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Multidimensional continuous-time Markov jump processes $(Z(t))$ on $\mathbb{Z}^p$ form a usual set-up for modeling $SIR$-like epidemics. However, when facing incomplete epidemic data, inference based on $(Z(t))$ is not easy to be achieved.…

Methodology · Statistics 2014-01-03 Romain Guy , Catherine Larédo , Elisabeta Vergu

Much of the research on the behavior of the SIS model on networks has concerned the infinite size limit; in particular the phase transition between a state where outbreaks can reach a finite fraction of the population, and a state where…

Populations and Evolution · Quantitative Biology 2015-07-13 Petter Holme

We consider an epidemiological SIR model and a positive threshold $M$. Using a parametric expression for the solution curve of the SIR model and the Lambert W function, we establish necessary and sufficient conditions on the basic…

Optimization and Control · Mathematics 2021-07-09 Andrés David Báez-Sánchez , Nara Bobko

Over the past several decades there has been a proliferation of epidemiological models with ordinary derivatives replaced by fractional derivatives in an an-hoc manner. These models may be mathematically interesting but their relevance is…

Populations and Evolution · Quantitative Biology 2016-03-31 C. N. Angstmann , B. I. Henry , A. V. McGann

We consider continuous space-time decay-surge population models which are semi- stochastic processes for which deterministically declining populations, bound to fade away, are rein- vigorated at random times by bursts or surges of random…

Probability · Mathematics 2021-11-09 Branda Goncalves , Thierry Huillet , Eva Löcherbach

We introduce an interacting particle system that models the spread of an epidemic in terms of heterogeneous diffusive dynamics, rather than exogenous contact and transmission rates at the population level as in classical compartmental…

Probability · Mathematics 2026-05-20 Eliana Fausti , Andreas Sojmark

The susceptible-infected-recovered (SIR) model has been used extensively to model disease spread and other processes. Despite the widespread usage of this ordinary differential equation (ODE) based model which represents the mean-field…

Dynamical Systems · Mathematics 2016-12-28 Ekkehard Beck , Benjamin Armbruster

Importance sampling (IS) is a Monte Carlo technique that relies on weighted samples, simulated from a proposal distribution, to estimate intractable integrals. The quality of the estimators improves with the number of samples. However, for…

Computation · Statistics 2022-07-18 Medha Agarwal , Dootika Vats , Víctor Elvira

Given a real valued and time-inhomogeneous martingale diffusion X, we investigate the properties of functions defined by the conditional expectation f(t,X_t)=E[g(X_T)|F_t]. We show that whenever g is monotonic or Lipschitz continuous then…

Probability · Mathematics 2008-01-03 George Lowther

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

Probability · Mathematics 2016-05-05 Alexander I. Bufetov

We analyze thermodynamic models for fluid systems in equilibrium based on a virial expansion of the internal energy in terms of the volume density. We prove that the models, formulated for finite-size systems with $N$ particles, are exactly…

Statistical Mechanics · Physics 2026-04-21 Xin An , Francesco Giglio , Giulio Landolfi

In this paper we analyze and classify the dynamics of SIQRS epidemiological models with susceptible, infected, quarantined, and recovered classes, where the recovered individuals can become reinfected. We are able to treat general incidence…

Populations and Evolution · Quantitative Biology 2024-06-05 Alexandru Hening , Dang H. Nguyen , Tran Ta , Sergiu C. Ungureanu

We study continuous-time birth-death type processes, where individuals have independent and identically distributed lifetimes, according to a random variable Q, with E[Q]=1, and where the birth rate if the population is currently in state…

Probability · Mathematics 2014-08-05 Frank Ball , Tom Britton , Peter Neal

In this paper, we study Gaussian multiplicative chaos in the critical case. We show that the so-called derivative martingale, introduced in the context of branching Brownian motions and branching random walks, converges almost surely (in…

Probability · Mathematics 2016-08-14 Bertrand Duplantier , Rémi Rhodes , Scott Sheffield , Vincent Vargas

We study the continuous absorbing-state phase transition in the one-dimensional diffusive epidemic process via mean-field theory and Monte Carlo simulation. In this model, particles of two species (A and B) hop on a lattice and undergo…

Statistical Mechanics · Physics 2009-11-11 Daniel Souza Maia , Ronald Dickman

New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…

Probability · Mathematics 2014-10-28 Alexander Sokol

We study the SIRS process, a continuous-time Markov chain modeling the spread of infections on graphs. In this model, vertices are either susceptible, infected, or recovered. Each infected vertex becomes recovered at rate 1 and infects each…

Probability · Mathematics 2022-11-10 Tobias Friedrich , Andreas Göbel , Nicolas Klodt , Martin S. Krejca , Marcus Pappik

Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…

Probability · Mathematics 2017-02-15 Tomasz Juszczyszyn , Mateusz Kwaśnicki

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…

Probability · Mathematics 2022-02-25 Bastien Mallein , Quan Shi

Consider a locally finite Dawson-Watanabe superprocess $\xi=(\xi_t)$ in $\mathsf{R}^d$ with $d\geq2$. Our main results include some recursive formulas for the moment measures of $\xi$, with connections to the uniform Brownian tree, a…

Probability · Mathematics 2013-02-06 Olav Kallenberg
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