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0
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( )

..

2008

. . . . . . . . . . . . . . . . . . . . . . . 5
1.
. . . . . . . . . . . . . . . . . . . 8
1.1. . . . . . . . . . . . . . 8
1.2. . . . . . . . . . . . . . . . . 15
1.3. . . . 27
1.4. : . . 31
2.
. . . . . . . . . . . . . . . 33
2.1. . . . . . . . . . . . . . . . . 33
2.2. . . . . . . . . . . . . . . . 37
2.3. . . . . . . . . . . . . . 42
2.4.
. . . . . . . . . . . . . . . . . . . . . . . . 45
3.
. . . . . . . . . . . . . . . . 48
3.1. . . . . . . 48
3.2. . . . . 53
3.3. . . . . . . . . . 63
3.4.
. . . . . . . . . . . . . . 68
3.5. . . . 71
3.6.
. . . . . . . . . . . . . . . . 76
4.
. . . . . . . . . . . . . . . . . . . . . 80
4.1.
. . . . . . . . . . . . . . . . . . . . . . . 80
4.2. . . . . . . . . . . . . . . . . 83
4.3. . . . . . . . . . . . . . . . . . . 89
4.4.
. . . . . . . . . . . . . . . . . . . . . . . . 91
5.
. . . . . . . . . . . 95
5.1. . . . . . . . 95
5.2. . . . . . . . . . . . . . 99
3

5.3. . . . . . . . . . . . . . . . 103
5.4.
. . . . . . . . . . . . . . . 104
5.5. . . . . . . . . . . . 106
5.6. . . . . . . . . . . . . . . . 108
5.7. . . . . . . . . . . . . . 110
6. . . . . . . . . . . . . . 118
6.1. . . . . . . . . . . . . . . . . . . 118
6.2. . . . . . . . . . . . . . . . . . . . . . . . 124
6.3. . . . . . . . . 126
7. 131
7.1.
. . . . . . . . . . . . . . . 131
7.2. . . . . . . . . . . . 135
7.3. . . . . . . . 137
7.4. . . . . . . . . . . . . . 141
7.5.
. . . . . . . . . . . . . . . . . . . . . . . . 146
8. . . . . . . . . . . 153
8.1. . . . . . . . . . . . 153
8.2. . . . . . . . . . . . . 156
8.3. 2 -
. . . . . . . . . . . . . . . 163
8.4. . . . . . . . . . . . . . . . 165
8.5. . . . . . . . . . . 166
9. . 169
9.1. . . . . . . 169
9.2.
. . . . . . . . . . . . . . . . . . . . 175
9.3. . . . . . . . . . . . . . 181
10.
. . . . . . . . . . . . . . . . . . . . . . 183
10.1. . . . . . . . . . . . . . . . . . . 183
10.2. . . . . . . . . . . . . . . . 184
10.3. . . . . 187
10.4. . . . . . . . . . . . 188
11.
. . . . . . . . . . . . . . . . . . . . . . . 191
4

11.1. . . . . . . . . . . . . . . . 191
11.2.
. . . . . . . . . . . . . . . . . . . . . . 194
11.3. . . 197
12. -
. . . . . . . . . . . . . . . . . . . . 204
12.1. . . 204
12.2.
. . . . . . . . . . . . . . . . . . . . . 214
12.3.
. . . . . . . . . . . . . . . . . . . . . . . . 223
12.4.
. . . . . . . . . . . . . 231
12.5. 233
. . . . . . . . . . . . . . . . . . . . . 243
. . . . . . . . . . . . . . . . 244
. . . . . . . . . . . . . . 245

XVIXVII
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6


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Mathematica, -
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.
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[1], 1964 . -
1967 .
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7

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[2].
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1967 -
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[3],
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-

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.
, , -
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, (. random.mat.sbg.ac.at,
www.gnu.org, gams.nist.gov .).
-
-
. , . , . . -
. .
2009 ..

8
1.1.
1.

. .
. . , -
, .
. -
.
. , .
-. . -
-
.

1.1.
-
, .. -
(1933 .). , -
,
, -
,
. , -
,
.

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

: [0, 1], () = 1, () = 0.

, -
- .
, - -
-
. , -
9
1.
, ( . complement)
= . - -
, -
-
, .
-
-, ( -
) .
,
-
.
, -,

( ) = ( ), = = . (1.1)

|| || -
, || = || = 2 . ||

-
,
-
. ,
, -
-

. ,
, -
, , -
.
= R , = (R )
-1 , ,
1
- (R ) ,
,
: R

R 1 () -

(R) (R ). ,
( -
) .

10
1.1.
() -
R :

() = () , 1 (R).

,
1 , ():
() = () = {1, ; 0, * }.
, () = 0, () = 1, ( ) = ( )
.

,
. , -
, ;
,
(. (1.1)). -
-
,
- . .
-
.
,
{ } -
, , = , -
= ,
= . -
:

() = ( ). (1.2)

1.1. () -
. (
) = ()(), ,
11
1.

=1
() = () () + (1) 1 (),
=1 ,


(
=1 ) = ( ) ( ) + (1) (
=1 ).
=1 ,

,
:

( ) = () (). (1.3)

-
, -
, -
, -
,
.

, -
, :

def ( )
(|) = , , .
()
, ,
(|) [0, 1] , .

() = ( ) = (| ) ( ), = (1.4)

.
, (|) = ().
:
()
(|) = (|)
()
12
1.1.
-
:
1
(
=1 ) = (1 ) (2 |1 ) (3 |1 2 ) . . . ( | =1 ).


, : () -
, (|) .
-
, -
, ,

( ) (| )
( |) = . (1.5)
(| ) ( )

, .
,
(|) (|)2 .

1.1.
99% , .. (|) = 0.99,
(|) = 0.99,
. , -
(|) = (|) = 0.01. -
. -
,
() = 0.95 () = 0.05 .
(|) ,
, -
?
2

:
, (|) -
(.. ,
), , -
() (.. ,
), ()
(|) , .
(|) = (|) ()
()
.
13
1.
(1.5), :

() (|) ()
(|) = (|) = =
() (|) () + (|) ()
0.99 0.05
= 0.839.
0.99 0.05 + 0.01 0.95
() (1.4).
(|) = 0.99 (|) = 0.99,
.

1.2. (|).
: (|) = 0.99947, .. 5
10 000.
, -
.

1.3. (|), (|).


, , -
-
.

1.2.
, 0 . -
0
= /0 . , -
, ,
?
( ), -
= !/!( )! , -

, ,
. ,
(1 ) .
,

() = , = 1 . (1.6)
14
1.1.
, () = (+) = 1. -

(1.6) -
(, ).
{1 , . . . },
{1 , . . . , }
:

!
(1 , . . . , ) = 1 . . . , (1.7)
1 ! . . . ! 1

= 0 , = , = 0 . (1.7) -

. (1.7)
,

(1 , . . . , ) = (1 + + ) = 1.

=

( )
0
,
{0, 1, . . . , } , . , ,
, . -

. -

, = !/!( )!.

, -
, , (1.6), , -


( 1 )



( )
, (, ) = ,
=0

= 1. ,
, (, ) , -
, - ,
15
1.
,


( )

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

, (, ) = ( + ) = 1 .

1.3. -

+ , -
, ,
(0, 1).

(, ) : , = +1 (1 ) , {0, 1, . . . }
,


=0 , = 1 -
:

1

= +1 , = 1 ,
(1 )
=0

=0
+1 = + , -


-
1
1 + 1 .
=

1.2.
(, , )
3 (, )
: .
: () = ( 1 ()), -
.
3
, -
- .
: (, ) (, )
1 () .
16
1.2.
, -
, , -
4 , -
{ }, = ,

{ },
{ }, + :

+ () = ( ) () = ( ) (). (1.8)

,

+ () = ( ) () = ( ) ().


-
.
{ }, R = , { }, { /}.
,

() = (/) () = (/) (). (1.9)
R R

, -


1
() = (/) () = () (/) 1 .
R R

= R -
: R R
, = 1 () -


= | ()| = | ( 1 ())| , =
| ( 1 ())|
4
, -
. , , +
+ , .
17
1.



() () = ( 1 ())( 1 ()) , (1.10)
R | ( 1 ())|

= (), = R, () -
.

40

20

0
B
-20
A
-40

-60

-80
-2 0 2 4 6 8

. 1.1. , , 1 = (, 0],
2 = (0, ], 3 = (, ), 1 = (, 0], 2 = (, 0], 3 = (, )


, () : ( ()) =
def
. , R = , | =

1
: , : ,
. 1.1.).

(1 ())

() () = (1 ()) . (1.11)
=1 | (1 ())|


1.4. = 2 . () = , =

2

( )

2
( )() = () ( ) + ( ) .
R 0 2
18
1.2.
. -
() = 2 ,
2
() = 12 /2 , -
.

1
() = 1/21 /2 , R+ . (1.12)
2

-, -

1
, () = 1 / , (1.13)
()

() = 1 ,2 () , -.
2
- :


() = 1 , ( + 1) = (), (1/2) = .
0

, (1.12)
2 :

1 1/2 /2 1 (1/2)
= 1/2 = = 1.
2 0 0

, -
, -
. -
()
,
, E = () ( .
expectation). , -
-
: E( + ) = E + E.
-

19
1.
. ,
(1.3)

E () () = () () ({ } { }) =


= () () () () = (1.14)


= () () () () = E () E().

1.4. -
()
().
= + , , R+ .
.

1.5. = { }
1 R , -

-
.
= ||2 R+ .
def
1.6. = { }
1 = =1 , -


, : , = 1.
,
= {1 , . . . , } = =1
,


() = ,
=1

= =1 . , -
def
= ln ,

=
=1 , -
:

= . (1.15)

20
1.2.
1.7. = -
, , R, .

( > ) ( > ) ,
( > ) ( > ) ,
( ) = E (), ( ) = ( ),
() ( ) + ().

, -

2 = E| E|2 = E 2 |E|2 .

,
. = E
.
, -

. -
-
, E = E E = 0
:
2
+ = E||2 + E||2 + 2Re E E = E()2 + E()2 = 2 + 2 .


, ,

Cov (, ) = E( E)( E) = E E E

, -
,

Cor (, ) = Cov (, ) 2 2 ,

21
1.
. ,
Cov (, ) = Cor (, ) = 0. -
.
,
. Cor (, ) -
.
, -
R , -
Cov (, )

Cov (, ), = E( E )( E ) = E E E

. -
,
. , E = 0

(, Cor (, )) = 2 E (, ) (, ) = 2 E |(, )|2 0 R .

2 E |(, E)|2 0.
-
,

| Re Cor (, )| 1. (1.16)

, -

0 E| |2 = 2 2Re E * = 2(1 Re Cor (, )).

(1.16).
-
(, ),

E E 2

2 def
(, ) = E
= 2(1 Cor (, )), (1.17)

22
1.2.
5 -
,
,
. -

.

1.8. , (, )

( (, + ) = 0
, ) (, ) + (, )
(, ), E = E = E = 0, 2 = 2 = 2 = 1.

1.9. ,
,
= + , Cor (, ) = /||.

, -
,
.
E = E 2+1 = 0, , = 2

Cov (, 2 ) = E 3 E E 2 = 0, Cor (, 2 ) = 0,

, -
. , -
.

1.10.
. ,
:

Re E (, ) E ||||2 E ||||2 . (1.18)

5
,
(, ) = 0.
23
1.
:
)
Re Cov(, ) = Re E (, ) (E E ) D D, (1.19)
(

D, D .
.
() = E || ||2 0 ,
= 0 R (
).

1.11. ,

* = max{ , . . . , }
1

*
( ) = () 1 () = 1 () , (1.20)

def
() = ( ). * -

.
* = min{1 , . . . , } ,

(* ) = () 1 () = 1 () . (1.21)

, ,
, () = 1 ().
-
.

def
= || () = E||
R
, -
.
def
= R () = E .



() = E , R,
:
24
1.2.
1) (0) = 1, | ()| 1, () ;

2) { }
= ( ) -
,

( ) 0, C;
,

3) -
()
0: = () (0);

4) -

.

, c 1 2,
, -
, ()
. ,

.

1.5. , -

( )

() = E = .
1 (1 )

:
1 1
= , 2 = .
2

-
-

() : () = ! ,
25
1.
- (, /(1 )). -
,

1 /(1/1)
=
=
+1 (1 ) .
0 ! ( 1)!(1/ 1)
5.2 (. ) -
, [(, )], -
[(, )], [()], -
[()], [(, )], [ (, )]
[(, )] [()].
4 -
. ,
1.1, -
-
exp{ 2
2 1 2
}. -
2

,
-
,
, , .

1.6. , -
-
, (1 ) .-

, , = .

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

1.12. -
2
-
.

1.13. , -
, ,
. ,
-
= 0.
26
1.2.

a 1.1

() () 1 2

(, ) {}
0 ( + )
( )
(, ) {}
0

+1

1 2

( 1)
() {}
0

!


() R+

1
2
1 /
(, ) R+ () (1 ) 2
2 2
() /2 2 2
(, ) R
2 2
/2+
2
(, ) R
(2 +()2 ) ||+
1
/2
|| 2 (1 || )
() R+

23

-
-
:
() ()
{ } : ln () = ln E = = ln .

!
!

, -
:
( )
(+)
{ ( + )} : ln + () = ln E = ln E E =
( ) ()
= ln E + ln E = () + () .

!

1.14. ,
K


+1 = +1 1 +1 .
=1

27
1.
BiH100,pL, p = 0.2, 0.5, 0.8 PHL, = 8, 12, 16
0.10 0.14
0.12
0.08
0.10
0.06 0.08
0.04 0.06
0.04
0.02
0.02
0.00 0.00
0 20 40 60 80 100 0 5 10 15 20 25 30

NH0,2L, 2 = 0.5, 1, 2 2HnL, n = 2, 4, 8, 16


0.8 0.5

0.4
0.6
0.3
0.4
0.2
0.2
0.1

0.0 0.0
-4 -2 0 2 4 0 5 10 15 20

. 1.2. , , -

1.15. ,
, -
.

1.3.
,
-
, -
.

def

= Tr = ( , ),

28
1.3.
-
, -
{ },
: = | | (), ()
.
6 . ,
,

def
= ( , ) = Tr ,
def
= | |
:

= ( , ) = ( , ) = = E,


= | |, = Tr | | = Tr = 1.

,

(, ), -
-
:

def
= (), () = , () = Tr (), (1.22)
Sp

() ,
, ().
(, , ), -
,
: B(R) ()
, (R, B(R), ), ()
, -
, B(R) - , -
(1.22).
6
.

29
1.
( ),
( ).
,
( ), -
, = |1 + 2 1 + 2 |
= 1 |1 1 | + 2 |2 2 |
.
-
,
, , , -
.
: 1) -
, . .
, 2) -
, -
. -

, -
-
.
-
-
2 2 (R), -
-
:


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


= = {0 , 1 . . . }, (, ) = = (, )2 ,

, C, { } , = {0, . . . , 0, 1, 0, . . . }
30
1.3.
2 ,

= () = () 2 (R),


= () = () 2 (R),


(, ) = = ()() = (, )2 ,
R

2
() = 1/4 (2 !)1/2 2 () 2 (R),
.
||2
1.7. =
2 3
{1, , , , . . . } 2 -
2
( 2! 3! )
1 2 2 2
() = 1/4 2 ( 2) +|| 2 (R),
-
. -
. , -
,
||2 = :

2
||2
=||) = ||2 = ,
!
=1
2
||2 (1.23)
( 1) =||) ( 1) = ||4 = 2 ,
!
=1
2
2 = 2 + 2 = .

(..
) = | | (2 )
. . -
, 2 (R),

1 2 + 2 2
(, ) = 2 + 2(+)2(Re ) , (1.24)

31
1.


1
= (1 ) || (2 ),
=0

-
, (2 (R)) -

2 + 2
1 1 2tanh
1 + cosh 1
(, ) = tanh (2 (R)). (1.25)

, -
:
2 2
() = (1)


/ 1

2 2
2 2 4 21 1/
= + 4 =

2 ! 2 R2
1
1 )1/2 (2 + 2 21/ )
= 1
(
12/ .

1.16. (1.24), (1.25) -


= ~ -
2 , , = Tr {|| }.
2 ?

1.4. :
,
, -
.
,
.


32
1.4. :
,
.
, 1 , 2 , 1 , 2 -
, {1, 1},

E (1 + 2 )1 + (1 2 )2 2, (1.26)
( )

1 +2 = 2, 1 2 = 0; , 1 +2 = 0,
1 2 = 2.
= C2 C2 , 1 = ,
2 = , 1 = , 2 = = ||
, = 21 (|+ | | |+ ),

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

, -
, 1 ||||C2 = 1. -
:
)def
E (1 + 2 )1 + (1 2 )2 = Tr (1 + 2 )1 +
( (
)
+(1 2 )2 = 2 2,

(1.26). -
. -
-
.

33
2.
2.

. -
.
. . -
. ,
.

2.1.
,
,
, ,
2
(| | ) , (2.1)
2
2 -
. , -
,
( )2 2

(| | ) = () ||/1 () E = ,
2 2
() .

(|| ) E (||) () (2.2)


: R+ R+ ,
, -
(2.1) ,
.
,
E = 2 .

{ } 1 . =
=1
2 , (2.1)

(| | ) 2 2 .

34
2.1.
=
.
> 0, = , -
:
2
(| | ) 0 , (2.3)
2
,
=
= E .
-
. -
(
) , > 0

(| | > ) 0, .

.
(: ,
) ( 9 ) = 0 , , 1 .
,
([4], c. 271).

