rr (Second Edition) ( % ) Sheldon M. Ross # RR E“HOF TR ANN AT, ARH RS GoM ME IS, RA IE MST JAMA, AAR A ASR, AICO TRALPARA IA MBAMA , BMRB HAR, AMS HP MAA MRO, RBSARROSSH ALORA, WAAR A, APLAR MOT MR, — PEARY ME BYR ANT KEIM By rd Oe AB HE FE ESE SIRE) WH, UWA, AR ——Amazonik#i¥it RABAHAH DEAE, HEA MMRAS, FOLASURAROKN ISR (INSEAD) #RS SESH. (PARE REA A ett ER ABMAMES AK, MEARE PECRLALABSASVEARK, ABLE CAMMAAMKBATNB, MABHRRET READ A, REFNRRABVAR, BRS. BRR 1983 HAL, PRS HALF 1997 MT AREA DR, ARS BASR, MAB, LPRHAB, LRUMEAB, KALMMEAFSRSFRESBRELAPASHM EESeH, MHBAMFIISFUM, WSIMETSMCIMEM, AAT RHIOM, Sm Rutt T Gibbs #5 Metropolis RF FIT WM RERMarkovEMREHAL, AMT REWFMIG. HES A, AARC hRalt. Sheldon M. Ross HARSZMLARESRMATER, MAM MNASI MLS RRLEREpsteinit PERE. (HF 19685 EMTS APRS HIST AML, 7619764 200447 Mie) FIM AAT A A, AMRAMABAHA, SLA, CASA, MLAAMMS. RosssiEA DT a | in the Engineering and Informational Sciences) #&H-HHEBREEM. MSH E + EAPO, Hoop (seit BRIO ( ORL) ) An CHEM ( HOM) > SH h tT AES! HAR — WILEY = wwwwewiley.com ‘swine: (010) 88978001 28361066 70: wonwhemediacomen Mrariimasoevel> sine: (010) 68326294 86370649 68995259 | AMIS: wwh zb ook com ei: 73.007 imine: (010) 88379604 ALLIS: wnwchine-pubcom pS seth 007 semnane 15:40ez (RB B2hw ) Bo pLs Es (Second Edition) ( ) Sheldon M. Ross # RES FE Lo To oH he at China Machine PressRHA (CIP) Mie ROMER CBSE 2D / (3 ME (Ross. SMO Fs FORA. ALR, BLA T Meu AE, 2013.7 (SEIFERT) BUX: Stochastic Processes, Second E ISBN 978-7-111-43029-2 TL. es 1 OB Ose MM. wAMLAEEE WV. 0211.6 AP IRUATA 460% CIP Sea RRP (2013) 4 136418 5 ALATA + AL TE BEAR A Be I 3 He ABLE LKR LIES ABMALBIAS: BF: 01-2013-0181 Al Rights Reserved. This translation published under license. Authorized translation from the English language edition, entitled Stochastic Processes, Second Edition (ISBN 978-0-471-12062-9) by Sheldon M. Ross, Published by John Wiley 8 Sons. No part of this book may be reproduced in any form without the “written permission of the original copyrights holder. AAS ST ARF NE 29 AA FA BL TM A A A AAS A EHF 3 We a A AAA ER 0 CASA A AE AP AE TL AE BN AR A EAE. LA Pols son AEB, Markow ff. ¥, Brown i), REVUES. Poisson iE. HOHE HE He te 4 OM 4 EI, SAAT ERAN IL, Jeo — 26; Oa HEN NAN OL ROPE, RL eR. ET LF RR BEC RAS RUULAL AES ACT CH. BATU BIM MEE. CLL REL AN REIGN H 9 MA Be SSCA TANS AE A ES A «EAE EE} SUR TL ER CLO PMR ITPA 225A 100037) TERM, LAG ASN EOC LAS TE 2013-48 7 A 1 NE 1 Uk EDI 186me%240mm + 20. 75 EDK AABN, ISBN 978-7-111-43029-2 th, 19.00% AK. AE AUR, RAI MHA, (O10) 55378991 8HI61008 HHA, (010) BBTBG0E HAMM, (O10) 68325204 88979619 65905259 HEATH, huisi@ebook, com2 & & ATL ick BB JE I CTH Ti] AY BE BIL BES! AY BW TL, Sheldon M, Ross fi «BH ULEE FED Je ASE YB, WNT 1983 4E. EAR ARC REM A POR HEAR GAR EE AEB IE Ba BE 5 SE AG ab a A ab BB SP A AN 2 ER bs (AE GER ODF: TA By WE «FAYE TE HAE EAR SP TLL Sk EY HER SEINE SAD. ASS Dy FR ORL SE BE + PP BRE SS TC (ea) - E 9 E , PRA 1987 FEAL PERSE TT OY DEE A BEEBE HD BABS ARR PL WE. a4 EBL i BEA Sb, FLA Bs SANDE. Ze 20 tte 90 EAR, BE APR ATE, ASE EAS 2 RH BL PRT UR, Hao, ATR Ee. 1995 4, Sheldon M, Ross AY (BABLGEAE CO 2 WE) D fal it, Heeb A met AEE Ah ae Gibbs RAF 5 Metropolis RF 4 HY 3 (HE RL RR Markov #26 (19 BEE MY D1 . LATE DEFE BALL vy A APG PE PL Be RY SR EI TS Fa BT. PES 2 SPAT SBE BE HY BL BR CFB PT. BRAM DL LENGE 2 RGR AY 5 (AEE PF ih A HBL TA ME IS BE A LEE OD A BAAR BRAM MM, HELE MNT BT AU: ET. BORE. Ae BEE. PE. PGE io) BB a TR, PAO RAL FL FE BLE Tr Fi FRA RAG2 Ras Of 2 RAL LAF BY a Ci) SB 2 RINT FAA Poisson RAL TERE ON PN AE. LIE ME ATM HEL HT EE A — 5st, BL eh Bet SESE SEH AR fe BBC SZ A Poisson fii HL Et 9 18 JE A CAA) — 40 3 1 HORE. Gi) AALS MAE I — ECR 6 HT), fO4H Azuma RFRA IL. Git). 