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Stovhastie. _Lrecess
deudtitol
ts eee tijeuck torpedo shea
Detumuistic wp as fawe, dae aulpots do eid
infu -
7 Saal Eadms Sl ==
| toutse
No. tf vs ra at a wut nt He nd
i . oh Wek nice tad ig rr
gNi 1.2, BAY
; inl : aa tandem:
ae a Le called Hachaits
at otto phout fautby
pM Aa Apacs, is “Mae tdaders. variebles
Tp" :_A_secbwrtie Poca ds a formed bp Annem variable
xX eT 2
. vores 01
index got T
Wanitation of- Stochastic Baca <-
$4, EET, 4€S f
aap Abmple hace
re a “Be : prs Pocmate. Te
NE Le
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LX OY Boch asbec Pass a
2 Tp tite Spier st donot Hine teuntably ified
"tus pious ia called “Chava
> TP Lote Space is untountably infrile means conned
Hirt efoee! diate alecdaatic ! hoon (heal He situation )
Index fel
Sante space Dimete { _Cenbisswous : ,
Diente | Diwrete _farameter | Continears parameter Heckastio
Gehan Chaiwe Phin
Continuous} Diasnete Paramyter iad! Condimuoca _parametin tont
Akoohostie feces _ Aecbontin Pesce —
LaB-L: inate tie Proven with Diserete
Inoley set
9) oth dispute, gots pace
6) wit continuous Mate dpace
Lfo-I * Bem ensibacting a dtechartic Procen ast. Contiucowr
Tdi sek
a) sith _dWarruetié state, frac
_b) sith _tontinupus Atel _tpace
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PAGE:
S Akechoatic, Prpeesa -
be ot us Nee oe ae eudeut aud
Otniial Ceeenlh “hadnt —p ta Pitas of
» Aucten sud (1p) os _funbabilily ef failure.
ad
; Ma GXpet Ge p
p
Sree re Berngulle forced.
s
p Soe 5 tk
»
» Ros,ek| $ =1-1% ab {hel} = 4
c Ris ck tSpekt = fm, Opie Dp.
> cr
$4 4utine olebeudo on fiaenl thew ut ws
, Mankou (aia » Ep fut pedet Ga past also Hey
> Gh is called men- Mashoy Chasia
id ai Ea Koni
y | eee =k2= "Gp [
; oe T=) No.of fails befou We int sucen, Wat
0+ 0; the
, ai pieh. of no. of failures before firtt cuccett
fee EEE C= pp =F ae
ae : ithdin Begiae Or dpan oS
feet ‘aie found 6
ood Write(sre
feissen Procey i-
Th ds & continwous ae dink state space
N(t) Aro fs
1) No) = 0
gio ie Of exer that ocr dinjouct infiwala tre
citi Te disaibatom of He tunber of eens that occu,
given udtowal “ahd cep the sel of he hal
T
He
dk mot on its —_Dpcation
MAD No- of tate amivel 3. ite iaterwal pf Longley At
Rt
PIN(athe 1) = o (at)
e(n Ot)siy.= 040
Lin. 08) = 0 Hm Of) = cont
atoo bt Mo BE
a
Zim p[nN@O=)] = Ast +/0A0
aE So At ot if at
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$= p[wi- m7 (0, 4)
me, ( Bess -
nee
No tueut (ie wrtvol) eceunA sy time t+ ht, ub
gw ent _ocewed by rte as as Yack
det by time at J
$ (era = 4 (ey) nikeat) =u =o)
= £ tr) Pin (wed ] ANON]
rc Abt + AA)
= tb [j- bo) + of db]
4. (kt Ot) — pod) = = bolt) + otft o(btD)
Ak—o
dpe) AP)
=a acco
pe(o) = 2
Chm N(od= 0)
[ut zie | +
mr?