2.1. (| | > ) < > 0,




( 9 ) = 0. { }
=1 ,
( ) < , ,
( ) > 0, 2 .
1
, -
, (. [4], . 2, 10, . 4).
= [0, 1], () = mes , = ( 1)/, = [ , +1
],
() = ().
def
{1 , 2 , 3 , . . . } = {11 , 21 , 22 , 31 , 32 , 33 , . . . } (
(+1)/2 = ), ,

, ( > ) 1/ 2, -
, ( 9 0) = (=1 ) = 1.

2
, ,
= > .

35
2.
. , -
( ) , > ( ) 0 ,


( > ) (> ) ( ) 0.
>

= { : | () ()| > } ( 9 ) =


( > ) ( > ) = 0 = 0.



.
2 , -
(. [2], . , 2).

2.2. -
, -
1 . (| E | ) 0 .
.
,
. , -
{ } -
= | | .

= +
( ) ( ):
= 0, = , | | , = 0, = ,
| | < . , > 0 -

.
=1 .

,
= , = = , -

:

2 E||2 | | .
| |


= ()
| | . (2.4)
36
2.1.
(2.3) { }
1 ,

2
( )

2 2 . (2.5)



=1

(|| ) = (||+ +), (||+|| ) (| +| ).

(2.4)
{ }, -
, { }:


( )


2
=1


( )

= + 2


1
(2.6)

( )

+ 2


1


( )

2 .


1

= 1,


( = 0) = ().

| |>

( ) ( )


=1 = 0 =1 { = 0} .


| | 2 1 = 0.

, = ;
37
2.
, 1 = 0,


= = ( + )

. (2.5), (2.6)

() ( ) + ( )

, ()
( )

2 = () ( ) + ( ) =




( ) ( )

= 2 +
= 0 2 + .

1 1


, , -
. -
,
.


. -
,
,
.

2.2.

.
(, , ). ,
= () ,
= . ,
38
2.2.
, -
:
( ) (

)
!
(1 ) = 1 =
!( )!
( ) ln 1 + 1 (2.7)
( )
= ... =
! ) 1 ( )


( ) ln 1
(

ln 1
= =1 .
!
2
ln(1 + ) = 2 + (3 ) = /
= / ,

( ) ( ) ( 2 )

( ) ln 1 = + + ,

1
( ) ( 2 )

ln 1 = .

=1

, (2.7)
,


( 2
+ 2
( ))
() = 1+ . (2.8)
!

, .

2.3. (0, 1)

( (1)/2 ), ( (1+)/2 )

def ! ( ) (
(1 ) = 1 + ( ) .
)
() =
!( )! !
39
2.
-
1,

-
= { ( ), + ( )} -

:

( ( ))
1 2 1 1
= 2 1+ , = .
! 2

0.07
0.06 0.006

0.05 0.004
0.04
0.002
0.03
0.000
0.02
0.01 -0.002
0.00 -0.004
0 50 100 150 200 0 50 100 150 200

0.12

0.10 0.005

0.08

0.000
0.06

0.04
-0.005
0.02

0.00 -0.010
0 5 10 15 20 25 0 5 10 15 20

. 2.1. - (),
= 40 () (, ), = 200,
= 0.2 (). .
- (, ) (
) (), = 10 -
()

. { ( ), + ( )},
( ) ( )
1 1
=1+ , =1+ .


40
2.2.
2
log(1 + ) = 2 + (3 ) :

1 + 1 ()+ log
( )
= =
! 2
1 + 1 ()+ + 1 log 1+
( ) ( ) ( )
= 2 =
2
( 1 )
1 + ()2 (1+( 1 ))
= 2 =
2
( ( ))
()2 1
= 2 1+ =
2
( ( ))
1 2 1
= 2 1 + .
2

. 

= , = const. -
, -
() (. (2.7)). -
( )
2.3? -
().
-

3 :


, lim | ( < ) ( < )| = 0

R+ . , -
1
< 2 ,

3
CDF cumulative distribution function (.).
41
2.

[] (

)
| ( < ) ( < )| =
() ()
=0
[ 1 ] [ 1 ]
2 2

( 2
+ 2
)
| () ()|
=0 =0
!
( [ 1 ]2 )

( )
2 1
= 0.
=0
!

2.1. -
:
, | | < : | | ,

( < ) ( < ) = ( < + ) ( < )


( < + | |) ( < ) =
= ( < + | |)
1 (| | ) + (| | < ) ( < < + )
(| | > ) + ( < < + ),


0 , ( < < + ) > 0
{ : < <
+ } .

2.1. 2.3 ,
() (, ),


( ) 2
1
2
E ( + ), = 1 .
2
42
2.3.
2.3.
-
1718 .,
. , -
, -
.

, , -
-
-

= ,
( ). -
,
.

2.4. =
= (1) -

, = 1
. [ ( 1/2 ), + ( 1/2 )]

22 ( 1
(2.9)
)
(, ) = 1 + ()) , = .
2
.

- (. [2], . II, 12, 27):
1 1 3
( + 1) = = 2 + 2 + 12 +( ) . (2.10)
0

:
( )
1
= = + ,

( )
+ 1
1= = + .

43
2.
(0, 1) -
(2.10) (2.9).
, , :

!
(, ) = =
!( )!
) ( )
1 + ( 1 ) +
( ) (
= =
2

( ) ( )

+
1 + ( 1 ) log +( ) log
( )

= =

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

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

. 

2.1.


= (1), = 1, 2 ,

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

44
2.4. .
0.08 0.00020
0.00015
0.06
0.00010

0.04 0.00005
0.00000
0.02 -0.00005
-0.00010
0.00
0 20 40 60 80 100 0 20 40 60 80 100

0.05 0.00006

0.04 0.00004

0.03 0.00002

0.02 0

0.01 -0.00002

0.00 -0.00004
0 50 100 150 200 0 50 100 150 200

. 2.2. -
= 0.5, = 100, 200

, {0, 1}. -
| / |
2.4, , =
/ = / + :


(| / | ) = (|/ | ) = (|| ) =

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

> 0.
/ -
(| / | ) 1
, .

2.2. , (2.9)


(0, 1).
45
2.
2.4.

1 ... , -
{ }
def
() = ( ),
* = max{ , . . . , }
1

() = ( )

(. (1.20)), , () < 1,
: () 0.
: 1 () = , = (1) -
* , -

: ( , )
,

*
( ( , )) = (1).

, -
() :

(i) lim (1 ()) = , R,



(ii) lim (1 ()) = , R+ ,

(iii) lim ( ) (1 ()) = , () = 1

, > 0, R.
-
* ,

.
* , -

(i)(iii).
46
2.4. .
2.5.
def 1
(i) = * log() , lim = , ( ) = , R,

def *
(ii) = 1 , lim = , ( ) = , > 0,
()

def 1 1
(iii) = () (* ), lim = , ( ) = , < 0.
()
. + 1 log() ,
( ) ( )
1 1
( ) = + log 1 (+ log()) =


( )

= 1 .

.
. ,
( ) ( )
1/
( ) = () + 1 =
()
( )
1
= 1 () .
()
(i), (ii) (iii)
, . ,
- 4 -
,
(. [15], . 1, 1.31.4).

2.1. () = 2 0 1+

2

= 1.
( )
2 2
= lim (1 ()) = lim arctan = .
2
4
() = ( < ) - (
-), = 2, 3, . . .
> 0 R, , ( + ) = () [15].
47
2.

, , -
, :
1
max{1 , . . . , } , ( ) = .
2
, -
, -
, .. (2 ).

2.3. ,
(i)(iii) -.

2.4.
max = max { } -
, [, ],
( ) 1
max
() = (. (1.20)). -
= . -
-
( ) 1
: min
() = . -
max min , -
, = 1 min 11 max
= 1 max 11 min ,
E = E = .

2.5. (0, 1)
, = tan( 1/2) R
() = 1 1+
1
2.

2.6. ,
(0, 1) , = 1 ln ln 11/
( )

( < ) = R.

2.7.
) 1
(0, 1), = ln 1
(

( < ) = R.

48
3.1.
3.


. . -
. .
. . .
.

3.1.
def
() = E
:
1) (0) = 1, |()| 1,
2) (R), () 1 ,
3) , ( ) 0 { } R, { } C,

{( )} .
, -
12. ,
3. -
.
, -
-
. , -
,
:

+ () = ( ) (), (3.1)
R

+ () = () ( ) () =

= () () () = () ().
R R
1
, () ,

|( + )] ()| E| 1| 0 0. E| 1|

, .

49
3.
(3.1)
, -
; , -
+ () = () ().
:
-
. -
, .

3.1. = {, } = {, } -
. = {, , }
2 .
. -

:

= , 0, C,

,
( -),
-,
. , - -
, - ,
1,

,1 ,1 ,1 ,2 ... ,1 ,

,2 ,2 ,2 ,2 ... ,2 ,
= .
... ... ... ...


, , , ,2 ... , ,


| | .
2
, .
:
, .

50
3.1.
:

, = , , .

-
(, ) 0
C. , = , , ,

(, ) = , , = , (, ) (, ) 0,
, ,

0,
, , , (, ) (, ) 0 . 

3.1. -
.

3.1. ,
() -
, , ( ) 0,
( ) ( ) (0)2 |()| (0) , .
, (0) = 1, |()| 1.

3.2. , () -
1
, 1 () = (()1) , > 0, 2 () = 0 () 1

.
-
( (0) = 1)
, , -
. -
, . -
, , -
, , -
(. [4], . II, 12).
51
3.
3.2. () = max{0, 1 ||}

, () = (/ ), , > 0, = 1

.
. -
-
-
,
() = max{0, 1 ||}.
:
1 1
1 1
() = (1 ||) = Re (1 + ) =
2 1 0
1 1 1 cos
= Re (1 + ) = 0.
2
(0) = 1 = R , ()

, . 
3.2.

3.2. , ,
= 0 conv () -
3 , conv () 0,
conv (0) = 1, conv () 0 .
.
conv ()
= 0 -
, (). -


1
(, ) = lim () (3.2)
2
3
convex, -
concave (.)

52
3.1.
1.0
0.5
0.8
0.4
0.6
0.3
0.4 0.2
0.2 0.1

0.0 0.0
-4 -2 0 2 4 -4 -2 0 2 4

. 3.1. 4 3.2: -
() = =1 max{0, 1 ||/ },
= {4, 3, 2, 1}, = {0.1, 0.2, 0.3, 0.4},
. = 0
0.5 () = 12 || ( -
3
) 1.5 () = 32 || ( )
)1
= 2(1 + 1/)
(

(. (3.5)),
,
-
.
,
-
-. 

, ,

() =|| , (0, 1], > 0.

, , -
. , (1, 2]
-
, -
. , , -
(0, 2), .
53
3.
-
,
.

3.3. , () = (1+||2 )1 ,
> 0, . (. -
, - () ,
.)

-
2
|| = lim (1 + 1 ||2 ) , () ,
( ())
1, ( ) () = ! -
> 0.

3.4. , (0, 1)

( )
2 1 1
|| = 1 , = (1 + )1 .
0 1 + ||2 +1 0

,

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

-
() = (1+||2 )1 .
2
||
(0, 1], > 0. 

3.2.
,
, 3
.

.
54
3.2.
3.3. (),
13, -
.
. -
1 (R ) 2 (R ), 13.
:

1
() = () ,
(2)
2 (R ). -
() -
.
,
() () 0, (0) = 1
() = 1.
, -
-
- = [, ] = =1 :


def 1
() = ( ) ( ) =
(2 )

1
= lim ( ) ( ) =
(2 )
,=1

1
= lim ( ) 0.
(2 )
,=1

, () 0.
= , + = , -
1/2 ,
1 2

1 = { [0, 2 ], [2 + , 2 ]},
2 = { [2, 0], [2 , 2 + ]},
55
3.
:


1
() = ( ) ( ) =
(2 )
(
1
= () +
(4 ) : [0,2 ] : [2 + ,2 ]
)

+ () =
: [2,0] : [2 ,2 + ]
( )
| |


= () () 1 ,
R 2
=1

() .

(0,2N )

D2 D1
2N-n

(-2N,0 ) -n n (2N,0 )

n-2N

(0,-2N )

. 3.2.

||
|()| 1 (R ), 0 () 1 0 1 2 1
,
56
3.2.
:
( | |
)
lim () = () lim () 1 =
R 2


= () = (2) () 0.
R

,

1 1
() = () = lim () =
(2) (2)
1
= lim () 0. (3.3)
(2)

, 2 (R )
2 (R ), :

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

= 0 () = (0) = 1,

() . 

3.1. , () = -
2

-
2 1
. ()
2 , -
2
() = () 1 2 ,
-
[, ) =

() .
, () ()
R 0
() -
. ,
57
3.
(), , -
(), :

1
() () = ( ) ()
( ) =
(2)

= () () , (3.4)

def
1
(). , 0

() = (2)

, 1 ,

0.
= 0, :

() () sup | ()| def

= || || ,



( ) = ()()

, -
.
,
:
( ) = sup ( ), ( ) = inf ( ).
()< () ()> ()

13 -
() = ( ),
,
(3.3): (. [4], . II, 12, 3):



1
(=1 [ , ]) = lim () .
(2) =1
(3.5)
58
3.2.
3.1. = 1, () = , = 1,

(3.5)

( ) ( )

1
(, ) = lim .
2

1 sin 1

2
lim = lim cos 2 = sign ,
+0 0 R


(, ) = (sign ( ) sign ( )) = (,) ( ),
2

() ( )

=
(, ) = : < -

.

1
1 1
2 2
a b yk

. 3.3. 21 ((sign( ) sign( ))

1 (R),
:

1
(, ) = () .
2 R
, -
-
.
.
59
3.
3.3. -
{ }
=1 , R -
,

() = E = E

=1 .
, { }
.
, . (), () - -
, R
, (, ) = E+ = () ()
. , ,


, {( ) ( )} = (, ) () () =

1
= (, ) ()+() () ()
(2)2

= (, ) () () =

= () () () () = () ().

,
, {( ) ( )} = () (),
, . 

3.5. , -

sin ) 1
() = cos2 , , () = det(+2 ) 2 ,
(
() =

R, ,
.
60
3.2.
3.6. , , -
(), (), () -
, (, ) = () () ( )
.

3.2. , (, )|= = () () -
, . -
, () () = () () ( )|= , (0) = 1.
, ,

, {( ) ( )} = () ( + ) ( ).

,
, -
.

3.1. -
,
def 2 def
= 1 = 11 | |2 -

,
,
2

1 .
2

. , E = 0, E2 = 1 . -
,
2 2 2 1
(, ) = E + = E E = 2 (1 + 2) 2 .

, :
( )2

2
1
( ) = 2 =

=1 =1 =1
= (, ( )), (3.6)
61
3.
def (
, = 11/2 , . . . , 11/2 R ,
)

,
1,
. ,

:

1
1
(, ( )) = 2 , ( , ) = 2 = .
=1

{ }
1 -
(0, 1),

(, ( )) -
( , )
2

(, ) = E ( ) + =
1 ||2 +(,( ))+( ,)

=
2 =
R (2) 2

1 1 ||2 (12)

1 | |2 +
= 1
2
1
2 =
R 1 (2) 2 R (2) 2
1 2
= (1 2) 2 2 .

-
:

( )

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

2

, =1 ( )2 2 1 . 
-

.
62
3.2.
3.4. = {1 , . . . , } R
-
, : R R
, , -
, = , ||2 = (, )
.
def 1 1
= rank = rank min{, }, = 2 2

{2 }
=1 .
||2
-
21 :
( )
1
||2 = 2 , ,2 .
2
=1



1
(1 22 ) 2 .

() = det( 2)1 = (3.7)
=1

. -
, -
.
, -
1
= 2 ,
1
= ( 2) 2 :

||2 1 1 1
() = E = 2 (, )+(, ) =
(2) det R

1
= (2) 2 2 (,(2) = det( 2)1 . (3.8)



63
3.
4 -
, -
:


= det(2) 12 = det{ (2)} 12 = 1

(122 ) 2 .
=1

, 2
, -
2 -
(3.7). -
, ||

2
( 1
=1 , 2 , 2 .
2
)


3.3.

, -
-
:


: lim () () = () () C().

,
, -
.
, -
.
{ }
-
, ,
sup ( ) > 0.

4
,
. -
.

64
3.3.
3.3. ,
, -
> 0 : sup E () < ,
() 0. ,
,
:

E()
(() > ) = ( /)1/ .

-
-
, -
5 , -
(. [4], . III, 2) ,
-
. ,
.
-
-
.
.

3.4. def
= 1/(1sin 1) () = E -

.
1/
() (1 Re ()) . (3.9)
|| 0

. -

5
{ } -
, -
.

65
3.
, :
1/ 1/
(1 Re ()) = (1 cos ) () =
0 0 R
( ) ( )
sin / sin /
= 1 () 1 ()
R / || /
( )
sin 1
inf 1 (|/| 1) (|| ),
1
inf 1 1 sin = 1 sin 1 = 1/. (3.9). 
( )

3.2.
() ,
> 0 ,
sup |1 ()| ,

.
. (3.9)

1/
sup (|| ) sup(1 Re ()) (),
0
() = sup sup(1 Re ()) 0
||1/

, .
. 
-
-
.
3.5. R 0 -
:

def
() ()+1
() = = (), | ()| 1.
! ( + 1)!
=0

66
3.3.
.


+1 () = (), 0 () = 1 = = 0 (),
0 0


1
0 () = , |0 ()| 1.
0

:

+1 | ()| +2

|+1 ()| | ()| .
0 0 ( + 1)! ( + 2)!

. 

3.5. -
R = 0 -
E = .
R
( )
1
lim = () ,
1
1 1
() = (, )/2 ,

(2) det

() - -
() = (,)/2 .

