Cover Image

Limit theorems for multitype epidemics

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.
Year of publication:
1995
Authors: Andersson, Håkan ; Djehiche, Boualem
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 56.1995, 1, p. 57-75
Publisher: Elsevier
Keywords: Epidemic process Law of large numbers Central limit theorem Ornstein-Uhlenbeck process
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008873779
Similar items by person