Gompertz distribution 2026-10-05
A positive, exponentially increasing hazard function gives the survivor function
Its mean is , where is the exponential integral. Unlike the exponential distribution, its future mean waiting time is not the reciprocal of its current hazard function.
Under the frozen-age exponential distribution convention, the mean waiting time is the reciprocal of the outgoing transition intensity. The beliefs therefore specify
Both rates double over ten years. Consequently
These calibrate the age-specific constant-rate means; they are not exact mean ages of future events when age-dependent rates continue increasing throughout the waiting time.
For a literal continuously ageing interpretation, a rate gives a Gompertz distribution for the waiting time. For , its mean is
Here is the exponential integral. Solving and , and the analogous pair with means 2 and 1, instead gives
with rates and slopes in inverse years. These are an alternative continuous-age calibration, not the frozen-age answer boxed above.
At fixed , the leading equation is . Its solution compatible with the eventual decaying far field and the boundary value at one is . This decay implies at distances . Balancing radial derivatives against the linear screening term identifies
The distant region is governed by the modified Helmholtz equation; its decaying homogeneous profile is .
For a matched asymptotic expansion, write the fixed- approximation as , allowing logarithms of in the coefficients. Successive equations are
The boundary condition imposes and . Before matching, their integrated forms can be written
In particular a pure power series with parameter-independent coefficients will be insufficient: the logarithmic overlap creates a switchback term.
In the distant region set . The scaled equation is , so
Decay and leading matching give . The radial modified Helmholtz equation gives the supplied particular integral in terms of the exponential integral:
As , the small-argument expansion of the exponential integral yields
where is the Euler--Mascheroni constant. Substitute to compare the two expansions in :
The constant at order fixes . Its coefficient then fixes , and the constant at order fixes . Hence
The required inner expansion at fixed is
At fixed positive , the outer expansion is
Both display every term through the requested order, including the switchback term in the fixed- region.
To form an additive composite expansion, subtract the common overlap from the sum of the inner and outer expressions. Their retained common part is
Thus one composite is . The last term can be screened by multiplying it by without changing either retained expansion. This gives a useful exponentially decaying version:
Its boundary value is . If exact satisfaction of the boundary value is desired, use instead
The small-argument expansion of the exponential integral shows that this normalized composite has the same two retained expansions; it equals one at and tends to zero at infinity.
As , the exponential integral has
where is the Euler--Mascheroni constant. Integrating the Taylor series of gives every nonconstant coefficient; the constant follows from the limiting definition of . A logarithm of a stretched variable can create a switchback term in a matched asymptotic expansion.