{ } -
R (), -
1 = E R -
= E( E) ( E). () -
-
= E. E = 0
E .
67
3.

{ }
=1

( )
1
= , () = .
1

R = ( 1/2 )
.

E(, )2 () = (, )+ (), () = E(, )2 R () 0

.
,

E|(, )|3 () ||(, ).

3.5, (,)

(,) = (,) () + R () =
( )

((, ))2
( )
= 2 (, ) + 1 + (, ) + ()+
2!
+ (1 (, ) + 1 + (, ))R () =
(, )2 (, )2 ( )
= 1 + (, ) () 1 (, ) R ()
2! 2!
(, )3 ( )
2 (, ) (), | ()| 1.
3!

= ,

(,)

:

(, )3
( )

(,)
(, ) + (, )
E =1 E 2 () =
2 3! 3/2
(, ) + () ( ||3 )
=1 + .
2 3/2
68
3.4.


(,)
(, ) ( 1/2 ||3 )
log () = log E = + ( ()) +
2 1/2
.
(3.9),
{ ()} ,
.
-
() , -

(, ) ( ()) ( 1/2 ||3 )


( )
() = 1 + + =
2 3/2
(,) (,)
+( ())+(1)||3
= 2 2



, = 1 -
,
, -
. , -
. 
,
-
.

3.4.

, , -
.
-

2 .
69
3.
, ,
2 ()
1/3
3 () , 3 ()/() 0 .
.

3.6. -
2 def 3 def

, = =1 , =
2
=1 E | | .
3

/ 0 ,



1 2 /2 def

lim ( ) = , = .
2
=1


. -
, -
(. [4], . III, 4).

3.7.
-
(), 2 = 2
=1

( )
def 1

() = 2 + ( )2 ().
=1 +
(3.10)
() 0 > 0,

1 2
lim ( ) = /2 . (3.11)
2
, .

3.2. ,
2 = 2 .

(, ) - .

1 () ( )2 () 0,
() = 2
R R ( , )
70
3.4.
-
, R
lim () = 0.
R ( , )

, (3.10).
3.5.

3.3. | | < 2 =
2
=1
. [, ]
, | | 2

1
() =2 ER ( , ) () ( )2
=1
2 42 2 42

4
2 ER ( , ) () 2 2 2 = 2 2 0,

(3.10), -
(3.11).

3.7. (3.10)
, > 0, ,

=1 E| |
2+
lim 2+ = 0.

3.4. {1 , . . . , }
{1 , . . . , }. , -
{1 , . . . , },
{ , }|<
{ , }|> .
def

= , , , = {1, > ; 0, < }.
=

-

-
. -

71
3.
0, 1, . . . , 1 = 1/ (
). ,
2

1 1
1 1 1 2 2 1
= = , 2 = 2 = ,
2 12
=0 =0


( 1) 2
= = ,
4 4
=1

2
2 3 + 3 2 5 3
= 2 = .
72 36
=1

= (2 ) ( 3/2 ), > 0
(3.10) -
, () 0. ,
(3.11) . , , , -

2 3/2 (. [2], . 1, . , 6, . (a)).
4 0.11

3.5.
,
> 1 -
{ } 1 , , = .
(Bruno de Finetti)
1929 .
, -
, (), , -
)
() , () .
(

, -
.
72
3.5.
:
def
( ())1/ = | ()|1/ Arg( ())/
, (0) = ( (0))1/ = 1;
,
, -
( ())1/ . -
, , -
, -
( ()) , = / , , .
-
R+ .

3.5. -
. -
. [10, 10]
() = sin 10/10.
3-
= {0.1249 + 0.9142, 0.1696 + 0.6263, 0.5606 + 0.8953},
= {0.6432, 0.7062, 0.0859}
3
,=1
1/2 ( ) = 3.536 + 0.757

. -
.

3.8. -
, -
, () = sin 10/10,
(. . . ,
, :, , 1988, . 265266).
. ,
6
.
6
, () -
, ,
( ).
73
3.
3.6. () = (
1)
-
( = ) =

! . ,
1 ( 1)
() = (())1/ =

-
) /
(/
! .
()2
() = 2 +

()2
() = (2 2 )1/2 2 2 ,


()2
() = (())1/ = 2
+/

(0 / )2
(/2 2 )1/2 2 2 .

()2
() = () () = () , (|, , ) = ( 1) +,
2


()
() = , () = (|, , )(, , )

-
.
-
, .

3.8. -
,
2 R+ , R , ({0}) = 0,
, () = () , ()
74
3.5.

()2 1 + 2
( )

() = + 1 (). (3.12)
2 R 1 + 2 2

(.. ,
),
3.8 7 .
, -
-
, ,
(. [4], . III, 5)
, , . -
(3.12),

def

() = ()
=0
()2 2 0 3
( )
= + + 1 +
2 2 6
( 2
4
)

2 + + () + +2 ()+2 + . . . ,
( )

2 24
> 0, . -
, (3.12)
, 0 , -
. -

1 = 1 , 0 + 2 = 2 2 , . . . , + +2 = +2 , . . . ,
1, , -
. (3.12)
, 2 = 0 (. [5]).
7
.. .. -

(. . .., 1949).

75
3.

.
, { }1
{ } 1 ,
( )
1
= .

-




( ) = ( )).
=1

-
-
,
, -
(. [5], . VII, 34).

3.9.
, -

,,, () = exp{ || (1 sign )}, (3.13)
= {tan 2 (0, 2), = 1; 2
ln || = 1},
[1, 1], R, > 0; = 0 = 2.
-
, -
|| (0, 2)
(1 + ) sin(/2)(1 + )
() = ,,, () (3.14)
| /|1+

)+1
()
(
1
,,, () = Re ( + 1),
! /
=1

76
3.6.
= (1). /
, [1, 1] -
. = 0.
< 2 -
.

3.6.


, > 0 R -

, 1 ( ) ( ),

,
. () -
, . -
(. [7], 3.1.2)

.

3.10. { } -
-
, ,
(1 > ) + , (1 < ) , (0, 2), > 0
. { } > 0, { } R,
= +
+
+ = + + ,

1 ( )
,,0, ,

,,0, , -
(3.13).
, -


, -
.
77
3.

a 3.1
dom
(
)1/
(1, 2) 2() sin(/2)

{1} 2 log
(
)1/
(0, 1) 2() sin(/2) 0

.
, -
. -
: -
, .
.
1) -
:

( = ) = ()! ,
.
2) ,
R3 ,

, : = || 3.

3) ,
3/2 -
= 2 : 0 () = 3/2 .
3

, -
.
4) , , ; -
:
( 3 | ) = 1 3 .

, , , -
, , .
78
3.6.
, -
, -

(, )

(, ) = E =0 | |3 =

( )
(, )
= E | |3 =
!
=0 =1

( )
( ) (,)
3
= E || =
!
=0
{ ( (,)
) }
3
= exp E || 1 3 ,

-
. ,
, , -
, (2 ),
.
( (,)
() = R3 ||3 1 3 .
)

, :
(
|| cos
)
2
= 2 sin 2 1 =
0 0
( 2 )
||
= 4 sin 1 2 =
0 || 2

3 ( 2 1
sin 2 1 2 =
)
= 4(||) 2
0
4 3
= (2||) 2 .
15

3.9. , 2 sin 12 1 2 = 0(2 )


( )
. -
(
0 2 sin 12 1 2 = 2 152 .
)

79
3.
E () -
,
, (3.14)
:
43/2 3

() = 15
(2||) 2
, (| | ) = ,0,0, ( ) ,
1+
( 43/2 )2/3
= 32 , = 15 2 .

3.10. , -
- -
(| |) -
3
, |()| < ( 2 (1+) ), > 0
. -

( )
4 0 1 ||()
sin(||())
2
() = .
3
, () = ( ), () = (|| ) .


--:
(( )12 ( )6 )

( ) = 4
| | | |

( = 7), ,
( = 3),
( = 2) -
[14].

80
4.1.
4.

. -
. -
. . . . -
.

4.1.

-
-
, . -
(, , )
-
. ,
,
= E|| ,

= lim 1 1/
< , (4.1)


= E , = {1, 2, . . . }.
(+) -

(. [2], . 2, . XV, 4):

1
() ) ||
(
.
! !
=0

(. 3, 3.5).
|E ()| E| ()| -
R
( + ) = E(+)
81
4.
:
1
1
() )
(
() = E

( + ) ()
! !
=0 =0
1
() )
(
E
E || = || , (4.2)
! ! !
=0

, - -
( + ). ,
(4.1)

() !() / 2 < !(3) / 2,

|| < 3 ,
1

{ 1 }
= + : Re > 0, |Im | ,
3

() , -

!
(4.2)
||
(3||) 0 : 3|| < 1
!
R. -
-
, .

4.1. -
, (4.1), -
-
.

4.1.
(. [2], . 2, . XV, 4):

(E||2 )1/2 = , (4.3)

82
4.1.
.
, -
-
. , -
1
2 = ( + 12 )2 2 / 2 , (4.1) -
:
1/2 1 ) 1
1 ( + 21 )2 2 2
(
2 2
.
2

, -
R+ , .

4.1. () = 1 1/4
24 -
R+ , sin 1/4
() :

1 2 8+7

0= () sin(1/4 ) = sign sin 2
0 6
(4.4)

= 0, 1, . . . , -, () = ()(1 sin 1/4 )


[0, 1], , -,
() .
-
(4.4). , 2 (R) -
() -
2
, = 0, 1, . . . ,
sign -
, 2 (R),
2
sign -
()sign .
, (4.4) -
, ,
8 +7 , -



. , -
, -
83
4.

{ }
7 6 1
= () sin(1/4 ) = 0, = , , ... ,
0 8 8 8 8

8+7 {0, . . . , 6} -
(4.4).
sin 2 , . -
, 3/4 = 12
1
.

4.2.
-
-
. -
.
, -
-
.
-.

4.1. , , = 1, 2, . . . -

,
2 , , 2
, 0 .
()

E, ( ) ().

. | | .

| E, () ()| | () ()|, ().

, -
- , | () ()| .
, ,
84
4.2.
2
, 0, :

( )
| () ()|, () = + | () ()| , ()
R
2
2 ,
2
+ | |2 , () + 2.
2 R 2

, . ,

E, ( ) ().

,
- : -
.

-
.
-
, [0, 1]. -
-
. , -
[, ],
= ( )/( ) [0, 1] :




= ( )
() ,
=0

() () () = (( )/( )).

4.2. { }
=1 -
, (, ).
85
4.
- -
: [0, 1] R

def

() = E, ( ) =
() (1 ) (),

=0
(4.5)
= 1/ , .
. -
, 1 -
0 1 .

1 2 (1 )
= , E = , , = = ( 1 ).

=1
4.1. ,
(4.5). 
() (4.5)
. , ,
-
, -
:
: = +1 = ( ) ,
( + ) ()
: () = = (),

: = +1 : () = ( + ) -
, .
:





() =

(1) ( + ),
=0


=
(1) + .
=0

86
4.2.
4.2.
= (0,1] (). [0, 1]
:


def

() =

(1 )
() =
() (0), (4.6)
=0 =0

1 () () def
=
,
= () . (4.7)
=

()
, =0 = 0 = 1.

. (4.6) -
- -
. (4.7)
-

. -


=

, .

, (4.6)
,





() (0) =
(1) () =
=0 =0 =0






= ()
() =
() ()

=
=0 = =0 =




=
()

() = () (1 ) = (),

=0 =0 =0


=0


() = (1 )
.

87
4.
, (4.2.)
,

()


=
() =
() =
= = =




=
()

= ( ) =

.
=0

. 

1
= +1 + = (1 ) () 0.
0

,
1
0 (1 ) () = () . (4.8)
0

= 1 .
(4.8) :

()+1 = () +1 + () =
1
= (+1 (1 ) + (1 ) () =
0
1
= (1 )+1 () = E (1 )+1 0.
0

0 = 1, () 0, >0 (4.9)

, { }
[0, 1],
4.2 (4.8) , -
()
:
88
4.2.

1 1

() () = () () (1 ) =

0 0 =0
(4.10)


=
() () .
=0

, () 1, (4.10)
1



1= () (1 ) = () .
0 =0 =0


()

= () , 0

. ,
()
[ ] ,
() 1 [0, 1] -
, -
( ).

4.3. ( ) { } -
() 1 (0, 1),



lim [0,] (/ ) () = ( ). (4.11)

=0

. () = [0,] (). (4.10)





( )
() =

=0
1


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

89
4.
def
, () = -

( )
=0 (1 )
: , () 1.
() -,
4.2 lim , () [0,] ()
[0,] (). , -

1 1
lim , ()() [0,] ()() = P[0, ].
0 0


4.1. , -
-
.
. -
E () > (E ) -
.
4.2. (4.9)
, (4.11), -
, (a) = +1 1
, (b) =
2/( + 2), (c) = , (0, 1).
. , (a) () = (++1)! ;
!!

(+1)!!
(b) () = 2 (++2)! ; (c) () = (1 ) , -
4.2.
4.3. (4.9), -
[0, 1],
-
, [, ].
[1, 1].
4.4. -
, -
[, ], { }.
[1, 1].
90
4.3.
4.3.
-
, -
-
, . -
, -
, , , -
, -
-
. () -
:


() = (), (min , max ) = . (4.12)
0 + 1 + 2 2

(min , max ) ,
,
max ()

= 0 +1 +2 2 < .

() -
(4.12)
max ()
1
0 +1 +2 2
() =

. -
. (4.12)
, -
-
. min , max ;
.
.
(4.12) -
91
4.
1.2 1.7510
-12

-12
1.0 1.510
-12
1.2510
0.8
-12
110
0.6 -13
7.510
0.4 -13
510
-13
0.2 2.510
0
0.0 -1 -0.5 0 0.5
-1.0 -0.5 0.0 0.5 1.0

. 4.1. () = 0 /(1 + /2 + 22 )2.6 , -


(, ).

:

= E, 2 = ( )2 (), = 2(54 623 9),


1 2
= ( ) () , 0 = (323 44 ), (4.13)

3 1
1 = (3 + 4 ), 2 = (6 + 323 24 ).

(4.12), -
-
() = ( ) .
-
, -
, - -, -
, , -, -
1 . -
, -
(4.13) , ,
.
1
-
D.G. Ashworth et al.
Representation of ion implantation profiles by Pearson frequency distribution
curves. J.Phys.D: Appl.Phys. 23, 1990, 870876.
92
4.4.
4.5. -
(4.12), -
0 + 1 + 2 2 .

4.4.

(E.P. Wigner) ,
-
-
4.2
. , -

.
, -
,
:

= Tr = , = , = Tr ,

{ } -
, -
. , { },
-
( ) =
.

( )- -
2 c , 2 -
. -
= C ,
1 .

( ), -
[, ) -
1 1
, [ 2 , 2 ),
2 (+1)
2
.

93
4.
[, ),
.

[, ) = Tr 21 12 ( ) = ( , ) 12 12 ( ()).
[ , ) [ , )

, E = 0 .
, [, ) -
= E () = Tr E ,
-
.

4.4.
{ },
[1/2 , 1/2 ),
[, ) [2, 2]:

1
E lim [, ) = 4 2 2 .
2 2 [,)[2,2]

. -
(. [8], . 3, 3.1),
.

Wigner distribution
0.30
0.25
0.20
0.15
0.10
0.05
0.00
-2 -1 0 1 2

. 4.2. 256
(128 128) (0, 1)
94
4.4.
, , -
,
def
= () = Tr E 2 -



+1 = 2 , 0 = Tr = 1. (4.14)
=0

-
(E. Catalan numbers ):

2
+1 = , 0 = 1, = ,
+1
=0

(4.14) -
= 2 . , -
:

2
2 = Tr E 2 = 2 , 2+1 = 0. (4.15)
+1
,
1 2
() = 4 2 , [2, 2]
2 2
(4.15). -
. 

95
5.
5.

-
. .
. . -
. -
.
. -
.

5.1.
, -

-
. -

, -
(, , ).

, -
. -

,
.
, -
( , ,
) (-
, - ) -
.
-
,
1 .
1
, -

-
: "
.
, ."
96
5.1.
-
, -
-

. , -

: -
.
-
. ,
-

. , -
,

.
, -
,
. ,
-
, :

() ()
() = , E = = .
! !
0

E = ,
. -
, -
.
- -
.
,
1
=1
(0, 1)
/
97
5.
. :


1
def
= , = . (5.1)

=1

,
-
. E = , E = E = 0;
, (5.1) .
, -
( + 1)1 :

1
1 () def 1 (
E( + 1) 1 ,
)
= = 1 () =
+ 1 !
=0
def
2
=E( + 1)2 12 () = 2 () 12 () < ,
1
def
2 () = .
0

, ,
, -
:


1 def1 1
( + 1) = (),
+ 1
=1


() = 1 : R+ (0, 1]
, : (()) = ,
:



1
( )
1 1 def
= (0, 1).
2 + 1
=1

,
98
5.1.

def 2
= :


( )
def 1 1 1 (() )
=
=
+ 1
=1 (5.2)
2 1
= (()) + ( ), (()) = .
()

-0.3 1.4
g(x)
-0.4 1.2
-0.5 1.0
-0.6 0.8
-0.7

x2 g(1/x) 0.6 x32(1/x)
-0.8 0.4 2(x)/x
-0.9 0.2
-1.0 0.0
0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

. 5.1. , () =
21 + () 0 () = 12 + ( 13 ) 1,
2 () = 4 + () 0 2 () = 13 + ( 14 ) 1, =

, -
1/2 E2 > 0, , -

(5.2) , , ,
,

| ) 0.
(|
. -
.

