .

10


, , Ck = Dk cos (k ) , S k = Dk sin (k ) .
,
Dk = Ck2 + S k2 , k = arctg ( S k / Ck ) .
,
j k t +k )
j k t +k )
e(
+e (
cos ( k t + k ) =
,
2
:

1 k =
s ( t ) = D e jk t ,
2 k = k

(1.21)

D k = Dk e jk - k
.
:

Dk = Dk e jk = Dk cos ( k ) + j sin (k ) = Ck jSk =


T
T
T

2
2
2 2
2
= s ( t ) cos ( k t ) dt j s ( t ) sin ( k t ) dt = s ( t )e jkt dt .
(1.22)
T T
T
T
T

2
2
2

.
(1.21) (1.22) .
(1.22)
(), s ( t ) , (1.21) -

s ( t ) , .

,

,
.
,
-
. , ,
, , 17,9%
, .
:
T
T
s ( t ) = 1 2m < t < ( 2m + 1) ,
2
2
T
T
s ( t ) = 1 ( 2m + 1) < t < 2 ( m + 1) .
2
2

11

, .1.2
s(t)

s(t)

+1

+1
1,179
t

-1

-1

-T/2

0 T/2 2T/2 3T/2


a.

-T/2

T/2

2T/2 3T/2

.
.1.2

m = 0, 1, 2,...)
2 (
, 1 , t
.
(1.22)

mT

2
Dk =
T

T
2

T s ( t ) e

jk t

T
2

2
2
dt = e jk t dt
T0
T

T e

jk t

dt =

2
1 cos ( k ) .
jk

k = 0,2,4,6,... cos ( k ) ,
.

j
2
4 j2
1
k = 1 - D1 =
(1 + 1) = e , = j = e 2 .

j
j

4 j2
4 j2
k = 3,5,... D3 =
e , D5 =
e ,... .
3
5
,

sin {( 2k 1) t}
4 sin ( t ) sin ( 3t ) sin ( 5t )
s (t ) =
+
+
+ ... +
(1.23)
1
3
5
2k 1

s ( t )
, (1.23) t
T
t = m ,
2
m = 0, 1, 2,....
(1.23)
:

12

s' (t ) =

cos ( t ) + cos ( 3t ) + ... + cos {( 2k 1) t} .

(1.24)

,
, ,
[2]:
cos kx sin kx 1 sin 2kx
=
.
(1.25)
cos x + cos3 x + ... + cos ( 2k 1) x =
sin x
2 sin x
, (1.24) (1.25)
2 sin ( 2k t )
s' (t ) =
sin ( k t )

t
2 sin ( 2k x )
s (t ) =
dx .
(1.26)
0 sin ( k x )
s ( t ) t 0 T

lT
. s ( t )
4k
s ( t ) = +1 -1.
( l = 1 ).
sin ( 2k t ) = 0 . t =

T
4k

T
2

sin ( 2k x )
2 sin ( y ) dy
dx
=
,
0 sin ( k x )
0 2k sin y
2k
y = 2kx .
2

k (1.27) sin
k ( t 0 )

(1.27)

y
y
.

2k
2k

T
2

2 sin y
2
dy = Si ( ) = 1,179...,

0 y

(1.28)

Si ( z ) - .
1,179, .
.1.2
k , ,
. ,

~18% .

13

1.3
s ( t ) ,
,
, s ( t ) = 0 ,
.
,
, .
s ( t ) .
T.


sn ( t ) =

s ( t + mT ) , m - .

m =


. k = ,
g

D ( ) =

2
T

T
2

T sn ( t )e

jt

dt .

(1.29)

+ T ,
2

D ( ) , sn ( t ) s ( t ) ,
:
+
g
2
2
D ( ) = s ( t )e jt dt = S ( j ) .
(1.30)
T
T

S ( j ) =

s ( t )e

jt

dt

(1.31)

, s ( t ) .

s ( t ) , .. . ,
g

2
S ( jk ) ,
(1.32)
T
..

S ( j ) ,
2
S ( jk ) .
T
s ( t ) .
Dk = D ( k) =

14
+

1 + 2
sn ( t ) = s ( t + mT ) = D k e
= S ( jk ) e jk t .
(1.33)
2 k = T
m =
k =
T . ,
s ( t ) , t
g

jk t

s ( t ) . ,
lim

s ( t + mT ) = s ( t ) .

m =

, , 2 = , = k +1 k ,
T

(1.33):
1 + 1
S ( jk ) e jk t (k +1 k ) .

2 k =
T , k +1 k 0 ,
:
+
1 +
1
jk t
S ( jk )e (k +1 k ) =
S ( j )e jt d .
(1.34)
lim

T 2

2
k =

,
1
s (t ) =
2

S ( j )e

jt

d .

(1.35)

(1.31) (1.35) .

,

.
,

, .
() , .
, , , S ( j ) ,
, .

A ( ) B ( ) :

S ( j ) = A ( ) jB ( ) = S ( ) e
: A ( ) =

(1.36)

s ( t ) cos (t ) dt B ( ) = s ( t ) sin (t ) dt ,

S ( ) = A ( ) + B 2 ( )
2

j ( )

15

B ( )
- .
A ( )
,
.
.

ue t
t >0
.
s (t ) =

0
t
<
0


+
+
jarctg
u
u
jt
=
S ( j ) = s ( t ) e dt = ue t e jt dt =
e
=
2
2
+ j
+
0

( ) = arctg

= S ( ) e

j ( )

S ( ) =

+
2

- ( ) = arctg

.
. 1.1 ,
.
1.1



/.
1
s ( t ) = ( t t0 )
S ( j ) = e jt0

2
t
sin
u
2
s ( t ) =
2
S ( j ) = u
0
t >

2
2
2
3
2 2
t

2
S ( j ) = u e 4
s ( t ) = ue

ue t
t >0
s (t ) =

t<0
0

t
t

u cos
2
s (t ) =

0
t >
2

S ( j ) =

S ( j ) =

u
+ j

2u

2 t
u cos
2
s (t ) =

0
t >
2

S ( j ) = u

cos

sin

2
1

2

16

t<
0

u 1 + 2t
t o


s (t ) =
2

u 1 2t
0t

t>
2
s ( t ) = ue

S ( j ) = u

1 cos

1
1
S ( j ) = u
+
=
+ j j
2u
= 2
+ 2

1.4.
.
1.
s ( t ) ,
. :
S ( j ) =

s (t ) e

jt

dt =

s ( t ) cos (t ) dt j s ( t ) sin (t )dt .

s ( t ) S ( j ) ,
,
.
s ( t ) - t ,

+

S ( j ) = j s ( t ) sin (t )dt .

S ( j ) - .
2.
, .
$),
( L
$
L
(1.37)
( c1 f1 + c2 f 2 ) = c1 L$f1 + c2 L$f 2 ,
: c1 c2 - ; f1 f 2 - .
,
,
.

17

3.
s1 ( t ) ,

[t1, t2 ] ,

S1 ( j ) .

t0 , s2 ( t )

[t1 + t0 , t2 + t0 ] , .. s2 ( t ) = s1 ( t t0 ) .

S 2 ( j ) s2 ( t ) :
+

S 2 ( j ) =

s2 ( t ) e

jt

dt =

s1 ( t t0 )e

jt

dt ,

= t t0 , :
S 2 ( j ) =

s1 ( ) e

j ( +t0 )

d = e

jt0

s1 ( )e j d = e

jt

S1 ( j ) .

(1.38)

, t0
()
, .. e jt0
().
.
4.
s1 ( t ) , [ 0,T ]

S1 ( j ) . n ,

s2 ( t ) 0, T s2 ( t ) = s1 ( nt ) .
n


S 2 ( j ) =

s1 ( nt ) e

jt

dt .

= nt

+
j
1
1
S 2 ( j ) = s1 ( )e n d = S1 ( j )
n
n

(1.39)

(1.39) , n
( ) n
n .
5.
s1 ( t ) S1 ( j )
S1 ( j ) =

s1 ( t )e

jt

dt ,

1
s1 ( t ) =
2

S1 ( j )e

jt

d .

s1 ( t )

18

ds1 ( t ) 1
=
dt
2

j S1 ( j ) e jt d .


ds ( t )
s2 ( t ) = 1
,

dt
S 2 ( j ) = j S1 ( j ) .
,

S 2 ( j ) = j S1 ( j ) .
(1.40)

s1 ( t ) S1 ( j ) ,

s2 ( t ) -

S 2 ( j ) .

s2 ( t ) =

s1 ( )d .

ds2 ( t )
= s1 ( t ) .
dt
(1.40) , S1 ( j ) = j S2 ( j ) .

s2 ( t )

s2 ( t ) ,
s1 ( t ) ,

S1 ( j )
.
(1.41)
j
6.
S 2 ( j ) =

s ( t ) f ( t )

g ( t ) , F ( j ) G ( j ) .

S ( j ) =

s ( t )e

jt

dt =

jt
f ( t ) g ( t ) e dt .

(1.42)

g ( t )
(1.42):
+
+
jt
1
jt
S ( j ) =
f
t
G
j

e
d

(
)
(
)

e dt =


+
+
+
jt
+
1
1
j ( )t
jt
=

f
t
G
j
e
d
e
dt
G
j
f
t
e
dt d =
(
)
(
)
(
)
(
)

2
2

1
=
2

G ( j )F j ( ) d .

19

F j ( ) - f ( t ) .

,
f ( t )

2
g (t )

F ( j ) G ( j )
.
,
= 0 ,
+
+
1
(1.43)
f ( t )g ( t ) dt = 2 G ( j )F ( j ) d .

,
+
+
1
1
f
t
g
t
dt
=
G
j

=
(
)
(
)
(
)
(
)

2
2

G ( j )F ( j ) d ,

( j ) = F ( j ) - ,
F ( j ) . (1.44)

(1.44)


g ( t ) = f ( t )

:
+

1
f ( t )dt =
2
2

2
F ( j ) d .

(1.45)

(1.45) (
),

F ( j )

d -

1.5 .

s1 ( t ) s2 ( t ) ,

S1 ( j ) S 2 ( j ) .

:
+
+
2
2
1
s
t
+
s
t
dt
=
S
j

+
S
j

d .
(1.46)

(
)
(
)
(
)
(
)
2
2

1
1


:
2
S1 ( j ) + S2 ( j ) = S1 ( j ) + S2 ( j ) S1 ( j ) + S2 ( j ) .