297 H93EF Poisson sik A HE (FG LOE) 5 aL HA HG Me HEE AY RIE IEA Stein Chen Jr #8 Al — #4 iE SUE AB EY BY 7 He SHS 5 id Be 5 AR ATE MBE TA AA E.R SE FE 1, RAM INT RF MBH TK. SIGE ASS A. TEL 9 BB AE A A 9 De BOAT. HAs TWF MERRY CAF Chernoff #) A—A SH Bayes Hib GIES T CAD ILAE OBA IE TE AN YD. PE ae EB oP a TB ARE RA — IE PED 3 Reps hy Hy HF BER AM EAC AZ J A A BH TESS 4 RESIN TLE TE MT SE a a. AE Gibbs RAE Metropolis 9:94: LL Be-4e 1 HE FAs) 9 9 #5 IM a 1 a 5 Hea HE A HC A — PS 6 5 Ay BA ie ae ee GF a BY A Hn I 7 BIR Spitzer Ss HMMA, AOI Cit AA gamma 4h As BY AA 9 1a] 68) YAR 9-2 BAB IF 3 SE A 38 8 HE Brown i a2 BEBE BR He AY eH, VA PEM BOR 5} HF Brown iz 3. OPS 9 SEP BALI 5 BALE tal HA Wa LE HL 5 Le i BU) RA aT A. FRAT AB AR UR AT ARS HE BHR 1 PRE A Ae, AE SH RR i al FR, Stephen Herschkorn, Robert Kertz, James Matis, Erol Pekoz, Maria Rieders #1 Tomasz Rolski #2 ter eA ELH EI 1 hae SAS APE EAE HE Hs 1 LES 5 ES A AB OR DA A 9 GR CEA HDR TTR FA Sh Ba LPR A) — | a HE He AS) a 9 DT 2 LE AER i] Le ) — AE A BE Jd. RATT JS BABS 9 TAS TD ‘SSE AR A BLL AR. , She) FR A] A RPE AR AE BY EE KL 3R9E MW i Mark Brown, Cyrus Derman, Shun-Chen Niu, Michael Pinedo #l Zvi Schechner 42H iF 24 Or EL EL. Sheldon M. RossRANSHHE: SEPHEAER ff: Wiliam Dunham ISBN: 978-7-111-40329-6 #etft: 45.007 “Dunhambyi& AC (Slant 9H, RARE A AEE MEET ISI AMES “(RSA I, SLE.” — AUER HiTPER. PHIABER CPFIFIEIsaac Asimov “GUD unhamit SAS SHEER AIR BRR AAT], AAR SEZ RGAE, BAAS SB — TOTES RE RPT SE (LAB TM? > MIE Alan Stewart 7 MURAI ABR LST RCE PE REIT, UB PEWS Dun nami AL Amazone HiFiE “REVUE RT ARSED A REA, fEDunhamiye FERIA Dio BEAAAT HV SEBUPEPEEP BERIT, RAR SERIE AS Dunham 2 OHA EBCE PIN WARE SMRBUR BCE, BELA TE SPUR, mG HARIRI, I AAT NREL ACS 8 BK, PRACT FER,” Amazon HFT RSPAS ER RABIN RMN EAN CMR A ABHETSTHMEARTRMA+— AAR, SRBOATSTEAMLMS, MLW. Atte TOURER “SEE ATRL CLIEE. PALE TALEO ER LSE OLRI ATER. fe ALE. MKS. PROT. AAT RADEE, TORR THOT. BRMRTRARITA BRAS RAHATAMAMML. 4h, RAR AAMINM RE, AAAI, BRIAR AACR MOS Aer, LEYS AL LAPHE 7F Bd ene 8s eth | HMiee ott ep 978-7-111-38775-6 | 139 2012 | (38) Morris H. DeGroot fia 978-7-111-42045-3 | 59 2013 | (38) Sheldon M. Ross EE P Eg) | ove-t-rrv-a0sea-o | 09 | 2010 | aR) Tinoty Sner GEE By | sme7-iii-soser-a | 60 | 201 |G) seo H silvermn SUREHEG® | ore-r-ss1-aesso-o | 0 | 2010 | CHD Robert V. Hone cet ene 978-7-111-36701-7 9 2012 | (38) Michael Artin aE gy | orer-iie-anroo-a [eo [aor | (RD Steven diteon GRRL ARI 978-7-111-34200-7 | 119 2011 | (38) Robert Stine’ EESBE, | ovettni-stiver [109 [2011 | cat) doseoh Far, dr eR | gre7-1n1-a1797-5 | 38 2010 | (38) David A. Freedman ae agg | oe varaos-2 [49 | 2010 | GR) HL Royden EE | ove ruiaoaee-« [42 [2010 | (aR) Rai Laichone VERERREA | ore-rs-arree-2 | 09 | 2010 | (aE) Kenneth Hosen eBoy | o7e7-11i-20805-2 | 49 | 2000 | (aR) Richard A Brunia ae BR ayy | se 7-111-20200-5 [65 | 2000 | (aR) FrankR. Giordano SaRPaee, 978-7-111-25363-1 6 2009 | (3E) James Ward Brown BERET EASY | ore rrirasoore | 49 | 2000 | (3k) mark deerscheort Ee Bg | ererrteeit-2 | 52 | 2006 | Gat) Jocenh Silverman EEREEE | oretani-iocse-7 | 60 | 2006 | GR) RM Dudley GE Hn) | o7e-7-11r-r9045-4 [76 | 2000 | cok) Patrick w Fitzpatrick ER TBE, | orerineraaoss [a5 | 2008 | G0 walter Rudin SRP SAE, | orer-inv-isaos-6 | a0 [200 | (at) Walter Rudin Y Beee 978-7-111-13415-2 42 2004 | (3€) Walter Rudineae 2k SiR Re MiR 2, 3B BM S35 Eww - 1 1 1 L 1 1 9 RRBLLE RE aw sex BSR BRACE 2H Poisson t# oR PGB Whe tt =~ JO eR, AEM, SRE ROM % me 7 HEBER AR apt 8 HALE Laplace i% -+- 9 z 2 HOHE RCE 1 Poisson #8 2S VG oF nt m9} 39 3 BURMAN AHR 40 4 4PIN FF Poisson tA te 5 S64 Poisson RPL SE 4 Poisson ate 2.5.1 4M & Poisson 1 FR 2 St Poisson tf 6 ef Poisson at 3.3.1 3.3.2 Wald Bake eR 5.4 CaO ~ 3.41 RAE ate © + 70 B42 RR PMMA mio RI +73 S43 ARAM Oh RAE 5.5 eM waRabR 3.6 BOAR RAE A 3.7 WL a 3.8 Face au SH 100 384% Markov $f - 101 41 SR SOF + 101 4.2 Chapman-Kolmogorow 37 BE ALAR Af BH s+ 104 43 BREA ~ 107 NA RAIA, MEER IRE, Ade siya 115 4.5 SEM + - 119 4.6 Markov BEAK ~ + 121 4.6.1 SESE Aa HE 4+ Markov iia se 121 4.6.2 sabe MA AE aK A Markov 4 122 4.6.3 401 HAE EAL} Bit — LE He He e124 4.7 fo) mT EY Markov ff + 127 4.8. of Markov it 133 a+ 137 SHRI 143 S25 ESERTIEAY Markov Si - 144 5.1 3A 144 5.2 xem RY Markov ti 144 5.3 aa 145 5.4 Kolmogorov 5}75 8 149Ml 5.5 BERLE» + 156 8.3.3 ILM Brown af ** + 229 5.6 mtn arate - + 160 8.3.4 AR Brown i # - 230 5.6.1 BARR * + 163 8.4 HUE Brown ea - - 231 5.6.2 Maa RD « 164 5 ee ST OE » 238 5.7 (SATE RBA OY AU - 168 8.6 KUSH] Kolmogorov Jy #48 81 5.7.1 BRAM * + 169 wR A - 239 5.7.2 Erlang # RAK 171 8.6.1 Markov + 240 5.7.3 M/G/ REAM RAR oe 173 8.6.2 M/G/L RA + 241 - 176 8.6.3 RBI - 178 Aa - 244 - 183 8.7 Markov CRUD FARE + 245 + 184 8.8 ERR 247 + 184 IB 249 + 185 Se 251 PEN) Azuma KB 1399 «OR MRR 252 