Limit theorems for multitype epidemics

Håkan Andersson; Boualem Djehiche

doi:10.1016/0304-4149(94)00059-3

Limit theorems for multitype epidemics

Håkan Andersson, Boualem Djehiche

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

By means of the law of large numbers and the central limit theorem, we compare the spatial epidemic model proposed by Kendall with a sequence of multitype epidemics, viewed as Hilbert space-valued stochastic processes. In the limit, the fluctuation process turns out to be an infinite-dimensional Ornstein-Uhlenbeck process.

Original language	English (US)
Pages (from-to)	57-75
Number of pages	19
Journal	Stochastic Processes and their Applications
Volume	56
Issue number	1
DOIs	https://doi.org/10.1016/0304-4149(94)00059-3
State	Published - Mar 1995

Keywords

Central limit theorem
Epidemic process
Law of large numbers
Ornstein-Uhlenbeck process

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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10.1016/0304-4149(94)00059-3

Cite this

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Limit theorems for multitype epidemics

Abstract

Keywords

ASJC Scopus subject areas

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