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1 , . . . , n , .
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L2 (X, ). , n x1 , . . . , xn X
2 ,

2 1 n
2
(Q) = det ||j (xi )||i,j=1 , Q = (x1 , . . . , xn ),
n!
5

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2 .
s- X = {x1 , . . . , xn }

m:

m
X
j = ci i (xj ) + j , j = 1, . . . , n, (1)
i=1

1 , . . . , m X Ei = 0, E2i = 2 , cov(i , j ) =
0, i 6= j . ci
,
(..
): xi1 , . . . , xim
2

2 (i1 , . . . , im )
p(i1 , . . . , im ) = P ,
2 (i1 , . . . , im )
1i1 <...<im n

(i1 , . . . , im ) = det ||j (xik )||m


j,k=1

i (, i1 , . . . , im )
i = i (i1 , . . . , im ) = ,
(i1 , . . . , im )
, e cbi .
i
xi1 , . . . , xim , ,
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m n > m

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(1). X , , s-,
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(n m)!
m n
2n,m (Q) = det ||i (x1 ), . . . , i (xn )||i=1 ||1 (xj ), . . . , m (xj )||j=1 ,
n!
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2n
3
nn max |i (x)|
2n + n + 3 xX, i=1,...,n
Cr + cn2 ,
3 n!
c  i , i = 1, n
x X . , i (x) 6= 0 x X, i = 1, n,
1.

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(Q) . ,
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2 k - pk (xk |x1 x2 . . . xk1 )


k 2 2
P (k) P
k
(k)
P c{i (1)m+1 c{i
}\{im } im (xk )
j=1 1 ,i2 ,...,ik }\{ij } 1 ,i2 ,...,ik
P
(k)
2
m=1
k
P 2 ,
(k)
1i1 <...,ik n (nk+1) cj1 j2 ...j c{i ,i
1j1 <...,jk1 n
k1
j=1 1 2 ,...,ik }\{ij }

k
X
(k) (k1)
c{i1 ,i2 ,...,ik }\{ij } = (1)s+1 c{i1 ,...,ik }\{ij ,is } is (xk1 ) (2)
s=1,s6=j

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, xk .

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1

n1
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c+2 2 c+8 Y
C= n n 3 + (n + 4)2n1 + log2 Cnk C(n)
2 2
k=2

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n C/R Ratio
2 0, 375
3 0, 427
4 0, 129
5 0, 066
6 0, 035
7 0, 019
8 0, 011
9 7, 1.103
10 3, 9.104
20 5, 6.105
50 1, 26.109

1:

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4 2 -
n

3

n 2n + n + 6
Cinv = n 1 + nN C + CN + log2 CNn ,
3
C - i
xj , i, j = 1, n.

5 2 -
n


2n3 + n + 3 N n
(N n)!
Crej = nn (M AX)2n + n 2 C + 2 + log2 n ,
3 N!
M AX = max | i (xj )|, C -
i=1,n,j=1,N
i xj , i, j =
1, n.

3 1
2 . ,

10
,
.

Qn1
2 C +2 2 C +8 n1 k
Ccond = M 2 n 2 n 3 + (n + 4)2 + log2 k=2 Cn + log2 CNn ,

, M = max | i (xj )|, C -


i=1,n,j=1,N
i xj , i, j = 1, n. 4
,
n N ,
R.
5 2
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4
2 ,
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. 1 2 :

m
(n m)! n
X
2
n,m (Q) = pn (x1 , . . . , xn ) = det k (xi )l (xi ) , (3)
n!
i=1 k,l=1

6 1 , 2 , . . . , m
L2 (X, ), X  , 
.
Z
pnk (x1 , . . . , xnk ) = pn (x1 , . . . , xn )dxnk+1 . . . dxn ,
X

pn (x1 , . . . , xn ) (3).

P
bk P l 2
pnk (x1 , . . . , xnk ) = (nm)!
Ckbk l
det jp (xiq ) p,q=1 , (4)
n!
l=ak 1i1 <...<il nk
1j1 <...<jl m

11
l 2

ak = max{0, m k}, bk = min{m, n k}, det jp (xiq ) p,q=1
l = 0 m.

1 2
pnk (xnk |x1 , . . . , xnk1 ), k = 0, n 1

bk
X X l 2
Ckbk l
det jp (xiq ) p,q=1
l=ak 1i1 <...<il nk
1j1 <...<jl m
pnk (xnk |x1 , . . . , xnk1 ) = bk+1
X X l 2
bk+1 l
Ck+1
det jp (xiq ) p,q=1
l=ak+1 1i1 <...<il nk1
1j1 <...<jl m

2 1
2 . ,


2 2 n [m] [m]
Cgen = O(n ) + O(n 2 )Cm2 + n log2 Cm2 C(n)

3
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1 ( )n
s (X) ( n +1) , ,
2
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2 ( )n
max n,m (Q) ( n +1) , D-
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max 2n,m (Q).
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:
1. .., .., 2 -,

13
.- -, 1, . 4, - , 2005, .
53-61.

2. .., .. ""
, . ,
. 6, .:, 2005, . 27-36.

3. Missov T.I., Ermakov S.M., Simulation of the 2 -distribution, Proceed-


ings of the 5th St. Petersburg Workshop on Simulation, 2005, pp. 499-503.

4. Missov T.I., Integral Evaluation Using the 2 -distribution. Simulation


and Illustration, Monte Carlo Methods and Applications, Vol. 13, No. 2 (2007),
pp. 219-225.

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