(1.46):

20
+

( t ) dt +
s12

s22

1
+
2

S 2 ( j )

1
( t )dt + 2 s1 ( t )s2 ( t ) dt =
2

1
d +
2

2
S1 ( j ) d +

S1 ( j ) S2 ( j ) + S1 ( j ) S2 ( j )d .

(1.47)


(1.47) .
+
+
1

s1 ( t ) s2 ( t ) dt = 4 S1 ( j ) S2 ( j ) + S1 ( j ) S2 ( j )d . (1.48)

:
S1 ( j ) = S1 ( j ) e j1 ; S 2 ( j ) = S2 ( j ) e j2 ;
S1 ( j ) = S1 ( j ) e j1 ;
S 2 ( j ) = S2 ( j ) e j2 .
(1.48)
+
+
1
j ( )
j ( )
s1 ( t ) s2 ( t ) dt = 4 S1 ( j ) S2 ( j ) e 2 1 + S1 ( j ) S2 ( j ) e 2 1 d =

1
=
2

S1 ( j ) S2 ( j ) cos (2 1 ) d

(1.49)

(1.48) (1.49) .
S1 ( j ) = S2 ( j ) .
(1.47)
+
+
+
2
2
2
1
1
s1 ( t ) + s2 ( t ) dt = 2 S1 ( j ) d + 2 S2 ( j ) d +

(1.50)
+
1
+ S1 ( j ) S2 ( j ) cos ( 2 1 ) d

(1.50) , ,
,
,

.

2
2
. , ,
.. ,
. ,
. .
, ..
:

21
t2

s1 ( t ) s2 ( t )dt = 0 .

t1

.
, s1 ( t ) = a cos (t ) s2 ( t ) = b sin (t )
s12 ( t )
, , s2 ( t ) = b 1 2 , ..
a
.

1.6
, ,
,
,
. ,
,
( ),
.
,
. .
s ( t ) e ct , c -
, , s ( t ) e ct
.

S ( j , c ) =

s ( t ) e

ct

e jt dt .

(1.51)


s ( t ) , s ( t ) = 0 t < 0 .
S ( j , c ) =

s (t ) e

( c + j )t

dt = S ( c + j ) .

(1.52)

S ( c + j ) , ..
1
2

S ( c + j )e

jt

d = s ( t ) e ct .

(1.53)

(1.53) ect ,

c + j .
1

c + j

( c + j )
S ( c + j )e d ( c + j ) = s ( t ) .

2 j c j

(1.54)

22

(1.52) (1.54) c + j = p .
:
L s ( t ) = S ( p ) =

s ( t )e

pt

dt ;

(1.55)

c + j

L S ( p ) = s ( t ) =
S ( p )e pt dp .

2 j c j
1

(1.56)

(1.55) (1.56) .
(1.56) -
. , S ( p ) - s ( t ) , , s ( t )
- S ( p ) , ( p - , t - )
:
1) - L s1 ( t ) + s2 ( t ) = L s1 ( t ) + L s2 ( t ) ,
L cs ( t ) = cL s ( t ) ;

1 p
2) - L s ( t ) = S ;

3) - L s ( t t0 ) = e pt0 L s ( t ) , ( t0 > 0 ) ;
4) - L s ( t ) e t = S ( p + ) ;
c + j
1
S1 p S2 p p dp ;
5) - L s1 ( t ) s2 ( t ) =

2 j c j

( ) (

6) - L s1 ( ) s2 ( t ) d = L s1 ( t ) L s2 ( t ) ;
0

7) - L s ' ( t ) = pL s ( t ) pS ( 0 ) ;
t
1
8) - L s ( ) d = L s ( t ) .
0
p

. f ( p )
C ,
, 2 j ,
Re sak f ( p ) ak :
n

Re sa f ( p ) .

f ( p )dp = 2 j
k =1
k

(1.57)

f ( t ) p = ak m

1
d( )
m
Re sak f ( p ) =
lim
f ( p ) ( p ak ) ,

1
m

( m 1)! pak dp
m1

(1.58)

23

,
Re sak f ( p ) = lim f ( p ) ( p ak ) .
p ak

(1.59)

(1.56)

, :
c + j
n
1
pt
s (t ) =
S
p
e
dp
(1.60)
Re sak S ( p ) e pt .
=
( )

2 j c j
k =1
. ,
S ( p ) = 1 .
p

f ( p ) =

e pt
a = 0 ,
p

e pt
1
= lim ( p 0 ) = 1 .
Re s0
p p0 p
, s ( t ) = 1 = e ( t ) . ,
.
S ( p )

S ( p) =

f ( p)
, F ( p ) - n - , f ( p ) -
F ( p)

. F ( p ) M ,
F ( p ) = 0 , pk mk .
(1.58)
m 1
f ( p ) pt
1
d ( k ) f ( p)
mk pt
Re s pk
e =
p
p
e
.

(
)

k
mk 1 F ' ( p )
1
!
F
p
m

(
)
(
)

k
dp

p = pk
(1.60) :
m 1
M

1
d ( k ) f ( p)
m
m 1 '
s (t ) =
p pk ) k e pt
.
(1.61)
(
k

1
!
m
F
p
dp
(
)
(
)
k =1
k

p = pk

( m1 = m2 = ... = 1) (1.61)
:
M f p
( )
(1.62)
s ( t ) = ' k e pk t .
F
p
(
)
k =1
k
(1.61) (1.62)
.
. ,
:

24

S ( p) =

up
.
p + 02
2

f ( p ) = up , F ( p ) = p 2 + 02 , F ' ( p ) = 2 p ,

p 2 + 02 = 0 : p1 = j0 p2 = j0 .
(1.62) :
f ( p1 ) p1t f ( p2 ) p2t uj0 j0t uj0 j0t
e j0t + e j0t
.
+
=u
s (t ) = '
e + '
e =
e
e
2 j0
2
2 j0
F ( p1 )
F ( p2 )
e jx + e jx
,
cos ( x ) =
2
s ( t ) = u cos (0t ) t > 0 .

1.7



, .
,

, , .

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

s ( t )s ( t ) dt ,

(1.63)

- ,
- s ( t ) .

1.

K ( 0) =

2
s ( t ) dt = E .

(1.64)

, = 0
E .
.

25

, s ( t ) ,
.
S(t)

t
.
S(t- )
(.1.3) , t
, K ( )


s ( t ) s ( t )
.
,
0
+

.1.3

,
.
.

,
K ( )
.
k ( ) =
K (0)
2.
:
K ( ) = K ( ) =

s ( t )s ( t ) dt = s ( t )s ( t + ) dt .

(1.65)

3. (1.64)
,
, .

:

1
T T

K ( ) = lim

T
2

T
2

s ( t ) s ( t + ) dt
T s ( t ) s ( t )dt = Tlim
T
T

(1.66)

= 0 ,
, .
T
s ( t ) s ( t ) :

26

K ( ) =

1
T

T
2

T s ( t ) s ( t ) dt .

(1.67)

4.

, ,
.
2
u T =
:

s ( t ) = u cos (t ) , - .

(1.67), :
K ( ) =

T
2 2

u
T

T cos (t ) cos ( t ) dt =

T
2 2

u
2T

T
2 2

T cos (t t + + ) dt + 2T T cos 2 (t ) dt =

2
T
2

2
T
2

ut
u
u2
=
cos ( ) +
sin 2 (t ) = cos ( ) .
T
T
2T
2T 2
2

= 0 K ( ) =

u2
, ..
2

.
:

.
,

,
, , .

k = k ( ) d .
0

. ,

u

=
1

K ( ) = u dt = u ( ) ; K ( 0 ) = u ; ( )
; k = k ( )d = .

2
0

s1 ( t ) s2 ( t )
- :

27

K12 ( ) =

s1 ( t ) s2 ( t )dt = s1 ( t + ) s2 ( t )dt .

(1.68)



.
.
. :

t2

1 a
1
e

s2 ( t ) = e
a
b
.
s1 ( t ) =

t2
b2

+
t 2 ( t )2
1
K12 ( ) =
exp a 2 + b2 dt .
ab



:
2
2
1
a

t t 1
+
= 2 + 2 t 2
b a + b2
b
a b a

+ 2
2
a +b

2
2

+


1
1
1
a


K12 ( ) =
exp 2 + 2 t
+ 2
dt =

2
2
2
ab
b a + b a + b
b
a

2
+
1

1
2
1
a

= exp 2
exp 2 + 2 t
dt .
2
2
2
ab
b a +b
b
a
a + b

1
1
a

+ 2t
= y , :
2
b a 2 + b2
a
b

1
2
ab
K12 ( ) = exp 2

2
ab
a + b a 2 + b2
+

y2

2
,
dy =
exp 2
2
2
2
a
b
+
a +b

e y dy = .

,

a 2 + b2 .

. = 0
.
( ) .

28

,
.

, .
s1 ( t ) = a cos (t 1 ) , s2 ( t ) = b cos (t 2 ) .
K12 ( ) =

ab
T

T
2

cos (t 1 ) cos ( t ) 2 dt =

ab
cos (1 2 ) . (1.69)
2

(1.69) ,
.
2
K12 ( ) = 1
, = 0 .


1 2 = n1 n = 1,2,3,...
1 2 .
K12 ( ) =

ab
T

T
2

T cos (1t 1 ) cos n1 ( t ) 2 dt =

ab
= cos 1t 1 n1 ( t ) + 2 dt + cos 1t 1 + n1 ( t ) 2 dt .
T T
T

2
2

n 1 ,
, :
.

K12 ( )
,
(1.70)
k12 ( ) =
K1 ( 0 ) K 2 ( 0 )
T
2

K1 ( 0 ) K 2 ( 0 ) s1 ( t )
s2 ( t ) = 0 .


s ( t ) s ( t ) . s ( t )

S ( j ) ,

s (t )

S 2 ( j ) = S ( j ) e j . ,
+

s ( t ) s ( t )dt = S ( j ) S2 ( j ) d .

S 2

( j )

29

S 2 ( j ) = S 2 ( j ) = S ( j ) e j = S ( j ) e j .

1
s ( t )s ( t ) dt = 2

S ( j )S ( j ) e

1
d =
2

2 j
S ( j ) e d .