252 255 259 261 262 195 91 BLATT 198 9.2 HA 200 9.21 ARAL MLA HE 203 9.2.2 Marko i 48 8c He 204 9.3 UB Sp BAB 64 PBR. ER Bei ais a 6.5 SASHES HY Azuma AFC ae SHIR S7e MMA 71 ALOE 204 PLR HEHE 267 ToD AR Se Be HE al PHBL aE 270 ‘ALARA ALO + 212 9.6 aye HEA IE 273 UNF G/G/1 HEA RES 9.6.1 G/G/LBRRRM HER + 274 rang 215 9.6.2 AAG RE A Tl G/G/ ARE + 215 9.6.3 Mae EM 277 TA2 PM 216 9.7 AIP REBLAS HE 279 7.5 HALEN) Blackwell 23H 27 i 281 ai 220 Sexe 285 BHM 221 $8 10% Poisson iit 286 8H Brown iaa)5 Ht Markov 10.1 Brun fit 286 ve + 222 10.2 Hp tht Poisson ih if A 2 FR a8 8.1 STS HEAR + + 222 Stein-Chen Jr 289 8.2 ApsITRE A, CRADLE BLTE 10.3 BC Poisson ii 292 aki 226 A 294 295 296 317 8.3 Brown amar gh 228 ci 8.3.1 €— RHIC Brown ab = 228 BBS) SA ADAR SS 8.3.2 MKB Brown zsh -- 229 RBI1S BAIR 1.10 ER PERRI HAY REA LE MTR, RO AR Ee SE. — RT AANA ROKR ARONA SE , HRM EI S. SHRAS T—TF A, MRNA EE PIC, WRT E (RAT. RM EM FAS S ETE E, ERT —PR PCE), ERR PBS RBS. AM) 0< P(E) <1. 2H (2) PCS) =1. 2938 (3) MP ERA EER A UE FP HE, Bh DEBRA) ME, A P(OE) = DPE. FEATHERS PCE) WAR FE E WBE. AB). (2) Al (3) 26 fT HEE OTF Lit #ECF, i PCE) 1} AEA; ME, D Ey sm 1, UPR SEEAE SI (Eom > 1) Wik RIF A. WME, nl) EAE P TL, WATT E LATE TEN Lime, 5 “a I limE, = JE,» 4 E, CEs 1. FARE, WSR (E, om 1) ESE — TRAE. AGA lim, sé XY E,, 4E,D Ewan Dl. BLE AR AT AT DLL PB SO WHA, SUMRR! S HBT ATONE NR PCED, RAR IARCR A RL SHRM ARCS WL, 5H TL,2 RLF Rese RENN deo R (Ey D1) REA — ha aI, BK lim PCE,) = P(limE,) - TERA PT SEIBE EL > 1) EE — PIE, EEE Fon > 1 r= FE (UE) = BE. n>d WEE, FE. PAR RPE ZANE Ei 1 a > UE OFn=U Un-UB # UR=UR. Fit F.) = SPCR) Casa) = lim) Pu) = limP(U F.) ) = limp(U 1) aa HA ZAIe. WW (E,.n > 1) —TME I, ABA (ES yn 1) Aa P(U Es) = limps). = limP(E,), (A, YUE = (1 E.) » BELL 1—P(NE,) = liml1— PCE], BH. BAT SBR TERY T 5. 4 CER) 5 ET AAR AR, A BI X, FEN OMAN, 5 O (CRI BT A ACHR LA. ALTACE XRD X, n ARIA. HEX, = 0 aa Xy1 = 0. HutbHedh P(X, = 0} EMSA, PIE lim P(X, = 0) 4 te. ERRATA? TLE TL, BRAT KAD AA LL limP{X, = 0} = P{tim(x, = 0+} = PU LX, =0)} = PLaieeH Raa), DML, me BEAT AS A RA EB . fir 1.1.1 AL ARP iE WA Borel-Cantelli 3].Lt #3 Mi 1.1.2 Borel-Cantelli 512 TDS. OR SPE) <0, mA PLRR SRE, KA) = 0. TEM ARAL?) E, REM. HH lim supE, » BY LA Bem lim supE, = RA MURA RIE T ERE BATA ny OE ARE, FIR A, UE Bee. Fri, UR UE, RA» BART AEA ny UE ABR 6 TIERED n BA BCS) BAe, BUA RIA E, Bet. FA U Eon 1 AA EEE, 1 1 He limP(U Ei) < lim 31P CE) =0, FAL AIE T Hie. & XX, P(X, = 0) = 1/n? =1—P(X,=1}, m1 MM RAIS E, ={X.= 0}, MAB S)PCE) 1. WRS E,=(X,=0}, WAAAY DY)” PCE) =o, Hifi 1. 1.3 HEME, EGF SUR 4h. BN SD PCE) = co. DRAHEM By WII UC BRE. ALB. AREA 1 AE X, EBLKREF 0, WHHLUGE 1 PR, Yn co Mh, PURER LIAL. X, BAT tL EL = 1.2 BALE at SEPARA] S HORA. —P MEE X BPM, CHS HHT RB ETT. MERE RRA A, XRENMAAT A Hee EFA WRORF XA) PAB. BD P(X € A} = P(X (AD), SU AX" (A) FE(AE XG) © A IPL s © S ALANA. PERO 2, ONL X AY ap A tk PE IG F(a) = P(X 2}. WS — A BL OE Hit XT A (AL 9 8 TE HL a SO BABLAE Kt, F(x) = SPX = y}. WFR AE HE — 7 BE fC) CARIN BAD EF —WRE BA P(x#e Bt) =| finde. ARLE At X AEE ARO RCD =| flac dee = 4p, f= ar . Pi BLE HX AY ARS a BH ae EE OW F x,y) = P(iX<2.Y 1 RIAD, TAL lim(X <2¥ 0) = P(A, #ES—F-RH) = P(U A.) WH EIN] =£[ 34] = SPA. ef (S)] = eta, tratatse esti sic (> yun] = DS SEL = SD DPaay,8 Fle Reon Hh FPP A, A E L(Y) ]= BCA, setae pty § maser me FC] =F DUS, = Sra, A, A, Witst c.3.8) Base “_— P(UA) 31 P(A) — 3} OPAA) + Dy PAA AY a + CD PAAR AD. a AY — ae. PAA FS SR tT FD. BRR ATTA OR EE AL oe AS A rh BLAIR AI— PSK. MY EL = i Near . 0 Sete SNK (“)a-p* = I, m 5 = (YS ew eR, Pah EI] x D POA, A, Aye 1.3.9) HEA (1.3.9) BIASED ABE me SERRE ne ha ERT Hd A n PAF AER — A. ASC AW BRA TR. TERA A or PS HAE. DA RRB TRFNSR— BE, He 1.3.9) FATAL PUR RR ENE) = sens) ets) : bathe: BDvA >) a ( ) romana. LAR Hh A AB RP EA a RF A HE. = FAT AF HR RITA. BOK RR Paul Erdos K Ht i AIH BAK. SOAP Fr Ts aR RY AG S| DE BEA HD 58 JF ABE HE fe1.4 MARA, HERA, Laplace FR 9 PETER CTL) MUSA AUTOM ORFF, PRINS) OS A AL fat, ML LRT, CAB © AUEN = (1, 2, 3, 4, 5) BisKRE= ( Cy (@) 2), Cy 3), C1ls 5), (2, 3), (2, 4), G3, 4), (3, 5)}. TEM: MER TR, ETF CRERM-TERA, HEEDA—KWM. CF G) HEA RUE A PST A UATE AA. Cf A131 ROA. RNTRKA— (1, 2, 4h.) GB) RT om a, (ERE MS SIPEG 1.2, ea. SHER AE By PER Lt {IPL CCB) iat — SOLACE B ANAL. BB Zs 5 DAIL BEHEBA maxyC CB) > m/2 HT RETA GH, RATS: BLE —AIE S.CT AY EEE 67 3th WEL /24E Sh. PPARANWL X AT ES ABE TX FE PULA. EMT AEA LUTEAL CCB) OPAL TT MMMM Ae. RHE. MSR HA LA He S Hh, RSX, = 1. MELAS Xi—0, BA BUX] = E[S)x,]= SeLx/] = m2. His F BE BLE Ba 28 MS SPA, RATT ATR BT CCB) > m/2. CBI, HARA COB) AREAS BAEZ BRAT AT A WT es RP SEMEG BAT CCB) > m/2.) | SJB 1. 