5
System S u v e y +

stochastic

Embed Size (px)

DESCRIPTION

stochasitic

Citation preview

Page 1: stochastic

� ��������� �����������

System

Su

ve

y+

�������������� "!$#&%&')(+*,')#�-.�/��0�%���1�23

465 �7#8%�9,'��:2,0;�,%<%&1 %�9,'�#&!$#&%&')(>=?( ')@A#��,�B@�CED:'GF/3

46H �:#<%�9,'�1��,%&0;�,%8IJ�B1�(K%�9,'�#&!$#&%&')(>=?( ')@A#��,�B@�CED:'GF/3

46L �:#<0���1$-.')#�#M2,1��7#&'N=?2,1�2O(P')@A#B�,�B@�CED�'GF/3

4RQ �:#8(P')@A#��,�B')(P')2S%T2,1��:#&'A3

U�VGW;X�Y[Z$\^]`_a�:bA')2O(P')@A#��,�B')(P')2S%�#�c 5 =ed�F/f H =ed�FBgGhikjml �:*,')2n%���I[!N%�9,'�#�!"#&%&')(poq3

r s Z"tkuGv[W;wmtA]

4Rx 1"*,')D`#&%&�B��-.%��,�B'Gy

4^z 9,1��7-.'{1AI��:2�0E�,%/y

46| *,')2S%��:}E-k@�%���1�2~(P'k%�9,1$*;y

4�� 1���%&1�*,')@AD����%�9~2�1��:#&'Gy

Page 2: stochastic

� �{�������������������8� ����� ��������������T��� ����� ����� 9,'�I[1�D:D�1G���:2,�P��')#B��D�%�#M@���' I[1A����'k')Dm@A2�* #�-k@AD7@��Tb�@��B�:@�CED:')#k3 � 1��q'kbA'k�����%��:#T#&%&�B@A����9n%&IJ1A�B�q@��B* %&1�A')2,'k�B@AD:���k'NIJ1A��-.1�( 0ED�' � @A2�* bA')-.%&1A��b�@AD:�,')* b�@��B�:@�CED:')#k3 x 1�#�%�1AI<%�9,'N��')#B��D�%�#a0���')#�')2S%&')* 9,'k��'@���'P%�@"!A')2 I[��1�(p%�9,'P%&' �$%&C�1"1#!%$'&)( *�+-,�./, 01.2&)34,657.98�*;:=<>(?.2&@*A5CB>(?./,;3D( Cn! � 1A�/#&%&')2 �E1�*,'k�B#�%&�FE1�(G�5"HI+?&)JLK=, +?�IM"N#NOM"3P (?.98�*;:=<>( .2&2*RQ><#+S&@<UT VW, H �:#T-/9�@��B@A-.%&'k�B�W�k')* Cn! �:%�#�0��B1ACE@�CE�:D:�:% ! *,')2�#���% !~I[�E2�-.%���1�2�=[0�*�I/FYX7Zn=\[F/3�,1A��' �,@A(P0ED�'#��@ _a@A��#�#��7@A2~*��:#&%&�B�:CE�,%���1�2 �:#8*,')#�-.�/��C�')* Cn!

X Z =\[�F�] �^ M"_a` Q"b�ced?f"g�hjii\k i f `%lmN =@M"3:��F��9,'k��')@A#M@N��2���I[1A�B( *��:#&%&�/��CE�,%���1�2��:#8����bA')2OCn!

X7Z"=\[F�]on lp b7q rAs [utmv =@vwl r FN 1A%�9�'k�����:#&' =@M"3xM�Fy W�\ Z$w�u�tA] � 1N-B9�@��/@A-.%&'k�B���k' @N#&%&1"-/9�@A#&%��:-�b @��B�7@�CED�'a1�2,'{1AI[%&')2O��')#&1A�B%�#8%&1z368"34, J7.\( 3 � 9�'|{ %�9(P1�(P')2n%M1AI�@N#&%&1"-/9�@A#&%��:-�b @��B�7@�CED�' H �7#8����bA')2~C"!