(1.71)

, K ( )
S ( j )
:
S ( j ) =
2

K ( )e

1
d , K ( ) =
2

2 j
S ( j ) e d

(1.72)

1.8 -
( t t0 ) - ,
-
t0 t t0 t = t0 ,
, ..
t t0
0
( t t0 ) =
,
=
t
t

0
+

( t t0 )dt = 1 .

(1.73)

-
. y = ( t ) ,
t = 0 , t = 0 , ,
+

( t ) dt = 1.

, , ( t ) =

et ,

.
y = m ( t ) = m ( mt ) , .. ,
.
,
+

m ( t )dt = m ( mt ) dt = ( mt ) dmt = ( t )dt .

m -.
-
t0 ( t ) :

30
+

( t ) ( t t0 ) dt = ( t0 ) .

(1.74)

-.
- .
( t ) t t 0 t ,

, .. , ( t t0 ) .
, - 1 .
t
-,
(1.74):

S ( j ) =

( t t0 )e

jt

dt = e jt0 .

(1.75)

t0 = 0 , , ,
- ,
.
. :
+
1
1 jt0
jt

t
t

t
t
e
e
(1.76)
+
+

=
+ e jt0 = cos (t0 ) .
(
)
(
)
0
0

2
2

S ( j ) = 1

S ( j ) = cos (t0 ) :
1
2

jt

1
d = ( t )
2

cos (t0 ) e

jt

1
d = ( t + t0 ) + ( t t0 ) .
2

-
. :
2 2
dn
( n ) ( t ) = lim m n e m t .
m
dt

-,
t 0 . t = 0 . ,
,

2 2

' ( t ) = lim 2tm3e m t ,


m

+ t = 0

t = 0+ . t = 0 ' ( t )
1 t .

31

-
. - ,
n - t0 ,
+

( n)
(n)
( t ) ( t t0 ) dt = ( t0 ) .

(1.77)

-:
+
dn

n
n
S n ( j ) = ( ) ( t t0 ) e jt dt = n e jt = ( j ) e jt0 .
dt
t =t0

t0 = 0 ,

( n)
jt

( t ) e dt = ( j ) .
n

, :
1
1. ( at ) = ( t ) ;
a
1
2. ( t ) = '
(t ) ;
( 0)

3. f ( t ) ( t t0 ) = f ( t0 ) ( t t0 ) .
-
. , ( )
t<0
0
e(t ) =

.
t >0
1
e (t ) =

( ) d . , e ( t )

t < 0 t > 0 -

e ( t ) = 1 . e ( t ) e' ( t ) = ( t ) .
e ( t )
t

t<0
0
e

.
(
)

t
>
t
0

1.9

,
( ),
.
:
1) : t ( t )
;

32

2) : t - , ( t ) ;
3) : t - , ( t )
;
4) : t ( t ) .

,
( t ) = s ( t , , , ,...) , , , ,... ,
.
( t ) = u cos (t + ) , u , -
(t )
x2 .
x1 N
t (.1.4) 1
n1 x2 ,
x1 t = t1
2
t x1 .

x2 x1 N
n1

N
N
t t = t1 .1.4

x1
, ..

. ,
t = t1 ( t )
x1 .
, , ..
t1 x1 .
F1 ( x1 , t1 ) = P { ( t1 ) x1}
(1.78)

.
x1
F1 ( x1 , t1 )
= W1 ( x1 , t1 ) ,
(1.79)
x1

.
(1.78) (1.79)

33

.
.


.
N
n2 , t = t1
x1 , t = t2 x2 .
P { ( t1 ) x1, ( t2 ) x2 } ,
x1, x2 , t1 , t2 .
F2 ( x1, x2 , t1, t2 ) = P { ( t1 ) x1 , ( t2 ) x2 }
(1.80)

,
2 F2 ( x1, x2 , t1 , t2 )
(1.81)
= W2 ( x1, x2 , t1 , t2 )
x1x2
.
,
( t ) t1, t2 ,..., tn
x1, x2 ,..., xn .

Fn ( x1, x2 ,..., xn , t1, t2 ,..., tn ) = P { ( t1 ) x1, ( t2 ) x2 , ( tn ) xn }


(1.82)
n -
,
n Fn ( x1, x2 ,..., xn , t1, t2 ,..., tn )
= Wn ( x1 , x2 ,..., xn , t1, t2 ,..., tn )
(1.83)
x1x2 ...xn
n - .

() .
n -
, ..:
Wm ( x1, x2 ,..., xm , t1, t2 ,..., tm ) =

..( n m ).. Wn ( x1, x2 ,..., xn , t1, t2 ,..., tn ) dxm+1...dxn ,

,
. ,
:

mk1k2 ...kn ( t1, t2 ,..., tn ) = m1 ( t1 ) 1 ( t2 ) 2 ... ( tn )


+

kn

}=

... x1 x2 ...xn Wn ( x1, x2 ,..., xn , t1, t2 ,..., tn ) dx1dx2 ...dxn .

k1 k2

kn

(1.84)

34


,
:
- ( )
( )
m1 ( t ) = m1 { ( t )} =

xW1 ( x, t )dt = a ( t ) ;

(1.85)

- () (
)

M { ( t )} = m1 ( t ) m1 { ( t )}

x m1 { ( t )} W1 ( x, t ) dx = 2 ( t ) ; (1.86)
2

- ( ) (
)
m1 { ( t1 ) ( t2 )} =

+ +

x1x2W2 ( x1, x2 , t1, t2 ) dx1dx2 = B2 ( t1, t2 ) .

(1.87)

(1.85), (1.86) (1.87)



, .

1.10
.


( t )
( ),
Wn ( x1, x2 ,..., xn , t1, t2 ,..., tn ) n
t1, t2 ,..., tn ( n ),
..
Wn ( x1, x2 ,..., xn , t1 , t2 ,..., tn ) = Wn ( x1 , x2 ,..., xn , t1 , t2 ,..., tn ) .
, ,

.


, .
,
:
-
(.. )
W1 ( x, t ) = W1 ( x, t ) = W1 ( x ) ;
( = t )

35

t2 t1

W2 ( x1 , x2 , t1, t2 ) = W2 ( x1, x2 , t2 t1 ) ;
-
t2 t1 t3 t1 , ..
W3 ( x1, x2 , x3 , t1 , t2 , t3 ) = W3 ( x1 , x2 , x3 , t2 t1, t3 t1 )
..

,
.
= t2 t1 ,
:
B2 ( ) =

+ +

x1x2W2 ( x1, x2 , ) dx1dx2 .

,
,
,
. ,
. ,
, ,
.

1.

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

;
(t )

( t ) const .
2. .
: ( t ) = ( t ) ( t )
( t ) = ( t ) ( t ) , ( t ) ( t ) - ,
; ( t ) - .
3. ( ) .
,
t T t t0 + T
m
2
2;
m1 { ( t )} = 1 0
0

t
t0 T ( t1, t2 ) t0 + T
B (t t )
2
2.
B2 ( t1, t2 ) = 2 2 1
0
( t1, t2 )

T - ( t ) ;
t0 - .

36

4.

. :
-

Wn ( x1, t1; x2 , t2 ;...; xn , tn ) = Wn ( x1 , t1 + T ; x2 , t2 + T ;...; xn , tn + T ) ,


.. n -
T t1, t2 ,..., tn ;
-
Wn ( x1, t1; x2 , t2 ;...; xn , tn ) Wn ( x1, t1 + T ; x2 , t2 + T ;...; xn , tn + T ) < ,
- .
T .

..
.

,
- ( ),
, ,
,

.

, = t2 t1
.




:
T
k
1
mk { ( t )} = lim ( t ) dt ,
(1.88)
T T
0
T

1
B2 ( ) = lim ( t ) ( t + ) dt .
T T
0

1.11

(1.89)

( t )
W ( x, t ) . ( t ) ( t )

( t ) = f ( t ) .

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

( t ) ( t )

37

. , x0 < ( t1 ) x0 + dx , ,

y0 < ( t1 ) y0 + dy , y0 = f ( x0 ) , .
. dx
dy :
W ( x, t1 ) dx = W ( y, t1 ) dy .

dx
.
(1.90)
W ( y, t1 ) = W ( x, t1 )
dy
dx
(1.90) ,

dy
.
y = f ( x ) , x = ( y )
, y
( y ) . x1 ( y ) , x2 ( y ) ,... . ,
y0 < ( t1 ) y0 + dy , :
x1 < ( t1 ) x1 + dx1 , x2 < ( t1 ) x2 + dx2 ..
,
dx
dx
dx
(1.91)
W ( y, t1 ) = W ( x1 , t1 ) 1 + W ( x2 , t1 ) 2 + ... = W ( xk t1 ) k ,
dy
dy
dy
k
,
.
. ( t ) = a ( t ) + b .

,
:
1
1 y b
,t .
W ( y , t ) = W ( x, t ) = W
a
a a

,
b ,
a .
. .
( t ) , ,

(t ) :

1 ( t1 ) = ( t1 )

2 ( t1 ) = ( t1 ) .
W ( y, t ) =

y ,t +

W y , t y > 0 ,
2 y
2 y
W ( y, t ) = 0
y < 0 .
,
, :
W

38
2
( y a )2
y +a )
(
y+a2

a y

1
1
2 2
2 2
2 2 ch
W ( y) =
e
e
e
+
=
2 .

y
2 2 y
2
2


W ( y, t ) .

mk { ( t )} =

y W ( y, t ) dy =
k

f k ( x )W ( x, t ) dx .

(1.92)

,

+

m1 { ( t )} =

f ( x )W ( x, t ) dx = a ( t ) .

(1.93)


M k { ( t )} =

f ( x ) m1 { ( t )} W ( x, t ) dx .
k

(1.94)

,
M 2 { ( t )} =

f ( x ) m1 { ( t )} W ( x, t )dx = 2 ( t ) .
2

(1.95)


B2 ( t1 , t2 ) =

+ +

f ( x1 ) f ( x2 )W2 ( x1, x2 , t1, t2 )dx1dx2 .

(1.96)

,
,
:
m1 { ( t )} =

f ( x )W ( x ) dx = a ;

(1.97)

M 2 { ( t )} =
B2 ( ) =

f ( x ) a W ( x ) dx = 2 ;

(1.98)

f ( x1 ) f ( x2 )W2 ( x1, x2 , ) dx1dx2 .

