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Correct step back on age diagonal #2
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aaronsheldon committed Apr 18, 2020
1 parent 2069120 commit ba6385a
Showing 1 changed file with 6 additions and 6 deletions.
12 changes: 6 additions & 6 deletions src/vonFoersterHazards.ipynb
Original file line number Diff line number Diff line change
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"\\begin{array}{rcl}\n",
" \\mathbb{C}ov\\left[ N^{\\left(a, \\Delta t\\right)}_i , N^{\\left(a, \\Delta t\\right)}_j \\right]\n",
" & = &\n",
" \\mathbb{E}\\left[\\mathbb{C}ov\\left[ N^{\\left(a,\\Delta t\\right)}_i , N^{\\left(a,\\Delta t\\right)}_j \\parallel \\vec{N}^{\\left(a,0\\right)} \\right]\\right]\n",
" \\mathbb{E}\\left[\\mathbb{C}ov\\left[ N^{\\left(a,\\Delta t\\right)}_i , N^{\\left(a,\\Delta t\\right)}_j \\parallel \\vec{N}^{\\left(a - \\Delta t,0\\right)} \\right]\\right]\n",
" +\n",
" \\mathbb{C}ov\\left[ \\mathbb{E}\\left[ N^{\\left(a,\\Delta t\\right)}_i \\parallel \\vec{N}^{\\left(a,0\\right)} \\right] , \\mathbb{E}\\left[ N^{\\left(a,\\Delta t\\right)}_j \\parallel \\vec{N}^{\\left(a,0\\right)} \\right] \\right]\\\\\\\\\n",
" \\mathbb{C}ov\\left[ \\mathbb{E}\\left[ N^{\\left(a,\\Delta t\\right)}_i \\parallel \\vec{N}^{\\left(a - \\Delta t,0\\right)} \\right] , \\mathbb{E}\\left[ N^{\\left(a,\\Delta t\\right)}_j \\parallel \\vec{N}^{\\left(a - \\Delta t,0\\right)} \\right] \\right]\\\\\\\\\n",
" & = &\n",
" \\left\\{\n",
" \\begin{array}{ll}\n",
" \\displaystyle \\sum_k \\mathbb{E}\\left[N^{\\left(a,0\\right)}_k\\right] \\mathbb{P}\\left[T^{\\left(a\\right)}_{k \\rightarrow i}\\right] \\left(1-\\mathbb{P}\\left[T^{\\left(a\\right)}_{k \\rightarrow i}\\right]\\right)\n",
" \\displaystyle \\sum_k \\mathbb{E}\\left[N^{\\left(a - \\Delta t,0\\right)}_k\\right] \\mathbb{P}\\left[T^{\\left(a - \\Delta t\\right)}_{k \\rightarrow i}\\right] \\left(1-\\mathbb{P}\\left[T^{\\left(a - \\Delta t\\right)}_{k \\rightarrow i}\\right]\\right)\n",
" +\n",
" \\sum_{k,l} \\mathbb{C}ov \\left[ N^{\\left(a,0\\right)}_k, N^{\\left(a,0\\right)}_l \\right] \\mathbb{P}\\left[T^{\\left(a\\right)}_{k \\rightarrow i}\\right] \\mathbb{P}\\left[T^{\\left(a\\right)}_{l \\rightarrow i}\\right]\n",
" \\sum_{k,l} \\mathbb{C}ov \\left[ N^{\\left(a - \\Delta t,0\\right)}_k, N^{\\left(a - \\Delta t,0\\right)}_l \\right] \\mathbb{P}\\left[T^{\\left(a - \\Delta t\\right)}_{k \\rightarrow i}\\right] \\mathbb{P}\\left[T^{\\left(a - \\Delta t\\right)}_{l \\rightarrow i}\\right]\n",
" & i=j \\\\\\\\\n",
" \\displaystyle \\sum_k \\mathbb{E}\\left[N^{\\left(a,0\\right)}_k\\right] \\mathbb{P}\\left[T^{\\left(a\\right)}_{k \\rightarrow i}\\right] \\mathbb{P}\\left[T^{\\left(a\\right)}_{k \\rightarrow j}\\right]\n",
" \\displaystyle \\sum_k \\mathbb{E}\\left[N^{\\left(a - \\Delta t,0\\right)}_k\\right] \\mathbb{P}\\left[T^{\\left(a - \\Delta t\\right)}_{k \\rightarrow i}\\right] \\mathbb{P}\\left[T^{\\left(a - \\Delta t\\right)}_{k \\rightarrow j}\\right]\n",
" +\n",
" \\sum_{k,l} \\mathbb{C}ov \\left[ N^{\\left(a,0\\right)}_k, N^{\\left(a,0\\right)}_l \\right] \\mathbb{P}\\left[T^{\\left(a\\right)}_{k \\rightarrow i}\\right] \\mathbb{P}\\left[T^{\\left(a\\right)}_{l \\rightarrow j}\\right]\n",
" \\sum_{k,l} \\mathbb{C}ov \\left[ N^{\\left(a - \\Delta t,0\\right)}_k, N^{\\left(a - \\Delta t,0\\right)}_l \\right] \\mathbb{P}\\left[T^{\\left(a - \\Delta t\\right)}_{k \\rightarrow i}\\right] \\mathbb{P}\\left[T^{\\left(a - \\Delta t\\right)}_{l \\rightarrow j}\\right]\n",
" & \\text{otherwise}\n",
" \\end{array}\n",
" \\right.\n",
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