Related papers: Functional central limit theorems for epidemic mod…
We consider independent random variables (r.v.'s) with a common mean $\mu$ that either satisfy Lindeberg's condition, or are symmetric around $\mu$. Present forms of existing functional central limit theorems (FCLT's) for Studentized…
This paper deals simultaneously with linear structural and functional error-in-variables models (SEIVM and FEIVM), revisiting in this context generalized and modified least squares estimators of the slope and intercept, and some methods of…
In this paper, we establish a joint (bivariate) functional central limit theorem of the sample quantile and the $r$-th absolute centred sample moment for functionals of mixing processes. More precisely, we consider $L_2$-near epoch…
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…
We consider a space-time SI epidemic model with infection age-dependent infectivity and non-local infections constructed on a grid of the torus $\mathbb{T}^1 =(0, 1]^d$, where the individuals may migrate from node to another. The migration…
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…
This paper presents a law of large numbers result, as the size of the population tends to infinity, of SIR stochastic epidemic models, for a population distributed over $L$ distinct patches (with migrations between them) and $K$ distinct…
In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…
A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…
Seasonal variations in the incidence of infectious diseases are a well-established phenomenon, driven by factors such as climate changes, social behaviors, and ecological interactions that influence host susceptibility and transmission…
Many spreading processes in our real-life can be considered as a complex contagion, and the linear threshold (LT) model is often applied as a very representative model for this mechanism. Despite its intensive usage, the LT model suffers…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
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…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…
We revisit well-established concepts of epidemiology, the Ising-model, and percolation theory. Also, we employ a spin $S$ = 1/2 Ising-like model and a (logistic) Fermi-Dirac-like function to describe the spread of Covid-19. Our analysis…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
In the simple mean-field SIS and SIR epidemic models, infection is transmitted from infectious to susceptible members of a finite population by independent $p-$coin tosses. Spatial variants of these models are proposed, in which finite…
We study the stochastic susceptible-infected-recovered (SIR) model with time-dependent forcing using analytic techniques which allow us to disentangle the interaction of stochasticity and external forcing. The model is formulated as a…
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.…