(1.99)

+ +

B2

1
= lim f x ( t ) f x ( t + ) dt .
T T
0

(1.100)

39

1.12

. :
= e jv ,
v - .
e jv

:
+

{ } = W ( x )e

1 ( v ) = m1 e

jv

jvx

dx .

(1.101)

(1.101)
. , ,

:
+
1
W1 ( x ) =
1 ( v )e jvx dv .
(1.102)

2
(1.101)
:
1 ( v ) = Pk e jvxk ,
(1.103)
k


, , :
W ( x ) = Pk ( x xk ) .
k

,
- , .. W ( x ) = ( x a )

( x a )dx = 1 .

.
1. .
:
1 ( v ) =

W1 ( x ) e

jvx

dx

,
v .
2. 1 ( 0 ) =

W1 ( x ) e

jvx

dx =

W1 ( x ) dx = 1 ,

e jvx = 1 .

(1.101)

W1 ( x ) dx = 1

3. 1 ( v ) = 1 ( v ) , 1 ( v )
.

40

4. 1 ( v ) ,
, = a + b ,

1 ( v ) =

jv( ax +b )

W1 ( x ) dx = 1 ( av ) e jbv .


.
k -
,
k - ,
+
d k 1 ( v )
k
= j x kW1 ( x )e jvx dx ,
k
dv

k
1 d 1 ( v )
mk { } = k
(1.104)
.
j dv k v=0
k = 1 :
m1 { } = j1' ( 0 ) .
(1.105)
,

m
k
1 ( v ) = 1 + k ( jv ) .
(1.106)
k =1 k !


( v ) = ln 1 ( v ) .
(1.107)
( v ) .


:
1' ( v )
'
(v) =
. m1 { } = j ' ( 0 ) = j1' ( 0 ) ;
1 ( v )

'' ( v ) =

1'' ( v ) 1 ( v ) 1' ( v )

2
2

; '' ( 0 ) = 1'' ( 0 ) 1' ( 0 ) = M 2 { } .

12 ( v )
,
M 2 { } = 2 = '' ( 0 ) .
(1.107)
M 3 { }
M 4 { } , k
:

41
4
M 3 { } = j 3 ''' ( 0 ) ; M 4 { } = j 4 ( ) ( 0 ) + 3M 22 ;

k=

''' ( 0 )

.
2
''

( 0 )
( 0 )

k - v = 0 ,
j k , k -
.

1, 2 ,..., n
''

( 4) ( 0 )

exp j ( v11 + v2 2 + ... + vn n ) , v1, v2 ,..., vn - .

n -
Wn ( x1, x2 ,..., xn ) , n -
n -
n ( v1 , v2 ,..., vn ) =

..( n ).. Wn ( x1, x2 ,..., xn ) e

j ( v1x1 + v2 x2 +...+ vn xn )

dx1dx2 ...dxn . (1.108)

, n
n :
+
+
1
j v x + v x +...+ vn xn )
.. n .. n ( v1, v2 ,..., vn ) e ( 1 1 2 2
Wn ( x1, x2 ,..., xn ) =
dv1dv2 ...dv
n ( )
( 2 )

(1.109)
1, 2 ,..., n ,

n

Wn ( x1, x2 ,..., xn ) = W1k ( xk ) ,

(1.110)

k =1

n ( v1 , v2 ,..., vn ) = 1k ( vk ) .

(1.111)

k =1

,
1 + 2 + ... + n

n

( v ) = 1k ( v ) .

(1.112)

k =1

,
, ( v ) = 1n ( v ) .

:

42

1 ( v1, t1 ) =

W1 ( x1, t1 ) e

jv1x1

dx1 ;

2 ( v1 , v1, t1, t2 ) =

+ +

W2 ( x1, x2 , t1, t2 ) e

j ( v1x1 + v2 x2 )

dx1dx2 ;

.
n ( v1 , v2 ,..., vn , t1, t2 ,..., tn ) =
=

.
j ( v1x1 + v2 x2 +...+ vn xn )
..
..
,
,...,
,
,
,...,
...
n
W
x
x
x
t
t
t
e
dx
dx
dx
(
)
(
)
1 2
n

n 1 2 n 1 2 n

,
n .

n

lim n ( v1 , v2 ,..., vn , t1, t2 ,..., tn ) = lim m1 exp j vk ( tk ) =
n
n

k =1

+

(1.113)
= m1 exp j v ( t ) ( t ) dt = v ( t ) .

v ( t ) - ( t ) .

n n ( v1 , v2 ,..., vn , t1, t2 ,..., tn )
(1.114)
mn ( t1, t2 ,..., tn ) =
v1 =v2 =...=vn =0 ,
j n v1v2 ...vn

nn ( v1, v2 ,..., vn , t1, t2 ,..., tn )
(1.115)
Bn ( t1, t2 ,..., tn ) =
v1 =v2 =...=vn =0 .
j n v1v2 ...vn

B1 ( t1 ) , B2 ( t1 , t2 ) , B3 ( t1, t2 , t3 ) ,... ,

(1.115)
js n

,...,
...
(1.116)
B
t
t
v
v
n ( v1 , v2 ,..., vn , t1, t2 ,..., tn ) = exp
(
)
s i k i k .
s =1 s ! i ,...,k =1

.

e x
x>0
W1 ( x ) =

.
x
<
0
0


.
:

43

1 ( v ) =

W1 ( x ) e

jvx

dx =

jvx x

dx =

jv

v = 0

1' ( 0 ) =

1' ( 0 ) 1
= .
, m1 =
j

1.13

,
,

m1 { ( t1 ) ( t2 )} = B2 ( t1, t2 ) =

+ +

x1x2W2 ( x1, x2 , t1, t2 )dx1dx2 .

,

( t ) . , B2 ( t1 , t2 ) = B2 ( t2 , t1 ) .

B2 ( ) = m1 { ( t ) ( t + )} =

+ +

x1x2W2 ( x1, x2 , ) dx1dx2 ,

(1.117)

x1 - t , x2 -
t + .

.

:
B2 = m1 ( t ) m1 ( t + ) m1 =

( x1 m1 )( x2 m1 )W2 ( x1, x2 , ) dx1dx2

(1.118)

B2 .
,
B2 ( ) = B2 ( ) m12 , m1 -
.

m1
.

.

44

1.
.
B2 ( ) = B2 ( ) .
(1.119)
:
B2 ( ) = m1 { ( t ) ( t + )} = m1 { ( t ) ( t )} = B2 ( ) .

2. B2 ( )
. ,
( t ) ( t + )
.


,
lim B2 ( ) = B2 ( ) = lim m1 { ( t ) ( t + )} = m12

m1 = B2 ( ) ,
(1.120)
..

.
- B2 ( ) = 0 .
3. = 0

lim B2 ( ) = B2 ( 0 ) = m1 ( t )
0

} = m { (t )} = m .
2

(1.121)

2 = m2 m12
,
2 = B2 ( 0 ) B2 ( ) = B2 ( 0 ) ,
(1.122)
= 0
B2 ( 0 ) = m2 m12
.
4.
= 0 0 , ..
B2 ( 0 ) B2 ( ) B2 ( 0 ) B2 ( ) ,
(1.123)
..
= 0 .
- 1.5
B ( ) B2 ( )
b2 ( ) = 2
-
B2 ( 0 )

45

B2 ( )



:
B2 ( 0 )

k = b2 ( ) d (1.124)

B2 ( )

0
.1.5

,

, :
D2 ( t1 , t2 , ) =

+ +

( t1 + ) ( t1 ) ( t2 + ) ( t2 )W2 ( x1, x2 , t1, t2 ) dx1dx2 .


( t )

T ( t ) , T .
T ( t )
+

T ( t ) e

jt

dt = T ( j ) .

,
T ( t )
T

2
1
ET = ( t ) dt =

d .
(
)
T

2
0

2
T

T , ET
, T
:

E
1
Pc = lim T =
T T
2

G ( ) = lim

T ( j )

Tlim

T ( j )
T

1
d =
2

G ( )d ,

46

G ( ) ,
.

+
1
Pc =
(1.125)
G ( ) d .
2
+

1

G ( )d = 2 .

2

, ,
G ( ) .

, , ,
, .
,

:
+

1
1
j
B2 ( ) =
(1.126)
G ( )e d = G ( ) cos ( ) d ;
2
0
G ( ) =

B2 ( ) e

d = 2 B2 ( ) cos ( ) d .

(1.127)


, (1.126) (1.127)
,
. ,

.
, (1.126) (1.127):

1
B2 ( 0 ) = G ( )d ;
G ( 0 ) = 2 B2 ( ) d .


G ( 0)
k =
.
2 B2 ( 0 )

1
1
G ( ) d
G ( ) d
V =

V =

(1.128)

,
(1.129)
G ( 0)
G (0 )
0 - ,
.

47


.
1. :
G ( ) 0 .
2. lim G ( ) = 0 .

3. .
4. : G ( ) = G ( ) .



T

+
+

1 2
G ( ) = lim B2 ( t , t ) dt exp ( j ) d .
T T
T

.
. B2 ( )
,
0 1
G
.
G ( ) = 0
> 1
0
(1.126)

1
G0 1
G0 sin (1 ) G01
cos

=
B2 ( ) = G ( ) cos ( ) d =
d
Sa (1 ) .
(
)

.
V V1 0,5G ( 0 ) ,

4
0

G ( ) = 2 + 2
.

<
0
0
(1.129)

V =
G
d
=
d
=
arctg
=
( )
G ( 0 ) 0
4 0 2 + 2

0 2

V1 0,5G ( 0 )

4
4 2
G ( V1 ) =
= 0,5G ( 0 ) = 0,5 2 = ,
2

2 + ( V1 )
V1 = .
.