1
Fe fel ta dy tine (Ee Hee rahul,
IIITIV VPP PPM ewogeuUuETTUTe Te Oe
wt mutually encduswe ws
rom arwls ote time & tnd mp { I ©
» event cums sin Y dime (Cb grat] [Ome tonsa 4 the Rapping
of tty.
t
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Pace:
diy nel ot pr, fey thine pict coed uh
i ctime 4, bp aed
dy mem (MP1) eet ovum Hime Awol om event”
OULU tn time CH A ART
p,—(te Ot) = $e) [r- Dat + o(st)] + 4 @
Pwces Pot
t_0(sd)
D_ pn (e+ at) — 4,
att? = ARG + Hp OT OE
Biffertit “Olean Sz" =
3 [ape 2 Ap + eo [a2
C Listiad Conol* = fu lo= 0 met
n7
Aap = Th, + Ap plo) =o
at
= =Ap C+ Ne piso
7
Pat ® = OTe
Gr) t
py) = Gy" e*
a)
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PAGE:
lite, dnivale
win | athe inal (0, t] in dlishibuted _frke focon
dishibutim, ile fodamotor- At.
Ope 0)
a
The ae mumbo 8 aul in Gre of 4 foiten
nite SPO, Ju da btewal (yt) are
At
(emider a poten, pres 1 fulte) p> 0 wit wee),
Quvvves oeagv
!
Ora difssutinte He deitribution £
Te dois fs
Ae
WNNUU UCC CUCL EG eu eee
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pages
Th un the i n, - of am erponcalial, reiahle.
Inter avival” baa. bls the quccenive arrived are
Aishiburted Libe enbemes tind vauighte bith mean (49
Proust ——) Penoull'e =>
pA procs white is not a_otecti procws in eh ef
tu _tebeehionauy freee qt
i 1
¥, To. aie
Adandens E£[x(e)] yale” of xy |
(
+ du ae Laud _fe-varuance functor
E [xt IP] depends only on T and nof ont |
(
Ln cane of. Pousen Procers i
£ (wt) = dt (
vor [NIJ = dt 4
4
efter = 1 Fina] = eS ;
tai) + HE. 4
Wa [yw] = 1 Yhlnon) = :
Ve J te tg to
Vanfucay = 0 |
Voxjamce = 0 means _aanivals Settled olsum '
Ep
TY debinda ov time Hon Poin Prom in ellad
eee dhpmesens bus feusen Proce.
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2 race:
Be _find examples tov _nin= Gonezenseus foiston Proce. __
uhbore Hat ; tain tominal (#) to a terminal and UG
me AD a tin dispatches ak the time t+ did —
Cece
Hw Hea) eeberded
= toons the Thain
~s Bit anal Death Procom !—
a Kockestic - Peoum FX) to F wilh faa te cA
foun is aia sake, Fad Mime fai
KE) = 9 osarre ig i Be
The frocens Lo feswibede aA aw Ast. and death Siocon
a tat. Tilia) Digs) MeO, 1 2,2
ve ‘deaf Rates UU, Delo a
fs
im
eas
Fh
eel eb lp AE elie ek
p— time Ba iii aioe Be feel,
ely te hi fate Ent, aly
CHL Hy eke
ERE
G0 Thon sin no ane. Hay one trantiio, un ting (kh, £24
,
,
-
,
7
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gy pare:
Smee.
f(t) = BR [xo = mJ
Alte nt) = $C [1- Wot — wat + (at) ]
Lt) Pha bt J
+ doa Su ot]
= 4.0 [i-hwat = pa Ae] + pyar CED Dagny Bt
+ tun Lhe 444 + 0fD
Riths Death GG MRA Hon hemagensoua_@" so
aL pat = — (Aq tte), -t Amat SEs Laas Poe @®
at s
ry ~n2!l
= Diftewitial Difewuce by Of udm 2
= hp pO
ar
pane Biffercuc, 69" of adit.
