Related papers: Functional central limit theorems for epidemic mod…
The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…
We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian priors which include the Dirichlet process with general…
We propose a new stochastic epidemiological model defined in a continuous space of arbitrary dimension, based on SIS dynamics implemented in a spatial $\Lambda$-Fleming-Viot (SLFV) process. The model can be described by as little as three…
We prove a functional central limit theorem for integrals $\int_W f(X(t))\, dt$, where $(X(t))_{t\in\mathbb{R}^d}$ is a stationary mixing random field and the stochastic process is indexed by the function $f$, as the integration domain $W$…
We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…
We introduce non-Markovian SIR epidemic spreading model inspired by the characteristics of the COVID-19, by considering discrete- and continuous-time versions. The incubation period, delayed infectiousness and the distribution of the…
Epidemic models and self-exciting processes are two types of models used to describe diffusion phenomena online and offline. These models were originally developed in different scientific communities, and their commonalities are…
Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…
We study the classic Susceptible-Infected-Recovered (SIR) model for the spread of an infectious disease. In this stochastic process, there are two competing mechanism: infection and recovery. Susceptible individuals may contract the disease…
This paper describes the R package EpiILMCT, which allows users to study the spread of infectious disease using continuous time individual level models (ILMs). The package provides tools for simulation from continuous time ILMs that are…
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…
The viral load is known to be a chief predictor of the risk of transmission of infectious diseases. In this work, we investigate the role of the individuals' viral load in the disease transmission by proposing a new…
Traditional epidemic models consider that individual processes occur at constant rates. That is, an infected individual has a constant probability per unit time of recovering from infection after contagion. This assumption certainly fails…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…
The Susceptible-Infectious-Recovered (SIR) equations and their extensions comprise a commonly utilized set of models for understanding and predicting the course of an epidemic. In practice, it is of substantial interest to estimate the…
Here we propose and implement a generalized mathematical model to find the time evolution of population in infectious diseases and apply the model to study the recent COVID-19 pandemic. Our model at the core is a non-local generalization of…
Global pandemics, such as the recent COVID-19 crisis, highlight the need for stochastic epidemic models that can capture the randomness inherent in the spread of disease. Such models must be accompanied by methods for estimating parameters…
The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…
Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…