48

V 1
= .
V1 2

1.14

( t ) ( t )
( n + m ) -

Fn+ m x1,..., xn , y1, y,..., ym , t1,..., tn , t1' ,..., tm' =

( )

( )

= P ( t1 ) x1 ,..., ( tn ) xn , t1' y1,..., tm' ym

( n + m ) -

Wn+ m x1,..., xn , y1,..., ym , t1,..., tn , t1' ,..., tm' =


=

n+m )

Fn+ m x1 ,..., xn , y1,..., ym , t1,..., tn , t1' ,..., tm'

).

x1x2 ...xny1y2 ...ym


( t ) ( t ) ,
n m

Wn+ m x1,..., xn , y1,..., ym , t1,..., tn , t1' ,..., tm' = Wn ( x1,..., xn , t1,..., tn )Wm y1,..., ymt1' ,..., tm'

mk1...knr1...rm t1 , t2 ,..., tn , t1' , t2' ,..., tm' =


=

k
r
k
r
'
'
..( n + m ) .. x11 ...xnn y11 ... ymmWn+m x1,..., xn , y1,..., ym , t1,..., tn , t1,..., tm dx1...dxn dy1...dym .



+ +

Bxy ( t1, t2 ) = m1 { ( t1 ) ( t2 )} = xyW2 ( x, y, t1, t2 ) dxdy


(1.130)

+ +

Byx ( t1, t2 ) = m1 { ( t1 ) ( t2 )} = yxW2 ( x, y, t1, t2 ) dxdy


:
Bxy ( t1 , t2 ) =

xW ( x, t1 )dx yW ( y, t2 ) dy = ax ( t1 ) a y ( t2 ) ,

ax ( t ) a y ( t ) ( t )
.

(t )

49

,
, .


B2 x ( t1, t2 ) Bxy ( t1, t2 )
,
Byx ( t1, t2 ) B2 y ( t1, t2 )
B2 x ( t1 , t2 ) B2 y ( t1, t2 ) - ( t ) ( t ) .
,
( t ) = ( t ) + ( t ) :

B2 z ( t1 , t2 ) = B2 x ( t1, t2 ) + B2 y ( t1, t2 ) + Bxy ( t1, t2 ) + Byx ( t1, t2 ) .


,

.


t2 t1 = :
Bxy ( ) =

xyW2 ( x, y, ) dxdy .

(1.131)

Bxy ( ) = Byx ( ) .
(1.132)

, ..
Bxy ( ) Bxy ( ) .

:
Bxy ( ) B2 x ( 0 ) B2 y ( 0 ) .

bxy ( ) =

Bxy ( )
B2 x ( 0 ) B2 y ( 0 )

.
( t )

( t ) :

1
xT ( j ) yT ( j ) ,
(1.133)
T T
1
G yx ( ) = lim xT ( j ) yT ( j ) .
(1.134)
T T
(1.133) (1.134) ,
Gxy ( ) G yx ( ) .
Gxy ( ) = lim

50



:
Gxy ( ) =

Bxy ( ) e

G yx ( ) =

d ,

Bxy ( ) =

1
2

Byx ( ) e

d ;

Gxy ( ) e j d , Byx ( ) =

1
2

Gyx ( ) e

d .

1.15


t , :

lim m1 ( t + T ) ( t )

T 0

} = 0.

(1.135)


t
= 0 .


t ,
2
( t + T ) ( t )

'
lim m1
(t ) = 0 ,
T 0
T

' ( t ) - ( t ) t .
' ( t ) .
1.
,
:
m1 ' ( t ) = m1' ( t ) .
(1.136)
,
.
2.

2 B2 ( t1 , t2 )
B2 ' ( t1, t2 ) =
.
(1.137)
t1t2

B2 ' ( ) = B2'' ( ) ,
(1.138)

51

..
,
.
3.
:
G ' ( ) = 2G ( ) .
(1.139)
4.

+
1
B2 ' ( 0 ) =
2G ( ) d .
(1.140)

2
5. ' ( t ) ( t )

12 =

G ( ) d
B2 ( 0 )

'

B2 ( 0 )

(1.141)

G ( ) d


.
.
m1 ( t ) = u sin ( t )



t t
B2 ( t1, t2 ) = 2e ( 1 2 ) ,

2 - .

.

(1.136) m1 ' ( t ) = m1' ( t ) = cos ( t ) .

2 B2 ( t1, t2 )
2
t t
B2 ' ( t1 , t2 ) =
= 2 2 e ( 1 2 ) 1 2 ( t1 t2 ) .

t1t2
t1 = t2 = t ,

2' ( t ) = 2' = 2 2 .

( t )

52
b

( t ) = h ( t , v ) ( v ) dv ,

(1.142)

h ( t , v ) - , a b -
.
,

b

m1 ( t ) = h ( t , v ) m1 ( v ) dv .

(1.143)

( t ) ,
b

m1 ( t ) = m1 h ( t , v ) dv .

(1.144)

bb

B2 ( t1 , t2 ) = h ( t1, v1 ) h ( t2 , v2 ) B2 ( v1 , v2 )dv1dv2 .

(1.145)

aa


bb

B2 ( t1 , t2 ) = h ( t1, v1 )h ( t2 , t2 ) B2 ( v2 v1 ) dv1dv2 .

(1.146)

aa

(1.146)
.


1
G ( ) = 2 G ( ) .
(1.147)


( t ) m1 ( t )

B2 ( t1, t2 ) . ( t )

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

m1 = ( t ) m1 ( t ) ,
(1.148)
..

, .

B2 ( t1, t2 ) = ( t1 ) ( t2 ) B2 ( t1, t2 ) .
(1.149)
,

53


t1 t2 .
( t ) = - , :
m1 ( t ) = m1 ( t ) B2 ( t1, t2 ) = 2 B2 ( t1, t2 ) .

( t ) ,
n

( t ) = i ( t ) .
i =1

m1 ( t ) = m1i ( t ) ,

(1.150)

i =1

.. .
( t )
n

B2 ( t1 , t2 ) = B2i ( t1, t2 ) + Bi j ( t1, t2 ) ,


i =1

(1.151)

i =1 j =1

B2i ( t1, t2 ) - i ( t ) , Bi j ( t1, t2 ) .


,

,
.

n

B2 ( t1, t2 ) = B2i ( t1 , t2 ) + m1i m1 j .


i =1

1.16

i =1 j =1

V
0 ,
, .

:
1

B2 ( ) = G ( ) cos ( ) d cos (0 ) .
(1.152)
0

(1.152),
,
0 , cos (0 )

54

, ,
0
.

1
k =
G ( ) cos ( )d d .
B2 ( 0 ) 0 0

,

, .. 1 .

. ,
,
, ..
+
G
e j d = G ( ) .
G ( ) = G = const B2 ( ) =

2

=0
1
b ( ) =
0
0
, ,
( ) .
.

.


,
.

.

G = 2eI GT = 4kT 0 R ,
: e - , I - ,
, k - , T 0 -
, R - .
,
.

.

55

1.17

.
,

t
B3 ( t1, t2 , t3 ) = B4 ( t1, t2 , t3 , t4 ) = ... = 0 .
(1.153)
(1.153)

(1.116)
js n

Bs ( ti ,..., tk ) vi ...vk =
( v1,..., vn , t1,..., tn ) = exp

s =1 s ! i ,...,k =1

1 n n
(1.154)
= exp j B1 ( ti ) vi B2 ( ti , tk ) vi vk .
2 i =1 k =1
i =1

,
, ..
B1 ( t ) = m1 ( t ) .
(1.154),


Wn ( x1,..., xn , t1,..., tn ) =
+

.. n .. n ( v1,..., vn , t1,..., tn ) exp j vi xi dv1...dvn =


=
n ( )
( 2 )
i =1

( 2 )

+
n
n

1 n n
n
j
B
t
v
B
t
t
v
v
j
..
..
exp
,
exp

vi xi dv1...dvn =
1( i ) i
2( i k) i k
( )
2 i =1 k =1
i =1

i =1

1 n n

ik xi B1 ( ti ) xk B1 ( tk ) ,
2 i =1 k =1

: - B2 ( ti , tk ) ,
= ( 2 )

2 exp

B2 ( t1, t1 )

B2 ( ti , tk ) =

B2 ( t1 , t2 ) ... B2 ( t1 , tn )

B2 ( t2 , t1 ) B2 ( t2 , t2 ) ... B2 ( t2 , tn )
...

(1.155)

...

...

...

B2 ( tn , t1 ) B2 ( tn , t2 ) ... B2 ( tn , tn )

ik -

ik =

Aik
,

B2 ( ti , tk )

56

Aik = ( 1) ik - B2 ( ti , tk )
;
ik - B2 ( ti , tk ) , .. ( n 1) ,
i k
.
,

n

1 n n
(1.156)
n ( v1 ,..., vn , t1,..., tn ) = exp jm1 vi B2 ( ti tk ) vi v ,
2 i =1 k =1
i =1


1 n n

1
n
Wn ( x1,..., xn , t1,..., tn ) = ( 2 ) 2 2 exp ik ( xi m1 )( xk m1 ) . (1.157)
2 i =1 k =1

, , (1.153),

.

:
( x m1 )2
1
W1 ( x ) =
exp
(1.158)
;
2 2
2

2
1
1

W2 ( x1, x2 , ) =
exp 2
x
m
(
)
1
1
2

2
1
b

(
)
2 2 1 b22 ( )

2
2b2 ( )( x1 m1 )( x2 m1 ) + ( x2 m1 ) ,
(1.159)

m1 - , 2 - ,
b2 ( ) - .

, n -

1 n
1
2
exp
Wn ( x1,..., xn ) =
x
m

(
)

1 =
i

2
n
n
2

2
=
i
1

( 2 )
(1.160)
n
(x m )
1
exp i 2 1
=
2
i =1 2

.. n
,
.

, .
i+k

57


.

m1 = m11 + m12 2 = 12 + 22 .

,
:
2

'

y
m
t

(
)
1
1

,
W1 ( y ) =
exp
(1.161)

2
2
t

' ( t ) 2
(
)
'

2' ( t ) m1 ' ( t ) -

y2
1
W1 ( y ) =
exp 2 2 ,
(1.162)
2

1 2
1

1
2

2
G ( ) d
-
1 = +

G ( ) d

, 2 - .



12 x 2 + y 2
1
W2 ( x, y ) =
exp
.
(1.163)
2 2
21 2
2



1
bxy ( )
, bxy ( ) = byx ( ) .
12
byx ( )
+


2 2

2
1
1 x 2bxy ( ) xy + y
exp
.
W2 ( x, y, ) =
2
2
2
2
2
2 1 bxy ( )
2 1 bxy ( )

(1.164)

= 0 bxy ( 0 ) = 0 (1.164)
(1.163).