5.1. =
= E = E( E )2
, (| | ) 0),
.
. ,
(| | ) 2 E( )2 (5.3)
99
5.
> 0. , ,
E( )2 0 . ,

E( )2 E(( E ) + )2 = + 2 0

. , (5.3)
+2
2
. 
-
-
.

5.2.
{ }
.
E 2 = E( E)2 ,
2 :

1 2 1
= , = ( )2 ,
1

2 . -
- ( )
,
.

2
def
= 2
= , (5.4)
2
2

2
2
= ( )/ , = 2
.

2

{ } , -
( ) = 0.
100
5.2.

, 12 , . . . 11
11
21 , 22 , . . . 22

.

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

1 , 2 , . . .

1 -
{ }
(0, 1),
(, ( )) -
( ) = ( , )
(. (3.6)):
2

(, ) = E ( ) + =
1 ||2 +(,( ))+( ,)

=
2 =
R (2) 2

1 1 ||2 (12)

1 | |2 +
= 1 2
1
2 =
R 1 (2) 2 R (2) 2
1 2
= (1 2) 2 2 .

-
:

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

2

2 (.
5.2 3.1). ( ) -
2 1 .
, ( 1) (5.4)
2 1 :

1 ( )2 1 2 2 1
= = = ,
1 2 1 1
=1 =1

101
5.

=1 = 0, (0, 1).


1 = =
( 1)
, -
= - = ( 1):
2 3
def /2 2 /2
(, ) = .
2 21 2( 1)/2
( )

1
, -
, -:


( ) = ( / ) (, ) =
R R+
2
2 (1+ ) /21

= 1/2 (, ) = ( 1 ) =
R+ R+ 2
(5.5)
/21

1
= 2 /2
( 1 ) =
(1 + ) R+ 2
2
( )
1
= ( ) .
(1 + 2 )/2 21

1 : 1 =

1 . (5.5) ,
1
( )

( ) = =
1 1
2
( )

= ( ) .
2 )/2
( 1) 21
(
1+ 1

, .
102
5.3.
5.1. -
-
. , -
2
1 = ( )

2
( )

1 () = ( , = ) . (5.6)
2 )/2
( 1) 21
(
1+
1

5.1. ,

( ) () = 1 (1 ).
R

R , () = =1 ( )
= {1 , . . . , }?

5.2. -
lim () (5.6).

5.1.
= {160, 162, 167, 170, 173, 176, 178, 175, 181, 189}

= 174?

= 173.1 2 = 76.99.

2

1 = ( ) = .
2.77
9- -
, , = 0.703 ,
0.5. -

0.5
2

= 1.95. | | = 0.9 -
= 0.9/2.77 = 0.32. ,
, 0.756.
103
5.
5.3.
2
-
,
.

5.2.
2 -

-
(, ) 2 .
0 1 < 2 , 1 < 2

{ } 2
1 2
+ < < + = 1 () ,
1
{ 2 2
} 2 (5.7)
( 1) ( 1)

< 2 < = 2 1 () ,
2 1 1

2 (), 1 () 2 1
1
.

.
2 ,



2
( 1) = ( )2 ,
=1

,
,

(
=1 ) = 0, =1 ( )
2

,
1 2 2 1
=1 , (0, 1). -

1 2

2 = ( 1)
2
=1

104
5.4.
2 1 . , -
2 1 ,
2 { 2 }

2 () = 1 < ( 1) 2 < 2 =
1
1
{
2 2 }

2
= ( 1) < < ( 1) .
2 1
.
5.1,
. 1 -
:
2 1
1 () = 1 () =
1 2
( )
1 2
= + < < + .

, 5.2, -
(interval estimates), -
, (5.7), -
(confidence intervals CI ), -
:
,
.

5.4.

, - , -
-
-
() -
. (
, , 0.05) -
.
105
5.
5.1
173.1 174,

1 0.756 = 0.244
0.756.
,
6.266 -
, 0.179,
0.05.
, -
-
. ,
(174 6.266, 174 + 6.266)
0.05-,
.
(174 0.179, 174 + 0.179)
0.05- -
.
. - 0.05
.
, -
0 -
,
, 0 .
0 ,
.
0 1 0
0 () = (|0 ) 1 () = (|1 0 ) -

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

106
5.5.
, , 1 ()
. , ,
, .

.

5.5.
,
-
,
. -
:


{ + }
2 1 2

2
+ = ( ) + ( ) =
+ 2
=1 =+1
1 2 2
= (( 1) + ( 1) , (5.8)
+ 2

( ,
2 ) ( , 2 )

, -
{ }+ =1 .
, (5.8) -
:

2 def 1 2 2
E+ = (( 1)E + ( 1)E )=
+ 2
1
= (( 1) 2 + ( 1) 2 ) = 2 ,
+ 2

2 2

. , -
, -
, ( , 2 )

( ,
2 ).

2

107
5.

2 -

. ,


(, ) = ( 1 (5.9)
2 1
)
+ +

, (
) -
2 1 +
1
, -
2
, + +
2
2 + 2 .
2

(, ) 1 def
= = ( 2 =
+ 2 2 1
+ 1
) +
2
( + 2)

(0, 1) , = 2+ 2 .
, -
-, -
= R



+ 2
1 /2
( ) = 2 + 2
2
)
+
(
0 2 2
2
( )
2
2
=
R 2

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

= + , () -
. -
= (, ) : = 2 , = 2 ,
, -
108
5.6.
( ),
) 1
21
( )
2
(
2
2 () = 1 + ( ) =
2 2 22
) 1
2 21
( )
2
(
2
= 1+ ( ) ,
2 2 2
= + . 2
. , .
5.3. , -

, (5.9) , -
, -
+ 2 . -
,
R , -
,

, (, ) = , () .

5.6.
-
.

5.4.
2 2

-
2
3 . , = 2

:

, 2 1
, () = + , (5.10)
( + ) 2

3
,
,
= ( + 1) + ( + 1). , -
, + = .
109
5.
( )
+
, = 2 2 (

) 2 (

) .
2
2
, ,
,

, (, ) = , () , (R+ ).

. -
2 :
2
= 2 2 /, 2
= 2 2 /,
2 ,
.
-
2 :
2
2
2

= , = 2 = , (5.11)


- - :

1
2 1 2
( )
2 2
, ( ) = ( ) =
22 22
( )
R2+ 2 2
) 1
2 2 1 2
(
= 2
+ ( ) ( ) =
2 2
R+ 2 2
( ) 2
2 1


( )
+
1 2 1+
= + 2 =
2 2
( ) ( )
2 2 R+
) 1 ( ) 2
+
(
2 2 2 1
= ( ) + ( ) ( ) = , + ,
1 + 2 ( + ) 2
2 2

, (5.10).
-
-
, -. 
110
5.7.
5.7.
-
,
, -
,
.
, , -
: = =1 , -
-
,
, :

11 , 12 , . . . 11

21 , 22 , . . . 22

.

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

1 , 2 , . . .

= { } R , = 1

=1
1
, = =1 =1
.


, = {, . . . , } R -

1
= {1,1 , . . . , 1,1 , . . . , ,1 , . . . , , } R

= 1 {1,

. . . , 1} R ,

1

= {0, . . . , 0, . . . , , . . . , , . . . , 0, . . . , 0}

1
1
= {0, . . . , 0, . . . , 1, . . . , 1, . . . , 0, . . . , 0}.

111
5.

, {E }: = .
{ } , = + , -
(0, ) . E = R.
-
, 1 -
2
:



= ( )2 , 1 = ( )2 ,
=1 =1 =1



2 = ( )2 .
=1 =1

5.2. 1 2 , -
1 ,
, = 1 + 2 . 1
2 12 = ( 1) 2 22 = ( ) 2
.
. = 1 + 2 .

( )2 = ( + )2 =
= ( )2 + ( )2 + 2( )( )
:




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



+2 ( ) ( ) = 1 + 2 ,
=1 =1

=1 ( ) = 0
. ,
, 1 ,2 .
112
5.7.

Q Q2

Range A = RK

e x Q1 x

. 5.2.

, -
1, -

( ) = 0.

,
-
,



( ) = 0.
=1

1 = (, ) 2 = (, ), -
,

( )- , 1 -
, -
.
113
5.

, = = 0.
, ,
,
1 2 :

1 0 ... 0

0 2 ... 0

def
= , = , =
,

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

0 0 ...

= , = ,

( )-, ( )-
, R R ,
, :
= = 2 .
2 = , = = . ,

= ( )( ) = 2 + =
= + = 0.

, :

2 = 2 + 2 = = ,
2 =
2
+ 2 2 = = ,

.
= = 0 -
: [, ] = = 0. -


114
5.7.
{ }
=1 ,


= | |, = | |,


= | | = 0,

, {0, 1},
, -
-
= 0. ,
,
, = * -
= * ,
, 1
, -
:

0 0 0 0 0
1

= 0 0 0 ,
= 0 0 0 ,


0 0 0 0 0


1 0 0


+
= .

0 0 0

0 0

1
{, . . . , , 0, , . . . , }. -

=
(, ) -
+ (, )
:
-
115
5.
-:

1 1 2 2
E 1 +2 = (2 2 ) 2 22 || ||
R1

1 2 2
(2 2 ) 2 22 || || =

R
1
= 1 () () = (1 2 2 ) 2 (1 2 2 ) 2 .
3.3 1 / 2 2 / 2 -
2 1
. -
1 2 5.2. . 
, , .

5.5. 1 = 1
2 =
1 ,
2
. -
, -
E( ) = 0, = 1 /2
( 1, ) :

( ) = 1, ( ) . (5.12)

. , -
1 / 2 2 / 2 21
2 , 5.11 (. 5.4)
= 1 /2 (5.12). 
, -
, = + , = ,
= 1 /2 -
, :

1 = |( )|2 = | |2 +||2 , 2 = |( )|2 = ||2 .

-
, , , -
= 1 /2 -
.
116
5.7.

-
(Analisys of Variance = ANOVA)
Mathematica. -
, 1 2 SST, SSA SSE
(SS = Sum of Squares: Total, Average, Error).

5.2. -
.
(a) (b) ,
(c) , (d) -
(e) (. [9], . 1171)
5.1 5.2.
?

a 5.1

(m)
390 0.041 0.05 0.067 0.058 0.062
410 0.034 0.06 0.062 0.037 0.041
430 0.025 0.034 0.044 0.023 0.030
450 0.016 0.023 0.034 0.012 0.032
470 0.014 0.016 0.025 0.009 0.016
490 0.018 0.014 0.014 0.009 0.016
510 0.023 0.014 0.014 0.016 0.016
530 0.039 0.023 0.028 0.025 0.03
550 0.05 0.032 0.032 0.032 0.039
570 0.067 0.055 0.058 0.055 0.055

-
,
, -
117
5.
1.0
0.07
0.06 0.8
0.05 0.6
0.04
0.03 0.4
0.02
0.2
0.01
0.0
400 450 500 550 0 1 2 3 4 5

. 5.3. -

:
500 . -
(4, 45) .
4, 45 = 0.4348 -

= 5, = 10, = 50, 1 0.00053, 2 0.0138,

, 1, =
1
2 1 0.434,
0.434
(4,45 < 0.434) = 4,45 () 0.217.
0


. -
, 1 2 Mathematica SST,
SSA SSE (SS = Sum of Squares: Total, Average, Error).

5.3. , -
-, (2 , , , ) -
:

118
6.1.

a 5.2

E E( E)2
2 > 0 2

, > 2 0 2
22 (+2)
, > 4 2 (2)2 (4)

6.
. 2
. :
.

6.1.
-
,

.
, -
, . -
-
.
,
{ } =1 -
{ }, . , -


=1 = 1
.
,
, :

() = (1 )

= 2 = (1 ), -
119
6.

def
() = .

, -
, E() = E
= ,


() = (6.1)
(1 )

-
( () ),
R,
, :

1 2
( () ) () = /2 .
2

(6.1)
. -
,
.
R .
, -
1 ,
. -
,
(, ) = (, ) (, ),
-
: (, ) = (, ).
,
: R

= E( E) ( E) : R R
120
6.1.
, = E ( E )( E ). ,
R


2
(, ) = E (( E ), ) 0,


=1

,
. , min: ||||=1 (, ) > 0, -
.

6.1. > 0


1 1 1
( ) = 2 (, ) . (6.2)
(2) /2 det

, E(, )(, ) = (, E ) = (, )
, R , (6.2) .

-
, -
.

6.1. -

.
R
(

1 1 1
2 (, ) .
)
lim ( E ) =
(2)/2 det

6.2.


= =1 , = ( ) ,
121
6.

= =1 ( )
.


( )2
() = (6.3)

=1

21 c 1 1 :

1
{ () } 1 () , () = /21 /2 .
2/2 (/2)
(6.4)
. = 2 -
. , 1 + 2 = 1 1 + 2 = ,
(1 1 )2 (2 2 )2 (1 1 )2 2
(2) = + = , = 1 (1 1 ).
1 (1 1 ) 2
2.4
= ( ), =

, 2,

(
=1 ) =
=1 =

1 1

= (0, 1), 2 = 1 1 .
2
( )
, (2) = 2 , 2 (. 1.4).
2 2 1

()
{ }
= () = R .
=1

def
= { 1 , . . . , }, || ||2 = 1 ,

()
( , ()) = = = 0, (6.5)

=1 =1
1
2 - (/2, 2).
122
6.1.
=1 () = () =

=1 = 1.

()
, , E () = 0, E () = .
, ,
= .
, -
= ()
= E () () = ,
E () = E () () = .
,
, . -
, 2 = , = 0 = , (, ) = 0. -
1, .
() -
, ( -)
() = () . (6.5) -
,
R . , -
= (0, 0, . . . , 1) ( , ) =
= {1 , . . . , } R .
, -
,
= :

1 0
= ,
0 0

1 ( 1)( 1) . ,
(, E ) = E (, ) (, ) = E (, ) (, ) =
= E ( , ) (, ) = E ( , ) =
= ( , E ) = ( , ( ) ) =
= (, ) (, )( , ) = (, ) = (, ),
123
6.
1 -
= .
() () = () -
, R

{ : () } = { : () }.

= {1 , . . . , }

= {(1 ), . . . , ( )}, = {(1 ), . . . , ( )}

:
{ } { }
1 1
( ) = ( ) =

{1
1 ( )2 }
2
= ( ) .

=1 =1

6.1 = {1 , . . . , 1 }
-
, -
(R1 ) :

1

||||2
lim E (
) = () 2 , (6.6)
(2)(1)/2 R1

= 1
). -

=1 (
,
-
. , -
() = [0,) (||||2 ).
,
124
6.2.
,

1 2 2
2 1 1
||
||R1 =
( ) =
( ) =

=1 =1 =1 =1

( )2
= || ||2R = ,

=1

,
(. (6.3)).
, (6.6)
-
,

( )2 (
( )
||2 =
= lim E [0,) ||
)
lim

=1


1 2
2 2 2
= [0,) ( ) =
(2)(1)/2 0
1 1
2 2 2
= 1 (
1
) = (1 ),
0 2 2
2

/2
= 2 , = 2
( )
2
R , 21 -
(6.4). 

6.2.
6.1. 2 -
,

Mathematica. -
= 32 000 { }32 =1 , [0, 1] = .
000

= 10, = 40, = 100


, 1, . . . ,
125
6.
= 0.1, 0.025, 0.01
:

10 = {3208, 3228, 3158, 3151, 3199, 3175, 3175, 3233, 3165, 3308},
40 = {786, 800, 803, 819, 844, 811, 824, 749, 757, 774,
845, 782, 801, 793, 798, 759, 735, 823, 858, 783,
764, 820, 810, 781, 794, 783, 791, 807, 813, 823,
813, 784, 795, 842, 746, 782, 851, 824, 799, 834}.

100 , -
. 6.1.
N=32000, h=0.1 N=32000, h=0.025 N=32000, h=0.01

1 1
1

0.5 0.5 0.5

0 0 0
0.5 1 0.5 1 0.5 1

. 6.1. 32 000 -
,
. = 0.1, 0.025, 0.01 -
. ,

= 0.1, = 0.025, = 0.01 -



:

( )2
() = ,

=1
(10) = 6.32, (40) = 42.39, (100) = 110.69.


, (21 ())
2 :

(29 6.3) 0.7, (239 42.4) 0.32, (299 110.7) 0.2,


126
6.3.
0.5 0.5 0.5

0.4 0.4 0.4

0.3 0.3 0.3

0.2 0.2 0.2

0.1 0.1 0.1

0 0 0
0 5 10 15 20 10 20 30 40 50 60 70 60 80 100 120 140

. 6.2. min{ (21 ), (21 )},


= 10, = 40, = 100. (8.343, 38.335, 98.334)
-
2 , () -
. -
,
, , -
M6:eps/EPS6/chi2.nb


:
0.2,
1 5.

6.3.
2 -
. -
. (, ) = {(1 , 1 ), . . . , ( , )}
. ,
-
-
,
2 .
: -
?
-
. , , -
,
2
http://antwrp.gsfc.nasa.gov/diamond_jubilee/d_1996/hub_1929.
html
127
6.
N=320000, h=0.01 0.5

1 0.4

0.3

0.5 0.2

0.1

0 0
0.5 1 60 80 100 120 140

. 6.3. = 320 000


: -
99.842
98.334

: , -
- -
:

= ( ) ( ),




= , = ,

1 , 1 .
,

-
= , (. 6.1).

,
:


= = .

{1 , . . . ,
, , . . . , }
1
( + 2)-
R+
+ , , ,
, 1 + ( 1) + ( 1) = + 1

128
6.3.

a 6.1



1 ...
1 11 ... 1
1
... ... ... ... ...
1 ...

1

...

:




(i) = , (ii) = , (iii) = ,
, =1 =1

< , < . , -
+ 1,
{11 , . . . , } R
+ -
( + 1) = ( 1)( 1).

