Critical scaling for the SIS stochastic epidemic

We exhibit a scaling law for the critical SIS stochastic epidemic. If at time 0 the population consists of infected and susceptible individuals, then when the time and the number currently infected are both scaled by , the resulting process converges, as N → ∞, to a diffusion process related to the...

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Veröffentlicht in:Journal of applied probability 2006-09, Vol.43 (3), p.892-898
Hauptverfasser: Dolgoarshinnykh, R. G., Lalley, Steven P.
Format: Artikel
Sprache:eng
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Zusammenfassung:We exhibit a scaling law for the critical SIS stochastic epidemic. If at time 0 the population consists of infected and susceptible individuals, then when the time and the number currently infected are both scaled by , the resulting process converges, as N → ∞, to a diffusion process related to the Feller diffusion by a change of drift. As a consequence, the rescaled size of the epidemic has a limit law that coincides with that of a first passage time for the standard Ornstein-Uhlenbeck process. These results are the analogs for the SIS epidemic of results of Martin-Löf (1998) and Aldous (1997) for the simple SIR epidemic.
ISSN:0021-9002
1475-6072
DOI:10.1239/jap/1158784956