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C(1)

C(2)

C(365)

M(t)

{M(t)}

S= [0, 1] S S

{X(t), t 0}

X(t, ) =t2

X(t)

p(t)

p(t) =

t, 0 t 10,

X(t)

X(t) =Ap(t)

A

1

X(t)

X(t)

X(t)

X(t1) X(t2)

CX(t1, t2) RX(t1, t2) X(t)

X(t)

Y(t) = 1, X(t) 0

1, X(t)< 0 .

Y(t)

X(t) = Asen(2t)

A

[1, 1]

Y(t)

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Y(t) mY(t) RY(t1, t2) CY(t1, t2) Y(t)

{X(t), 0 t < }

x1(t) = 1 x2(t) = tx3(t) =2 x4(t) =2t

mX(t) V[X(t)]

RX(t1, t2) t1= 0 t2 = 1

p(t)

p(t) =

1, 0 t

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E[X(t)]

RX(t, s) X(t)

CX(t, s) X(t)

X(t) = eAt

A

mX(t) RX(t1, t2)

pX(t)(x) A pA(a)

Z(t) = At3 + B

A

B

Z(t)

mZ(t) CZ(t1, t2)

X(t) = A cos(ot+ + ) A

[, ] X(t)

X(t) E[Y] E[Y2] Y

Y =

ba

X(t)dt.

V(t)

W(t)

X

Y

2

V(t) =Xcos(ot) Ysen(ot)

W(t) =Xsen(ot) + Ycos(ot)

X(t)

Y(t)

Z(t) =X(t) + Y(t)

Z(t) X(t) Y(t)

Z(t)

X(t)

Y(t)

RX()

Y =

a+Ta

X(t)dt, T >0, a

,

Y

E[Y2] =

TT

RX()(T ||)d.

X[n] = Xn n 1 Xn

FX(x) 2

X[n]

X[n]

RX(n, m)

CX(n, m)

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p (1p)

8 7 6 5 5 1 3 2

2 7 6 5 5 4 3 9 .

p

(1 p)

p

Sn n

Sn j

P[Sn= j] =

n

j

pj(1 p)nj, 0 j n.

P[Sn1 =s1|Sn2 =s2]

Y[n]

Sn= Y1+ Y2+ + Yn

Sn

M[n]

i.i.d

M[n] = 1n (X1+ X2+ + Xn).

M[n]

M[n]

M[n]