Two ways:
1) Intuitive (as Devon said): sum of k|qx from k=j+1 to infinity (or omega if you prefer) is the sum of the probabilities of dying after j+1. To die this late you must have survived to at least j+1.
2) Mathematical :
Let S(j) = sum of k|qx from k= j to ω;
Using induction (albeit backwards) to cut down on writing notation here.
Inductive step:
Assume S(j+1) = (j+1)p(x)
S(j) = j|q(x) + S(j+1)
= j|q(x) + (j+1)p(x)
= jp(x) * q(x+j) + jp(x) * p(x+j)
= jp(x) {q(x+j) + p(x+j)}
= jp(x)
I'll leave proof of the base case to you.
Last edited by a moderator: Apr 13, 2010