Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 207 3 d Solution 2026-09-28
For each , integrate the probability of occupying the ill state:Equivalently, this is the entry of the fundamental matrix of an absorbing continuous-time Markov chain .
There is also a direct calculation. Each episode is fatal with probability , so the expected number of episodes before death is . Each lasts on average , givingThe acquisition rates change the waiting time between episodes but, under this model, not the total time eventually spent ill. Thus both risk groups have the same estimate.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 207 1 h Solution Created 2026-09-24 Updated 2026-09-25
Add a hospital state and estimate the enlarged Q-matrix from the cohort. If infection starts in state , the expected hospital occupancy generated by one infection is the Markov reward model integralEquivalently, if is the subgenerator on all transient states, is the entry of the fundamental matrix of an absorbing continuous-time Markov chain . The number infected in the population has expectation , so linearity of expectation gives total expected hospital use days. If only occupancy within a finite period counts, replace the upper integration limit by the remaining follow-up time for each infection and average over infection times.