Конспект лекций по теории случайных процессов. Дронов С.В. - 12 стр.

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                               lim M (h) = M :
                               h!a

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 M = 0, 
  
 
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           lim M (s)O  (t) = lim K (s
 t + h) ; K (s
 t) 

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               M ddt� (s) ddt� (t) = limh!� MOh(s) ddt� (t) =
           = limh!� h� M(s + h) ddt� (t) ; M(s) ddt� (t) =
                                                                            

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 t):
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 B ], A = t� < t� < ::: <
tm = B , Otj = tj ; tj ;� . 0
 

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 tj ]
 j = 1
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 m:
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 j
    

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 O = max
                                          j
                                            Otj :

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