J
jensen
Member
Question: In a three state Markov model, prove that:
d/dt t_P_x (HH bar) = - t_P_x(HH bar) {sigma_x+t + mu_x+t}
I begin this with:
t+h_P_x (HH bar) = 1 - t+h_P_x (HS) - t+h_P_x (HD)
then is the usual
P (HS) = P (HH).P (HS) + P(HH).P (HD) + P (HS).P(SS)
substituting all the h_P_x+t (Hk) with {h.force + o(h)}
This won't work because of the red term, but why?
d/dt t_P_x (HH bar) = - t_P_x(HH bar) {sigma_x+t + mu_x+t}
I begin this with:
t+h_P_x (HH bar) = 1 - t+h_P_x (HS) - t+h_P_x (HD)
then is the usual
P (HS) = P (HH).P (HS) + P(HH).P (HD) + P (HS).P(SS)
substituting all the h_P_x+t (Hk) with {h.force + o(h)}
This won't work because of the red term, but why?