58

1.18

( t ) ,
,
x = x0 . .

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

x = x0 .
x = x0
t
d ( t )
x0 x < ( t ) < x0 ,
> 0.
dt

W2 ( x, y, t )
( t )

d ( t )
, t
dt

d ( t )
0
P x0 x < ( t ) < x0,
> 0 = W2 ( x, y, t ) dxdy = t yW2 ( x0 , y, t ) dy .
dt

0 x0 x
0
x = x0
( t , t + T )
x

m1 ( x0 , t , T ) =

t +T

yW2 ( x0 , y, t ) dydt ,

(1.165)

t 0


m1 ( x0 , t , T ) 1 t +T
N1 ( x0 , t ) =
= yW2 ( x0 , y, t ) dydt .
T
T t 0

(1.166)


t ,
x0

N1 ( x0 ) = yW2 ( x0 , y )dy .

(1.167)


x = x0 .

59


x = x0
(1.163)
x0

12 x0 + y 2
1
1 2 2
.
(1.168)
N1 ( x0 ) =
y exp
dy =
e
2 2

21 0
2
2

2
2

(
)

,
0
1 =

G ( ) d
0


x = x0
.

x = x0 .
x0
,
x0 ..
1
lim
T 2T

+T

e x0 ( t )dt = P { ( t ) x0 } = F1 ( x0 ) ,

e ( x ) - , F1 ( x ) -
.
T ,
( t ) < x0 , x0

, .. N1 ( x0 ) T .
x0

F ( x ) T F1 ( x0 )
m1 { } = 1 0
=
.
(1.169)
N1 ( x0 ) T N1 ( x0 )

x02
2 x0
m1 { } =
F
exp 2 ,
(1.170)
1
2

x2

1
2 dx -
e
F ( x ) =

2

x = x0

60

1 F1 ( x0 )
.
N1 ( x0 )

x02
2
x0
m1 { } =
1 F exp 2
1

2
x0 ?

m1 { } =

m1 { }

(1.171)

(1.172)

2
,
x01


:
x2

1 2 1 1
3 15

F ( x) : 1
e 3 + 5 7 + ... =
x
x
2
x x

1
1
i ( 2i )!
1
1
=
+ ( 1) i 2i +1 .
2 i! x
x 2 i =1
F ( x )

erf ( x ) =

t
e dt
0

t2

2
2 dt .
( x) =
e

2 0

61

2.

-
.
.
1. ;
2. ;
3. ;
4. ;
5. .


.

2.1.
y ( t )

d n y (t )
d n1 y ( t )
dy ( t )
an ( t )
a
t
a
t
+
+
...
+
+ a0 ( t ) y ( t ) = f ( t ) ,
(
)
(
)
1
1
n

dt
dt n
dt n1
f ( t ) = L x ( t ) - x ( t ) ,
L . a ( t )
(,
).


d n y (t )
d n1 y ( t )
dy ( t )
an
a
a
+
+
...
+
+ a0 y ( t ) = f ( t ) .
1
n 1
dt
dt n
dt n1
,
,
x ( t )

y ( t ) ,
:

m

x ( t ) = xi ( t ) ,
i =1

y ( t ) = yi ( t ) .
i =1

, ,
, .

62

, .

, -
.
( , t ) ,
, ,
.

( , t ) H ( ) ,
.

( , t ) = e jt ,
(2.1)
H ( ) = K ( j ) = K ( ) e ( ) ,

e jt .
K ( j )
j

, K ( ) ( ) - -
.

: ( t ) -

e ( t ) . (
)
.

, ..
g t , t ' ,
t ,

( )

t ' .
,
,
t :

y (t ) =

x ( t )g ( t , t ) dt .
'

'

'


t t = ' ,

63

y (t ) =

x ( t ) g ( )d = x ( )g ( t ) d .

(2.2)


:
+

jt
K ( j ) = g ( t ) e dt

.
(2.3)

+
1

jt
g ( t ) = 2 K ( j ) e d

, K ( ) - , ( ) - ,
-

1
g ( t ) = K ( ) cos t + ( ) d .
(2.4)

-
-
0
,
.


g ( t ) = g ( t ) cos 0t ,
..
.
h ( t )
e ( t ) .

2.2.

.
,
K ( j ) g ( t ) ,

s1 ( t )

S1 ( j ) .

g ( t ) (2.2):

64

s2 ( t ) =

s1 ( t ) g ( ) d .

s1 ( t )
1
s1 ( t ) =
2

S1 ( j ) e

e jt d .

1
s2 ( t ) = g ( )

1
=
2

j jt
S
j

e
e
d

(
)
d =
1

+
jt
1
j
S
j

e
d

(
)
(
)

e d =
1
2

K ( j ) =

g (t ) e

jt

S1 ( j ) K ( j ) e

jt

d ,

(2.5)

dt .

(2.5) ,

, ..
S 2 ( j ) = S1 ( j ) K ( j ) .
(2.6)

:
+
1
s2 ( t ) =
S1 ( j ) K ( j )e jt d .
(2.7)

2
,

K ( j ) .

K ( j )

S1 ( j )
.

K1 ( j ) , K 2 ( j ) ,..., K n ( j ) ,
:
K ( j ) = K1 ( j ) K 2 ( j ) ...K n ( j ) ,
:
+
1
s2 ( t ) =
S1 ( j ) K1 ( j )K 2 ( j ) ...K n ( j ) e jt d .

2
,
,
.

65


,
,
,
, .
,
( t ) B2 ( t1 , t2 ) .

( t )
(t ) =

( t ) g ( ) d ,

.. . ,

(1.145)

B2 ( t1 , t2 ) =

+ +

g ( t1, v ) g ( t2 , u ) B2 ( v, u ) dvdu .

B2 ( t1 , t2 ) =

+ +

g ( v ) g ( u ) B2 ( t1 v, t2 u ) dvdu .

( t ) ,

+ +

B2 ( ) =

g ( v ) g ( u )B2 ( v u + ) dvdu .

(2.8)

(2.8)
. ,

.
-

G ( ) =

B2 ( ) e

d =

+ + +

g ( v ) g ( u ) B2 ( v u + ) exp ( j ) dvdud =

v u + = z ,
+ + +

g ( v ) g ( u ) B2 ( z ) exp j ( z + u v ) dvdudz =

g ( v )e

jv

dv g ( u ) e

= G ( ) K 2 ( )
:

ju

du B2 ( z ) e j z dz = G ( ) K ( j ) =

(2.9)

66
+

B2 ( z )e

j z

dz = G ( ) -

,
+

g ( u )e

ju

g (v)e

j v

du = K ( j ) - ,

dv = K ( j ) = K ( j ) -

.
(2.9)

.
,

. ,
,
.


:
+
1
B2 ( ) =
G ( )K 2 ( ) e j d .
(2.10)

2

+
1
B2 ( 0 ) =
G ( )K 2 ( ) d .

(2.11)


K1 ( j ) , K 2 ( j ) ,..., K n ( j ) ,

G ( ) = G ( ) K1 ( j ) K 2 ( j ) ...K ( j ) ,
2

1
B2 ( ) =
2

G ( ) K1 ( j ) K 2 ( j )...K n ( j )

e j d ,

1
B2 ( 0 ) =
2

G ( ) K1 ( j ) K 2 ( j )...K n ( j )

d .

67

s2 ( t0 )

B2 ( o )

1
Re
2

jt0
S
j

K
j

e
d

1( ) ( )

(2.12)

2
G
K
d

(
)
(
)

/ (
). t0 - ,
,
(2.12)

.

/,
, ,
. ,
,
/.

,

- .

.
/ .
+

2.3.
,

G ( ) = G , .. .

(2.9)
G ( ) = GK 2 ( ) .
(2.13)
,
-
.
(2.13)

+
G
B2 ( ) =
K 2 ( ) cos ( )d .
(2.14)

2

,
(2.8):
+ +
G
B2 ( ) =
g ( v ) g ( u ) B2 ( v u + ) dvdu =
2

68

,
- B2 ( ) = G ( ) ,
- ,
+

= G ( v u + )g ( v ) g ( u ) dvdu = G g ( u ) g ( u ) du .

(2.15)

, ()


.

0 -


G + 2

B2 ( ) =
K

cos

(2.16)
(
)
(
)
cos (0 ) .
1
0

(1.16) ,
,
0 , cos (0 ) ,
-
,
0 .

-
.
.

,


. ,


.


+

f =

2
K ( ) d

2 K 2 (0 )
-

(2.17)

69

f =

2
K ( ) d
0

K 2 ( 0)

(2.18)

- .

:
B (0)
B ( 0)
f = 22
.
f = 22
GK (0 )
GK ( 0 )
,
,
G (0)
1
.
(2.19)
k =
=
2 B2 ( 0 ) 2f
, ,
.

.
.
, .
-
0 < 2
K0
.
K ( ) =

0
0 >
2
,

0 < 2
GK 02
.

G ( ) =

>

0
2

= 0
,
0 .


0 +

2
1
GK 02
2
sin 0 + sin 0 =
B2 ( ) =
GK 0 cos ( )d =

2
2

2
2
0

GK 02

sin

) cos ( ) .

70

GK 02 sin
GK 02

2
sin
cos (0 ) =0 =

B2 ( 0 ) =
.
cos (0 ) =0 =

2
2

2
2
.
-
( )2
0
K ( ) = k exp
.
2


:
( )2
2
0
G ( ) = Gk exp
.
2

2
2 2
Gk 2
Gk 2
cos (0 ) exp 2 cos ( ) d =
exp
B2 ( ) =
cos (0 ) ,

0

Gk 2
.
B2 ( 0 ) =
2
GK 02

2.4


.



.
1.11 .

,
,
.

.

y = f ( x )
W2 ( x1, x2 , t1, t2 )

71

B2 ( t1 , t2 ) =

+ +

f ( x1 ) f ( x2 )W2 ( x1, x2 , t1, t2 ) dx1dx2 .

(2.20)

,

,

B2 ( ) =

+ +

f ( x1 ) f ( x2 )W2 ( x1, x2 , )dx1dx2 .

(2.21)


, ,
.
(2.20) (2.21) .

,
.

.
1.
,
,
, ..

