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A Note on Random Intensities and Conditional Survival Functions

Abstract

One of the interesting directions of research in IIASA's Population Program deals with the methodological aspects of population heterogeneity dynamics. The crucial notion in this analysis is the stochastic intensity which is widely used in the stochastic processes models of human morbidity and mortality or technical failure. This paper provides the probabilistic specification of this notion which gives an opportunity to use the results of modern general theory of processes in analyzing factors that influence demographic characteristics

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