×

Strong approximations for epidemic models. (English) Zbl 0823.92024

Summary: This paper is concerned with the approximation of early stages of epidemic processes by branching processes. A general model for an epidemic in a closed, homogeneously mixing population is presented. A construction of a sequence of such epidemics, indexed by the initial number of susceptibles \(N\), from the limiting branching process is described. Strong convergence of the epidemic processes to the branching process is shown when the latter goes extinct. When the branching process does not go extinct, necessary and sufficient conditions on the sequence \((t_ N)\) for strong convergence over the time interval \([0, t_ N]\) are provided.
Convergence of a wide variety of functionals of the epidemic process to corresponding functionals of the branching process is shown, and bounds are provided on the total variation distance for given \(N\). The theory is illustrated by reference to the general stochastic epidemic. Generalisations to, for example, multipopulation epidemics are described briefly.

MSC:

92D30 Epidemiology
60J80 Branching processes (Galton-Watson, birth-and-death, etc.)
60F15 Strong limit theorems
60J85 Applications of branching processes
60K99 Special processes
Full Text: DOI

References:

[1] Aldous, D. J., Exchangeability and related topics, (Hennequin, P. L., Ecole d’Été de Probabilités de Saint-Flour XIII, 1983, Lecture Notes in Mathematics, Vol. 1117 (1985), Springer: Springer Berlin), 1-198 · Zbl 0562.60042
[2] Arratia, R.; Goldstein, L.; Gordon, L., Poisson approximation and the Chen-Stein method, Statist. Sci., 5, 403-424 (1990) · Zbl 0955.62542
[3] Asmussen, S., Applied Probability and Queues (1987), Wiley: Wiley Chichester · Zbl 0624.60098
[4] Bailey, N. T.J., The Mathematical Theory of Infectious Diseases and its Applications (1975), Griffin: Griffin London · Zbl 0334.92024
[5] Ball, F. G., The threshold behaviour of epidemic models, J. Appl. Probab., 20, 227-241 (1983) · Zbl 0519.92023
[6] Ball, F. G., A unified approach to the distribution of total size and total area under the trajectory of infectives in epidemic models, Adv. in Appl. Probab., 18, 289-310 (1986) · Zbl 0606.92018
[7] Ball, F. G., Dynamic population epidemic models, Math. Biosci., 107, 299-324 (1991) · Zbl 0747.92025
[8] Barbour, A. D., A note on the maximum size of a closed epidemic, J. Roy. Statist. Soc., 37, 459-460 (1975), Ser. B · Zbl 0309.60058
[9] Barbour, A. D., The duration of the closed stochastic epidemic, Biometrika, 62, 477-482 (1975) · Zbl 0307.92014
[10] Bartlett, M. S., An Introduction to Stochastic Processes (1955), Cambridge Univ. Press: Cambridge Univ. Press London · Zbl 0068.11801
[11] Billard, L., Factorial moments and probabilities for the general stochastic epidemic, J. Appl. Probab., 10, 277-288 (1973) · Zbl 0273.60064
[12] Cox, D. R.; Miller, H. D., The Theory of Stochastic Processes (1965), Methuen: Methuen London · Zbl 0149.12902
[13] Daly, F., Collapsing supercritical branching processes, J. Appl. Probab., 16, 732-739 (1979) · Zbl 0426.60077
[14] Daniels, H. E., The distribution of the total size of an epidemic, (Proc. 5th Berkeley Symp. on Math. Statist. Prob., 4 (1967)), 281-293
[15] Daniels, H. E., The maximum size of a closed epidemic, Adv. in Appl. Probab., 6, 607-621 (1974) · Zbl 0349.60069
[16] Daniels, H. E., The time of occurrence of the maximum of a closed epidemic, (Gabriel, J.-P.; Lefèvre, C.; Picard, P., Lecture Notes in Biomathematics 86 Stochastic Processes in Epidemic Theory (1990), Springer: Springer Berlin), 129-136
[17] Downton, F., The ultimate size of carrier-borne epidemics, Biometrika, 55, 277-289 (1968) · Zbl 0159.49503