9 AUD RB 1. 10 SP lh TABLE Dy HE — A OF. 1.4 BBM, TERM, Laplace TR X ys a th ELOY Ele*] = [e* arta). OY pp VOR. IRPMTE c= 0 MATA, ATA X 94 rR. BN y@ = E[Xe™]. ) = ELXe*] oo gi) = ELXte™]. THE c= 0 Sh ASAT. 498) gO) = EX"), nB1. WOLTER» FRAT BL EAR SP BORMAN GD 3 EY ee Ae. GA AT. GEE MCA NT 5 “CCE — SE TG EE 5 TT ‘LAY A a ACU FE A10 #1# AHR RAT PRA SOREN. pCO | ARR WO Sa BH. SUH i, BM n (“)era=pr : (ee += pr np mp p> an F=0) Le yn dea Poisson 4}45, SH A>O z! expla(e — 1} a a 2=0,1 <1 | 28-2) ae a 1=p JLshAs, BMO< psi [PUP | ido 3 * (Zo))o a-p . HOM. BK. p yay)e a2 (ts) = De > = rently R142 ERROR weeiak CO) [eae oO] HM GE 1 Cay 6) YD ae ato (b=a)® fla) =40~a Sa 0, Sethe . HEA. BR zo 1 a a>0 <0 ¥ We Og Gomma 445. & na =4 G=pr 7 (4) a e Be Gn, ad, A>O lo, rc at a ae Gap ES AW. BM xp|- Fae \ ee we { Oe } oxe{ e+ } ” é occ Beta Sti, Si ade, 0c2c1, e ab reo |c= P@th ji erOrGEbED asbia>0b>0 | = Rath +b \@rorurorD Alo. DX MY Ba EAL, ELE NIE ps A pos EST TILE ol ATT ES AB BR de® = Ele] = Ele JEL] Cn SE HE) = xl tly) = expl Gunn + yo de+ Cot +00 /2) 5 FE hier 9) EACH A 1.4. 2. HEX + Y AAR BUEUL p + pr WISH, of + of WH (19 TE AS SA A TB. E— PE, IE AS PARRA X + Y HSA. =14 ## Hs, HAHA, Laplace KM 11 iy ALL 28 HE EB MR Ee» FLT g@) = Ele'*], —eoO0 My, TEAEY = yA FRAP +X 6 RP ABE Cw Bia? MX =r)Yayp—-PikanYay PIX =2/¥ = yp = PUR xs iF er dF(2), . TE ANTE IE — FE. Laplace 2 #e mt — th SEY = y Oh X AAAS A mE LO F(r| yy) = PIX<2rlY=y)}, IT EY = y By X AY ROAM GE Op BLX|¥ = y] = frdFcr |) = DzPix = 2 |¥ = 9) UX ALY ARE HEIE EME Fx.) BAM FUME Fed > 00 9. HERE Y = cy Ib XC fe PRE EE I flay) Saal = Lew, AEM EY = y Bt X AA PRES AD am BE Firz|y) = P(X<2r|Y=y et Y yt, X AYA Pe RE ELX|¥ = y]= [0 afte] yar. BREA, SEAEDRT BABA SEE Y = y HARPER, — UAE BALE AR EE — FE ERRATA ELX | Y] ie waa REY WR: EAE Y — y MIR ELX|Y = y]. AE TRI HEE: SAE CEMS, RP BBL REX AY FLX] = BLELX | ¥1] = fELX 1 = ya. a.s.D OLY JES RCO ALAC ABATE 1.5.1) BEB ELX] = ELX | Y = y]P(Y =»), TGR YE, RHEE Po), IT 1.51) AO fa | yde.15 &#MB 13 EX] = f"ELX LY = yl s(dy. SRE TEAL X ALY AE ABE OCC A HR C1. 5. 1) AER. SX Y RRARMNL SOFA 1.5.1) aE BEN E(X] = ELX | Y = y]P(Y = y}. RT LAA SIELX | Y = yIPY = 9) = D) DaPix=2/ Y= yh PY = y) = ap ix=2Y= yh = DoeP(X = 2} = ELX]. inate Abi. PRINT 1.5. Bee, ELX] BEY = y BY. X OA egy, LX |-Y =] JL A 1 1 A a (ENN tt EAA LX, Ny ooo ek — A 4 A EL HS DLN i785 EBX Xo os BBE ATE NE PELE, ESE AR ATTA RY NT PP HTS FIPRY = 3) X, ASP. BEE FLesn sx }|v=»] = E[exn(135%.] |v=n] = OW), jt PIX = 2.¥ = 9} exp{eS)X}] Gitar Jib ye) = ELe*] JE X AVR, AL B[exe(e0X} |n]- Gx", Dit 4, = E[ew(e35x.} ]= ELGx()* 1. WT HRY = SIX, AAAI IE, RATT y, COR gD = ELNGx (Oye OI, $= ELNCN = DG 88 Gy + NG DIN PX OT. PALE c= 0 Ab AY AEE ELY] = ELNE[X]] = E(NJELX], ELY?] = ELNCN— DE*LX] + NE[X*J] = ELN]Var(X) + ELN?JE*[X]. fea) Ba Var(Y) = ELY?]— E*[Y] = ELN]Var(X) + E*[X]Var(N). i14 #1R Reon SAR TBI TA ST HE. TT La aL A WB lsat (eB Ae DE i Be eS a Re =] te PBS fA LBL S.A AL A Aa BE a 9 if BE WTA IE OT fe Se ERE AD RAT ST BGs ee eh A at] XE A BH. ANY dean ie me. BA Ele*] = forte" l¥=1]+8le* |¥=2]+Ele*|Y=3). (1.5.2) BLE, WHEY = 1, HX = 2, Alii Efe* |Y = 1] =e*, FERRE Y = 2, HEM X= SX Bee AX’ AEE Le BA) wf Jew FE Ba is Be 9 BAP fs], (EL AP TEBE Ae FE, TBR Ese AMI, Pu XX MANILA SEA. TLL Ele* |¥ = 2] = Ele@*)] = e“ELe*], eA Efe* | ¥ =3] = e'ELe*]. HERAHE 1.5.2) BA) Ele*] = tee +evE[e™] + x PRG — AY YL LEI A I ASAE AT A IT ELA a TET REE. ONT TK. FE ea MERE. EEA EBA LAE RE X OY _ft BE RE lo HERR eX As SE E[X] = PCE), ELX|¥=y]=P(E|Y=y) Od FEEL YD RU, vB 1.5.1) RANGA PLE] = [PCE | = )dFv(op. LTE. CA) UCR, IRE EO ARE 5 TSE HELA) A SCAT > Pe TSC eT he ATR AR. AMRERETA OT AMT ACME. FUR, AAU, OR ELR,I. FA) SEBLOL ECR] =m. HEBERE AM mn HUELWNR. Rn — 1 JERI A BLSIERT n— 1 ARG ECR, = by TAPE EDR.) 5 eR A A a SY DE EE MF ECR.) = S2ECR, | M=i]P(M=i).LS mB 1S SAE. TERETE AY AB DE CR EY EASE MEE