如何定义继承关系？为"学生"类派生出"小学生""中学生""大学生""研究生"四个类，其中"研究生"类再派生出"硕士生"和"博士生"两个子类。

继承关系是指一个类从另一个类中继承属性和方法的过程。在Java中，使用关键字"extends"来定义继承关系。子类可以继承父类的非私有成员变量和方法，并且可以通过super关键字访问父类的构造函数和方法。

下面是根据题目要求定义的"学生"类和其派生类的实现代码：

class Student {
    protected String name;
    protected int age;

    public Student(String name, int age) {
        this.name = name;
        this.age = age;
    }

    public void study() {
        System.out.println("I am studying.");
    }
}

class PrimaryStudent extends Student {
    public PrimaryStudent(String name, int age) {
        super(name, age);
    }

    public void play() {
        System.out.println("I am playing.");
    }
}

class MiddleStudent extends Student {
    public MiddleStudent(String name, int age) {
        super(name, age);
    }

    public void sleep() {
        System.out.println("I am sleeping.");
    }
}

class CollegeStudent extends Student {
    public CollegeStudent(String name, int age) {
        super(name, age);
    }

    public void work() {
        System.out.println("I am working.");
    }
}

class GraduateStudent extends CollegeStudent {
    public GraduateStudent(String name, int age) {
        super(name, age);
    }

    @Override
    public void study() {
        System.out.println("I am studying in the graduate program.");
    }
}

class MasterStudent extends GraduateStudent {
    public MasterStudent(String name, int age) {
        super(name, age);
    }

    public void research() {
        System.out.println("I am doing research.");
    }
}

class DoctorStudent extends GraduateStudent {
    public DoctorStudent(String name, int age) {
        super(name, age);
    }

    public void publishPaper() {
        System.out.println("I am publishing a research paper.");    }
}

以上代码中，"学生"类是基类，"小学生"、"中学生"、"大学生"和"研究生"是派生类。其中，"研究生"类又派生出了"硕士生"和"博士生"两个子类。