.



,
( , ),
, .
(. lifetime),

,

(
, ,
)

. - ,


T
(. cumulative
distribution function cdf) :
F(t) = p(T t)

t
, F(t),
(. probability density function
pdf), f(t) :
dF(t) = f(t)*dt = p{t < T t + dt}, t 0

:

:
Fc(t) = 1 - F(t)
. - ,

,
:
F(t) = 1 e-t, > 0, t 0
f(t) = e-t, > 0, t 0

(

)
. - ,

 (1/2)


i
( i ) :

E T mi t i f t dt , i 1, 2, ...
i

m1 t f t dt 1 F t dt ET

m2 t f t dt 2t 1 F t dt
2

i :
ET m t m f t dt

. - ,

 (2/2)

:
( ) =

m1 ET

2 E T m1 2 m2 m12

= ( = )
= ()

CV

m1

=
2

m2
1

2
m1
m1

Median = t F(t) = 0.5;

median, ;
median

. - ,

 (1/2)
k
k
( )
i
m1,i i2,

:
k
m1 m1,i
i 1
k

2 i2
i 1

:
f (t ) f1 (t ) f 2 (t ) ... f k (t )
. - ,

 (2/2)
k
(. steep distribution)
-
1 < < 2

k
-k

t k 1
f k (t )
e t ,
k 1!

0, t 0, k 1, 2, ...

m1

1
k 1

Fk (t ) 1
j 0

t j e t
j!

. - ,

2
m2

1
k

 (1/2)
k k

i ( ) pi
k

p
i 1

i
m1,i i2,
:
k

m1 pi m1,i
i 1

m2 pi m2,i
i 1

m2 m pi i2 m12,i m12
k

2
1

i 1

:
k

f (t ) pi f i t
i 1

F (t ) pi Fi t
i 1

. - ,

 (2/2)
k

(. flat distribution) -
2

F (t ) 1 pi e
i 1

i t

, t0

m1
i 1

pi

pi
i 1

i2

pi

i 1 i

. - ,


(
) ,

1:
t n
2:
t n

()

t ( n)
X Xt; X = (Xt | t I)
S,
Xt(w) S
t I
S I R

- I (
) S ( )
. - ,



(. discrete-time, discrete-state)
1:
n ; n = 1, 2,
2:
n ;
n = 1, 2,

(. continuous-time, discretestate)
3:
t > 0
4:
t > 0
. - ,



X
- :

P X t1 x1 ,..., X tn xn

t1, , tn I, x1, , xn S n = 1, 2, ..

=>

P X t1 x1 ,..., X tn xn

. - ,

Discrete-state

P X t1 x1 ,..., X tn xn P X t1 x1 P X t2 x2 | X t1 x1 ...P X tn xn | X tn1 xn1

, ( )
( ) ..

. - ,

 (1/2)
()


(i | i = 0, 1, 2, ) i
i

[0,t[
Nt (

)
Xi = Ti
Ti-1
. - ,

 (2/2)

(
)

p Nt1 t2 Nt1 k p Nt1 t2 t Nt1 t k

! (Xi = Ti Ti-1)
=> (. renewal)

(
)

p Nt2 Nt1 k | Nt1 Nt0 n p Nt2 Nt1 k

! t,

(
)

pNt t Nt 2 ot

! 0
. - ,

t
pi, t

i!

e t , i 0,1,... 0

m1 t

2 t

( .
.)
. - ,



X(t)


, :
|i - j| > 1 => qij = 0
:
i = qi,i-1 0
i = qi,i+1 0
i j , qij

i = 0
( )
. - ,