= {
, } = { } { } =
def def
= / , = /

-
, -
,
.

6.3. ,

= / , = / ,

( / )2

,, =
(6.7)
,

/

2(1)( 1) .
129
6.
6.2. 6.3
-
.
( ) -
34 , -
6.4. -

.
, -
.
3
4
1000 285

185

85
2
500. 1 2
-15

5
1
-115

3 4
-215
0

0 1.*^6 2.*^6 0 160.7 321.4 482.1 642.8 803.6 964.3

. 6.4. -
(/) () -
,


7 ( 49 ), -
, 6.2.
, , -
, , -
,
. 6.4.
= 34, = = 7, -
( 1)( 1) = 36, ,, = 42.16.
236 35.34
,, . ,
,,
236 (42.16) = 236 () 0.778,
0
: -
130
6.3.

a 6.2

I II III IV V VI VII
0 0 2 2 0 0 0
0 1 0 0 2 2 0
0 2 1 1 1 0 0
0 1 1 2 0 1 0
2 2 0 0 0 0 1
0 2 1 1 1 0 0
0 1 1 0 1 2 0

(6.7) ,
, 0.78,
, , 4
5 ,, .
, -
, -
-
.

131
7.
7.

. -

.
. .

7.1.

-

-
. -
, .
-
,
-
. , -
1795
18 . 1801 .

-
1 .
,
,
. , -
( ,
,
, ..),
= (), , ,

1
-
.
, -
.

132
7.1.
{ }
=1 -
{ ()}
=1 ,
:


( ) = + , 1 . (7.1)
=1
, -
=1 , ,
{ }
{ } =1 . ,
.

.
-
, <
,


= ( ) , 1
=1
.
,
,
E = 0 E = 0 = ,
2 = E2 < .
-
.
.
(7.1) 1 , . . . , -
= + ,

1 1 1 (1 ), . . . , (1 )

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

= , = , =
.

. . . . . . ...

1 ( ), . . . , ( )

133
7.
, -
, E 2 = 2 , -
(7.1):

/ , , , / , / , (7.2)

, E2 = 1.
-
.
, -
. -
-
, . , -

, (. (1.23)).
-
.

:

, , rank = .

,
, , () = 1 :
1
= ( ) = =1 + .
R -
, -
- , -
- -
R R .
R ,
,
R .
R = * ,
|| ||2 :
*

* = argmin || ||2 * : ( , ) = 0.
134
7.1.
,
,
( , ) = 2 + 2 = 0, * = ( )1 ,

(7.1).

7.1. , -
(7.1)
* = argmin || ||2 = ( )1 . (7.3)
* = ( )1 -
, E(* ) = 0.
E( * ) ( * ) = ( )1 .
. -
, ( )1 = ,
* = ( )1 = ( )1 ( ) = ( )1 .
E = 0 :
E( * ) = E( )1 = ( )1 E = 0. (7.4)
= ( )1 . -
, E = ,
:

E( * )( * ) = E =



= = =

= ( )1 ( )1 = ( )1
( )
.

. 
,
:
def
E( * )2 = , = ( )1 . (7.5)
135
7.
7.1. E = 2 , ,
def
= 1 =
. ,

(7.5)

E( * ) ( * ) = , E( * )2 = ( ) ,
def
(7.6)
E| * |2 = Tr , = ( )1 .

7.2.
, -
,

* = * = ( )1 ( + ) =
= ( )1 ( ) = + ( )1 = (7.7)
= + ( ( )1 ).
:
,
: E( * ) = 0.
,

= ( )1 ,
= ( )1

R
R R = R :
2
= , = , = , = = 0,

, * = .
{ ()}
1 -
def
, .. = {1, . . . , 1} R
, , = .
. , ,

= = , = = * . (7.8)
136
7.2.
*
, -
:
= |( )|2 , 1 = | * |2 = |( )|2 ,
(7.9)
2 = | * |2 = |( )|2 .
,
, 1 2 -
. 7.1.

Q Q2

Range A = RK

e y Q1 A y

. 7.1.

, 1 2 , R R -
, 2 ,
. ,
1
2 = (0, 1] (7.10)

, -
| * | | * |. 1 -
137
7.
, -
Range, -
2
2 ,
, -
R .

7.3.
-
, .

7.2. -
(0, 1).
1) * 2 = (, ( ))
;

2) * * ( -
, ) -

(. (7.5)), 2 -
2 ;

3)

* def 2
= , = , (7.11)

() -
;

4)


() = , (7.12)
2
2

coefficient of determination.
138
7.3.
,
1 ,

[* , * + ] = 1 ; (7.13)
( )

5) 2 , -
-
def
(7.6) 2 = (, (1 )),

* def 2
= , = ( ), , = ( )1

(7.12) -
:

[* , * + ] = 1 . (7.14)
( )

. 1. R - -
= , R . -
* R 2 R:
*
* ,2 (, ) = E (, )+2 =

1 ||2
2 +(,( )1 )+(,( ))
= =
(2) 2

1 ||2
2 +( ,( )1 )+|( )|2
= =
(2) 2

1 ||2
2 +(, )+|( )|2
= =
(2) 2
| |2
= 2 (1 2) 2 =
(,( )1 )
= 2 (1 2) 2 = * () 2 ().

* 2 , -
*
139
7.
2 2 . 2 = -
*
(. (7.5) (7.4)). -
, (7.11) (7.13),
24.
5 (7.14) .
(7.6) 2 = E| * |2 = ( ) .


7.2. ,
2 , , * 2
, = . ,

[* , * + ] = 1 (7.15)
( )

, -

) +1
2 2 +1
( ( )
2 ( )
() = 1 + , =
2

(0, 1).

7.1. -
( = 5)
= 20 { }
=1 , -
[0, 2]. = { }
:

|diag = {4.35, 94.1, 188.0, 53.3, 1.679}.

(7.15)

() = 0.285 + 0.560 1.976 2 1.696 3 + 1.142 4


140
7.3.

, = 0.2. -
* , -
,

* = {0.113, 1.126, 2.538, 1.533, 1.136}.

12

10 0.10

8 0.05

6
0.00
4
-0.05
2
-0.10
0

-2 -0.15

0.0 0.5 1.0 1.5 2.0 2.5 3.0


0.0 0.5 1.0 1.5 2.0 2.5

. 7.2. () -
() -
, -
()

-
, -
{* }, -
{ } = 0.75,
= 0.69 (. (7.12)):

{(0.20, 0.426), (0.331, 2.583), (4.60, 0.478), (2.630, 1.436)}.

= {0.285, 0.560, 1.976, 1.696, 1.142},

2 = 0.998.

7.3. {( , )}
=1
(, ).
141
7.
= 0 + 1 . ,
-
0 1 :
( , )
*0 = *1 , *1 = , (7.16)
( )2
def 1
(, ) R , = =1 .

7.4. , -
= ( )1

1 2 1
1,1 = , 2,2 = . (7.17)
2 2 2 2

7.4.

-
, . (. [1], 20).
-
() {0, 1, . . . , }.
,
{ }:


( ) ( ) = ( , ) = , 1 .
=1

3 :
( )
1 1
1 ( ) = , 2 ( ) = 2 ,

( (7.18)
+1 ( ) =+1 ( ) ( , ) ( )
)
(1 , ) 1 ( ) ,
3
, -
, -
.
142
7.4. :

-
=1 ( ) = 1.
2

7.1. -
.

. , 1 2 -
. , -
1 , . . . , , ,
+1 , . . . , 1 .
, ( , ) = 1 ( , ) = 0
, ,

(+1 , )
=( , ) ( , )
+1
(1 , )(1 , ) = 0,
(+1 , 1 )
=( , 1 ) ( , )( , 1 )
+1
(1 , )(1 , 1 ) = 0,

(1 , ) = ( , 1 ) = 0 ( , 1 ) = (1 , ).
+ 1 < . (7.18)
( )
+1 = +1 ( , ) (1 , ) 1 ,

(+1 , )
= ( , ) ( , )( , )
+1
(1 , )(1 , ) = ( , ) =
( ( ))
+1
= , ( , ) + (1 , ) 1 + = 0,
+1

( , ) = 0 = 1, , + 1. 
143
7.
7.3. = {, } - -
, = ( ). = ,
-,

= , * = , * = , (7.19)

* :

E( * ) = 0, E( * ) ( * ) = 2 . (7.20)

2 , -
2 E 2

2 = ||2 |* |2 , E 2 = 2 ( ). (7.21)

. :

( ) = ( ) ( ) = , = .

= ( )1 = 7.1 ,
* = , * = , -
: E( * ) = 0, E( * ) ( * ) = 2 .
2 -
, , E = 0, ||2 = ||2 ( ) = 0:

2 = |( )|2 = ||2 | |2 =
= ||2 | |2 = ||2 |* |2 ,
E 2 = E |( )|2 =
= E ( + ), ( )( + ) = (7.22)
( )

= E ( + ), ( ) =
( )

= , E( ) + E , ( ) =
( ) ( )

= 2 rank ( ) = 2 ( ).

144
7.4. :
7.5.
, (7.3) (7.19)?

* = -
.
2 = 2 ().
, -
, +1
-
:



+1 () = ()* + +1 ()*+1 =
=1
(7.23)


= () + +1 ()*+1 , *+1 = +1 ( ) .
=1

7.1. -
2 ()
, 2 = ,




2
2 () = || |* |2 = |* |2 . (7.24)
=1 =+1

(0, ), = ()
2 ()
2

. -
2 *
* (* )2
, +1 , +1 2
21 . , -

(*+1 )2 ( )
= (7.25)
2 ()

1, .
145
7.
. 2 -
(7.21).
(7.25) . -
, (7.1)
(7.1) . -
, 2 ()|=
= 0,*2 (7.21)
0 = 2 ()|= = || =1 | | . -
2





2 () =||2 |* |2 + |* |2 = |* |2 ,
=1 =+1 =+1
(7.26)
E 2 () =E|( )|2 = Tr ( ) = ( ).
2 2

,
, 2 ()/ 2 -
2 .
,
(* E* )/ . , -
, * = = ( + ) = + ,

E(* E* )(* E* ) = E( ) ( ) = 2 ( ) = 2 .

c -
* -
21 (* )2 / 2 .
(7.26) -
* , (*+1 )2 / 2
2 ()/( ) 2 , E*+1 = 0:

(*+1 )2 ( )
= 1, .
2 ()


: ,
146
7.5.
*+ -

(*+ )2 ( )
= 1, .
2 ()
, (*+ )2 -
[0, ), = 2
()
,

: 1, () = 1 , 0.1,
0

1, () .

7.5.

7.2. -

-
. 7.3.
8
2500

2000 6

1500
4
1000

500 2

0
100 200 300 400 500 600 7000
100 200 300 400 500 600 700

. 7.3. ()
log ()

= 2074 /2
= 48 .

{1, ()(1 48 ()), ()48 (), 4/5 ()48 ()},
147
7.
() = ln 2074 ln 48

, () = {0 < , 1 > }.
70 -
(. [9], . 1195), ()
log (), ,
.

ln () = 7.816 + 3.237 4/5 ()48 ()+


+ 4.653 ()(1 48 ()) 5.437 ()48 ().

2 = 0.983,
.
,
= 48 . -
, -

,
= 48 .

, .

7.3. -

(. [9], . 275):

a 7.1

0.1 0.2 0.5 1 2 5 10 20 50 100


66.2 69 73.1 76.5 80.3 85.9 90.7 96 104.1 111.2

,
-
= log , = log . -
Regress :
() = 4.337 + 0.0678 + 0.002432 + 0.0000793 0.00001244 .
148
7.5.
110 110.

100 100.

90.
90
80.
80

70 70.

0 20 40 60 80 100 0.1 1. 10. 100.

. 7.4.
() ()

a 7.2

Estimate of
1 4.3376 0.00012 35427.7 0
0.0679 0.00013 524.33 4.81013
2 0.00229 0.00004 56.88 3.19108
3 0.000085 0.000025 3.34466 0.021
4
9.5810 6
5.18110 6
1.85 0.123

, -
.
4 = 9.58 106 ,
, , 0.87.
, -
(2 = 0.999), -
-

2
3 ( ) = 76.522 0.0678+0.00243 log +0.000079 log
. (7.27)

| ( ) 3 ( )|
:
149
7.
110

100

90

80

70
0 20 40 60 80 100

. 7.5. (7.27), -
. 7.2
, -
Regress

{0.001, 0.006, 0.015, 0.016, 0.006, 0.004, 0.014, 0.015, 0.007, 0.002}.

7.4. -
, -
[2, 2] = 0.2

= 0.1. : -

Regress Mathematica.

.
Mathematica

Regress[Transpose[{, }],basis,x,ConfidenceLevel->p]

= { } =1 = { }=1 -

, ,
=1 , -
{ ()}
, , -
. , Mathematica -

,
: fit[Transpose[{, }], basis, x].
150
7.5.
Othonormal basis Errors of measurements Error of approximation
0.4 12 0.00
10
0.2
8 -0.05
0.0 6
-0.2 4 -0.10

2
-0.4 -0.15
0
-2.0 -1.5 -1.0 -0.5 0.0 0.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5

. 7.6. 6 -
, .

() = 1++0.52 1.53 = 0.1.

a 7.3

Estimate of
1 1.0026 0.0578 17.346 108
1.036 0.157 6.574 0.0001
2
0.711 0.268 2.649 0.0265
3
1.405 0.236 5.947 0.000216
4
0.107 0.341 0.314 0.761
5
0.0562 0.111 0.508 0.623

-
: () = 1 + + 0.52 1.53 ,
lsq () = 1.0026 + 1.036 + 0.712 1.4053 0.1074 0.0565 .
Estimate 7.3 * ( ) -
, -
;
, -
= 0.1;
(. (7.11))
|* | |* ( )| = 0.
151
7.

a 7.4

Observed Predicted *
12.8235 12.8435 0.224383 (12.4321, 13.2548)
9.37768 9.42912 0.152202 (9.15012, 9.70812)
7.01906 6.77115 0.148457 (6.49901, 7.04329)
4.6498 4.70898 0.125137 (4.47959, 4.93837)
2.87352 3.12975 0.123151 (2.904, 3.3555)
1.77372 1.95742 0.127465 (1.72376, 2.19108)
1.60048 1.14194 0.120695 (0.920696, 1.36319)
0.599575 0.648408 0.114332 (0.438825, 0.857992)
0.535154 0.446199 0.120695 (0.224951, 0.667447)
0.263458 0.498138 0.127465 (0.26448, 0.731796)
0.767096 0.74964 0.123151 (0.523891, 0.975389)
1.04149 1.11787 0.125137 (0.888475, 1.34726)
1.67299 1.48087 0.148457 (1.20873, 1.75301)
1.59543 1.66675 0.152202 (1.38775, 1.94575)
1.43959 1.4428 0.224383 (1.03149, 1.85412)

-
Mathematica

Regress[Transpose[{, }],basis,x, ConfidenceLevel->p,


RegressionReport -> MeanPredictionCITable]

7.4.
, -
3
= 0.1. -
,
152
7.5.
-
.
7.3 , -
4 5 -
. -
. ,
EstimatedVariance > 0.0120211
(. 7.1), -
2 = 0.01.
2 (. (7.10))
2 =
2
(. (7.21)):

RSquared->0.9994, EstimatedVariance->0.012.

153
8.
8.
. .
-
. .
. -
. . -
.

8.1.
, , -
.
,

, -
.
max | () ()| -
-
.
{ } 1
.
, , 1 +1 .
{ }
1 ,
,
1 . -
{ }


def 1
: R [0, 1], () = (,] ( ) (8.1)

=1


.
-

- -
(). ,
-
()
154
8.1.
Normal@0,1D x 32 Pareto@1,2D x 32
1.0 1.0

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0.0 0.0
-3 -2 -1 0 1 2 0 2 4 6 8

. 8.1. ;
32


() = () .
, ,
-
. -
.

8.1. ()

def 1
() = (,] ( )

=1

-
def
R, () = ( ).
lim sup | () ()| = 0 (8.2)


R, 1 .
. -
, sup lim. -
. , -
| () ()|
> 0.
1
()
.
155
8.
, E () = 1 E (,] ( ) = (), , -

,
(| () ()| ) 2 E| () ()|2 =

(8.3)
( )
1
= 2 E ( )
(,] (,] ( ) 2
() ,
2
,=1


def

() = E (,] ( )(,] ( ) =
,=1
1


=2 E (,] ( ) E (,] ( ) + E (,] ( ) =
=1 =1 =1
= ( 1) 2 () + (),
E (,] ( ) = () , -
,
= . ,
() 2 () ( 1) + () ()(1 ())
2
= 2
= 2 () + ,

:
()(1 ()) 1
(sup | () ()| ) sup 0
2 4 2
(8.4)
, () 1 ()(1 ()) 1/4.
-
{12 , 22 , . . . }
2.1 , -


(sup | () ()| )
. (8.4) -
= 2 . -
,
. 
156
8.2.
8.2.
-
.. , , -
, -
= , -

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

, -
. -
. -
, -
,
-
.
-
(),
=1 . . . .
{ }

def
() = ( ) = () ,

() , () -
,

def def
() = (,] ( ) (), () = (0,] ( ) ,

= () = ( ). -
,
157
8.
-
1 : [0, 1] R.

8.1. ()
:
1) (0, 1) { ( ) } = ;
2) E () = 0, E 2 () = ()(1 ()),
E () = 0, E 2 () = (1 );
3) = () (0, 1)

def 1

() = () = ( () ())
1

E () = 0, E 2 () = (1)

E () () = min(, ) ,
-
= 1 , -
2 ,
E = 0, Cov = E = min(, );

4) = lim () -
, -
.
. 1) , { ( ) }
[0, 1]. ,
1 ()
1
{ ( ) } = { ()} = () =

= ( 1 ()) = .
2
-
, .
= +
2
: () =
1
2
2 , R+ .
. 11.