g(e\ > \ pledzo , d#t
Lune Grnth Thoct_t— H+ 0 A, = A> o
ap, (EE Ext Es Panes (4) i eI
alt
pt = =p, (0
Holt
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eee estate eee dee dette Vente ent celeste elle let gets eeslatten teeEy pare:_/_/__
PAGE:
fare Bint Proeem pith variable Aate ould bee
— hemssen isven 4"
ple) = A” mee neo es oe
5
!
f: Vane fs a Decatity in ishich babies are het af
the pate of Pun bath 20 minutes [en te hele tf
Aas been shied Bot trou.) - The iter aodyal une.
fells an ex penewtinl. olitiibutin
O) Fink He exhorted umber OE Bint fox YearL
Maigonees]
Se
Rebectod. No- of bist py Yeas = 72% 365"
1) find the fAotebility Hak ‘he munter of Litt tn
A ft LA 300
w= Fre 36e= (A)
pe Ghetto ae Ane
nd) a)
P(x220) = (A) oe
2 op) [
TV EPEEPVT TTT Lr rey yay]
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5 PAGE:
Pind a probaly aad tae is ae Kilt on doy. —
Spine Gp ee gaye
se 21
d re fhe Prabal fe OCs Qo busta Ju Jha
nw tok 15 bédttud fave ob accused
dw aes Tak 3 hs Y tak Ydby et a elt
i
FS repasilily ef € bids is on hour becune de
in het bth vin i Lenk!
7 d 7 (
neo 1>o ‘
ha OL Sane on _N Tia alesey TE
flo) = 1 D_ gutthtal Covel” (
4eCo)= o oc nsa-l oe
olbpy CE) =H
{
4
4
4
ott
(4) eb tt ub), ocn 00 _ 64 -b—> 20
= Random Walle wit -hwe _bieioct
=
Tp hovel tau uh bale gaorn He bored , Men bors
Exampue AT)
1
(
1
(
(
4
‘
K Drgwomce Rk etl 2 We Cousider dn indninaaite Confonig.
eet tal tae
BNIST as y, a EN wins _f
Ce oe te Hees 4
Wow, We hat any Other enthenrlitionny
Thu —tnpital. — afte a1 atte Yt (Yop Ir 4
(y=) t= = + (Yq Wy, 4
a Mn SO: Hien the tomfouy a
a a ay Acme ieee
tap bern. sleyelnpuel _—
1
he Ns, tenon vedialhe 9 Ye Y pad Sw;
Owe 2, 2 Ye — ls behows 25 varraben Variable. dhe
We Gan Abbe Hida _Phoblem da _rrwulorn walk Wh
th strbing awd, an 0
Davut Random walk with dis vete, poramede wl ds oot
Hole _cpace .
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Brace.
al “tn A ee eat Ris cen cxpital pr.
frobalbdite, oC eB wins ome et fe A tapitel pitta |
i Ypebani 7 tp? f uppese peg 21}
pe <1 9 Mee in a “di :
gl KE, denote the Cumuletive game gain of IB
Pat Hh ent of murat fied —b < tm < & ___
% 20 ct incttial fat of BR=0)d
hater Level ina Doon —> ef ect Barrio <9 Spe
»
» ew Xp co Wt Z ttt — - ~ty
» = Ot, Aat BoP - it
> fat tidy, |
r 0,327,217 = Pr$ zp 2-13 =9 = Imp
» = 7, 1
» Sf ak ty sage, Y= 8 tro win AU fhe capltalle o£
caere io ove. |
pea tease aio
> yk any sage, Yeh | 8 dan eit all (be to it
> tupilel nud gant va Over
Ve thie ie 6 dimple pardom ante wk hve dase an
2 QO oud -b-
’
;
’
’
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a
a _ ted ia
yoith juaub ce Rizr p eh Myre iPad
Prg z= 20245 Sot eB)
Unrestricted Simple Penden (Woll.
