added work on Survial Analysis

temporaryWork
youainti 5 years ago
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@ -4,58 +4,80 @@
\begin{document}
In his dissertation \cite{RaoDissertation} briefly examines the "survival rates" of a satellite constellation.
I've applied this to my model and extended the results.
This approach allows us to construct a elasticity of survival and satellite additions, i.e. an elasticity
of risk.
%I should probably look up how to analyze changes in risk level and quantitative representations etc.
% Marginal survival.
The survival rate for a constellation $i$ is defined as $R_i = 1-l^i(\cdot)$, the proportion of satellites-
The survival rate for a constellation $i$ is defined as $R^i = 1-l^i(\cdot)$, i.e. the proportion of satellites-
that were not lost (degraded nor destroyed) between period $t$ and $t+1$.
Thus the marginal survival rate represents the additional loss of
satellites due to a slightly larger constellation or fleet stock.
Let $S_t = \sum^n_{j=1} s^j_t$.
Then the survival rates for a constellation and for society's fleet are respectively defined as:
To extend this definition to all fleets, we can measure the total number of
satellites that survive.
This can be calculated as the weighted sum of survival rates.
\begin{align}
R_i =& \frac{s^i_{t+1}- x^i_t}{s^i_t} = 1- l^i(s^i_t,S_t,D_t) \\
R =& \frac{S_{t+1}- X_t}{S_t} = \frac{\sum_{i=1}^N s^i_t[1-l^i(s^i_t,S_t,D_t)] }{S_t} \label{EQ:socsurv}
R =& \frac{\sum_{i=1}^n s^i_t R^i}{\sum_{i=1}^n s^i_t}
\end{align}
In this case, the fleet survival rate \cref{EQ:socsurv}, represents the proportion of satellites-
in period $t+1$ that survived from period $t$.
The marginal survival rates when a given constellation $i$ changes size are:
\subsubsection{Marginal Survival Rates}
We can find the marginal survival rate with respect to a given constellation $s^i_t$ as:
\begin{align}
\parder{R_i}{s^i_t}{} =& -\left(\parder{l^i}{s^i_t}{} + \parder{l^i}{S_t}{}\parder{S_t}{s^i_t}{} \right)
= - \parder{l^i}{s^i_t}{} - \parder{l^i}{S_t}{} \label{EQ:iii} \\
\parder{R}{s^i_t}{} =& \frac{S_t \sum_{i=1}^N \left( [1-l^i(s^i_t,S_t,D_t)]
+ s^i_t [ -\parder{l^i}{s^i_t}{} -\parder{l^i}{S_t}{}\parder{S_t}{s^i_t}{}] \right)
- \left( \sum_{i=1}^N s^i_t[1-l^i(s^i_t,S_t,D_t)] \right)}
{(S_t)^2} \notag{}\\
=& \sum_{i=1}^N \left[ \frac{R_i}{S_t} \right] - \frac{R}{S_t}
+\sum_{i=1}^N \frac{ s^i_t}{ S_t} \parder{R_i}{s^i_t}{} \label{EQ:i}
\parder{R}{s^i_t}{} =& \parder{}{s^i_t}{}\frac{\sum_{j=1}^n s^j_t R^i}{\sum_{j=1}^n s^i_t} \\
=& \left(\frac{1}{\sum_{j=1}^n s^j_t}\right)^2
\left[
\left(\sum^n_{j=1}s^j_t\right) \left(\parder{}{s^i_t}{}\sum^n_{j=1} s^j_t R^j\right)
- \sum^n_{j=1} s^j_t R^j
\right] \\
=& \left(\frac{1}{\sum_{j=1}^n s^j_t}\right)
\left[
\left(\sum^n_{j \neq i} s^j_t \parder{R^j}{s^i_t}{}\right)
+ \left( R^i + s^i_t \parder{R^i}{s^i_t}{}\right)
- R
\right]
\\
=&
\left(\sum^n_{j=1} \left(\frac{s^j_t}{\sum_{j=1}^n s^j_t}\right) \parder{R^j}{s^i_t}{}\right)
+ \left(\frac{ R^i - R }{\sum_{j=1}^n s^j_t}\right)
\\
\parder{R}{s^i_t}{}
=&
\sum^n_{j=1} \left(\frac{s^j_t}{\sum_{j=1}^n s^j_t}\right) \parder{R^j}{s^i_t}{}
+ \left(\frac{ R^i - R }{\sum_{j=1}^n s^j_t}\right) \label{EQ:MarginalSurvivalRelation}
\end{align}
Note that $ \sum_{i=1}^N \frac{ s^i_t}{ S_t} \parder{R_i}{s^i_t}{}$ is the weighted, average marginal survival
rate across constellation operators.