158
8.2.
2) ,

E () = E ((,] ( ) ()) =

( )

= (,] () () () = () () = 0,
R
E 2 () = E ((,] ( ) 2 ()) =

2
() 2 () =
( )
= (,] () () () =
R
= ()(1 ()).

().
3) , = (), = ( ), -
:

1 1
((0,] ( ) ) = (( 1 (0), 1 ()] ( 1 ( ) ) =

1
= ((,] ( ) ()) = ( () ()).

E () = 0 -
. , -
E((0,] ( ) ) = 0
{ , } :

E(0,] ( )(0,] ( ) = min(, ), + (1 , ),



1
E () () = E((0,] ( ) )((0,] ( ) ) =

,=1

1
= E((0,] ( ) )((0,] ( ) ) = min(, ) .

=1

= . -
.
159
8.
4) () [1, 1] -
. -
, -
[0, 1] -
= lim () 2 = (1 ).
= lim ()
, -
-
= . 

8.1. , E = min(, )

E(+ )( ) > .

.. -
-
[, ]
[0, 1].

8.2. ( 20) -


-, supR | () ()| > ()
() : () = 1 ,

{
lim P
}
sup | () ()| =
R

2 2
(8.5)
= () = (1) 2 .
=

, -
5%-,

sup | () ()| > (0.05) = 1.3581.
R
160
8.2.
0.95
1.015

1.010
0.5

1.005

0.05
1.000
0.51961 0.8276 1.3581 1.0 1.5 2.0 2.5 3.0 3.5

. 8.2. -
. -
(0.05, 0.5, 0.95) -
, = 1.3581


, 0.8276


, 0.5196


-
. , -
: = 212 log 1() 2

5% .
, 5%, 50%
95%, . 8.2.
() -
-3 . = 1 () -
-
:

1
= 1 () : = 1 (1 ) ln . (8.6)
2 2
() = 212 log 1()
2
-
. 8.2.
:

2 2

{ sup | () ()| } = 1 2 (1)1 2 =
R =1

2 (21)2 2 /82
= .

=1

3 def 2 2
4 (, ) = 1 +
=1 (1) cos 2, () = 4 (0, 2 ).
161
8.
,
.
Pconf = 0.5 Pconf = 0.95 Pconf = 0.05
1.2
1.0 1.0
1.0
0.8 0.8 0.8
0.6 0.6 0.6
0.4 0.4
0.4
0.2
0.2 0.2
0.0
0.0
0.0 -0.2
-2 -1 0 1 2 0.2 0.4 0.6 0.8 1.0 5 10 15

. 8.3. (0, 1), (0, 1) 210 -


= 40 , / 40 -
, = 0.5, 0.95, 0.05


(0, 1), (0, 1) 210 c , -
(8.5) = 0.5, 0.95, 0.05:

{ () / () () + / } .


-
4
/ , = 40 -
sup | ( ) ( )|
0.5 = 0.12, sup = 0.11 -
; 0.95 = 0.082, sup = 0.11
; 0.05 = 0.214, sup2 = 0.108 -
210 . . 8.3.
.. -
, 5 .

8.3. () () -
def def
, = +

= supR | () ()|.
lim P = (),
{ }

() (8.5) .
4
confidence interval=CI.
5
.. , .. ,
1939 .

162
8.2.

-,

sup | () ()| > ()
R

() : () = 1 .
-
, - -
. -
(
[1, 2]), 16 24 :

16 = {1.049, 1.068, 1.11, 1.139, 1.167, 1.206, 1.226, 1.30, 1.338, 1.51, 1.55,
1.573, 1.737, 1.99, 2.11, 2.737},

24 = {1.039, 1.055, 1.063, 1.065, 1.076, 1.13, 1.205, 1.32, 1.322, 1.43, 1.44,
1.50, 1.56, 1.66, 1.92, 2.02, 2.13, 2.37, 2.43, 2.57, 2.938, 3.28, 4.289, 4.75}.

Abs@CDFHP16 L - CDFHP24 LD Kolmogorov & Smirnov test


1.0
0.30

0.25 0.8

0.20
0.6
0.15
0.4
0.10

0.05 0.2

0.00 0.0
0 1 2 3 4 5 6 7 0.5 1.0 1.5 2.0

. 8.4. -
16 24 (),
(, ) = (0.991, 0.72) , -

= 16, = 24 (,) 0.32


,
163
8.
. 8.4.

16 24
(, ) (,) = 0.32 0.991.
40


(0.991) 0.72, -

.

8.3. 2 -

-
.
-
,
(.
() 8.1, .1).
-
, { } 1 -
(), , -
.
2 -:

( )2
2 1

2 1
( () ()) () = + ( ) ,
12 2
=1

() (8.1). -
-
, -.
-
(. [10]).

8.4. lim
2
( () ()) () -
164
8.3.
:

def
= ( () ())2 () =

( )2 1 (8.7)
2 1

1
= + ( ) 2 .
12 2 0
1

lim { } = ()

def 1
( + 1/2) 4 + 1 (4+1)2
() = 16
2 =0 !
(4 + 1)2 (4 + 1)2
{ ( ) ( )}
1/4 1/4 ,
16 16
(/2)+2
() = 0 (+1)(++1)

.
, -
, { } 1 { }1

, (8.7)
+

def def
= , = ( ( ) ( ))2 ,
+ +
=1

{ }+
1 1 { }1 .
= { }


-, > () (): () = 1 .
-
, -
,
(8.7)
1
def ( () ())2 2
= () .
()(1 ()) 0 (1 )

-
.
165
8.
8.5. -
-, >
() () : () = 1 ,
( )
2 1 2 2 + 1
= ln ( ) + ln(1 ( )) .
2 2
=1
() :
( 1
2
)
def
() = lim ( < ) = P = (),
0 (1 )

2 ( + 1/2)(4 + 1)
() = (1)
!
=0
(4+1)2 2 2
(4+1)2 2


8 82 +1 8
.
0

Cramer - von Mises CDF Anderson - Darling CDF


1.0 1.0

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2

0.0 0.0
0.0 0.2 0.4 0.6 0.8 1.0 0 1 2 3 4

. 8.5.
{0.037, 0.12, 0.46}
{0.28, 0.78, 2.49} ,
- {0.05, 0.5, 0.95}. -

= 64 = 10

8.4.
-
-
,
166
8.5.
,
. , -
, -
,
:
, ,

.
-
. 8.3. -
, , , -
= 0.05 ,
, = 0.5,
. -
,
, -
= 0.01, , -
-
.

8.2. , -
-
, * ( ) = 1.627
, ,

= 0.01.
(8.6).

* ( ) ,
.

8.5.
-
. -
-
(power of test, .), . -
. .
167
8.
, -
. -
. -
, , -
: ,
, , .
0.4

0.3

0.2

0.1

-CI CI

. 8.6.
() : ( -
) ( ).
-

-
() = [(), ()],
, , -
, ,
. -
, -
, -
,
.

.
-
168
8.5.
, .
-
, :

= 1 (), (8.8)
()

() , -
0 , 1 ()
, -
1 .
, ,
, .

169
9.
9.

. -
. -
. .

9.1.
-
{ } 1 { }1 ,

, -
.
(
)


( )1

= 1 + ln , (9.1)
1
1

-
1 .
.
{ }
(|),
, - -


def

(1 , . . . , |) = ( |).
1

-
,
. -
,
1
maximum likelihood method.
170
9.1.

def
(1 , . . . , |) = ln (x|) (9.2)
. -
* : (x|) = 0. ,

-
* , -
, -
(x|) * .
|2 (x|* )|
| 2 (x|* ) |,
,
.
() = E 2 (|) -
.
-
1 |2 (x|)| :

1 2 1 2
(x|) = ( |) E 2 (|).

=1


.
,
-
.
, -
. (|) = 0 = *

, , 1 2 (x|) E 2 (|)
, , (|)
* ,

* )2 (* )2
* ( * ) * )
(x|
2 (x|
(x|) = (x|) (x| )+ 2 2()1 ,
2 (x|
*
) (E 2 (|
*
)) ().
171
9.
-
-
,
:
( )
* 1 2
2 ( ) 2 , (9.3)
2

* = 21 .
( )

, .
[min , ) -
,
)
1
( ( )
1
(|) = , (1 , . . . , |) = ,
min min min min
1




(x|) = ln( 1) ln min ln .
min
1

-


1
( )
*
0 = / = ln = 1 + ln .
1 min 1
1 1

, 2 /2 = ( 1)2 < 0,

* .
min -
min = 1 .

9.1.

1 ln *
= ( 1)1 ( 1)1

1

, 1 -
min .
172
9.1.
. .
(1.21),

min (1)
( )

{min(1 , . . . , ) } = ( > ) = .

min
-
,

min (1)
( )
1
E ln = ln =
min min min
( ) (1)
1
= ln = (9.4)
1
( ) (1)
1 1
= = 0
1 ( 1)

. , E 1 ln 1 = ( 1)1 + ( 1 ).

(9.4),
1 1 min
E ln E ln + E ln =
1 min 1
1
=E ln + ( 1 ).
min

, E 1 ln min

( 1) . ,
1


min 1
( )
1
E ln = ln =
min min
=1 min

+1 1
= ln = = .
1 1 1
. 

173
9.
-0.9
-0.3
-1.0 -0.4
-0.5
-1.1
-0.6
-1.2 -0.7

-1.3 -0.8

1.6 1.8 2.0 2.2 2.4 2.6 2.8 3.0 1.0 1.5 2.0 2.5 3.0 3.5 4.0

. 9.1. (x|)/ -
() ( = [1, ),
() = ( ), = 2) ((|) = , R+ , = 2)
(). .
{100, . . . , 500} . -
, = 2

9.1. ,
( ) +1
min
(|min , ) =
min [min ,) (). (min , ),

ln min 2 = 2 .

9.1.

( )
1 1 1 2
lim P ( 1)2 ln = 2 .
1 1 2

(Muniruzzaman, 1957)
, -
.

9.2. (9.1) -
-
. (, )
,
3 (x|1 )/31
(x|1 , 2 ) =
2 (x|2 )/22
174
9.1.

x = {1 , . . . , } 1 , 2 (, ),
( * ) (0, ), 2 = (E 2 (x|))1 .

9.2. 2 = ( 1)2 ,
(x|1 , 2 ) = 2(2 1)2 /(1 1)3 , -
> 1 (, ),
,
( )
* 1 2
2 .

lim P 2
( 1) ( ) =
2


.

( )2
(x|, ) = ln ,
2 2
1

1
* : 0 = (x|, ) ( ) = 0 * = ,

1

* 2 1
: 0 = (x|, ) = ( * )2 .

1

, -
, (
1
= 1 1 ( * )2 ), ,
2

lim = .

( |) = , > 0,
-
. = { }1
-
.
)

( |) = ln 1 = ln
(
.
1
175
9.
2.0 2.0 90 90 2.0 900 900
8
1.8 1.8 1.8 800
80

1.6 1.6 1.6 700


70
8
1.4 1.4 1.4
6
600
60
1.2 1.2 1.2
10
4 500
100
1.0 1.0 1.0 1000
12
120 110 1100
1200
0.8 8 0.8 130 0.81300 1300
10
0.6 12 0.6 90 0.6 900

-1.0 -0.5 0.0 0.5 1.0 -1.0 -0.5 0.0 0.5 1.0 -1.0 -0.5 0.0 0.5 1.0

. 9.2.
,
10, 100 1000 . -
, - .
-

,
:

* * 1
: ( |) = 0 = .

=1

9.2. ,
*

, -
() = 2 .

9.2.


-
. , ,
.

9.1.
(|), , (x) = (1 , . . . , )
( ,
).
176
9.2.
1) E (x|) = 0.

2) E (x) = E (x) (x|).

)2
3) () = E (|) ,
(
, -
:
)2
() = E 2 (x|) = E (x|) = D (x|).
(

. 1:

( |)
E (x|) = ( |) =
( |) =1

= ( |) = 1 = 0.

2 .


E (x) = (x) ( |) =
1

( |)
= (x) ( |) = E (x) (x|).

( |)
=1

3
(|) = 1. = 1 ,

0 = 2 (|) = (|) (|) =


(|)
= (|) (|) + 2 (|) (|) =
(|)

2
= ( (|) (|) + 2 (|) (|) =

)2
= E ( |) + E 2 ( |) = D ( |) + E 2 ( |),
(

177
9.

E ( |) = 0. > 1,
{ }

)2
E (x|) =
(
( )
( |) ( |)
= + ( |) =
= = ( |) ( |) =1
( )2 ( )2
( 1) (1 |)
= (1 |) 1 + (1 |) 1 =
2 (1 |)
= E ( (|))2 = (),

(|) = (|) = 0. -

. 

9.3. -
(min , )

min +1
( )

(|min , ) = [min ,) ().
min
, ( -
) : -
x = {1 , . . . } .

, -
, E (x) = .
() = E (x) , , -
. ,

E ( (x) )2 = D + 2 (),

D . -
() ,
178
9.2.

a 9.1
(, ) (, ) (, ) () () (, ) (1, )
1 2 1 1 1
() 2 2 2 2 2 (1) (1)2

:
E (x) = (), () = E (x) ().

9.4. ,
-
, 9.1.

. -
,
.

9.3. (), () ,
( () + ())2
D (x) . (9.5)
()

() = 0, (9.5)
,
(x) () = () (x|),
() . , ,
,

(|) = ()()+()+() , () = 0, (9.6)



def 1 (x|) ()
(x) = ( ) = () + , () = . (9.7)
() ()
=1

. .

E (x) = () + ()
179
9.
. ,

E (x) = E (x) (x|) = E ( (x) E (x)) (x|)

9.1.
(1.18) E (, ) E ||||2 E ||||2
= R, = (x) E (x), = (x|),

() + () = E (x) (x|) D (x) D (x|),


D (x|) = ()
9.1. :

( () + ())2
D (x) .
()

.
.
2
() = 0, (9.5) D (x) ( ())
() .
9.1 ,

() = E (x) = E (x) (x|) = E ( (x) ()) (x|).

C (x) () = () (x|),
:

E ( (x) ()) (x|) = ()E ( (x|))2 = ()1 D (x),

( ())2 = E ( (x|))2 D (x) = () D (x). -


2
D (x) = ( ())() .
, (9.6) -

1
(x) () = (x|). (9.8)
()

= 1 (. n. (3) 9.1).
180
9.3.
(|) = ()() + () + ()
()
() = (), () =
()

()
() () = () +
()
1 (
()() + ()
)
=
()
1
= (|).
()

() () = () (|) = 1, () = 1
()
.

(9.6), (9.7)
. .
.: , 1975.

9.3. () =
, .. () = 0, -
:
() D () 1.
(9.6), * -

(| ) = 0
*

def 1 (* ) def *
(x) = ( ) = * ) = ( ),
(


( * ) ()
(
)
1 2
lim P = 2 , (9.9)
D (x)

2

.
(), () D (x) .
181
9.

a 9.2
() (, ) (, ) (, ) () (, ) (1, )
() 2 1
() 2 22 2 1 /(1 ) 2
D 2 24 2 (1 )/ 2
() ( )2 / ln

9.3.
, -
(x). ,
, .
.

9.1. ,
{0, 1} 1 -
, x = {1 , . . . , } -
.

def 1
(x) = = (9.10)

1

. -
D (x) = (1)
.


1
(a, x,) = , C, = ,

1
(1 ) 2 2 (1 )
D (a, x,) = ,
2

= max | |. , -
-
.
182
9.3.
, .

9.2. (9.10) .
. , D ^(x) (1)
-
^.
() = (1)1 ,
{0, 1}:

(x|) = ln + ln(1 ) (1 ),


1 1 ( )
(x|) = (1 ) = .
1 (1 )

() = E ( (x|))2 = (1)

.
9.1, . 12,
E (x|) = 0, E ^(x) (x|) = 1.
, E (^(x) ) (x|) = 1, -
. -
(1.18) E E ||2 E ||2 -
= ^(x) , = (x|), D ^(x) = E (^(x) )2 :
1 1 (1 )
D ^(x) = = = D (x).
E ( (x|))2 ()
. 
.

9.2. [0, ] -
max .

9.3.
(, )

= .
=1 +

183
10.
10.

. . -
. .

10.1.
= { } 0 -
1 .
-
def
{ }
=1 = . { }
, = 1,

{ = } = , (10.1)

= { },

= 1, (10.2)

def
+1 = . -
{ }, {0, 1, 2, . . . }
, -

, .

,
. ,
{1 2 } -

1
, > 0. -
, ,
(, ) 0, R .
184
10.2.
:

( )
{0 1 } = ,1 0 , (10.3)
=1

0
-
0 , =1 ,1
0 ,
1, . . . , 1 , . . . , 1 , -

, (10.3) .

-
, 1,

() = { , > }, ,

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

,
(10.1).
, -

.

10.2.

. -
,
: ,1 = 12 , -
. , = .
.
, , -
-
. 2 2 ,
185
10.
2 2 .

, -


1, = 0,
2 = (10.4)

, 0.


=1 2 22

, 2
, -
: 2 .

2 -
2

:
( 2 )2
2 4 1
2 = 2 2 ( )2 = = (1/2 ). (10.5)
2
2 2
, 2

:

def

1 1
() = 2 = = , () = 2 .
22 2 1
=0 =0 =1

(10.4), :


() =1 + 2 22 =
=0 =1



=1+ 2 22 = 1 + () ().
=1 =

1 1 1/ 1 ,

1

1 2
() = 1 = 1 1 = = ,
() 2 0 1 (2 1)22
=0
186
10.2.
,
( 2 )2
22
2 4

2 = = )2 =
2 (2 1)22 (2 1)22
(
2 (10.6)
1
= = (3/2 ).
(2 1)2


( ) = 2
, -
. , , -
, , , ,
:
E = 2 2 = .