hs 22, — teh, eve fore anvtumeol Hat partite, —
s_gesy Mashing wit. YX, =o afte es
ef that poorticte Kee ee) tp eg
Act ud duppoue thal X= _K Jaan ES fo
ot AM flame Aay atdid tan aee b podibive juap aad A,
Hote Probably SX, =hF = al P' C-p- 4 lea
id b,! |
feb urn mevrion Jo Or oll fhe values Of Ay hy Qual A,
widen Hen —_conatrnints (3)
F bk 1a bes fake sytem Atarly pitts etigin K=O
sath $2 Hy
Good Writet +4 = 1, Hoy flim =) oo z%e
peg on ehh ie TE
POY
} 0 G(Z,4) = [G)
5) rua } 4 I
te
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Brace:
Cenenotg fusstion (| 9 Probably Crevccalny Forue
[tex kee AGquent. be geltate (ata &
C T
himaye Sloe yrs Taetor <1
ce t—AGlz)
= Se oo
nape" + f= B mpg Z = ap :
1 ‘ tan_firol ek oat i
sion thin _emfpsnion i
Kes thew dit. ta(2, 1) Wie sespect to Z {
Stsphoie. = 2am, (2, .
whto 3 awd A uple 4 1
‘
‘
le are met tntete ue dag Hu probibede by piache
pater we One iutorsslid to “find ha 4 a oe
tite Miss Hy the and 4
AK G kD
We use imation fi hes Lit
Se ee ae ee Heansy
[fe Guttral Qasr teoum grim deek s— |
t
z : 7
| oe be He mean aval vaiiance, of He [umalp
a
= Lb + C14 + (1-p-9)0
©. hag
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BB races
Worn) = ERP) [E(X))
oa (pep) = Cpa g)™
Ein) = mys Var iy) = Me
Xe, bill be imately —dihebuted ike mouna)
Vortowt oth, man ner Vand yaniance mo?
N( ow neo) :
“thus fo age an heolabibity PS GS yy, S kj
aca
Prchabild deity "£60 = |
ane
eas Xo SkP = | exp P= (2) Ty
: Cine
jpamns*
d
malee it ~ better appeorinaten wee
fina) wrrection be!" uieny the ht
aud "Kee nstrad Bp i Fans aA aay
when Brg <| Oud ¢ =] whan poet .
- O
thy do Cel for preg et ar oy peprgs | 2 7
&
Stomdord Noynal Yerint -
pl
aie Oa!
whin nes, tu partiele wt be on Hg -) aud
4 particle 3 pyem 4-2 22 vele gill Le el ou
ae thew Me portion of. Pra pastiche va yen
Good WriteBackground —_— youre
i Syrack:
—~
at. ——s
fa PX = 4F 2 fr fae € < gee
“(de - $>4 > Ure 230
“Yue sis 4 metmat valent .
Fr WN Cope, men?)
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PAGH)
to gine < _®% 14+ 3fm oem
2 MH + OC) © me [tit Ofte —? 0 ando
Points ait farrge tavonrels jutive gine.
PPX ogy © 1a MF Xn Xf ,
Fito {Lia Sloe
» J %pare __/_/___
3 pace:
Random Walk. wit, tie absorbing Yelues Rarrione —
[Restricted RW)
futbbore that He p-u th oriteinp ad ovistin” aunil it rtoves 4
f
(
(
4
4
4
Lathe te tp abcerving barow'n, “b
pisses i i. a a where a 4
(
et ‘
Thee forrbuicticn — ‘
YH The faditle Jeti abeorh at ‘a’, ‘
te fhe pinticle “gets aber af “=k! ‘
Te forctiche "onthe de move between —b and 4. q
poh @
a.
Out of Hose Han altrnahiie we chow that Ho 4”
third poitidbity ats zen
Probability of Aeinp tie between (ob, 0) in pesttnictecl
RW: Poh! of beep lus Ch, 4) sn rest icea)
RW.
tle rave thoro deat the E ce pl
sumair. bls du two Speui feck ie ms bat thay
tee puch. Wren dn tant of waresthicteol kW)»
pul which io cow . So out of Hue Borybili
Bos ue two poridility, fedt - :
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Brace,
Conpsstsse a sind face ce ite absorbi
> roadom vonble ye boyd cle ie my te (bo) d
»
a Ee oe dita cach He.
