Critical scaling for the SIS stochastic epidemic

被引:13
作者
Dolgoarshinnykh, R. G. [1 ]
Lalley, Steven P.
机构
[1] Columbia Univ, Dept Stat, New York, NY 10027 USA
[2] Univ Chicago, Dept Stat, Chicago, IL 60637 USA
关键词
stochastic epidemic model; SIS; SIR; Feller diffusion; Ornstein-Uhlenbeck process;
D O I
10.1239/jap/1158784956
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We exhibit a scaling law for the critical SIS stochastic epidemic. If at time 0 the population consists of root N infected and N - root N susceptible individuals, then when the time and the number currently infected are both scaled by root N, the resulting process converges, as N -> infinity, to a diffusion process related to the Feller diffusion by a change of drift. As a consequence, the resealed size of the epidemic has a limit law that coincides with that of a first passage time for the standard Ornstein-Uhlenbeck process. These results are the analogs for the SIS epidemic of results of Martin-Lof (1998) and Aldous (1997) for the simple SIR epidemic.
引用
收藏
页码:892 / 898
页数:7
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