2,2 -
2 2 :
1
2,2 = 2 22 = (1/2 ). (10.7)
( )
. -
(10.6)
: -
( 0 )
, (
/2)2 .

10.1. (0, 1)
-
2

, -
: 80%
, , . -
, -
( ), -
, -
.
.

187
10.
0.10
0.8
0.08
0.6
0.06
0.4

0.2 0.04

0.0 0.02
0 5 10 15 20 25 30 0 5 10 15 20 25 30

. 10.1.



1 1
lim 2,2 = lim
=

(1 )

=0 =0 (10.8)
2 1/2

2
= = arcsin 1/2 .
0 1

10.3.

.
(),
(-
), ,
. -
,
0, -
. -
, . -
( ),
(). -
() , , > 0,

, .
188
10.4.
, -
-
,
. ,
. -

.

10.4.
-
, ,
, > 0.

10.2. -
,
{* },

lim = * . (10.9)

. -
. , , ,


= 1
=0 = 1 0 1 . ,

() = (1 ) + , , ,
. = { }

max( ) = max( + 0 0 ) (1 ) max + min ,

=0

min( ) = min( + 0 0 ) (1 ) min + max .

=0

max ( ) min ( ) (1 2)(max min )


:

max(( ) ) min(( ) ) (1 2) (max min ) 0.


189
10.
, ( ) * , * [min , max ] -
, = {1, . . . , 1}
.
lim ( , ) = lim (, ( ) ) = (, )* = *

. , () = {0, . . . , 1, . . . , 0},


* :
* = lim ( ) = lim ( , () ) =

()
= lim (, ( ) ) = (, )(() )* = (() )* ,

(() )* = lim () (, ) = 1 -
( )
= 1. 

10.1.
* -
, -
1, -
. * = lim
* , * .
. -
2* , ,
* :

(2* ) = lim (2* , () ) = (2* , )(() )* = (() )* = * .


,
: || |||| = || ||.
-
|| max | | max = ,

,
( = ), = max | |. || 1.
lim( , () ) = * , -
= () = {0, . . . , 1, . . . , 0}, -


190
10.4.
: ( )() = () , -
. * * . 

-
,
-
: *
, ,
.
-
.
,
, ..:
(1) (2) (1)
= , = ( 2 ) , . . . ,

()
1
()
(10.10)
= ( ) ( ) .
=1

(10.10) , -



() ()

= , = . (10.11)
=1 =1

10.3. 3 -
=1 < .


,

lim = 1 .

3

.. (.: , 1967), -
.. (.: , 1980).

191
11.
11.

.
. -
-
.
. .
.

11.1.

,
.
,

0 { } = 1 + (2 ) = (1 / + (/)2 ) 1.

-
.

0 { } = lim(1 / + (/)2 ) = .

,
2 { } = (2 ),

1 { } = + (2 ).
-
:

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

()
() = . (11.1)
!
192
11.1.
-
: R+ R , , -
, 1 :

{ 0 } = (), (11.2)

(R ). -
, , 0 = 0.
-
, -
, () -
R .
-
, .
,

(, |) = E ( + ).

-
,
, -

( 0, 1, . . . ):

( + , |) = E ( + + ) =

= (1 )E ( + ) + ()E ( + + ) + () =

= (1 ) (, |) + () ( + , |) + () =

= (, |) + ()( ( + , |) (, |)) + (),

1
, cadlag
process, ,
(.: continue a droite, limite a gauche).
193
11.
R () = 1. 0, -

,
(, |),

(, ) = (, |) () = E ( + )

().


(, ) = ()( ( + , ) (, )), (, )|=0 = ().

:

(, ) = () (, ) + 1 (1 ) () ( + , 1 ) =


(1 )
= () + 1 () ( + , 1 ),
0

,
( (, ] (0, ]), -
, -
(1 , ].
-
.

( )

1
(, ) = () + (1 ) 1 . . .
0 0

(1 ) . . . ( ) ( + ) = ()+ (11.3)
()
+ (1 ) . . . ( ) ( + ),

! R R

= 1 + + , - -
, .
194
11.2.
11.1. (11.3) , -
, -
{ } [0, ].

:

1) [0, ]
(11.1);

2) { },
[0, ] ( );

3) { }
(11.2) ( );

4) = : < .

11.2.

-
, -
. ,
, -
:


() 2
2
= ( 2)2 . (11.4)
! 2
=0 =0


, ( 2)
, -
195
11.
. ,

2 2
( )
2
( 2) =
=1
=0 =0
( )2

(1 + 2 ) =

=
=1
2
( ) ( )2
1


= ( + ) = ( + ) .
=1 =0

= ln , -
:

() 2 2
( )

2

= ( + ) =
! 2 =0
=0
( )2

(cosh 1) .

=
=0

-
. ,
,
, -
, 2 2 :

2 = 2 =2 2 ,
4 = 4 =4 ( + 3()2 ) 3!!( 2 )2 ,
6 = 6 =6 ( + 15()2 + 15()3 ) 5!!( 2 )3 , (11.5)
8 = 8 8 4 2
= ( + + 105() ) 7!!( ) , 4

...
2 = 2
=2 ( + + (2 1)!!() ) (2 1)!!( 2 ) ,
def
(2 1)!! = 1 3 (2 1). ( )
, 2 = 2
2
. (11.5)
196
11.2.
(4.3)
( )
1 1
22 = =
=1

.
-
,
()2
(, , ) = 1 2 2
2 2

2 2
= , (, , 0) = ( ).
2 2
,

2
() = (, , )( )2 = (2 1)!!( 2 ) .

-
,
-
= (, )
2 2 , 0 .
, -
,
2 :

{+ | = } = (, , ) .

,
-
(, ) -
.
, -
-
( ., ., -
. .: , 1968, . I, 1.4.).
197
11.
11.1. {}
= -
(, ) -
. -


lim (, ) () = (, , ) () .
, 0, , 2 2

2
0.06
1
0.05
0
0.04
-1
0.03
-2
0.02
-3
0.01
-4
0.0 0.5 1.0 1.5 0
-4 -2 0 2 4

. 11.1. , -
200 , -
/2 , 20 000

11.2. -
, = 21 2 , , 0, , 2
2 , , -
:

, 2 2 , ,
= 2
+ .
2

11.3.
-
-
-
.
198
11.3.
[0, ]:


2 2 2 2 sin
= 0 + , (11.6)

=1

(0, 1) -
.

11.2. [0, ] -
, E = 0,
2 2
E2 = 2 , E = 2 .
. -
, :

sin sin
min{, } = 2 , , [0, ]. (11.7)
2
=1

, E = 0. , E = 2 , ,
,
. . -
(11.7)
:


E ( )( ) =
2

(sin sin )(sin sin )
= ( )( ) + 2 =
=1
2
= ( )( ) + (min{, } min{, } + min{, } min{, })+
+ + = ( )( ) + ( + )+
+ + = 0.

= , = = 0, -
:

E 2 = 2 + 2 = ,
2
199
11.
E 2 = 2 .
, -
2
, 2 sin2 = ( ),

(11.7):

2
( )

+ 2 sin
2 0

E = ... =
=0
2
(11.8)
{ 2 2 (
sin2 )} 2 2
2 2
= exp +2 = ,
2
2

-
. 
11.2
.

11.1. -
:
1. : -
,
= /2 -
.
2. :
, ^ = 1/
.
3. : P lim 1 = 0 = 1.
( )

. :

P lim 1 = 0 = P lim 1/ = 0 = (+0 = 0) = 1.


( ) ( )


^ = 1/
, , -
( ), -
( ),
200
11.3.
. -
. ,

= 2 E/
E 2
2 = , ^ = 2 E1/
E 2
= .


-
, -
,
, . -
-
, -
, -
, , -
.
1.5
2.0

1.0 1.5
1.0
0.5 0.5
0.0
0.0 -0.5
-1.0
-0.5
0.0 0.5 1.0 1.5 0.0 0.5 1.0 1.5

. 11.2. , -
0.5,

,
, ,
:

{ max |0 = 0} = 2 (, 0, ) > 0. (11.9)
[0,]

, , , ,
-
201
11.
, ,

( )
lim 1 { max |0 = 0} = 1 2 (, 0, ) = 0.
0 [0,] 0

-
-
: (, ) = E 0 ( +)

2 2
= , |=0 = 0 (). (11.10)
2 2
, -

E(+ ) = 0, E(+ )2 = 2 . , -
def
= +
(11.5),

(, +) (, ) = E 0 (+ + ) 0 ( + ) =
( )

1
= E ( + ) + ( + )( )2 + (2 ) =
( )
2
2 2
= E 0 ( + ) + (2 ).
2 2
(11.10). -
, .

11.3. = {(1) , . . . , () } , -
-
, 0 , , R C.

(
(, ) = E 0 ( + ) 0 ( +) +

) (11.11)
( +)
+ ( + )

202
11.3.

( 2 )

(, ) = + () (, ) + (). (11.12)
2
. , (11.11) -
(, 0) = 0 (). ,
(, ) = E ( + , , . ), (, , . )
,
(, , . ) = () (, , . ) + ().
.
(, , . ) { } [0,] .
() () () ()
E (+ )(+ ) = 2 ,

(, + ) (, ) = E (+ + , + , . ) ( + , , . ) =
( )

() ()

= E ( + , , . ) +
(
( + , , . )(+ )+
=1

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

= 2 + () E ( + , , . ) + () + ()2 =
2
=1
( 2 )

= + () (, ) + () + ()2 .
2

(11.12). 

11.3. + = ( [0, ],
,
), (11.12) :
(
)
( ) ( )
(, ) = E, 0 (0 ) 0 + ( ) ,
0
(11.13)
203
11.
E,
: = .


(11.12) -:
( )
1 ()

(
()
) ()

(
()
)
(, ) 0 (0 ) 0
+ ( )
,
0
=1

()
{ }
=1 .

204
12.1.
12. -

. -
. -.
. -
, -
. . -
.

12.1.

. -
, -
[0, 1], -
(), ,
.

= () = { } = () , : R [0, 1]

, -
. -
() = : [0, 1] R,
, .
= () . -
, -

()
{ < } = {() } = { ()} = 1 = ().
0

12.1. -
-
{ > } = , = 1 log 1 .
, [0, 1] 1 [0, 1]
()
:
1 1 1 1
= ( ) = 1 , = () = log log .
1
205
12. -
, -
.

12.2. -
, -
{ , ( )} 1 , , 1
, ""
{ 1 } { > } , -
{ ( ), }1 -
.

2
() = 1 cos 2 /2 , 1 = 4, = 4, = 0.627
, . 12.1.

Probability density Sample distribution

0.75
0.75

0.5 0.5

0.25 0.25

0 0
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3 4
Cummulative probability Inverse function
1.0
3.5

0.8 3.0
2.5
0.6
2.0

0.4 1.5
1.0
0.2
0.5

0.0 0.0
0 1 2 3 4 0.0 0.2 0.4 0.6 0.8 1.0

. 12.1. ( ) -
105 . ( -
) 100

, -
, -
206
12.1.
, -
.
-
(11.6).

12.3. 1 , 2 [0, 1] -
.

(12.1)

1 = 2 log 1/1 sin 22 , 1 = 2 log 1/1 cos 22

(0, 1).

. 3.3 (. [2])
,
-
, ,

() = E (,) = E (,) R ,

-
, -
= 0. ,
= {( )}1 ,
{ }1 .
,
-
(1 , 2 ) -
. ,
2 2
E (1 1 +2 2 ) = (1 +2 )/2 .

= 2 log 1/1 R+ , = 22 [0, 2):


2 /2 2 /2
1 = , 1 = , 2 = .
2
207
12. -
,

1 2 log 1 cos 22 +2 2 log 1 sin 22
E (1 1 +2 2 ) = 1 2 1 1 =
2
1 2
= /2 1 cos +2 sin =
2 0
0
1 2 2
= 2 /2+(,) = || /2 .
2 R2


"-
" -
[0, 1], , -
:
12

= 6 [6, 6]. (12.2)
1

, ,
. 2 = 1/12, 2 = 1 ,
. (, 6] [6, )
-
, 2 [6, ) 1.97 109 . -
,
(12.1) ,
(12.2) .

12.1. 50 000
, (12.1) (12.2), -
[6, 6].
( = E [6, ] (), (0, 1))
( ) :
max | | 129 (12.1) 262
(12.2).
(8.5).
208
12.1.
0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0.0 0.0
-6 -4 -2 0 2 4 6 -6 -4 -2 0 2 4 6

. 12.2. = 50 000 -
, (12.1) (12.2). -
,
Mathematica 7 -
.

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

> 1 : () 0 () . (12.3)

. -
-
(0, 1).
. .
(), 0 (). -
, (0, 1).

() 0 (),
209
12. -
= , .
= ,
. = =
, 1.

12.1. -
(). -
, (12.3).

cp0 (x1 ) cp0 (x2 )


y2
p(x1 )

y1 p(x2 )

x1 x2

. 12.3. 0 (),
= 0 ( ) [0, 0 ( )]. 1

(), 2 , 1 < (1 )
2 > (2 )

. .
,
= < . , ()
1 (
() 0 (),
, 0 ()
()) .

{ |} = {( ) ( ()/0 ())}/ () =
= { } { ()/0 ()} =
()
= 0 () = () .
0 ()
210
12.1.
,
, (12.3). 
-
. () = =1 (), = 1, () -

.
()
{1, 2, . . . , },
{1 , 2 , . . . , }: = .
, { } -
, .
, -
, -
.
12.2. , -
[0, 1]. ,
= tan(( 1/2)) :

1
( > ) = .
1 + 2 / 2
.
1
{ tan(( 1/2)) } = { > arctan + 1/2} =

1 1
= arctan .
2
,
:
1 1
{ tan(( 1/2)) } = () = .
1 + 2 / 2
12.3. (0, 1) -
. , -
= / 2 :

/2
( > ) = .
23
211
12. -
. = 2 R+ : = 21 3 ,

/

2
( > ) = 2 2 = 2 .
0 2 23

12.4. (0, 1) -
, 1 . -
,


1 ( )1/2
= {1 , . . . , }, = 2

=1

R .

. || = 1, . -
-
. -
,
,
||2 = 2 = | 1 |2 -
.
.


1 2
( ) = E () = () 2 || =
R (2)/2

1 1 2
= () 2 | | =
(2)/2
R
1 2
= () 2 || = ( ).
R (2)/2

12.5. (0, 1) -
, 1
212
12.1.

1.0 1.0
0.5 0.5
1.0 1.0
0.0 0.0
-0.5 0.5 -0.5 0.5
-1.0 -1.0
-1.0 0.0 -1.0 0.0
-0.5 -0.5
0.0 -0.5 0.0 -0.5

0.5 0.5
-1.0 -1.0
1.0 1.0

. 12.4. 1000 ,
() ()

[0, 1]. , -


1/ ( )1/2
= {1 , . . . , } R , = 2

=1

R . -
. 12.5.

12.6. -
, -
.

. , -
, 1000 , -
, , -
, , -
, (2 ). -
, -
-
213
12. -
-
: log () = 0.0266257+3.03971 log .
. 12.5.

1.0 -2
0.8 -4

0.6 -6

0.4 -8

0.2 -10

0.0 -12
0.0 0.5 1.0 1.5 2.0 -4.0-3.5-3.0-2.5-2.0-1.5-1.0-0.5

. 12.5. 45 000 -
, ()
(). -
, -
(2 )

12.7. 0 R3 .
,
, , 0 .

1.0
0.5
0.0
-0.5
-1.0
1.0

0.5

0.0

-0.5

-1.0
-1
0
1

. 12.6. , -
, {1, 1, 1}, {1, 1, 1}, {1, 1, 1}
214
12.2.
. -
1 , 2 R3 , -
0 = |0 0 |, -
, = 1 sin(2)+2 cos(2),
[0, 1].

12.2.

-


() = +() (), (12.4)
R

R , > 0, , ()
, 2 .
() :

() = () = +() () = () ().

- (2)
1

()
,

() + () = () (), (R ),

() = () ().
,
.
() = () (), (R ), 0
-
1 .
() ()
-
.
1
(R ) R .
215
12. -
(12.4)
R , -
= 0 ,
2
def
( ) = ().

, -
-
:
def
( = 1 > ) = .

p + q1
p + q1 + ... + qn
p
2 1
0 tn tn-1 t2 t1 t
p + q1 + q2

. 12.7. , -
,

=0



() = E 0 (+ )+ =1 ( )
( + ), (12.5)

() , ()
,

, = =1 -
R+ .
2
,
cadlag process.
216
12.2.
12.7.
= 0.
,
, -
. -
[0, +] -
: 0 (),
, 1 (),
, 2 (), -
. (11.1), -

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

(12.5) -
:


(+())
+ () = () + ()
0
()()+(+)+()
() + ( + ) =
(12.6)
{
= (, ) + (() ) ()+

+ ()() ( + ) + ().
}

(12.6) (12.5)
0 , 1 , 2 ,

(, ) = () ()

[+, ++)
[ + + , + ).
217
12. -
,
= ,

)() = ()()+ () =
(

()()+/2 ( + ).

0 (12.6) ():


() =(() ) () + ()() ( + ) =

= (() + ( )) (),

() (12.4). /2
(12.5)
, .

12.2. () -
, , () -
(12.4) -
, ().

