Functional limit theorems for non-Markovian epidemic models

DOI10.1214/21-AAP1717zbMATH Open1498.92241arXiv2003.03249OpenAlexW3010512059WikidataQ113266287 ScholiaQ113266287MaRDI QIDQ2170355FDOQ2170355

Authors: Guodong Pang, Etienne Pardoux 

Publication date: 5 September 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We study non-Markovian stochastic epidemic models (SIS, SIR, SIRS, and SEIR), in which the infectious (and latent/exposing, immune) periods have a general distribution. We provide a representation of the evolution dynamics using the time epochs of infection (and latency/exposure, immunity). Taking the limit as the size of the population tends to infinity, we prove both a functional law of large number (FLLN) and a functional central limit theorem (FCLT) for the processes of interest in these models. In the FLLN, the limits are a unique solution to a system of deterministic Volterra integral equations, while in the FCLT, the limit processes are multidimensional Gaussian solutions of linear Volterra stochastic integral equations. In the proof of the FCLT, we provide an important Poisson random measures representation of the diffusion-scaled processes converging to Gaussian components driving the limit process.

Full work available at URL: https://arxiv.org/abs/2003.03249

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zbMATH Keywords

functional law of large numbersfunctional central limit theoremsgeneral infectious periodsnon-Markovian epidemic modelsPoisson random measure representations

Mathematics Subject Classification ID

Epidemiology (92D30) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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Cited In (12)

• General epidemiological models: law of large numbers and contact tracing
• Epidemic models with varying infectivity
• Multi-patch epidemic models with general exposed and infectious periods
• Title not available (Why is that?)
• A Functional Limit Theorem for the Total Cost of a Multitype Standard Epidemic
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• A spatial stochastic epidemic model: law of large numbers and central limit theorem
• Title not available (Why is that?)
• A functional central limit theorem for SI processes on configuration model graphs
• Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity
• From individual-based epidemic models to McKendrick-von Foerster PDEs: a guide to modeling and inferring COVID-19 dynamics

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