[18] Downton, F., The area under the infectives trajectory of the general stochastic epidemic, J. Appl. Probab., 9, 414-417 (1972) · Zbl 0262.92008
[19] Downton, F., A correction to “The area under the infectives trajectory of the general stochastic epidemic”, J. Appl. Probab., 9, 873-876 (1972) · Zbl 0269.92014
[20] Gani, J.; Jerwood, D., The cost of a general stochastic epidemic, J. Appl. Probab., 9, 257-269 (1972) · Zbl 0238.92009
[21] Gani, J.; McNeil, D. R., Joint distributions of random variables and their integrals for certain birth-death and diffusion processes, Adv. in Appl. Probab., 3, 339-352 (1971) · Zbl 0223.60020
[22] Griffiths, D. A., A bivariate birth-death process which approximates to the spread of a disease involving a vector, J. Appl. Probab., 9, 65-75 (1972) · Zbl 0246.92004
[23] Griffiths, D. A., Multivariate birth-and-death processes as approximations to epidemic processes, J. Appl. Probab., 10, 15-26 (1973) · Zbl 0258.60061
[24] Jagers, P., Branching Processes with Biological Applications (1975), Wiley: Wiley London · Zbl 0356.60039
[25] Jerwood, D., A note on the cost of the simple epidemic, J. Appl. Probab., 7, 440-443 (1970) · Zbl 0198.53001
[26] Kendall, D. G., On the generalized “birth-and-death” process, Ann. Math. Statist., 19, 1-15 (1948) · Zbl 0032.17604
[27] Kendall, D. G., Deterministic and stochastic epidemics in closed populations, (Proc. 3rd Berkeley Symp. on Math. Statist. Prob., 4 (1956)), 149-165 · Zbl 0070.15101
[28] Kermack, W. O.; McKendrick, A. G., A contribution to the mathematical theory of epidemics, (Proc. Roy. Soc. London Ser. A, 115 (1927)), 700-721 · JFM 53.0517.01
[29] Lindvall, T., Lectures on the Coupling Method (1992), Wiley: Wiley New York · Zbl 0760.60078
[30] McNeil, D. R., Integral functionals of birth and death processes and related limiting distributions, Ann. Math. Statist., 41, 480-485 (1970) · Zbl 0196.20403
[31] Metz, J. A.J., The epidemic in a closed population with all susceptibles equally vulnerable: some results for large susceptible populations and small initial infections, Acta Biotheoretica, 27, 75-123 (1978)
[32] Mollison, D., Spatial contact models for ecological and epidemic spread, J. Roy. Statist. Soc. Ser. B, 39, 283-326 (1977), (with discussion) · Zbl 0374.60110
[33] Nerman, O., On the convergence of supercritical general branching processes, (Thesis (1979), Department of Mathematics, Chalmers Univ. of Technology and the Univ. of Göteborg: Department of Mathematics, Chalmers Univ. of Technology and the Univ. of Göteborg Göteborg) · Zbl 0676.92003
[34] Nerman, O., On the convergence of supercritical general (C-M-J) branching processes, Z. Wahrscheinlichkeitsch, 57, 365-395 (1981) · Zbl 0451.60078
[35] Picard, P.; Lefèvre, C., A unified analysis of the final size and severity distribution in collective Reed-Frost epidemic processes, Adv. in Appl. Probab., 22, 269-294 (1990) · Zbl 0719.92021
[36] Rajarshi, M. B., Simpler proofs of two threshold theorems for a general stochastic epidemic, J. Appl. Probab., 18, 721-724 (1981) · Zbl 0469.92014
[37] Scalia-Tomba, G., Asymptotic final-size distribution of the multi-type Reed-Frost process, J. Appl. Probab., 23, 565-584 (1986) · Zbl 0608.92011
[38] von Bahr, B.; Martin-Löf, A., Threshold limit theorems for some epidemic processes, Adv. in Appl. Probab., 12, 319-349 (1980) · Zbl 0425.60074
[39] Waugh, W. A.O’N., Conditioned Markov processes, Biometrika, 45, 241-249 (1958) · Zbl 0087.13406
[40] Whittle, P., The outcome of a stochastic epidemic - a note on Bailey’s paper, Biometrika, 42, 116-122 (1955) · Zbl 0064.39103
[41] Williams, T., An algebraic proof of the threshold theorem for the general stochastic epidemic (abstract), Adv. in Appl. Probab., 3, 223 (1971)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.