LIE ARF AY ne — FA FB ‘Wee. PLL )P{M = i} =1+E(R,JP(M = 0) + STELR]P(M = i) =1+E(R,JP(M = 0) + Sn PiM = i} CH BD = 1+ E(R,]PiM = 0) + nC. — P({M = 0}) — E[M] = ELR,JP(M=0}+nQ—PiM=0}) (A ELM] = 1) PREM T AAI. . fA X ALY EAST SP FAG (tS BOULAR AR. WBA X + ¥ HY 5p i GOH F*G. HP MG HER) W (F*G)(a) = P(X+Y mm. BBE A — OP CB GT AY. TER ETL EE A ee SEF BBE tte : GVA Po HEITOR AA EAE. HR A PP 4 B B DS — Si B A, BRATTAT Paw = PLA RHE BUG | A ALR OE) P+ PLA Se 0G | BAR WIR) — READ AB. He A BIAS, A RSET BAAR A Bn —1 i Be mm BRAY A Wee FeO EAE AE — PEL. SARE BARS i — Re we ae ny 2 (0d 0 2 AE WY DAG ae HRB P, Pens 5.3) em m+n” BALE FR ATT AT LAE me mm FU HEH ie 4 WATE etm = LOEB PTE RY, BYP. = 1, EEE rtm = ER. BAY atm = A+ LAE, Bish (1.5.3) AU, FRA p= nalam,_m_n=m+t1_n=m on an tmn—ltm! mtnntm—1 nt Go2s) 16 #1 Rom ie T RHE. RB OH. ON, RS TE, eA EM” fen ERLE po TEAR ATOR RETE MR LABZ a TE TT” AH AT” A CPE AR SG IN Zed ARPES A. PUGH SR UIE AN oe CARE ART hy JAP oe A Bo TE AO FA JF BE PLURAL A) = 20} = Pv CANA RERL — an | Meath an vee n BAER) (°")p* a py", E+ SRETE RM 2m VCH TE TAT OM HOARE. PES EH me OCTET oe TB IT ATF HB SEA OT HAY. EE TAT SE BEEP TE Ua a A ST eH ME A — A SE TE GE AR) AR RT SEL Ie — eae EG OR ARE, FRAT AL TE EET om = on — 1 BHT. ("eam PCR AHIAEREAL = 20) = paw s(2")o" a= pyr = a DMN: re LARA AE EB 1S CAD, Bn AGRA TO BALI — 4h. FRITS SAE AE ke AP UE RO PRL ERAN. I TONNE m AVHRR, 12 P, = PCE). WB—AA FENCE APART BE M AMS, FR {TE BI P, = PCE) = PCE | M)P(M) + PCE | M) PCM). MYR, PCE | M) = 0, SRL =1 Ste» PCE | M®) SE n—1 ABA 1 FASE Ao HR — PAR HO ES 5 SL HARLEM SAH 9 Dr ee A BAS EL She A AMIE EB — TIE) BATE BOE OF GLB — TAME. UE ABAR UC REEL BSh AY ASIC) TUR ORE. SB ETE BEAR JE Po CT EP FAR RE BURG — ROR. PARAL P.o/Cr— Dy BANAT P, = P(E| M)™ (5.4) Pmt 1.5.4) HB BRE PTI Pate, SARAPub C1. 5.5) WT P,-P, = P,-P, i — is RACY TA 1 Pear ap tay ta NT ABBA AT ke VERE BE 5 FRAT AS HAE RTL EA) eA HOT BL Ar HE TI FL COT AA 1 1p bp wed ae a, SHH yg SESE Am — kA SAAT FY On — he PEP HAR LAR. LI kA teas ("") AICHE BRA BER NH Ak ASDC EA ei ("}e= Pp, = Eten AME MLLST S DU. em ALK I DC ROE AL SLAT INTEL 1 8 Poisson Shi. 3 T MERE WI Ea 2 SL, FRITZ —F. FATSSEPLN 2 AN Poisson Shi GE AEE m UCAS A AC HE Spi, FRAC ARER AT py Min co Bhs mp, >a. MIRAI LAUR eA FL 0 SIH wee YX WPL AE eR A RL BE EAR T/T iy BC RR RA) «PL eR SJR EC HSS J Se A A A te. FO, atm Win), F#i PAL, FRAT a Ay HBL He a AS HLA PE AY TIE. Poisson BR RRS 28 RSE. AC OL SA TR AB on OH SE fk. a (RENTS) — 1 596 FLA HE CR A a SI — dH WO. BD, BE RE Cid 1) ABER L/Cr— 1) = 12a ere 1. RLS AB wT ae BG BL. Fe SS MTT CL iB Gah A AR, BC A ae ya AT a LTR AF Hy PAM, Fn DHE UIE A BRAY LTE (2,3), (7, BD, (3s 4), As 5), HOD FERTIL BAMA C3, 4) MPA 1.5.1 Bras. 8 (28)18 #1F AG wR RNS { Feat i eM 0 SATE 8 Soon AOR IE AAP ate ECM FBO = SE] = DP Jeh P., WAEAK m SEES ARI AL, P, =P. BOP, ARSE CR) ATT ARE, THESE PARSE, HERR A ATH ht ia a HRA Li2yryi ML ise yer, HF a i AHA BA 2G — BE a AS — BEY AS BA), ELAR ATT AT I, Pig = PiPo-itte (1.5. 6) Pate 5 Ae ERAT AF Se 1 a A A ET HE PL, HE SEP, ARERR SAE PDR ROT Ae 5 PAYAL Gi 1D 5 EEE RES A i Hp 288 Oy Pa A 2 BBD, Boi LMP 2 on, ARAB, MURA RE Git 1), WAR n— ET PY SE HNN AEE Se AY UE ARTA. LH FRAT AT a Pitot Pre n—1 at (a— DP, = Py to + Pare Fn—1 (Rn, Seth (n—2)P,4 = Pitot Peas HEP BA AS (a— DP, —(@—2)P,1 = P, R Pi Pia HF P) = 1M P, = 0, AFB P,— P,—P, =—P,= FRM (1.5.6) Sc 1 2cicn-l x Gt Lot a MPAA Ani. th EAT P., FARK EME: MPRA no SAIN SSP Le MPa & (nt De® ih. a CREED 1 TIF HR PAE RMS LE a. Be Vo /MA. CORA CHF (0.17 9) Shi G. TiS PA a MAL Ae Be wh {iL MUP baa BLDC, TE AE TPE AY ABP i eS ARE oe BRIBE A PRATT RR RY 6 2 TAO FF A RO ss OE ahs BLN 19 3 A. BTU PUN > kb DEG = Lye) RR AB EE HERR Uc Bb a DEE — EE WBZ, PIN >&} = P(UE)) = DPE) — PE) +o + DPE EE). YL LIBRE. WL py Bea HHT OS 7 PARE LE PE — Oc oly I AB ER. UR AE wpa AO, Seth = [Pista | UB 2}aGie) = [a —nidGn). at PCE) = pi, P(EE) = +PCE ay PIN >) = npt— (2) pt-+ (2) pte pt DRE RRAR THESE N BUS FTF EIN] = Dein > k= Va) pt = B(hepe de B0) =k) CRT — UAE Sh RA BALA HEN 8 PEA MER. RANE WAT Fk ELN] =D) PiN> Go20 HIE hsm Mo (SMA D. . URNS #95 65 Poisson BSP HE EFL AT IE ERIE OY BEEN BA SME Poisson BEULAH. PHILA 8s IEE WN Be He 5 ASHE AWA a a EEE A BiG = Lev yk) BEI WRAY 7. LAN, iE AY | SEE RAE AY 5 sok TERA fie CARE AB HE ASF HERR AE BREE nj = sk), Bn= Dn. WA. HEN= DN, . nai PAN, = yj +h) = PIN, = si kN =n} P(N =n) + P(N, = 1.5 = Lk | NA m)PIN An} = PIN, = yf = Lek | N= 2) P(N = 2}. BUTE BLES ABAT N 0) BAH aE AR. Fe RAY A HEL Ble] =f act de 1.6.1) SLE. X MPRA SEAT Me 1.6.1) RGA. HEA Rae ELX] = 1/a, Var(X) = 1/2 FEF SOB ALE Ha FE Uk Ps Aa EA HE ak — ES 12, MAI. A PIX>stt(X>H=PIX>s} OF st D0). 