Population dynamics: Poisson approximation and its relation to the Langevin process

We discuss how to simulate a stochastic evolution process in terms of difference equations with Poisson distributions of independent events when the problem is naturally described by discrete variables. For large populations the Poisson approximation becomes a discrete integration of the Langevin ap...

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Veröffentlicht in:Physical review letters 2001-04, Vol.86 (18), p.4183-4186
Hauptverfasser: Aparicio, J P, Solari, H G
Format: Artikel
Sprache:eng
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Zusammenfassung:We discuss how to simulate a stochastic evolution process in terms of difference equations with Poisson distributions of independent events when the problem is naturally described by discrete variables. For large populations the Poisson approximation becomes a discrete integration of the Langevin approximation [T. G. Kurtz, J. Appl. Prob. 7, 49 (1970); 8, 344 (1971)]. We analyze when the latter gives a reasonable representation of the original evolution for finite size systems. A simple example of an epidemic process is used to organize the discussion and to perform statistical tests that underline the goodness of the proposed method.
ISSN:0031-9007
1079-7114
DOI:10.1103/PhysRevLett.86.4183