> 6? . ei
> z Be absetbtion acts “i! vse Aktutling fit
Wn
dad sande, in Hee inte eisai
2
hot A be the erent ‘absorption af & at time nn’.
,
wadiedl
: zi waist te wie tte Bit chp beteu dead Asahi
5 vitae for men nit fave Ate. tnittol — peud™
: :
> ae a ie aa
; jer 3 ee SO
D
»
=
ie
a jexpy +h AB
r ——
i.
ve SS oe
vip eb ita J otwte ot jar? + On pop fetta. ra
pg fag
»
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5 pace:
fn err) =P oy
f = Bey + ep Cpa ge + 4-tone
[sim at 4-13 ==
tA,
Tile a the difference @9" Of edu. 1 nn dud Ode & dn
This eg” ts valid —_pstion g—qou_frm —h+! te a-)
mMe=l,2
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@ PAGE:
Sie ayy og? @, Gast ade
: mes a
= AS AN s Hopag ra’ + gA fo
4s — NF) alee) fF + ya 20 =
And the toe _aolctiong ane d,(4)__ 9,04)
IVE
[a sh-pg)# [$1- alicp-g)2* = Ypg 4 4
Sela ec a
Ze
bo:
oars ave
Vv
é 1aAli—p-4) 7° > pg &*
a o< 2s
ViVFZwVyw~wwwry Peer
1
igs igt
ke wif dake 2, (4) > (8)
Frid = ADA,a) Ja + ef Aay?— ©)
Usirg thin cond” | we obtain 1% —
Si it
&) A,
19 ere
|
Fa wop a AF
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& vaces
feo
r e exticl, dort from 0
ff @® = gs we — Faw EE
PA WAS FA,
dw.
aes = fe
sae,
n= 0 SOR
This is the hhitttler duet thet “the particle gots abiodhed
ubirvatale
4et
1 oa
£m = 5S fs
nee
Ly I. put bal
6, C4) (= S wy
toa Ch) For
bishabilily fot ettinately the particle gels
tbed at A th Ke substitete, 2 = 4
Aj et tt UP
ea 4, = f gp.
fe
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Zrace.
Em = tp? — fnwt*
rey ate
- a7 = E sot
At a= =
\
b
b
b
r Fan (1) = = a pr4
r ee
r ath
y
r FAO = I= Ew
»
~
r
oe
he
”
imps
OA) [rt Tay tr find if
Boye 2 aro) Lets ED :
qT
@O Find the farbabs biti Ast He pastiche 25 AP stn
a mstion ab Sime v7
»
r fort
7s a oe Heo,12, 2
» >
p Ae bee the Aardor variable ishidh paces —
> attalclile of erowition Shseiptin at Me 0 stop
,
m
: feel egy pel = hoe ew
fa
r
y
i
’
'
of Y
fet §urny = = ie foe
fen Oo
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5 pace:
—=+ = fj —<—
fit) =e ge prob. that] ak ° k_&
ford is Tt | = be R <&
1 st _artl. ship
—
|. Gn y de y a a
f 1
One Maroabing Bescygon i— :
“hie —apfente fhe —ftiche Aianl_ from Bae 0. tad ts
pent Caro 40 that pute free % move, din 4
dhe ate 2 <4 wit andl unlon' iF vais a anf
tohone UF Alados a then Phe wolk Cunt —conctiree,
bday
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2
Brace
The R ie ti R °
Jou Aiplriting bande —
Aef 0 and fate ot horniou
A Meche to a-l with. eb ig “g' amd A Lathes, be
A th : ‘Ie 4 z
oe sim (406 a. {9!
yw» at pet
rar ©
Ee
— So
det
PE tech Ko untli af
de pout 4” “ling baring elo a.