() = E [, ] 0 ( + ),

(12.7)

[, ] = ( + ) + (( ) + /2)
0 =1

0 2 (R ), 1 (R ) (R ) -

:

1
() = (() + ( )) (), ()|=0 = 0 (). (12.8)

: 0 = (+ ) 0 -
.
218
12.2.
(12.8) -:

( ) 1 [,() ] ()
() () = E 0 ( + ),

=1
() (12.9)


[, ()
]= ( + ()
) + (( ) + /2).
0 =1

(12.9) -
-
max |0 ()|
() =

. ,
( )
( ) def 2 2
| () ()| () = 2 .
2


. , 1 = 0.68, 2 = 0.95, 3 = 0.997.
-
, -
(12.9) -
, 200 , -
= 500 000 . ()
-
( )
(). -
.


2 (+ )2

() = 2
, (12.10)
=1

1 = 1, 2 = 2, 1 = 1, 2 = 3, 1 = 1, 2 = 0.5, -
() = ch20 ,
0 = 6, -. (12.9)
219
12. -

, -
.
0.0 0
-1
-0.5
-2

-1.0 -3
-4
-1.5
-5
-2.0 -6
-6 -4 -2 0 2 4 6 -6 -4 -2 0 2 4 6

. 12.8. (12.10) cosh6 2 .


-
.

Abs Hp,tL 0.25


0.7
0.6 0.20

0.5
0.15
0.4
0.3 0.10

0.2
0.05
0.1
0.0 0.00
-10 -5 0 5 10 -10 -5 0 5 10
Abs Hx,tL
0.25
0.8
0.20
0.6
0.15
0.4
0.10

0.2 0.05

0.0 0.00
-10 -5 0 5 10 -15 -10 -5 0 5 10

. 12.9.
= 1 ()
= 5 ().

-
220
12.2.
(12.9) -
-
:

^

= =
^
Sp
(12.11)
= | () ()| + ()
^
Sp

() ^ (. .,
. .: , 1972,
. VI, 5, . 1), Sp , -
(12.11)
{ }.
-

. 12.10. , , -
-
. -
. -
, -
{0.5847, 0.9562}
{4.5011 2.01236, 0.49693},
(12.10) () = ch20 , 0 = 6. -

{4.5, 2.0, 0.5}.
- .
-
.
(. ,
. VIII, 1, . 4)
-
,
- .
, -
221
12. -
Spectrum of Mat Spectrum of Mat
1.0 1.0

0.5 0.5

0.0 0.0

-0.5 -0.5

-1.0 -1.0
-1.0 -0.5 0.0 0.5 1.0 -1.0 -0.5 0.0 0.5 1.0

0.25 0.20

0.20
0.15

0.15
0.10
0.10

0.05
0.05

0.00 0.00
-10 -5 0 5 10 -10 -5 0 5 10

0.2 0.3

0.1 0.2

0.1
0.0

0.0
-0.1

-0.1
-0.2

-10 -5 0 5 10 -10 -5 0 5 10

. 12.10. , -
(12.10)
() ().
-
(| ()|, )
( (), )

, -
,
-
,
222
12.2.
-
( )
.
. -

(, ) = 0 () + () + (, ), R ,

, -
. -
( )
( )
.

1
(, ) =(0 () + (^) + (, ^))(, ), (12.12)

1
(, ) =(0 ( ) + (^ ))(, ), (12.13)

=0 = =0 = 0 ,
^ = ,

:
(, ) = (, ) (, ),
(12.13) , (12.7):

(, ) = E 0 0 (+ + ) + (( )+ 2 ) 0 (0 + ).

,
(12.12):

(, ) = (, ) (, ) = E 0 (0 + ),
(12.14)

= 0 ( + ( )) + (( ) + ),
0 2

0
,
.
223
12.
2
0 = 2 , -
(12.14):


0 ( + ( )) =
0
( ) 2 3 (q, q)
= + + + (q, t T),
2 6 2

q = { , T = { } ,
( }1 + 1
, -
+1
)
= +1 2 t = {1 , . . . , }
, -
= =1 ,

, = =1 ,


1 1

1 1 1
= .

1 1 1

-

4 sin -
+ =1 ( = 0.1, . (12.14)) . 12.11. -
-
{0.626, 0.537, 0.466} {0.626, 0.466, 0.301}

.
( )
- -
. -
501 255 .
11 -
.
224
12.3.
Abs HpL Re HpL Im HpL
0.2 0.2 0.1
0.15 0.15 0.05
0.1 0.1 0
0.05 -0.05
0.05
0 -0.1
0
-10 0 10 20 30 -10 0 10 20 30 -10 0 10 20 30
Abs HpL Re HpL Im HpL
0.25 0.2
0.2
0.2 0.1
0.15 0.1
0
0.1 0 -0.1
0.05
-0.1 -0.2
0
-10 0 10 20 30 -10 0 10 20 30 -10 0 10 20 30
Abs HpL Re HpL Im HpL
0.2 0.2 0.15
0.15 0.1
0.15 0.1 0.05
0.1 0.05 0
0 -0.05
0.05 -0.1
-0.05
-0.15
0 -0.1
-10 0 10 20 30 -10 0 10 20 30 -10 0 10 20 30
Abs HxL Re HxL Im HxL
0.25 0.12
0.25
0.2 0.2 0.1
0.08
0.15 0.15 0.06
0.1 0.1 0.04
0.05 0.02
0.05 0
0 0 -0.02
-15 -10 -5 0 5 10 15 -15 -10 -5 0 5 10 15 -15 -10 -5 0 5 10 15
Abs HxL Re HxL Im HxL
0.25 0
0
0.2 -0.025 -0.05
0.15 -0.05 -0.1
-0.075
0.1
-0.1 -0.15
0.05 -0.125
-0.2
0 -0.15
-15 -10 -5 0 5 10 15 -15 -10 -5 0 5 10 15 -15 -10 -5 0 5 10 15
Abs HxL Re HxL Im HxL
0.25 0 0.05
0.2 0.025
-0.05 0
0.15 -0.1 -0.025
0.1 -0.15 -0.05
-0.075
0.05 -0.2 -0.1
0 -15 -10 -5 0 5 10 15
-15 -10 -5 0 5 10 15 -15 -10 -5 0 5 10 15

. 12.11.
-
2 4
(, ) = 2 + + =1 sin

225
12.
12.3.

, -
{ } -
( = ) = , 1 ,
-
, .

1) , , = 12 ,1 (mod ) ;
2) 1
= ( 1)1 , = ;
3) = ,+1 (mod ) ,
.

-
-
.
= (1 , . . . , ) .



= (1 , . . . , ) = ( ) + ( ),
=1 16<6

R - 3 .

1 (1 , ..., )
() = (12.15)

3
-
.
-

.
-
() = (1 , . . . , ).
226
12.3.

R , = (, ) -
.

= {(1 , . . . , )}
,
= (1 , . . . , ),
(12.15). -
(
),
.
-
R -
, -
-
= (1 (), . . . , ()) R (
, ) .
, ,

= !/( )! = . . . ( + 1).


, -
; -
. -
, ,
4 . -
, {1 , . . . , }
.
4
100 R ,
3
300
2 ( , 2 ).
10
2 103 ,
90 9
10 . 10
10
10 ,
.

227
12.
(12.15)
-
. -
( , -
( )/ ) (-
) (,
), -
( ,
= ),
-
:
{
(1 , . . . ,
, . . . , )
= exp 1 ( ) (
(
= )
(1 , . . . , , . . . , )
}
( ) , (12.16)
)
( ) +
: =
: =

= (1 , . . . , , . . . , ), = (1 , . . . ,
, . . . , ).
.

12.1.
-
, | | = ( )
, | | = ( ). -
.
, ,

.
-
- -
= (1 (), . . . , ()) R .

(0)
: = (1 , . . . , , . . . , ) -
(1)
= (1 , . . . ,
, . . . , ),
= {1 ( ), . . . , ( )}. -
:
| | | |. ,
228
12.3.
- -
(0) (1) (2)
. . . .


(12.15), (12.16),
-
.
-

, -
.

12.8. -

.

12.9.
.

(N. Metropolis, 1957) -


,
= 1, 2, . . . , 1, 2, . . .
{1 , 2 , . . . } -
. -
= { }
-
:


1
E () = lim ( ).

=1

-
(1 , . . . ) .
-
,
229
12.
, -
. , -
, ,
= , -
.

: = ,
> , =

, .
,
def
= , = ( / ),
(12.17)
() = min{1, } = (1,) () + (0,1] (),

() , -
-
.

( ) ( )
def

= 1 (0,1] =

=1
( ) ( )

(12.18)

= 1 =
(0,1]

=

= (1 ) (0,1] ( ),
=

=

,
, -
, .

: -
,

min{1, / }.
1 min{1, / }.
230
12.3.
, (12.17) (12.18)
/ ,
.

12.3. = 0, (12.17) (12.18)


.
= ,
1)

= ; (12.19)

2) , -
{ }, 2 ()

(, )2 () = ; (12.20)

3)
, .
. , (12.17) -
:


= + =
=1 =

= (1 ) (0,1] ( )+

( )
+ (1,) ( ) + (0,1] ( ) = (12.21)
=
( )
= (0,1] ( ) + (1,) ( ) =
=

= = = 1,
=

= / . ,
( )-.
231
12.
(12.18) ,
-
(12.18) = 1 = ,

(12.18)
:

= (( )) = (1 ) =
=
( ) (12.22)
=
=

{ }.
1) (12.19).
( )
= (1,) ( / ) + (0,1] ( / ) =
( )
= (0,1) ( / ) + [1,) ( / ) =
( )
= (0,1] ( / ) {1} ( / ) +
( )
+ (1,) ( / ) + {1} ( / ) =
= + {1} ( / ) ( ) = ,

(0,1] () = (1,) () + {1} (), {1} ( / ) ( ) = 0


= .
2) , -
= { }, -
2 () -
:

(, )2 () = =
,

= = ( , )2 () .
,

3) ,
, -
232
12.4.
, = . -
= 1,

( ) = = = . (12.23)

, , -

. 

12.4.


.
(.(12.17)), > 0 ,
= { }
, -
, .
(12.22), * -
:
def

(* ) = ( ) = (( ))
=

:
def

( ) = ( ) = (( ) ) .
=

, * -


(, ) = , 1 ,

, (, ) = (, * ).

( ) = 0, ( * ) = 0 (12.24)
233
12.
=0 = 0 =0 = 0 1 -

1 . -
(12.24) ,
:

)
( ) ( ) ()
=( = = ,
! !
=0 =0

*
( ) ( ) ()
=( ) = = .
! !
=0 =0

,
,
() () .

, (1) = 0,
(* ) = 0 (* ) = 0 ,

1
, -
*
.
,
()
() =
!
-
,
. ,
-
-
5 ,
*

:
*
= E ,
E -
, 0 = .
5
.
234
12.5.
12.5.

,
, -
.
.
, = ( / ), ()
() = min(1, ), -
() = /(1 + ),
: R+ [0, 1]

(, 1 )


() = , (, ) = (, ), 1, (12.25)
(, 1 )

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



() = , () = . (12.26)
max{, 1 } (1/2 + 1/2 )2

, = -
:


= ( ) =
=
( , )
(12.27)

=
= ( ) = ,
( , )

= / , = / .

12.1. () -
: R+ [0, 1],
:

( / ) = ( / ) .
235
12.
1 0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2

0 0
0 0.5 1 1.5 2 2.5 3 0 1 2 3 4 5

. 12.12. () = min(1, ) ()
() = /(1 + ) ()

. . ,

( / ) = 1 ( / ).

, -
, -

( ) ( )
0 1 ( / ) = ( / ) ( / ) =
( ) ( )
= ( / ) ( / ) = / ( / ) .


12.1 , -
-
.
,
, ,
.

12.10. ,

= ( / ), () =
1+

(12.19).
236
12.5.
12.11. 12.3
def
12.1, = = . -
, = 0 ,

= (1 ) = (1 ).
=



-
,
, -
,
= , -
( -
)
, -
.
(W. K. Hastings, 1970) ,
(-
),
(12.19),
:
( )
def def
= , = ,

def
(12.28)
= 1 .
=

12.4. { }
(12.28) -
() (12.25).

. -
(12.19). , (12.25)),
237
12.
(12.27) = /
( )

= = () =



= = ( 1 ) =
(, 1 )
( )

= = .

-
, , (12.28). 

12.4.

= 200 ( ) = 1
= 0.5 = 1, -
, -
-
-6 ,
( ) = =1 ,
[( )12 ( )6 ]

=4 +

[( )12 ( )6 ] (12.29)
+ 4 ,
| | | |
=

R3 ,
, mb
, mm :
6 12
= = 106 , 6
12
= 2 = 2 105 .
- -
, 2.5 .
6
E. Lennard-Jones .

238
12.5.
-
. -
, ( ) -

E ( ) 2

1 ( )
= = 3 =1 2 3 ( ),
R3

= , ,
, , ,

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

12.12.
R3 = 32 . ,
(12.29)
3 1

= + (), () = D( ).
2 2
-
, 200 , -
-
12.13. -
100 ;
-


{ }


= min 1, , (12.30)

R3 - , -
,
- .
239
12.
40
0.04
30
0.03
20
0.02
10
0.01

0 0.00
0.0 0.2 0.4 0.6 0.8 1.0 0 1 2 3 4 5

. 12.13.
= 1, = 2;
= 0.5 = 1 ( ). -
,

-
. 200 -


104 108 5 (5 -

(12.29)) 110, -
100 ,
.
-
,


= log + ,
=1

, ,

(. [11], . 4.3.3, (4.97)), -

1 ( 1
E
)
= + ( ), ( ) , = 3 , =
3
,:<
240
12.5.
( , . 3.1.3, (3.70)).
-

( -
, )
, , -
7 .

12.5. -
-
= {0 , 1 , . . . }, -

( 2
1
)
1
=1 2 +( ) ,
(1 , . . . , ) = 0,
gr !3
( 2
1
)
1 +( )


gr = 1 + =1 2 .
!3 (R3 )
=1


= ( , ) R ,
6

2 2
= 2
= 2 , -
(. [13], . 4.6, [11], . 4.3.4 [12], . 5.6).
-
,
-
. ,
, ,
0 . 12 (1 0 ) -
:
,
, 8 .
, -
.
7 3
= log , ,
R .
3

3
-- , = log + 2 .
8
0 = 0.5 .

241
12.
Final HrL Fluctuations of N
30
120
25
20 110

15 100
10
90
5
0 80
0 0.2 0.4 0.6 0.8 1 0 100 200 300 400 500
Trial creation fluctuations of E
Trial annihilation fluctuations of E
-0.48
1.4
-0.5
1.2
-0.52
1 -0.54
0.8 -0.56
0.6 -0.58
0 50 100 150 200
0 50 100 150 200 250 300

. 12.14. -
= 1, = 2, = 0.5 (
). -
( )

.
.
1) 9 .
, [0, 1].
0 ,
(12.30). [0, 1],
0.5, 3 .
< 0.5, 2.
2) -
. -
+1 , +1
+1

{ }

+1

cre = min 1, . (12.31)
( + 1)3
9
-
.

242
12.5.
.
3)
. -
- , (
),
, .

3
{ }
ann = min 1, . (12.32)

.
-
, ""
,
"" -
,
([11], n. 4.3.4).

12.13. , 1 -
, , -
gr , cre ann
.
,
.

243

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

244


1. . . .: , 1967. 242 .
2. . .
. 1 .: , 1967. 498 . . 2. .: , 1967. 752 .
3. .. . .:
, 2007. 472 . 472 .
4. .. . .: , 1980. 575 .
5. .., ..
. ..: . -
- , 1949. 264 .
6. Newman M.E.J. Power laws, Pareto distribution and Zipfs law//
Contemporary Physics. 2005. V. 46. P. 323351.
7. .. //
. 2003. T. 173. . 8. . 847
876.
8. .-. . .: , 2004.
374 .
9. : . . .. ,
.. . .: , 1991. 1234 .
10. .., .. -
. .: , 1983. 416 .
11. Heerman D. Computer simulation in theoretical physics. Berlin,
Heidelberg, New-York: Springer, 1990. 155 .
12. Frenkel D., Smit B. Understanding molecular simulation. San
Diego: Academic Press, 2002. 658 .
13. Allen M.P., Tildesley D.J. Computer simulation of liquids.
Oxford: Oxford University Press, 1987. 400 .
14. .. . .:
, 1983. 306 .
15. ., ., .
. .: , 1989. 392 .

245

max- , 163
47 27

24 50
22
, 238
200
, 230 , 170
, 237 , 135
188 , 205
, 209
72 , 36
209
154 24
120 169
188
119
28
- 19 129
12
197
105 157
105 189
188 , 33
, 90
, 188 , 23
, 35 , 179
, 34
105 98
171 178
11
22, 120 19
21
22 184
137 - 165
91 182
, 160
, 116 64
, 109 138
, 108 65
246


16 50
, 106 ,
, 106 166
, 36
64 , 54
188 , 155
188 ,
23 75
- 238 , 165
76 , 70
168 , 70
, 43
58 , 121
154 , 52
, 47 , 65
, 94
, 47
, 53
, 102, 108 233
, 109 105
, 47 , 231
, 78 , 82
, 52
64 76
168
16 , 12
185 , 12
178 , 43
9 , 202
28 171
99
29 95
38 72
105
227 20
184
, 35
, 41
, 35
, 35
, 35

120
247

..
..

30.10.2008. 60 84 1/16. .
. . . . 12,5. .- . . 12,0. 200 .



-
( )
-
141700, ., . , ., 9
,
- , -

-
-
.
-
, 80
Lectures on Quantum Probability,
SMM, 2000.

--

-
-
-
. -
,
,
, , , -
, , -
- -
. -
Mathematica, -

-
.