1.6.2) BRAVE X ALBA AE AF ois, MUSK 1.6.2) RN, PEM ELAR TEI Tc NIM, (MRR DARA s+ t Ash ASABE SE 8 FE TR» sAsIT AR Ne MEA AD. ATT. MRA A BB INEZ FETE SZ, Rl Ho is 3 A RA GO AF A A. AE CL. 6. 2) EOF Fost) = FO)Fa), HP EF Sev SCA Ai BRIN Re EY OF PE AY LA EE TE ATA. CERIN) AE AM, BE A UE DM, HERA IE TE Js BRS» TH H—T NWR ETE C MRS. BL A MI, —A BARC Z—AIF. WA IIR BAF Re. ALAS A} — A OO AI A/a A fd tS ANBREE A SEE — PSP Jk) RE Ae > RIGA PRM: SBA BHA — TIES AIT. Ue BoC 2 — WN RSIF TT Fi AEE HEE MR. PRT» ACS A AY EAL AZ HE. 5 7 A J ee OY AAS CEL 1 /A HOARY AT, TE APRA FP eR HS. RPE. AE A mee HA CARE 1/2. = Com AX Xe yo RELA PON AY A BCH A eT] FD AH BE LE HEX, max(X, 5+ WAR AT BLE ML Al n(n > 0) HET — TRAM X,, BX, BY, i aR eA PERE OCS BB INL ZA). VL c, ITE Pid SB +1 HRS a] BE Ti. fad EY SP A LAE A? TSH oy 09 5> A MME fe FRADE RE. RAD X, Xie Wi RL RR POX), POX) on ICR ALE — PN, HP FOO AA OO, 1) AS (SMB LD, HHH HH c, 18} A EA SY PEE EY). LATER ATT RE FB Fy 1 AE BSF A. WT 2 OOS. RATES i TRL, HOARE. SALE R, = X, ABB 1 0H TAROT. MITES HE Re > Ry I, Ry LA BBO 1 AYA ROP A. AEA eA A HY EI, HOPED a, BROKE RG Ry SBN 1 ATR ALE A. ALR, AA SE BBO 1 OAR SUC LE BE AY AA. PAAR, Ge BOW 1 Bt GOH PAC LE a 9 AT) A. RAT AIC LE 1. 29) RE AY RL EL A BBO CD AY gamma 5546. OR, ORE ey fa = 5X HE BAL ME fat X PE HRS ik ew G=p!" 10 Vv1.6 HRPM, LIL, RP RH LF Shit. BAG. WLR, a Ac PERRI P(r, > kb = [ Pir, >k| Ri = 2) dt, iD, - | (-@tyet . ° D! SESE OS Te PERCE ORS 6 MELE Et | BBA AUS & MEL SO HB ty UE BAR IC a. a Heth. AREER SILL". LER SAE A — A. Te Ble BUR X BAIL, HAS For) = PiX> x). BA Fis+t) = Fs) FO. FIED. Fa OT PE GHD = gg. SRG. LRT EE ALE ALE CE. ATER AE EE. SEAR AT INE) AOE hie, BT gia) =e" AVES, Fer AM not. (BR g AEN, AP ALOE sth gs + D = hse) HEH g(2/n) = gA/n+ Va) = g/m), HSL PET EB) gOn/n) = gC /n). WEBAL gD = gA/nte$1/n) = g/m). Aue gGn/n) = Ge" 5 a GERI, HEHE go) = (gD). Be gD = 9° (1/2) 0, RANE ed =e, BEA Ing). SPA EEA, RRA For a, HE SCAD Ab EY FE A EE TT FL CD AB i PC CULL se CD PT AAAS MF AEE f NOEL LAX. EA RR CA Le) ak AG) ER w ace) = (1.6.3) AMDB AC) ATA. FRAT X ALE CE Ae, EIB X BOT cist FRAY AOR CELL BM IIT Ta) de AR. BOREAL, APR PIX © Cette) | X> et). BUTE P(X € Gytt+dd.X>0 PIX € Uyt+dt) |X >a) = Pigs PIXE Guttdd) fd _ yeyar Fa) . PIX >t SEI BE, AC) BRA IFAT cr] ENE 9 7G AR 2 9 ABE A SR IE SAE BLS AG ir A AH BCH). FIZ, on TELA ME HEFL As 0 AY Re SRA At PE. A ACD UE. Te aew BOE. Pye. HM AY ROR ARE WH, SRC AA A a A CEE a aw) = =a G7)rea] a 240 LE fet soe FES FAY A. BZ ARM.) SL ET SPA ea FONE, FRAT EERE dz, Gro aa) = InFa) = facoa +k Fu =e exp{— | awrar}. Br=0fc= 1, BL Fan = exp|—{acnar}. 1.7 HRA Sst RAH L(6) Markov KFRIFH. 312 1.7.1 (Markov RSX) SXA-TEHROMAEB, MATa > 0H P{X >a} a) WO. PAHFX>0, ss al{X >a} 0# PIX Sa} 0), P(X0 P{X Sa} = Ple* >e*} a} (098. (RERRMIEN) Poisson Fai i135 A Cherott # #5 X JESU(EDY A HY Poisson REBLA HE, I) MC PIXSj1< . ES Be NEY CATE ef = jf /A ASB). E/E A. BR ATE IEE (eal eS, Bilt POX > 7) AY Chernoff FUE19 SimitH 25 YAY OLIV = Fe /j, j>a . PIXE \)< FAA GRE FR AY. TARE RE RY. 1.7.3 (Jensen REX) F/AH HR. MRAMBAA, HAT EL/(O] > SEX). GEA RANE fA Taylor SCE FP AY IBLF — EDA. HE pe = ELX') ARTE, JEST ROAR Ate f"CE) > 0. iti aT AE LO) = f+ fa w) + fOr — 8/2 > fwd + f Wap). tt, $O) > fw) + F WX =p. HC) La ELFOO] > fod + f GQWELX —p] = fi. 4 1.8 RREH AREAS HEY — SE Sie TCE (9 295 HB A i SEY EE NY SB TS aL. RARE ES BEX. Xe se Mar SA. LETT es P(lim(X, + + X)/n =p Bol AB BR EB BX Xe MTA, FAT pe MT HE o* il p[Xite +X. ye 4 | lim P| iE RHE, BRAS S. = LX, tea x, ABD Sb A «IL RR St BEB So/m DBL Ay 1 WCAC EDX.) 5 TT LE LO ne oo BE, S, AE — AEE EAS SP AB. 1.9 Bate Mit X= (XC) ,0€ T) 2 — PRL. I, Pa RR TPE XC ASME AL. RATT HE 0 ARE NIE Ta. TRS XC) Wy ek A EL Sedo IRA. PA RE TO PAS» WW FRAT ARN Hy v5 POCO Ta] A BLS RR TAS TE ee. MR ATT RX Oy HE DE ta) af. X AYER — PLR — HEA i) AE BL TY EL ee TE XC) BE ante (O60) Bee AEE ANB, WR 1.9.1 BE TX RR, CO RE de | OT) Yd 1 AYA, FREE ZA 3. TS SE CEE 4, TT ob eae A BOC RCAR — EI te A Rt(42) 260 RL hte to Bee. AST ie SEO fa] OO OLE AE (XC ET). BRL Wt <4 < ty + BERLE 7 X(t.) — XU) +X — XA), XG.) — X(t) 2 bammed HOSE Ah 0, MRR aE AE I ak EA, EXC) fp = XO RB) 1 A HI PA 6 A FR, WRAL BL aL A Ye BE AT PY OK Td 9 PL p23? AEA A LAY es AL RAE ATO gn me, HE AA A HS Me OB LAR xc ie Coy od eee ERR A — AALS AY BRL O41, e+ eam fm +1 + BUR RUE et Or FY A ah AB — PiXn =Et1/X, =H = PX =i 11 X= i = 1/2, PEt —miti+1=0. mei = Oni mm. UTERO HH Be, AN WOT Heb SASSI BN ALSV WA Lo sa RED Tad Me. TA) AR, EGE Dy ym) JERI — ACT) AYRE Bob 2 SATE RIE. Be UE OE 7 OB TAREE. WR A MS AA a, BD HAVA i—lRi+1 m+ 10) HA. BREET i 1 AAPG HOHE AE ALND). DN i Si +1 AREA fal, Hin aHe HE HN 88 i ASE — Pe TT AY. A +1 HE BT ETT, RSL. THe MTA e+ sae TA 1 B+ 1 ETT ER OA. WR i — 1 BO HE IAL ¢ +1 9 ABER TE JH aE A 1, AERA Ar aL AP A. me — ARE. AA, AT 92 RH BF VLA ie EE Te ie 0 TT LANA AIEE 5 WE GE PE SEGA) oe — 1 PAR, es Fd A EAE RE — BY HEAT , WT AE AY AIL, PRATAP PWR ih — BET) = 1/m, = Dyer, a BEE AE FAN HE LLB TR — 4 GE PE PB DAT ST A tL Ly UU ak A TIME ve BABE JE A/C + 1), BRA PC wee team MRL) = I RASS BAe He APT ABE SN GE AE eT 2 A A, ARE Ath PE ME WLM. RIMES19 shpite 27 PARE GETE SIE m HIM 2) = PURGE TERE ne HOR 2 | WOE EST m HTK 1) n+1 = PAN BE CEH mn +1 n n+ nF2nt1 HAREM P(N GE EAN mT RY 5p Qa ABEL TE A 1.9 CAD PSE CE ANT AR A PT AI BT A A JGUNT EEO LA RERE py TROL ETO AER q—=1—p. HOS < p<), WARNE BEET A CSET I FAI BE Lorry. Tie FL — AT FA PES i 1 BR 1 SMT. HERE 11 SSA) NS IB ee tT RCA REA gL UAC DE 8) — RG CE A TS eA a oe — 1 RAR]. Ee at PRE IE ABT EWOU Dy Py. ASAD. ANE G1 ASMA TAL, BZ. SR es — FY ES EL, MBAR pA 1 PALE AY) — 4 ee AL Me > ft 9 A Se — 1 AB A Fl. FRAN Su EE PL ER, A p>, PL = (P) = Py) P(i— 14 E+ 1 WBE FAL) + Pe BLE, PAE 1 GE i+ 1 BULA TEE i 2 SF EU IL. et PUI SSF i+ 1 BGT) < PL 2 EF i BRITA), FEAR ATG: Pi 1 See Bee Sea BED Td SARS | Pa AR ea EG Ti] HARA} = A br ik yO AY Hay TSU A A RW HA, HOW AUG (BMP 1.9.3). Br TRAM RB ME i = Leeson y SPB Eth n, SLA. A RAMACRLM ABS, EK ALM BE, A BE HE AN GB YT A A AP TAB SE BIA WA — aN He, AA coe A. FAL, in, AEA OME 5 fe BE BA BE Or TOUR AE W193 Tae28 H1R ftom BO. FESTA IN DUR ABBR tT. OTR O Be. REP BET Tal AY OE PETER FC Lier) EABEAIE E> 2 BM UL ICG TRUITT. ATT A TERR, BI PIL= i) = LPL =i | eit aeu aR I. a. LCE 5 BEAT OA ER Ij GEE BR — BSE O BIE HER Fb HY AAG LAL, HUG. 9 CAD JAE. OREM 1/n, AEA Bl OZ TDA ST ER j AK SHG AE Cy SR BE ag Wan — 1S LED. REE HE TAR A Ss WAHL OS a) BB AS SF. nit A a EG lol OO BAR | A, EB) PAL =i | MAP BDH TAA BRIEF} = 1/n, + A 1/n) PAL = i}. P i | RET TARE jf} = CL —1/n, PLL = a}, thi iL HEAAWE 1.9.1) AF PAL = i} = W/m +(r— )1/n,) PLL = i} at PIL =i} = pyr / : Sn, . 3 & Led WN i274 URE RAR LE EE ELN] = Y)PIN>&) = SIPIN>&}. SEA. MELEE X JL ASU Sh Me FES BLE FLX] =f Fonde, E0x") = [7 ne" Faode. 1.2 MUIR X JAA SA a Re Fe RLM EO (a) PCY) ECO, 1) bf 495) BLL . Cb) BIE U FE (0, D EASE LAERE, BBA PU) RATE ATF, EME PG REE FG) = #8 y tt 1.3 AX, BASH (npn > 1H —TP REL ME. WIRE n— oo Hf mp, Ay EW) n= 00 wt P(X, = fea’ fil 1 GPASUAT Se A p OSA LS 1.5 (BLRLIHCT mn Dea OM, BUCHER SPU OAR py pe DLN, Gee SRSA 7 RO @) HEN HAA. ERR SAA (b) FEE Cov (N,N).a @ 29 1.6 Co) HEAR SA EB BEC 4X, Xe yoo FHM SY LSP AG A HE EWE ME. BE Ny > max( Xr yey X_ar) EME Xo FRAT BALAI n(n > 0) PAT ACR. ATIC RAE Xe G) DLN, IA Aik COL) ME ACRE OB. PE ELN.T Bt Var Ny) (b) 4 T= minlnen > 1 ELE n AP AMER). FEI P(T > n} SEED PUT < 00) = 1 AL ELT] = 0 « Co) WT, AP AT y Mic ARE ROE LS T, = min(n:X, > y}- BEML T, 5 Xe, MAL. MRC OCA Py AOE LS EA CA. CAMS MIE EL FH A.D DAA nD ER AL m A ROR AY EP EBL A PR BLOX TE A RC. TEE ELX] Hl Var (XD. 2X, AUX, REAP HISLAT SHE Ay AAs YL Poisson RAEBLIE ME, (a) RX, + Xe HSH Cb) HOPE Xt Xe = AVA XR te nk Ba oh ge”) bh A RE TRAE IE Hh Ae. BLE AAS SMEAR LMR L2H i AT IMC ie oie ATIC oe tn HTB ie 9 HE DN iy vi, FE Hamilton HPI, EWE: FETE IRAE AT — AAAI: EY Hamilton $9 TE PA nt /2" ce i AM MHI. > ASAT n PHRF EI ELS Rk < 0D JE (T1294 <1 aR, EB BCA OT AEA BORER. TRA A TE SR ee AAT PT aS ob BAT AA AUR X AA RCA LE | BE | = |< ht P(e) = Ete") = WePix= 3) FE SLAY OEE PCa). BR XA ARE 0 (a) EB at _ . Br. = MPIX = A. Cb) 5 0 AF ED BEB PUx eae) = P= D+ PD Go) MIX ABEL np Wo B38) — EBLE t+ EB Pix seqmie) — EZ)" (a) VE XEVLA SHH Poisson LOLA EE] P(x sama) = Lee Co) MUX FLL p Wy BRC IL (OT LEAR. HE PIX mB) = 5—F (DRX FEDL r Bp ASHEN ST ALA EH aww 30 HIF RGM PUX 20H) = 112 WE POX EN A Re A TE Ne Co) RENEE FEAF eRe 114 Ae) — 927 AR FL Ee 10 A a. LX, GT RC (a) FLX]. (0) EEX]. Co) Xs ARACEAE. CX, AR A LAS & FAMERS AAR. mA U ALI STEY CO. 1) CML. Ga) ABE = PU) «EBL XT Sb A EP Cb) EB) — Ln) JE 1 A LR 116% fC) A go) ROEM. BUT TERA cE fC) < og Ga). BL AR TTL, AAA REE RE AOL ME. LAR RLLE SR Ss 1 a si AT ER OL LE 2b. A MLINAIEN CO. 1) EBLE UL mab, BU LO, we xv, wm 1 BA LW 8 «EB (a) X FAT HERR FO) (1b) aM Xt I EE © 8 JL LE LAT & Xy sores X, EECA SEAT HE FAI SP A HELE. WX EX, oo Xe OE AS He TS Fg REIS A ML. (8) Fig) = FODF yu 1) + FF (2) Cb) Fg @) = Fie) + OF. GRR NF (ASP) HORMEL XS ME Cb) ABS, HORE XREE Xoo XA 6 Ala 118 RANG ALG — 4 ma IRC yp BET. ECU om 8 119 APRA a TURAL PRR, ERM — PAR. MURA LRAT AS, AE NR OL SEH OY EUR AHR. SOR CSE EAT Tm UC. BLM, ice ER OR ERC Ga) HEB 1 a+b Mov = (1G) (Cb) J Ga) EBA M=et6-0(1-)" CQ) FB nF 1 eMC AE ERODE LIB D> 9a @ 31 1, 20 4 a LATA a, AB OF) Ca) BR Te SR AL LCE ABI (Ove —1) ESI) FEAT) MUR. RE AREA ORI A Dy AUR Dy ooo Te CL A lL BT WB ARAL AES Ts ome Te PALE AHS A. HG BC Whe BES Le HAHEI. URAL EE IEE. EAT AS EL , ‘OBE ASF ATs FS aL RB 2S ANT 1D. UNC) ie FESSOR De AE COs] of CA BE fain, Ba AA AEH BADLY (0.5, 15D. C3 Ly De Uy 596 C7, 2775 BY NCSD 85 PAE MF AST cn ee ee a 4% M(x) = ELNG)]. iE M8 M(x) = 0, co Moz) = 121 Us Use Waar A CO. 1D Sonim. TILL N ian fe [lu >0*> Ife. sep Te. =1 A G0) MMi. EB NRRL EEA HY Poisson SL GER, Xt nm RR. HEE U, . HEB PLN =n) = ear /nt.) N22 X APNE Y AUR PPI TEE LI Var(X | ¥) = ELCX = ELX | ¥)* | YI. Miydy +1, 2>1, TEM ARE I ASSL Var(X) = ELVar(X | ¥)]+ VarCELE | ¥). FT 2 RH 1.5 CB) AER Var OX)» SAADEH BOR SER AE RA, 1.23 BAB EATER Ar Ln Fy Sah. BETA C6 AR pT HL HEE I p HELE 1, AO RE, ha ADS 1 AE, Go) iti a= ptU—pre (b) Ew 1 (Bi p> 1/2) p/A=p) p< 1/2) FABIA mCn > 0) BU BO, CD BE 1/2, TLR AK nn > 0). EMME CE <>, HARB IA n, EOE FB UR 1 p ABEL: +1, DR p BEL? 1. OLA aE PUR —S46 i+ 1 | 16 BAB) = 1p, CEE, SHEA nM, BRT p MI—p— ME.) 124 HAMEL. 23 of, BL ELT) CE BN 1 a mt, (GES Vap-D—-Hp>1/2 © Boece Cb) EME p > 1/2 47Ea) 320 1K Re wR Var) = gone. Co) RAC BEA nn > 0) 901 BE Ca) RBA nn > 0) ft RII 1.28 5s —POWr OE» CA SE HEAL Es 0 ak k 2 — AVIA RBETL IL Fk — 44 = Over ok COR ELM, ek ER SR AT EAE 1.26 TOILE THIER A AACS HO RC. 1.27 ABP AEC LSP LCA 9 PARR 9 SOLA. AL ME es Ae EH RFR +28 Uc REI 7 Ge, AAR LE. > 1.28 iE MLL HTL EN. 1.29 AOE Xs XB ABE RC A ORAL EWS) X, SLATS Gna) A gamma SPA LG. ET DYN, aye FO REMUI n= Dy tO. 1.30 A606 16 CAD oh SOR 5 OR REAR a, of 12 RA EE A AP TF 1 EE. 1.31 GUE X ANY SAP SFLAT IEE 1/2, A/a OHM NLE HEIL Z = min X.Y) HSE: Hise Z = XZ ARIMA ? 1.32 GEM ROT EHO = a) +00 HE HE REARIE 6S) — os. 1.33 WHEREAS SIAL 1.6 () ASEM i Pie. 134 WRX, AUX, AMI AES ROLE. EDT PIX, < Xs | min(X 6X) = 0) = AMO, JEP ALCO HX, HA 1.38 X SEALE RM (Co) HT ROLE ME FES MC) — ELe™ ] a SER mB. FE UL wat fH pea) = Sf), 4X FATAL, Ca) HEL (ERR ME AD AE EACX)] = MCD ELexp— XX). Co) HEBD > 048 PIX > a) a). (© HED, WR ELX J =a. WA minM(e™ = MC de", 1.36 fil Jessen 754530 HEIST ASE I > TL AK, ALAR BL. APE SAY 2, HET SereBETH 33 1.37% Nya Xo oer KE PAR SAO ER LEE 2 XQ << NS Nuon + MARAT AINA TAR. HOTELES 1 AT A LAE /s, 1.38 A601. 9 CAD IN SE ACE ODA AS 12 ge EO OY I CHE LAX, GL PERR HEAR AS HAY ECE = 04 1 gooey — 1) ABET FP LE AAR SPARSE E+ ED PRESALE Re JE ELLIE 1. 25.) 1.39 A ATT EA A — 3 A Es MOE A THEW AMEE OH AE 5 Ne AS LIE CIE GER: DLT HCE LS 1 EL C= Lom) BROT. FET 1. WT 2 EES ia iesum a ELT.) 140 LULLED 1.9 CC) hr = 8 5 REBT my OPO J A A 8 FO BAL AGB Tt FAP A HY IPSC AR a om PALA, 1B AP URAL IR, HA YB 5 A es YB a LP Gk om A A ba AE @ RP. Cb) FP, BiB P,. La 2, SAC LS. SAE PLY, = 0} =a PY, > 9) =U—wer, ca Xo = 0.Xeas = Xe + Yas 5 LPUWUSEHE X,on > 0. EB PIX, = 0) =a" sPIX, > 2) = (are, 2>0. 143 FARM RMOLAE HEX. HEBD a > 0 FF PIX >a} FLX Vat. qs Sexm SC 6 7 SRA i Be I FS LE A 2o 4, SANS HHI. BLS CC) HEA TMR Lele 1. 5. 2 IF Blackwell 4 Girshik (Xi 3) N. Alon, J. Spencer, and P. Erdos, The Probabilistic Method , Wiley, New York, 1992. 2. P. Billingsley. 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