The derivation of \cref{EQ:i} is in Appendix \ref{APX:Derivations:SurvivalRates}.
Direct comparison between the marginal survival rates of an individual operator and the social planner's fleet
cannot proceed further without specifying the functional loss forms $l^i(\cdot)$
and specifying which firm will be compared to society.
In spite of this, conditions on the average effects can be developted as follows.
The marginal survival rate of the fleet is less than the weighted, arithmetic mean of marginal survival rates-
of the constellations when:
This can also be written in differential form as
\begin{align}
\sum_{i=1}^N \left[ \frac{R_i}{S_t} \right] - \frac{R}{S_t}
+\sum_{i=1}^N \frac{ s^i_t}{ S_t} \parder{R_i}{s^i_t}{}
\leq& \sum_{i=1}^N \frac{s^i_t}{S_t} \parder{R_i}{s^i_t}{} \\
\sum_{i=1}^N R_i - R \leq& 0\\
\sum_{i=1}^N [1- l^i(s^i_t,S_t,D_t)] - \sum_{i=1}^N s^i_t [1- l^i(s^i_t,S_t,D_t)] \leq& 0\\
\sum_{i=1}^N (1 - s^i_t) [1- l^i(s^i_t,S_t,D_t)] \leq& 0 \label{EQ:ii}
d{R}
=&
\sum^n_{j=1} \left(\frac{s^j_t}{\sum_{j=1}^n s^j_t}\right) d{R^j}
+ \left(\frac{ R^i - R }{\sum_{j=1}^n s^j_t}\right) d{s^i_t}\label{EQ:differentialSurvivalRelation}
\end{align}
which is true if every constellation has at least one satellite.
As any constellation of interest has at least one satellite
and $\parder{R_i}{s^i_t}{} < 0$ from the assumption on collision mechanics that $\der{l^i}{s_t^i}{}>0$,
we conclude that the marginal survival rate of the entire satellite fleet is lower
than the weighted arithmetic mean of marginal survival rates across constellations.
Note that it is possible for some constellations to have a lower marginal survival rate than the fleet,
but the survival rate for many operators must be higher than the societal rate.
Consequently, we would expect many operators to underestimate the impact of their behaviors on others
if they use their own observed or expected risk factors to estimate the risk they impose on others.
From \cref{EQ:MarginalSurvivalRelation,EQ:differentialSurvivalRelation},
we can see that the fleetwide marginal survival rate
is made up of two components.
\begin{itemize}
\item $\sum^n_{j=1} \left(\frac{s^j_t}{\sum_{j=1}^n s^j_t}\right) \parder{R^j}{s^i_t}{}$
represents the effect on each satellite constellation, and is always negative because
$\parder{R^j}{s^i_t}{} < 0$ by assumption.
Thus each constellations' survival rate will decrease as satellites are added to
any constellation.
\item $\frac{ R^i - R }{\sum_{j=1}^n s^j_t}$,
represents the effect of averaging out marginal survival rates.
Intuitively, when a constellation has a higher survival rate
than the fleet's survival rate, adding a satellite to that fleet contributes
less colision risk than if it were given to another
Note that it is positive but only when $R^i > R$.
Additionally, it disappears quickly as the total number of satellites increase.
Thus when there are a large number of satellites in orbit, regardless of who
owns them, it is almost certain that any increase in satellite stocks will
lead to a reduction in the survival rate.
\footnote{I believe Rao makes this an assumption, I show it is a result}
\end{itemize}
Consequently, we can see that in many cases, the marginal survival rate will be negative.
\end{document}

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