(Xn) 0
F0 = {", ©} Fn = Ã(X1, X2, . . . , Xn) n =1, 2, . . . Yn
n e" 1 Yn
Fn-1 (Mn), (Nn)
n n

Mn = XkYk, Nn = Xk, n =1, 2, . . . .
k=1 k=1
(Mn) (Fn)
(Nn)
n |Yn| d"1
E max |Mk|2 d" 4E|Nn|2, n =1, 2, . . . .
1d"kd"n
(Xn)
1
P (Xn =1) = =1 - P (Xn = -1) n =1, 2, . . .
3
(Fn) =Ã(X1, X2, . . . , Xn)
Ä =inf{n e" 3 : Xn e" Xn-1 e" Xn-2},
à =inf{n e" 2005 : X1 = X2 + X3 + . . . + Xn},
· =inf{n e" 5 : Xn e"-Xn + Xn+1},
Å‚ =inf{n e" 3 : Xn + Xn-1 >Xn+1}.
(µn)
1
P (µn = Ä…1) = n =1, 2, . . . Ä
2
Ä =inf{n e" 4 : µ1 + µ2 + µ3 = 2005 + µ4 + µ5 + . . . + µn}.
Ä (Ã(µ1, µ2, . . . , µn)),
n =1, 2, . . .
P (Ä < ") =1
EÄ.
(Xn)
1 3 1
P (Xn = ) =P (Xn = ) = Ä
2 2 2
1
Ä =inf{n : X1X2 . . . Xn < }.
100
Ä (Ã(X1, X2, . . . , Xn)),
n =1, 2, . . .
P (Ä < ") =1
(Xn) n e" 1
1
Xn n, (Ä…n)
n

n

Sn = Xk - Ä…k
k=1
L2