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Related papers: Functional Limit Theorems for Non-Markovian Epidem…

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In this paper, we prove functional central limit theorems (FCLTs) for a stochastic epidemic model with varying infectivity and general infectious periods recently introduced in Forien, Pang and Pardoux (2020).The infectivity process (total…

Probability · Mathematics 2022-09-13 Guodong Pang , Etienne Pardoux

We study an individual-based stochastic epidemic model in which infected individuals become susceptible again following each infection (generalized SIS model). Specifically, after each infection, the infectivity is a random function of the…

Probability · Mathematics 2025-04-29 Arsene-Brice Zotsa-Ngoufack

In this survey paper, we review the recent advances in individual based non--Markovian epidemic models. They include epidemic models with a constant infectivity rate, varying infectivity rate or infection-age dependent infectivity,…

Probability · Mathematics 2022-09-26 Raphael Forien , Guodong Pang , Etienne Pardoux

We study the fluctuations of a stochastic epidemic model with memory of the last infections, varying infectivity, and waning immunity, as introduced in Guerin and Zotsa-Ngoufack:arXiv preprint arXiv:2505.00601. The dynamics of the epidemic…

Probability · Mathematics 2025-05-28 Arsene Brice Zotsa-Ngoufack

We study epidemic models where the infectivity of each individual is a random function of the infection age (the elapsed time of infection). To describe the epidemic evolution dynamics, we use a stochastic process that tracks the number of…

Probability · Mathematics 2023-01-02 Guodong Pang , Etienne Pardoux

We study the stochastic SIR epidemic model with infection-age dependent infectivity for which a measure-valued process is used to describe the ages of infection for each individual. We establish a functional law of large numbers (FLLN) and…

Probability · Mathematics 2025-05-28 Guodong Pang , Etienne Pardoux

We study multi-patch epidemic models where individuals may migrate from one patch to another in either of the susceptible, exposed/latent, infectious and recovered states. We assume that infections occur both locally with a rate that…

Probability · Mathematics 2022-08-31 Guodong Pang , Etienne Pardoux

We introduce an epidemic model with varying infectivity and general exposed and infectious periods, where the infectivity of each individual is a random function of the elapsed time since infection, those function being i.i.d. for the…

Probability · Mathematics 2021-06-01 Raphael Forien , Guodong Pang , Etienne Pardoux

We study a stochastic compartmental susceptible-infected (SI) epidemic process on a configuration model random graph with a given degree distribution over a finite time interval $[0,T],$ for some $ T>0$. In this setting, we split the…

Probability · Mathematics 2021-10-18 Wasiur R. KhudaBukhsh , Casper Woroszylo , Grzegorz A. Rempała , Heinz Koeppl

We study an individual-based stochastic epidemic model in which infected individuals become susceptible again following each infection. In contrast to classical compartment models, after each infection, the infectivity is a random function…

Probability · Mathematics 2025-04-29 Raphaël Forien , Guodong Pang , Étienne Pardoux , Arsene Brice Zotsa-Ngoufack

The impact of spatial structure on the spread of an epidemic is an important issue in the propagation of infectious diseases. Recent studies, both deterministic and stochastic, have made it possible to understand the importance of the…

Probability · Mathematics 2023-01-09 Alphonse Emakoua

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

Probability · Mathematics 2022-12-06 Maxime Hauray , Etienne Pardoux , Yen V. Vuong

Using the regenerative scheme of Comets, Fern\'andez and Ferrari (2002), we establish a functional central limit theorem (FCLT) for discrete time stochastic processes (chains) with summable memory decay. Furthermore, under stronger…

Probability · Mathematics 2008-09-24 G. Maillard , S. Schöpfer

We consider an individual-based SIR stochastic epidemic model in continuous space. The evolution of the epidemic involves the rates of infection and cure of individuals. We assume that individuals move randomly on the two-dimensional torus…

Probability · Mathematics 2020-07-15 Samuel Bowong Tsakou , Alphonse Emakoua , Etienne Pardoux

A stochastic SIR epidemic model taking into account the heterogeneity of the spatial environment is constructed. The deterministic model is given by a partial differential equation and the stochastic one by a space-time jump Markov process.…

Probability · Mathematics 2024-12-10 Thierry Gallouët , Etienne Pardoux , Ténan Yeo

The purpose of this note is to show that it is possible to establish a many-server functional strong law of large numbers (FSLLN) for the fraction of occupied servers (i.e., the scaled number-in-system) without explicitly tracking either…

Probability · Mathematics 2020-01-01 Prakash Chakraborty , Harsha Honnappa

This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-dimensional criteria for tightness used in…

Probability · Mathematics 2007-12-27 Ward Whitt

In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…

Probability · Mathematics 2013-05-10 Martial Longla , Costel Peligrad , Magda Peligrad

In this paper, we are concerned with the stochastic susceptible-infectious-susceptible (SIS) epidemic model on the complete graph with $n$ vertices. This model has two parameters, which are the infection rate and the recovery rate. By…

Probability · Mathematics 2020-12-02 Huazheng Bu , Xiaofeng Xue

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…

Probability · Mathematics 2020-04-09 Shuyang Bai , Takashi Owada , Yizao Wang
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