} HL~ ]����b � [ ~ XIZn=\[�F=�U[ =@M"3x��F��9,'k��'D}PcO� g �:#T%�9,'G,��?H�,�*�.9<#.2&@8"J�8SH�,;+1<#.98#+/3a�T1A%��:-.'�%�9,'��:(P0�1A��%�@A2n%�I?@A-.%T%�9E@�%�%�9�'�' �$0�')-.%�@�%��:1�21A0�'k�/@�%&1A���:#8@PD:�:2�')@��q1A0�'k�B@�%&1A����&2�2,�������I��D]����~ jml r ~ H ~ �,�T9,'k��'�c H ~ g�@���'{�B@A2�*,1�( b�@��B�:@�C;D�')#8@A2�*r ~ #&1�(P'�-.1�2E#&%�@A2S%�#��E%�9,')2O�:%M9,1�D:*�#<%�9�@�%}���] �� ~ jml r ~ } H ~ =@M"3��nF� � 1 �7(P0�1A��%�@A2S%M@A2E* ���:*,')D�! ��#&')*~-.1�2�-.'k0E%�#���')D7@�%&')*~%&1N(P1�(P')2n%�#�@��B'�%�9,'�34,<"J�Q"<"V��C,

� Z���} H ]����b � [OX7Zn=\[F=�O[ =@M"3x��F@A2�* %�9,'6Q"<"+S&@<"JI*?,

b�@�� H ��} = H���� Z�F���]�} H � ��� �Z =@M"3x �F¡ WEV VGZ$Y\¢,uGv[W;w�¢Ew�£�£�ZL¤ Z$w�£mZ$wa¥SZE]C¦`'k%�§{@A2�*�¨�C�'q% � 1 �B@A2�*,1�( b @��B�7@�CED�')#�����%�9P( ')@A2 b�@AD:�,')#�G© @A2�* �Gª ����')#&0�')-.%���bA')D:!A3 � 9,'{% �q1Nb�@��B�:@�C;D�')#8@���'�#�@A�:*O%&1 C�'��=J�*�8"+?+-,;Vj<O./,« ��I} =\§ �u�G© F.=\¨ ���Gª F�]�N =@M"3­¬AF� 9,'{b�@��B�:@�CED�')#8@��B'�#�@A�:*~%&1 C�'�&\JI«U,�H�, JI«L, J7.8��IX ©S® ª =\[`f H F�]¯X © X ª =@M"3x°�F± '�9�@)bA' %�9,'{I[1�D:D�1��T�:2,����')#���D:%�#k�

4 §²��¨~�:2�*,'k0�')2�*,')2n%�³´§²�C¨~��2�-.1A����')D7@�%&')*34 §²��¨~��2�-.1A����')D7@�%&')*O@A2�* _a@A�E#�#��:@A2µ³ �72�*,'k0�')2�*,')2n%k3

M

Page 3: stochastic

��1A%��:-.'#�E%�9,1��,��9���%�9E@�%MIJ1A��% �q1 �A')2,'k�B@ADm#&%&1"-/9�@A#&%��:-�b @��B�7@�CED�')# [ @A2E* H}¯[ H �]�}�[I} H =@M"3���F� 1G� 'kbA'k������IY[ @A2�* H @���'��72�*,'k0�')2�*,')2n%;�n%�9�')2}¯[ H ]�}�[I} H =@M"3:�;NSF� ¢ s t)t�v\¢Ew £�v[tku�V�v[X s uGv[W;w ] P *��:#�%&�B��CE�,%��:1�2 1AI�0E@��B%��:-k��D:@����:2n%&'k��')#&%P�:# %�9,' _a@A��#�#��7@A2 0*,I 3 P�B@A2�*,1�( b�@��B�:@�CED:' H �:#8#B@A�:* %&1 C�' _a@A��#�#B�:@A2O*��:#�%&�B��CE�,%&')* @A#

H���� = � f` � F =@M"3:�A��F��Im��%�#M0�*�I`�:#8����bA')2OCn! =@M"3:��Fk3; "1�(P'�0��B1A0�'k�B%���')#<@���'A�

46| I H���� = � f` � Fq%�9,')2z} H ] � @A2E*~b @�� H ] ` � 346| I H���� = � f` � F<@A2�* L ] r H vF��I[1A��#&1�(P'�#B-k@AD:@��B# r f�vT%�9,')2 L���� = r �� vGf r � ` � F/3� 9,' _a@A��#B#��:@A2~*��:#�%&�B��CE�,%��:1�2�9�@A#�#&'kbA'k�B@AD`�72S%&'k��')#�%��:2,��IJ')@�%�����')#;�E�:2E-kD:��*��:2��,�4� ���72,� %&1 %�9,'O-.')2n%&�B@AD�D:�7( ��% %�9,'k1A��')(G� %�9,' #���( 1AIa( @A2S!R�:2E*,'k0�')2�*,')2n% @A2�*�'��"��@AD:D:!*��:#�%&�B��CE�,%&')*��B@A2�*,1�( b�@��B�:@�CED:')#m-k@A2PC�'q� ')D7D"@�0E0���1��,�:( @�%&')* C"! @�_a@A��#B#��:@A2�*��:#&%&�/��CE�,%���1�2 3� ')2�-.'#� ��% #&'k')(N# I[')@A#���CED�' %&1 ( 1"*,')D�*��:#&%��,�BCE@A2�-.')#�@A# _a@A�E#�#��:@A2R*��7#&%&�B��CE��%&')* �/@A2�*,1�(b�@��B�:@�CED�')#)3

4 _a@A��#B#��:@A2R�B@A2E*,1�( b @��/�:@�CED�')#P9�@�bA' #&'kbA'k�/@AD�@�%&%&�B@A-.%���bA' ( @�%�9,')( @�%��7-k@ADM0���1A0�'k��%��:')#;� #&'k',���KU�E%�9,'{��')#B��D�%�#8@�C�1�bA'A3

Page 4: stochastic

� �{������������������������� �I������� �;����� ����� ����� �M��� � ��������� ���P ( .98�* :²<>(?.2&@* HI+-8�*S, (�( [�=��Fa-k@A2 I[1A��1�����0E�,��0�1�#&')#aC�' -.1�2�#B�:*,'k��')* @A# @ #&'��"�,')2�-.'N1AIq�/@A2�*,1�(b @��B�7@�CED�')#�c�[�=��FBg i j�� =?9,'k�B'�� ' @A#�#���(P'{%�9E@�%�[�=��Fq�:#M#�-k@AD7@���@A2�*~��')@AD b @AD:��')*;F/3| 2 1A�B*�'k�M%&1 I?��D:D�!N-/9�@��B@A-.%&'k�B�W�k' @ #&%&1$-B9E@A#&%��:-{0��B1"-.')#�#���%�#M*��:#�%&�B��CE�,%��:1�2NI?��2�-.%���1�2

�=\[�=� l F s [ l fC[�=� � F s [ � f������)f-[�=� i F s [ i F =@�"3:��F�:# 2�'k')*,')* IJ1A�8@���C;��%&�B@���!Nd��²[ ~ @A2�*�� ~ =\{ ] ��f������GfBd�F/3 I[%&')2�%�9E�:# �7# %&1"1P-k��( C�'k�/#&1�(P'{@A2�* 1�2,'��')#&1A��%�#8%&1���#��:2,�P(P1�( ')2S%�# =[}��B#&%M@A2�* #&')-.1�2�*~1A�B*�'k��(P1�(P')2n%�#/F/3y Z=¢Ew ] ��� =��F���}�[�=��F =@�"3xM�F¡ W��²¢EV v\¢Ew�¥�Z�� s wa¥Au vJW�w ]