14% dentin Li eatin Cf the particle offen tu
dumb Ze
(nfo, 0S Mat m Se
X=) tae t Zn
a Kn t Zn >]
o Xn) tA XO
fe particle err Aumaint avin rg the Sb, 0, 1,2,.. 4%
Apter sufficient amour of time , He partile becomes
Malle _[stckheomontie — dteady (rather eguctihyiun
Ln euch “Mind cf 1 pede ti
mn, faiticte de
fecemes dndeperolot of time»
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PAGE,
Basically He mement pL pwebicle sittler_deoum to a
fedtion
‘
tL
L
a
+
+
Th = (te 97) Fa, + poy
fp = U-pPT, +¢n 2 {pm
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tm) : ;
fi a the. frek. thee Me ppurtick eraupces the
r wy tart a et
y Cha FORT $ Tit © See
y thee Bone = CH=T7 treed .
pti EP foe Pi Kee
» 5
GT =T for
; a tire = ftp) b TE 4 Fj 7p akai0
c N22 2 = tT,
pa
»
> Thio aviorlel be med _<———
-
> T= pT =e (repog.) 1 +4 Tus,
ce ke=t e092: ao!
»
»
»
»
»
,pare,
Bi oace.
Thincabad frat teak
[re = f =) 4 a
eee th
Se (2 3
Aw the fre thot partite in ot te [at
feition. an He eg uw
pre 2 dit sin teoads a", Hw
P
t
tt
Pi blab hlelelelaa ed eee eR Li
Pq duidt i, tewands '0’ avol agaist 60) Hy ;
By fiob- nmrudd be rina deoreaniony order “ vate
ae Tr Aden dor Hx Lover hasution
pee 2 om, ss J KES 1, 2,-. -&
a+!
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X22
fe = Bd [et | Kak]
Ste chante bo mabov chain 14 OL as =i f
Ny 2, Boney = de tn a = & sails Chines Het
of_idhat 's _fapeaing ain ts
Hook backeer pleb.
Mon ila fur of act ad haprd” in The
pauuat and auet on pul:
Le ene te
Shwe
|
in =] Dhard T2 fy
be ou. ‘nm? Jew Lyfe of pp Moukou
Chain! ay oboe Cun an Non - hemepensous’y Markov Chas
In cam ab decaf depend Om 'm” "He it to
semesesouly Faber Oow
Tk ber The ene bp tianition -probubiliPier-
Dan oboe be as_Tranition _' Probab Dt,
Matin’ 02 © Gtopim) :
TI IIITF PPPS
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————
Matix Pin culled tem —
-r —A-pm_h_a schotestic matiaLy
Oy fi zo |
oy ey
Gi) Square matty
re Ov Mere.
(onveue vn Ue.
Df vis add” fo pow Ams diene in ol cote sus
thaw it in_cadlad. debby sochost’e. _gratnin 1
ons
oO ° O fa ip]
=< |
i L cele :
fom dinpams Mataix, Repreotntate nn i
ae) 7 at
i-b
Cphice? Representation.
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2) PAGE:
oa duemogenzous Markov chain. Con he Acpresersted wits ofp
» - : :
4 meu]
N PTs, Xyer 2 ant
» — al, joint dota bution
g Se ke ee Mele = a eee es
\ eee)
~~ Da (ase of Maneov _ Chasin tuline dopende en pert and
mot oh foot.
cee ae ee
One Hep tranition Prot
oe ens
= Ply, © in Pea snot) SP Pins = ther [Now 5 Shee fae
Syeae fied Lh =. PP).
Dn doit dist. Pro it Cam be Aeproentel dan Be marpor |
than midlly, dul atnibind otto Prob .
A Marleov thai With three states ——
hat ty Auppete, are Rowe 4 component” _auol fat Composcit”
it petid i pasel day it Orn be
aie at ray phous mena sit *
pd means tnanlle factory (dun ibn ia bef
met ile A many failed »
wa
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Brace:
od (nr1)" tok Chime)
pO. (2 4
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