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Table 1 A summary of mathematical notation for the variables used in definition and calculation of healthy longevity using Markov chains with rewards

From: Matrix methods in health demography: a new approach to the stochastic analysis of healthy longevity and DALYs

Symbol

Definition

Dimension

P

Markov chain transition matrix

(ω+a)×(ω+a)

U

Survival and age transition matrix

ω×ω

M

Mortality matrix

a×ω

R i

Matrix of ith moments of rewards

(ω+a)×(ω+a)

ρ i

Vector of ith moments of lifetime accumulated reward

(ω+a)×1

\(\tilde {\boldsymbol {\rho }}_{i}\)

As ρ i , but for living states

ω×1

Z

0-1 matrix to select living states

ω×(ω+a)

N

Fundamental matrix

ω×ω

η 1

Vector of ith moments of remaining longevity

ω×1

ω

Number of age classes

scalar

a

Number of absorbing (dead) states

scalar