EXTINCTION TIMES IN MULTITYPE MARKOV BRANCHING PROCESSES

被引：8

作者：

Heinzmann, Dominik ^{[1
]}

机构：

[1] Univ Zurich, Inst Math, CH-8057 Zurich, Switzerland

来源：

JOURNAL OF APPLIED PROBABILITY | 2009年 / 46卷 / 01期

关键词：

Multitype branching process; extinction time; convergence rate; STOCHASTIC SIMULATION; EPIDEMIC MODELS;

D O I：

10.1239/jap/1238592131

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, a distributional approximation to the time to extinction in a subcritical continuous-time Markov branching process is derived. A limit theorem for this distribution is established and the error in the approximation is quantified. The accuracy of the approximation is illustrated in an epidemiological example. Since Markov branching processes serve as approximations to nonlinear epidemic processes in the initial and final stages, our results can also be used to describe the time to extinction for such processes.

引用

页码：296 / 307

页数：12

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