W2 ( x1, x2 , t1, t2 ) = W1 ( x1 , t1 )W1 ( x2 , t2 ) cn ( t1, t2 )n ( x1, t1 )n ( x2 , t2 ) ,

(2.22)

n =0

n ( x, t ) - , cn ( t1 , t2 )
cn ( t1, t2 ) =

+ +

n ( x1, t1 )n ( x2 , t2 )W2 ( x1, x2 , t1, t2 ) dx1dx2 .


B2 ( t1 , t2 ) =

+ +

f ( x1 ) f ( x2 )W1 ( x1, t1 )W1 ( x2 , t2 )

(2.23)

cn ( t1, t2 )n ( x1, t1 )n ( x2 , t2 ) dx1dx2


n =0

n =0

B2 ( t1 , t2 ) = cn ( t1, t2 ) f ( x1 )n ( x1, t1 )W1 ( x1 , t1 ) dx1 f ( x2 )n ( x2 , t2 )W1 ( x2 , t2 ) dx2

(2.24)

n (t ) =

f ( x )n ( x, t )W1 ( x, t ) dx

(2.25)

72

B2 ( t1 , t2 ) = cn ( t1, t2 ) n ( t1 ) n ( t2 ) .

(2.26)

n =0

B2 ( ) = cn ( ) n2 ,

(2.27)

n =0

cn ( ) =

n =

+ +

n ( x1 )n ( x2 )W2 ( x1, x2 , ) dx1dx2 ,

(2.28)

f ( x )n ( x )W1 ( x ) dx .

(2.29)

2.

, f ( x ) -

1
f ( x) =
2
F ( jv ) =

F ( jv )e

jvx

dv ,

jvx
f ( x ) e dx -

f ( x) .


+ + +
+
1
jv1x1
B2 ( t1 , t2 ) = 2 F ( jv1 ) e dv1 F ( jv2 ) e jv2 x2W2 ( x1, x2 , t1 , t2 ) dv2 dx1dx2 =
4

+ +

4 2

F ( jv1 )F ( jv2 )

(2.30)

+ +

W2 ( x1, x2 , t1, t2 ) exp j ( v1x1 + v2 x2 ) dx1dx2dv1dv2

,

2 ( v1 , v2 , t1, t2 ) =

+ +

W2 ( x1, x2 , t1, t2 ) exp j ( v1x1 + v2 x2 ) dx1dx2 ,

(2.30)
+ +
1
B2 ( t1 , t2 ) = 2 F ( jv1 ) F ( jv2 ) 2 ( v1 , v2 , t1, t2 ) dv1dv2 .
(2.31)
4
(2.22)
2 ( v1, v2 , t1, t2 )

2 ( v1 , v2 , t1, t2 ) = 1 ( v1, t1 ) 1 ( v2 , t2 ) d n ( t1 , t2 ) Pn ( v1, t1 ) Pn ( v2 , t2 ) ,


n =0

(2.32)

73

: d n ( t1, t2 ) =

+ +

2 ( v1, v2 , t1, t2 )Pn ( v1, t1 ) Pn ( v2 , t2 ) dv1dv2 ,

(2.33)

Pn ( v, t ) - .
(2.32) (2.31)

B2 ( t1 , t2 ) = d n ( t1 , t2 ) n ( t1 ) n ( t2 ) ,

(2.34)

n =0

1
F ( jv ) Pn ( v, t ) 1 ( v, t )dv .
2

n ( t ) =

B2 ( ) = d n ( ) n2 ,

(2.35)

(2.36)

n =0

d n ( ) =

+ +

2 ( v1, v2 , )Pn ( v1 ) Pn ( v2 ) dv1dv2 ,

(2.37)

1
(2.38)
F ( jv ) Pn ( v ) 1 ( v ) dv .
2
,

, cn ( ) d n ( )
.
cn ( t1 , t2 ) d n ( t1 , t2 ) [ cn ( )
d n ( ) ]
n ( x ) Pn ( v ) .
n ( t ) n ( t ) n ,
n .

n =

2.5.



. ,
,
.


(2.27):

74

B2 ( ) = cn ( ) n2 .
n =0

cn ( )

(2.22).
, .

x 2 2b ( ) x x + x 2
1
2
1 2
2
W2 ( x1 , x2 , ) =
exp 1
,
2
2

(
)
2 2 1 b22 ( )


b2 ( ) - .
,

,
:
2 2

v1 + 2b2 ( ) v1v2 + v22 .


2 ( v1, v2 , ) = exp

W2 ( x1, x2 , ) =
+ +

2 2
2

= 2 exp j ( v1 x1 + v2 x2 )
+
2

+
v
b
v
v
v
(
)
2
1 2
2 dv1dv2
1
2
4

(2.39)

2b2 ( )v1v2

n
1)
(
2b2 ( )v1v2
2b2 ( ) v1v2 .
=
e
(2.40)

!
n
n =0
(2.40) (2.39) ,

1) 2 nb2n ( ) + n
2 2
(
W2 ( x1, x2 , ) =
v1 exp jv1x1
v1 dv1

n
!
2

2
n =0

1
2 2
n

v2 exp jv2 x2 2 v2 dv2 .


2

+

( jv ) e
n

jxv

2 2
v
2

dv = 2

( n +1)

x2 x
exp 2 D ,
4

(2.41)

(2.42)

x
D - ,

:

75

x2 x
x
D = exp 2 H n .

4

(2.43)

d n z2
H n ( z ) = ( 1) e
e - .
dz n
(2.42) (2.43) (2.41)
:
x12
x22

b2 ( )
2
2
x1
x2

2
2
2 e
W2 ( x1, x2 , ) = 2
H n 2 e
Hn =

!
n


n =0

z2

x12

x22

b ( )
1
2
x x
e 2 2
H n 1 H n 2 =
2
.
n =0 n !

1
2
=
e 2
2

= W1 ( x1 )W1 ( x2 ) cn ( )n ( x1 )n ( x2 )
n =0

x2

1
2
W1 ( x ) =
e 2
2

x
, n ( x ) = H n

- , , , cn ( )
b2n ( )
.
(2.44)
cn ( ) =
n!
,


n

2 b2 ( )
.
(2.45)
B2 ( ) = n
n!
n =0
n (2.29)
.

G ( ) = 2 B2 ( ) cos ( )d = 2

n2

b2 ( ) cos ( ) d .

n
!
n =0

(2.46)

,
.

:

( n ) ( z ) = F ( n+1) ( z ) = ( 1) F ' ( z ) H n ( z ) = ( 1) ( z ) H n ( z ) ,
n

(2.47)

76
z2

x2

1 2
1
2 dx .
( z ) =
e
F ( z) =
e

2
2


(2.31)
+ +
1
B2 ( ) = 2 F ( jv1 )F ( jv2 ) 2 ( v1 , v2 , ) dv1dv2 .
(2.48)
4


2 2

v1 + 2b2 ( ) v1v2 + v22 .


2 ( v1, v2 , ) = exp

(2.40),

2 2
2 n v1
n
2v22

n b2 ( )
e 2 v1n e 2 v2n .
2 ( v1 , v2 , ) = ( 1)
(2.49)
n
!

n =0

(2.49) (2.48)

b2n ( ) 2 n 1
B2 ( ) = ( 1)
n!
2
n =0

v1n F

( jv1 ) e

2v12
2

1
n
dv1
v
F
jv
e
(
)
2 2
2

2v22
2

dv2 =

= ln ( )hn2 ,

(2.50)

b2n ( ) 2 n
,
ln ( ) = ( 1)
n!

(2.51)

n =0

1
hn =
2

n
v F ( jv ) e

2v 2
2

dv .

(2.52)




.
,
,
.
.

77


(2.31)
+ +
1
B2 ( ) = 2 F ( jv1 ) F ( jv2 ) 2 ( v1, v2 , ) dv1dv2 =
4
+ +

2 2
2

exp
2

+
+
F
jv
F
jv
v
b
v
v
v
(
)
(
)
(
)

1
2
1
2
1
2
2

dv1dv2 .
2
4 2

(2.53) b2 ( ) :
1

dB2 ( )
db2 ( )

(2.53)

+ +

2 2

2
v1 + 2b2 ( ) v1v2 + v22 dv1dv2 =
= 2 v1v2 F ( jv1 ) F ( jv2 ) exp

4
2

+ +

2
= 2 jv1F ( jv1 ) jv2 F ( jv2 ) 2 ( v1 , v2 , ) dv1dv2 .
4


B2 ( ) =

(2.54)

+ +

f ( x1 ) f ( x2 )W2 ( x1, x2 , ) dx1dx2 .

(2.55)

(2.53) (2.55) , jvF ( jv )


f ( x ) , ,
dB2 ( )
db2 ( )

+ +

'
'
f ( x1 ) f ( x2 )W2 ( x1, x2 , ) dx1dx2 .

(2.56)

,
:
+ +
x 2 2b ( ) x x + x 2
dB2 ( )
1
'
'
2
1 2
2
=
f ( x1 ) f ( x2 ) exp 1
dx1dx2 .

2
2
db2 ( ) 2 1 b 2 ( )

b
2
1

(
)

2
2


(2.57)
k
:
+ +
x 2 2b ( ) x x + x 2
d k B2 ( )
2 k 2
(k )
(k )
2
1 2
2
f ( x1 ) f ( x2 ) exp 1
=
dx1dx2

k
2
2
2

db2 ( )

b
2
1

(
)
2 1 b2 ( )


(2.58)
.
f ( x ) ,
, k

f ( ) ( x ) (2.58)
,
.
k

78


. , k = 1
:

dB2 ( )
= 1 ( b2 )
db2 ( )

B2 ( ) =

b2 ( )

1 ( b2 ) db2 + C ,
0

C = B2 ( )

b2 =0

= B2 ( ) = m12 ,

m1 =

f ( x )W1 ( x ) dx - .

k = 2

B2 ( ) =

d 2 B2 ( )
db22 ( )

b2 ( )

b2 ( )

1 ( b2 ) db2 +

= 2 ( b2 )

Cdb2 + C1 ,

C - , .

1 ( b2 ) =

b2 ( )

2 ( b2 ) db2 .

C C1 :
B2 ( )

=
2

b2 =0 =

B2 ( ) = m12 = C1 B2 ( )

b2 =1

= B2 ( 0 ) = m12 + 2 = C ,

f ( x ) m1 W1 ( x ) dx - .
2

.

