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Stochastic compartmental models as approximations to more general stochastic systems with the general stochastic epidemic as an example

Published online by Cambridge University Press:  01 July 2016

M. J. Faddy
M. J. Faddy*
Affiliation:
University of Birmingham
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Abstract

A general time-dependent stochastic compartmental model is considered, where particles may move between a set of m compartments or out of the system, and new particles may be introduced into the compartments by immigration. A simple argument not relying on generating function techniques is given for the solution of such a system. It is then demonstrated that this class of compartmental models can be used as approximations to more complex stochastic systems by replacing dependence on certain stochastic variables by dependence on corresponding deterministic variables, with some recent examples being discussed. A compartmental approximation to the general stochastic epidemic is then constructed which appears on the basis of some simulations to compare favourably with the true process, particularly after the infection has got established in the population.

Keywords

COMPARTMENTAL SYSTEMSGENERAL TIME-DEPENDENT STOCHASTIC MODELAPPROXIMATING STOCHASTIC SYSTEMSGENERAL STOCHASTIC EPIDEMIC
Type
Research Article
Information
Advances in Applied Probability , Volume 9 , Issue 3 , September 1977 , pp. 448 - 461
Copyright
Copyright © Applied Probability Trust 1977 

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