� � =� f���F���}��9[�=��F ��� � =�&F����@[�= � F ��� � = ��F�� =@�"3x��F! u�¢�uGv[W;w�¢�V vJu#" ] P #�%&1"-/9�@A#&%��:-�0���1$-.')#�# [�=��F �:# (?.2+?&@*�.2V�B�(?.9<#.2&@8"JI<"+?B ��I`��%�#<*��:#�%&�B��CE�,%��:1�2P�:#q%��:(P'%$�:2Sb�@��B�:@A2n%k3 | %��:#'& ,<)(>V­B¯(?.9<O.2&28"J�<"+SB ��Ia%�9,' (P')@A2 @A2�* %�9,' -.1Gb @��B�7@A2�-.' I?��2�-.%��:1�2�# @���' %��:(P'%$�:2Sb�@��B�:@A2n%k3�¦ 'k%6[�=�&F C�'O@ =[�q')@"!$D�!,FP#&%�@�%���1�2�@���!�#&%&1$-B9�@A#�%��:-~0���1$-.')#�#k3 � 9,')2�� @�0�0E@���')2n%�D�!6%�9,'(P')@A2��7# -.1�2�#&%�@A2n%<@A2�* %�9,'�-.1�b�@��B�:@A2�-.'�I?��2�-.%���1�2�*,'k0�')2�*�# 1�2�D:! 1�2�%�9,'�*��+*�'k��')2�-.'MC�'k% �q'k')2 ��%�#%��:(P'{@�������(P')2n%�#k3 � 'k��')@�I[%&'k��[�=��Fq�:#8@O=[�q')@"!"D�!�Fq#&%�@�%���1�2E@���!�#&%&1$-B9E@A#&%��:-{0��B1"-.')#�#��$@A2E* � '�9�@�bA'y Z=¢Ew ] ��� ]�}%[�=�&F =@�"3��nF¡ W��²¢EV v\¢Ew�¥�Z�� s wa¥Au vJW�w ]

� � =-,EF ]�} � [�=� ,EF ��� � �.� [�=��F ��� � � =@�"3x��F/M')#���D:%�#k�

40� � =2NSF�]�}¯[ � =��Fq%�9,'{b�@��B�:@A2�-.'40� � =-,EF t � � =2NSF40� � = � ,EF�] � � =-,EF�=[��')@AD+$ b�@AD:�,')*~0��B1"-.')#�#�')#/F

| 2 0��/@A-.%��:-.'�1�2,'�1AI[%&')2O��#�'{%�9,'�I[1�D:D�1��T�:2,��')#&%��:( @�%&')#

1� � ] ��

h�i.jml

[�=ed�F =@�"3x �F1� � =-,EF ] �

h�i.jml

� [�=ed ,EF � 1� � �.� [�=ed�F � 1� � � =@�"3­¬AF2 V)3EW�£�v\¥SvJu�" ]41� �65 � � @A2�*71� � =-,EF 5 � � =-,EFS�S@A# � 598 =?2n��( C�'k� 1AI�*�@�%�@{�A1"')# %&1 �72,}E2���% !,F/3

| 2�#�%&')@A* 1AIa-B9E@��B@A-.%&'k�B���)�:2�� @ #��:��2�@AD<��#��:2,� ��%�#�(P')@A2�b�@AD:�,'~@A2�*�-.1�b�@��B�:@A2E-.'~I[��2E-.%���1�2 =[%��:(P'*,')#�-.�B��0E%���1�2;FS��� 'O-k@A2R-/9,1n1�#�'O%&1 *,')#�-.�B�:C�' %�9,'O#��:��2�@AD<�:26%�9,'~IJ�B'��n�,')2E-.! *,1�( @A�726�E#��:2,� %�9,'#&0�')-.%&�B@AD*,')2�#��:% !A3

! ¤ Z=¥Au�V>¢EY £�Z"wmt�vJu�" ]: � =; F�] �M"_ ��� j b � � � =<mF Q b ~ �>= ? � � =ed�F�]��0@b @

: � =; F Q;~ i = �A; B =@�"3x°�F�

Page 5: stochastic

�)w�u�ZnV>¤�VGZnu�¢,uGv[W�w ] � 9,'T-.1�b�@��B�:@A2�-.'TI[��2E-.%���1�2 *,')#�-.�/��C�')# %�9,'�-.1��,0;D:�:2,�{C�'k% �q'k')2R[�=��F @A2�*�[�=� ,EF/3 | I ,u] N �q'P�A'k%{%�9,'Pb�@��B�:@A2�-.'A3 � 9,'P#&0�')-.%&�B@AD *�')2�#���% ! *,')#�-.�B�:C�')#a9,1G� %�9,'�')2,'k���A! �:2 %�9,'#�����2�@AD�:#8*E�:#&%&�B��C;�,%&')* 1�bA'k��I[��'��"�,')2�-.! =[1�2O%�9,'�@�bA'k�B@��A'GF/3