.

x x0
a
.
y = f ( x ) = 0
x
<
x
0

0


f ' ( x ) = a0 ( x ) .
(2.58) k = 1 ,

79

dB2 ( )
db2 ( )

x 2 2b ( ) x x + x 2
2
1 2
2
exp 1
=
dx1dx2 =
2
2
2

2
1

2 ( )
2 1 b2 ( )

.
+ +

a02 ( x1 ) ( x2 )

a02

2 1 b22 ( )

( x ) ( x x0 ) dx = ( x0 )

x01 = x02 = 0 .

:
2

x2

a
a02
2
2
0
2

C = B2 ( ) b2 =0 = B2 ( ) = m1 = f ( x )W1 ( x ) dx =
e
dx = .

4

0 2

B2 ( ) = C +

b2 ( )

dB2 ( )

b2 ( )

a02
2 1 b22 ( )

db2

db2 =

db2 ( ) =

a02
+
4

a02

1 + arcsin b2 ( )

,
b2 ( ) = 0

a02
B2 ( ) =
= const ,
4

B ( ) B2 ( )
b2 ( ) = 2
= 0 , ,
B2 ( 0 )

.
.
,
.

x0
x
y = f ( x ) =
.
x<0
0

f ( x )

( k = 2 ) , ..

f '' ( x ) = ( x ) .
(2.58)

80

d 2 B2 ( )
db22 ( )

2
2

1 b22

( )


B2 ( ) =

b2 ( )

2
arcsin b2 ( ) db2 ( ) +
2

b2 ( )

2
Cdb2 ( ) + C1 =
1 b22 ( ) + Cb2 ( ) + C1
2

C C1 :
C = B2 ( 0 ) =

2
C1 = B2 ( ) =
.
2

2

2

2
B2 ( ) =
b2 ( ) + arcsin b2 ( ) + 1 b2 ( ) .
2
2

. ,

-
, 0 , ,
G .
- k0 .
.

+

k02G j
k02G0 sin (0 )
1
j
2
B2 ( ) =
.
GK ( )e d = e d =
2

0
0

:
sin (0 )
k02G0
2
b2 ( ) =
=
.

2
sin (0 )
a2 2
a 2
B2 ( ) = 0 1 + arcsin b2 ( ) = 0 1 + arcsin
.
4
4

2.6.
( t )

, ( t ) ,
( t )

(t )
d .
T T t
( t ) ( t )
(t ) =

lim

(2.59)

81

( t ) = E ( t ) cos ( t )
(2.60)
( t ) = E ( t ) sin ( t ) .
(2.61)

E ( t ) ( t ) , ,
(t ) (t ) :
E (t ) = 2 (t ) + 2 (t ) ,

(2.62)

( t ) = arctg

(2.63)

(t )
.
(t )

E ( t ) ( t )

( t ) .

. , ( t ) -

0 . ( t )

( t ) = 0t ( t ) .

(2.64)
(2.64) (2.60),

( t ) = E ( t ) cos 0t ( t ) = E ( t ) cos ( t ) cos (0t ) + E ( t ) sin ( t ) sin (0t ) . (2.65)

: A ( t ) = E ( t ) cos ( t ) , C ( t ) = E ( t ) sin ( t ) ,

( t ) = A ( t ) cos (0t ) + C ( t ) sin (0t ) .

(2.66)

(2.65)
E ( t ) = A2 ( t ) + C 2 ( t ) ,

(2.67)

C (t )
.
(2.68)
A(t )

( t ) = arctg

E ( t ) = A ( t ) + u ( t ) + C ( t ) + v ( t ) ,
C (t ) + v (t )
( t ) = arctg
,
A(t ) + u (t )

2

(2.69)
(2/70)

a ( t ) = u 2 ( t ) + v 2 ( t ) -
.
E ( t )
( t ) ( t ) .
( t ) - , A ( t ) C ( t )
, ,

82

2 ( t ) . ,

A ( t ) C ( t )

1

W2 ( x, y ) =

x2 + y2
2 2

.
(2.71)
2

(2.69) (2.70) .

A ( t ) = E ( t ) cos ( t ) u ( t ) ,
2

C ( t ) = E ( t ) sin ( t ) v ( t )
x y
( x, y ) cos sin
=
=.
( , ) sin cos
,

W2 ( , , t ) = W2 ( x, y ) = W2 ( cos , sin ) =
cos u ( t ) + sin v ( t )

=
exp
2
2
2
2

(2.72)

(2.72)
.
2
cos u ( t ) 2 + sin v ( t ) 2



d =
W1 ( ) =
exp

2 2 0
2 2

= 2e

2 +a2 (t )
2 2

1
2

a (t )

exp
cos
(
)

d , > 0
2

(2.73)

v (t )
.
u (t )
(2.73) =

= arctg

j a( t )
cos
j
2

a (t ) j
a (t )
d = J 0 2 e 2 = I 0 2 ,
e

I 0 ( z ) - .
,

1
2

83

2 + a2 (t ) a (t )

W1 ( ) = 2 exp
I0 2 , > 0 ,
2
2

W1 ( ) = 0 , < 0 .
(2.74)
(2.74) ,

( ). a



.


:
2

2 2
W1 ( ) = 2 e
, > 0,

W1 ( ) = 0 , < 0 .

k
a2 (t )
k k
k
2 2
mk = m1 E ( t ) = 2
1 + M ,1,
,
2 2
2 2

} (

(2.75)
(2.76)

( z ) = t z 1e t dt - ,
0

a z a ( a + 1) z 2 a ( a + 1)( a + 2 ) z 3
M ( a , b, z ) = 1 +
+
+
+ ... -
b 1! b ( b + 1) 2! b ( b + 1)( b + 2 ) 3!
() .
(
) (2.76)
k
k
(2.77)
mk = 2 2 2 1 + .
2

, (2.72):

cos u ( t ) 2 + sin v ( t ) 2


d =
W1 ( ) =
exp

2
2
2 0
2

1
2

u 2 ( t )+ v 2 ( t )
2

2 2 u ( t ) cos + v ( t ) sin
d =
2
exp

2
0

84
a2 (t )

2 2 a ( t ) cos ( )
e
(2.78)
d .
exp
2
2 2
2

0
[3 ]:
a2 (t ) a2 (t )
a ( t ) cos ( ) 2
cos 2 ( )

1
2
2

d =
W1 ( ) =
e 2 e 2
exp

2
2

2
2

2 2

a (t )
2

a2 (t )
2 2

sin 2 ( )

a( t ) cos( )

+ a ( t ) cos ( ) e

a (t )

+
F
cos ( ) e
2

F [ z ] - .
1
=
e
2

a ( t ) cos ( )

2 2

a2 (t )
2 2

sin 2 ( )

2
2 2 d

, ,

a ( t ) = 0, = 0

1
W1 ( ) =
, ,
2

.

3. .

:
1
F ( x) =
2

t2
2 dt

t2

- ,

2
2 dt - ,
( x) =
e

2 0

erf ( x ) =

erfc ( x ) =
erf ( x ) =

x2

- ,

t
e dt - ,
0

erf ( x ) = 2 F x 2 1 ,

t
e dt =1 erf ( x ) ,

et
1 1 2
,x ,
dt =
t
2

( a, z ) = e t t a1dt -
0

85

x2

xe erfc ( x ) =

xe

x2

t 2

dt - .

s ( )
t d

.
+
1 (t )
s (t ) =
dt
t
:

(t ) =

a 2t 2

dt =

at

exp

exp

2a

1 a
e ,
cos ( 2 xt ) dt =
2 a

( at )dt = e
2

t +x

( at ) = e
2

ax 2

t+x

2x

ax

ax 2

2 2

2 a t
t e dt =

4a 3

exp ( at )

t + x2

dt =

erfc x a ,

2
1
et dt Ei ax 2
2

( )

et
dt - .
t
y

Ei ( y ) =

( arg y < )

e ax erfc x a ,

86

1. .., ..
. - .: , 1966. 104 .
2. . . .: ,
1965. 780 .
3. ..
. .: . , 1960. 663 .
4. ..
- / . . .: 1983. 60 .
5. .. .- .:
, 1969. 447 .
6. .., .., ..
. .: . , 1970. 598 .
7. .. ,
. .: . , 1978. 238 .
8. ..
. .: . , 1978. 320 .
9. / . .
. .: , 1979. 832 .
10. ., ., . . .: , 1968.
344 .
11. .. . . .:
, 1963. 932 .
12. .. .
.: , 1968. 464 .

87

1. 3
1.1.
4
1.2.
.8
1.3. ..12
1.4. ..15
1.5. . ..18
1.6. ...20
1.7. .23
1.8. ...28
1.9. ....30
1.10. .
...33
1.11. ...35
1.12. 38
1.13. ..42
1.14. ..47
1.15. ..49
1.16. 52
1.17. ...54
1.18. ...57
2.
..60
2.1 ..60
2.2
..62
2.3 .66
2.4 ..69
2.5
.72
2.6. .79
3. . ..83
.85

88

- ()
1936
. .. ,
.
- .. , .. , .. , .. , .. .
,
-
.. . 1945-46
.. .
1947 .. ,
1972 . 1958
, 1967 - ().
, ..
.

,
,
, .
1958 . "
" -.
.. ..
(-),
.
60- ..
-
.
1965 .. , ,

.
.
. - ,
,
" ".

- ,
,
.. , 1969 1976

89
" ".
1972 1992
, .. ,

. ,
, .
.
.. ,
,
.
.
-
.. (1983 .),
.. (1985 .), .. (1986 .), .. (1988 .),
.
..
-
.
" - ".
.., 1972
, ,
.
1975 .. ,


, , ,
.
1975 , , . ..
.. ,
.
"- ", "-
", "-
".


.. ,
, - . ..
1979 1992
"- ".
70-80 ..

,
.
.
.. .. . ,

90
, : "-
", "
" " ".
70-90 .. ,
(.. , .. ,
.. ).
1992 .
, .. . 1992
- ().
.. 70-90-
- ,
-
.


- .
.. ,

.
..
.

.
.. ( 1997 .) .. ( 1998.)
.

,
.
.. "-
", " ",
" ",
.. 1993 "".
.. : "
", " - "
( .. ).
-
1981
. 1981 1987
..

.

-
.
"
".

91
1992
. .. , 1997
.
3 -
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