R
(
t
) =
R
11
R
12
. . . R
1
n
R
21
R
22
. . . R
2
n
. . . . . . . . . . . . . . . . . . .
R
n
1
R
n
2
. . . R
nn
,
N
0
=
N
1
2
0
. . .
0
0
N
2
2
. . .
0
. . . . . . . . . . . . . . . . . .
0 0
. . .
N
n
2
.
Ɍɚɤɢɦ ɨɛɪɚɡɨɦ
&
ɜɵɪɚɠɟɧɢɹ
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ɢ
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ɩɨɥɧɨɫɬɶɸ ɨɩɢɫɵɜɚɸɬ ɭɫɬɪɨɣ
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ɨɰɟɧɤɢ ɤɨɦɩɨɧɟɧɬ ɯɚɨɬɢɱɟɫɤɢɯ ɤɨɥɟɛɚɧɢɣ ɜ ɫɨɨɬɜɟɬɫɬɜɢɢ ɫ ɢɡɜɟɫɬɧɵɦ
ɚɥɝɨɪɢɬɦɨɦ ɊɎɄ
(
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'
ɥɢɛɨ ɤɨɧɤɪɟɬɧɭɸ
ɦɨɞɟɥɶ ɭɫɬɪɨɣɫɬɜɚ
&
ɫɥɟɞɭɟɬ ɩɨɞɫɬɚɜɢɬɶ ɫɨɨɬɜɟɬɫɬɜɭɸɳɭɸ ɮɭɧɤɰɢɸ
g
(
t,
X
)
&
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&
ɤɨɬɨɪɚɹ ɢɫɩɨɥɶɡɭɟɬɫɹ ɜ
ɤɚɱɟɫɬɜɟ ɝɟɧɟɪɚɬɨɪɚ ɯɚɨɫɚ
(
Ⱥɥɝɨɪɢɬɦ ɛɵɥ ɩɨɥɭɱɟɧ ɞɥɹ ɫɥɭɱɚɹ
&
ɤɨɝɞɚ ɩɟɪɟɞɚɸɬɫɹ ɜɫɟ ɤɨɦɩɨɧɟɧ
'
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ɧɟɡɚɜɢɫɢɦɵɯ ɤɚɧɚɥɨɜ
&
ɱɬɨ ɹɜɥɹɟɬɫɹ ɛɨɥɶɲɢɦ ɧɟɞɨɫɬɚɬɤɨɦ ɬɚɤɢɯ ɫɢɫɬɟɦ
ɩɟɪɟɞɚɱɢ ɢɧɮɨɪɦɚɰɢɢ
&
ɩɨɫɤɨɥɶɤɭ ɜ ɪɟɚɥɶɧɵɯ ɫɥɭɱɚɹɯ ɧɚɛɥɸɞɚɟɬɫɹ ɞɟ
'
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(
Ɋɚɫɫɦɨɬɪɢɦ
ɫɥɭɱɚɣ
&
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'
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&
ɧɨ ɩɟɪɟɞɚɟɬɫɹ ɥɢɲɶ ɨɞɧɚ ɢɡ ɧɢɯ ɩɨ ɨɞɧɨɦɭ ɤɚ
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(
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(
t
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t
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t
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t
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t
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(
t
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t
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t
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1
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t
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t
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4
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t
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1
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n
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ɉɨɥɭɱɢɦ
R
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(
t
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ɬ
#
ɬ
=
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11
R
12
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1
n
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21
R
22
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2
n
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R
n
1
R
n
2
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nn
1
0
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0
=
R
11
R
21
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R
n
1
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(
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)
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Ȼɚɭɦɚɧɚ
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ɋɟɪ
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