🚀 go-pugleaf

$B66D^(B@$B3X=Q>pJs%;%s%?!<$H$$$$$^$9!#(B

In article <4vjnf9$s4f@infel1.joho.densi.kansai-u.ac.jp>, yuri@joho.densi.kansai-u.ac.jp (Yuri Takahama) writes:
 > white noise($BGr?';(2;(B: $BJ?6Q(B($B&L(B)=0.0$B!$I8=`JP:9(B($B&R(B)=1.0 $B$N@55,Mp?t(B)$B$,(B
 > $B$"$j!$$3$N;~7ONs$r(BXj$B$H$7$?$H$-(B(j$B$O;~9o$H$9$k(B)$B!$(BXj^2$B$N;~7ONs$NJ?6Q(B
 > $B$O(B1.0$B$H$J$k$3$H$OJ,$+$k$N$G$9$,(B($BCm(B1)$B!$J,;6!$I8=`JP:9$r5a$a$k$N$O$I(B
 > $B$&$9$l$P$$$$$N$G$7$g$&$+!%(B

$B@h$K%U%)%m!<$5$l$F$$$k1nEO$5$s$N5-;v0J>e$N>pJsNL$O$"$j$^$;$s$,!"(B
$B$^$"JL2r$H$$$&$3$H$G!D!#(B

x $B$r(B $BJ,I[(B f(x) $B$K=>$&3NN(JQ?t$H$7$?$H$-$K!"(By = g(x) $B$GJQ49$7$?(B
$BJQ?t$N?7$7$$3NN(J,I[(B f(y)$B$O(B
             -1        -1
  h(y) = f(g   (y)) (dg  (y))/dy)            ---(1)

$B$GM?$($i$l$^$9(B ($BM}M3$O$A$g$C$H9M$($k$H$o$+$j$^$9(B)$B!#(B
                                   -1
$B:#2s$O(B g(x) = x^2 $B$G$"$k$3$H$+$i!"(Bg  (y) = $B!^(B $B"e(By (2$B2A$G$"$k$3(B
$B$H$KCm0U(B) $B$H$J$j!"$3$l$rJ?6Q(B 0 $B$N@55,J,I[(B
               1                x^2
   f(x) = ----------- exp( - --------- )
          $B"e(B(2$B&P&R(B^2)         2 $B&R(B^2

$B$KBeF~$9$k$H!"(B($B!^"e(By $B$,(B2$B2A$G$"$k$3$H$+$i!"(B(1) $B$N(B2$BG\$K$J$j$^$9(B)

               1                 y
  h(y) = ------------- exp( - -------- )
         $B"e(B(2$B&P&R(B^2 y)         2 $B&R(B^2


$B$D$^$j&V(B2$B>hJ,I[$J$N$G$9$,!"$3$N$h$&$JJ,I[4X?tB2$K$D$$$F!"(B

     $B&K(B        $B&A(B-1 
  ------- ($B&K(Bx)     exp( - $B&K(Bx )
   $B&#(B($B&A(B)

$B$H$$$&I=8=K!$b$"$C$F!"%Q%i%a!<%?(B $B&A!"&K$N%,%s%^J,I[$H$$$$$^$9!#(B
$B&A$,(B1$B$N>l9g$N;X?tJ,I[$d!"$=$NOB$G$"$k(B Erlang ($B%"!<%i%s(B) $BJ,I[$b(B
$B$3$l$K4^$^$l$^$9!#$3$NNc$G$O(B

 $B&A(B = 1/2, $B&K(B = 1/ 2$B&R(B^2

$B$N%,%s%^J,I[$K$J$C$F$$$k$o$1$G$9!#$J$*!"%,%s%^J,I[$NFC@-4X?t(B
$B$O(B

           $B&K(B^$B&A(B
 $B&U(B(t) = ----------      ---- (2)
         ($B&K(B-it)^$B&A(B

$B$G!"$3$l$+$iJ?6Q$O(B $B&A(B/$B&K!"J,;6$O(B $B&A(B/$B&K(B^2 $B$G$"$k$3$H$,$o$+$j$^(B
$B$9!#(BXj^2 $B$K$D$$$F$O(B $B&L(B = 1, $B&R(B^2 = 2 $B$G$9!#(B

 > $B$^$?!$$3$N(BXj^2$B$r(B128$B2s2C;;$7$?;~7ONs$NJ,I[$,J,$+$j$^$;$s!%(B

$BOB$NJ,I[$NFC@-4X?t$O!"FC@-4X?t$N@Q(B ($B%3%s%\%j%e!<%7%g%s$H%U!<%j(B
$B%($J$$$7%i%W%i%9JQ49$N@-<A(B) $B$G$9$+$i!"(B (2) $B$r(B128$B>h$9$k$H5a$a$i(B
$B$l$^$9!#MW$9$k$K(B $B&A(B -> 128$B&A(B $B$K$J$k$@$1$G!"%,%s%^J,I[$N$^$^$G(B
$B$9!#$"$k$$$O$3$l$r&V(B2$B>hJ,I[$H$_$F$b!"<+M3EY(B1$B$,(B 128$B$K$J$k$@$1$G(B
$B$9!#$3$N$h$&$K!"OB$NJ,I[$b$b$H$N3NN(J,I[$HF1$8Cg4V$K$J$k>l9g!"(B
$B$=$NJ,I[$O:F5"E*$G$"$k$H$$$$$^$9!#$J$*:F5"E*$JJ,I[$O2<5-$NM}M3(B
$B$+$i!"$=$N6K8B$K$*$$$F@55,J,I[$K$J$j$^$9!#(B

$BB?$/$N3NN(JQ?t$NOB$r$H$k$H!"$=$NJ,I[$O@55,J,I[$K$J$k$3$H$,$o$+(B
$B$C$F$$$^$9(B ($BCf?46K8BDjM}(B)$B!#$7$?$,$C$F!"(B128$B8D$b$NJQ?t$NOB$r$H$C(B
$B$?$i!"$=$NJ,I[$O$[$H$s$I@55,J,I[$H$$$C$F$$$$$G$7$g$&!#>e$G(B
$B&A(B = 128/2 $B$N%,%s%^J,I[$J$$$7<+M3EY(B 128 $B$N&V(B2$B>hJ,I[$r>R2p$7$^$7(B
$B$?$,!"8=<BLdBj$H$7$F$3$N$h$&$JJ,I[$O@55,J,I[$H:9$O$"$j$^$;$s!#(B
$B$7$?$,$C$F(B Xj^2 $B$N(B 128 $B8D$NOB$NJ,I[!"$H$$$&$N$O(B $BJ?6Q(B 128 $BJ,;6(B
256 $B$N@55,J,I[$H$7$F07$C$F$5$7$D$+$($"$j$^$;$s!#%0%i%U$r=q$$$F(B
$B$_$F$/$@$5$$!#$[$H$s$I0lCW$9$k$O$:$G$9!#(B

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