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l
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,
σ
mx
y
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λ
σ
μ
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μ
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2
2
2
1
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)()(
y
z
ey
dyyz
∞
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=Φ
∫
π
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mP
m
mJ =
2
2
2
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2
1
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)()(
σ
σπ
mx
l
exp
dxxpmP
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=
∫
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z
zJ
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σμ
μ
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p3
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)(
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z
z
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dz
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′
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2
2
2
1
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y
z
ey
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=Φ
∫
π
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)(
zzzF
zzF
λ
Φ=
=
p3
zzF?=λ)( eV)()()( zzzF?Φ=
1.253 0.876 0.656 0.516 0.420 0.355
0
227.0
-3.0
0.5
56.79
-2.5
1.0
18.10
-2.0
1.5
7.206
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2.0 2.5
3.477 1.680
-1.0 -0.5
z
z
F(z)
F(z)
z?λ
*
z
è
! l=2(
ü ),σ=20( D
ü )
p m
P ?nKlb
z
*
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1.0 2.00-1.0-2.0
10
5
F(z)
z
λ=l/σ=10
μ
*
= λ-z
*
=11.78
m
*
= μ
*
σ=2.36(
ü )
5
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q
ü (
μ§
q
B?SE1 u ???
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q
μ§à
q
B?EBh
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M
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P
n
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q P(X(t)=n),n=0,1,2,…
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n
(t)￥M
p ¤? X(t)￥
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n
t ;

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n
t ;
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￥à
q1 o(?t).
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μ§
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!
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n
D n??1,b
n
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q 
d
n
D n??1,d
n
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n
(t) P(X(t)=n),￥M
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n
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y

Yq X(t +?t)=n￥s3 à
q P
n
(t+?t)
P
n-1
(t),b
n-1
t
X(t)=n-1,?t
=
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P
n+1
(t),d
n+1
t
X(t)=n+1,?t
=
μ§B |
P
n
(t),1-b
n
t -d
n
t
X(t)=n,?t
=
àμ
3
μ§

(
3
μ§= |

3 O
μ§B | ……)
o(?t)
)()1)((
)()()(
1111
totdtbtP
tdtPtbtPttP
nnn
nnnnn
++
+?=?+
++
±sZ?
y

)()()()(
1111
tPdbtPdtPb
dt
dP
nnnnnnn
n
+?+=
++
)()()()1()()1(
11
tnPtPntPn
dt
dP
nnn
n
μλμλ +?++?=
+?
b
n
=λn d
n
=μn
≠
=
=
0
0
,0
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nn
nn
P
n
(t=0
HX? | g1 n
0
)
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4?A1
7 I3 X(t)￥
ù?Zμ
)()()()1()()1(
11
tnPtPntPn
dt
dP
nnn
n
μλμλ +?++?=
+?
'Z?
∑
∞
=
=?=
1
)()()()(
n
n
tEtnP
dt
dE
μλμλ
)()(
)()1(
)()1(
1
2
1
1
1
1
tPn
tPnn
tPnn
dt
dE
n
n
n
n
n
n
∑
∑
∑
∞
=
∞
=
+
∞
=
+?
++
=
μλ
μ
λ
∑
∞
=
=
1
)()(
n
n
tnPtE
X(t)￥
ù? p3
∑
∞
=
+=
1
)()1(
k
k
tPkkλ
n-1=k
∑
∞
=
=
1n
n
dt
dP
n
dt
dE
n+1=k
)()1(
1
tPkk
k
k∑
∞
=
= μ
p3
0
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)()(
nE
tE
dt
dE
=
= μλ
μλ?== rentE
rt
,)(
0
r ~ 9éà
q
rt
extx
0
)( =
1? ???·
9é
?
)()()(
2
1
2
tEtPntD
n
n
=
∑
∞
=
X(t)￥Zμ
E(t)-σ(t)
r ~
ü (9é
q
E(t)+σ(t)
E
t0
n
0
]1[)(
)()(
0
+
=
tt
eentD
μλμλ
μλ
μλ
X(t)vá E(t)±2σ(t) S?
=
σ (t) ~ (Zμ
λ-μ = r ↑→ D(t)↑ λ,μ↑→ D(t)↑
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