Page 150 - Special Topic Session (STS) - Volume 3
P. 150

STS535 Edsel A. P. et al.



                  The class of joint stochastic models could now be described as follows. For
                  brevity, we use the alternate notation  ≡  ()  for any process .
                                                        

                     1.  The health status process satisfies the condition: For all , ′ ∈  with
                          ≠ ′,






                        and





                        We recall here that (, ) = − ∑ ′∈ (, ′).

                     2.  The longitudinal marker process satisfies the condition: For all , ′ ∈ 
                        with  ≠ ′,






                        and





                        We recall here that (, ) = − ∑ ′∈ (, ′).

                     3.  The  multivariate  counting  process  describing  the  recurrent  events
                     occurrences satisfies: For infinitesimal positive h, with
                                  ∈ {(0,0, . . . ,0), (1,0, . . . ,0), (0,1, . . . ,0), . . . , (0,0, . . . ,1)},
                     we have


                        {(( + ℎ)−) − (−) = | ;  = ;  = ;  −  = } =
                                                       −
                                                                    −
                                                           −
                                
                         () ∏  [{ [ℰ ()] [;  ]{ +  () +  () }ℎ}   ×
                                                                  
                                                              3
                                                                                 3
                                                                            
                                                                        3
                                      0
                                                
                                                     
                                          
                                =1
                        {1  −  [ℰ ()] [;  ]exp { +  () +  () }ℎ} 1− ].
                                        
                                             
                                                                         3
                                                                    
                                                      3
                                                          
                                  
                              0
                                                                3

                     The simplest effective age process could either be of form
                                ℰ () =        or     ℰ () =  −  (−) ,
                                  
                                                    
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