The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier

被引:54
作者
Martin-Lof, A [1 ]
机构
[1] Stockholm Univ, Dept Math Sci, S-10691 Stockholm, Sweden
关键词
epidemic model; size of epidemic; nearly critical epidemic; diffusion approximation; Wiener process; passage time; parabolic barrier; spectral theory; airy functions;
D O I
10.1017/S0021900200016326
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];
摘要
The distribution of the final size, K, in a general SIR epidemic model is considered in a situation when the critical parameter lambda is close to 1. It is shown that with a 'critical scaling' lambda approximate to 1 + a/n(1/3), m approximate to bn(1/3), where a is the initial number of susceptibles and ra is the initial number of infected, then K/n(2/3) has a limit distribution when n --> infinity. It can be described as that of T, the first passage time of a Wiener process to a parabolic barrier b + at - t(2)/2. The proof is based on a diffusion approximation. Moreover, it is shown that the distribution of T can be expressed analytically in terms of Airy functions using the spectral representation connected with Airy's differential equation.
引用
收藏
页码:671 / 682
页数:12
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