����vJu�Z w`W�v[t)ZE] P #&'��"�,')2�-.'81AI;�72�*,'k0�')2�*,')2n%q=?@A2�*N�:*,')2n%��:-k@AD:D�!�F*��7#&%&�B��CE��%&')*��B@A2E*,1�( b @��B�7@�CED�')#�:#8-k@AD:D�')* & :L&\./, JI8#&�(�,.3��Z"t s Y7uGtA] | I Q =��F8�:#<�T9���%&'�2,1��:#�'��T��%�9 �k'k��1�( ')@A2O@A2�*~b�@��B�:@A2�-.'�� � 3 � 9,')2

40��� =-,EF�]�} Q =� ,EF Q =��F�]� �� � ® � ����9,'k��'{%�9�'��{��1�2,')-�!A'k��*,')D:%�@ ® � ]on � ��] �N 1A%�9,'k�B���:#&' 3

4 : � =; F�]�� i� @ ����%M�7#M-.1�2�#&%�@A2n%�� IJ%&')2 �,%�9,'���9��:%&'a2�1��:#&' Q =��F<�:#8@A#B#���(P')*~%&1NC�' _{@A��#�#��:@A2~*E�:#&%&�B��C;�,%&')*���&2�2,����

Q =��F ��� =2N$f�� � F =@�"3���F����� ����� �"!$#%��&('*),+-�.�/!0&(12�435!

¦ 'k% Q =�&FqC�'a��9��:%&'�2,1��:#&'{���:%�9 �k'k��1N(P')@A2O@A2E*~b @��/�:@A2�-.'�� � 3 � 9,')2 H =�&FS�;*,'k}E2,')*~@A#H =��F r l H =� � ��F �;�;� r � H =� � <mF�] Q =��F 76 l Q =� � ��F �;�;� 76 8�Q =� ��� F =@�"3:�;NSF

�:#<��'kI['k����')*~%&1N@A#�@A2:9<;>=?9'0WH�+18�*?,?(S(/3 I[%&')2 =@�"3:�;NSF��:#<�M�B�:%&%&')2O@�C�C���'kb$�:@�%&')*~@A#@ =BAAF H =��F ]CN=BAAF Q =�&F =@�"3:�A��F

��9,'k��'

@ =BA�F�] � � r l � � b l ����� r � =@�"3:��M�FC =BA�F�] � 8 06 l � 8 b l ����� 76 8 =@�"3:����F

D �FE�¤�VGW�¥�Z"t)tA] P #&0�')-k�:@AD-k@A#�'�1AI =@�"3:�;NSF � @ =BA�F H =�&F�] Q =��F{= 6 ~ ] NSF/3y D E�¤�VGW�¥SZnt)t�] P #�0�')-k�7@AD-k@A#&'�1AI =@�"3:�;NSF;� H =��F�]CN=BAAF Q =�&F�= r ~ ]�NSF/3U�VGWI¤ Z"V�uGv[Z"tA]

4Rx ')@A2�7} H ]HG�= ��F�} Q ]�N$34 "0�')-.%&�B��( � : Z$=2�nFw]IG6=2�nFJG�=2� b l F � i� @ 3a�T1A%&' %�9�@�%��:I �µ] Q ~ = �%�9�'N#&0�')-.%&�B@AD *,')2�#B��% ! �:#1AC�%�@A�:2�')*3

4 /M')-k@AD7D %�9�@�%�%�9,' #&0�')-.%&�B��( : Z"=2�nF -k@A2�@�0�0���1��$�7( @�%&' @A2n! -.1�2n%��:2"�,1���# #&0�')-.%&�B��( @���CE�+$%&�B@��B�7D�!�-kD�1�#&'A3 � ')2�-.'#��%�9,'8��#�'q1AI;}ED�%&'k��')* ��9E��%&'82,1��:#&'<�:# @��A1n1$*��<@)! %&1�*,')#�-.�B��C�'qb @��/��1���##�����2E@AD:#k3