On expected durations of birth-death processes, with applications to branching processes and SIS epidemics

DOI10.1017/JPR.2015.19zbMATH Open1337.60207arXiv1408.0641OpenAlexW1581008366MaRDI QIDQ2804424FDOQ2804424

Authors: T. Britton, Peter Neal, Frank Ball 

Publication date: 29 April 2016

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

Abstract: We study continuous-time birth-death type processes, where individuals have independent and identically distributed lifetimes, according to a random variable Q, with E[Q]=1, and where the birth rate if the population is currently in state (has size) n is alpha(n). We focus on two important examples, namely alpha(n)=lambda n being a branching process, and alpha(n)=lambda n(N-n)/N which corresponds to an SIS epidemic model in a homogeneously mixing community of fixed size N. The processes are assumed to start with a single individual, i.e. in state 1. Let T, A_n, C and S denote the (random) time to extinction, the total time spent in state $n$, the total number of individuals ever alive and the sum of the lifetimes of all individuals in the birth-death process, respectively. The main results of the paper give expressions for the expectation of all these quantities, and shows that these expectations are insensitive to the distribution of Q. We also derive an asymptotic expression for the expected time to extinction of the SIS epidemic, but now starting at the endemic state, which is not independent of the distribution of Q. The results are also applied to the household SIS epidemic, showing that its threshold parameter R_* is insensitive to the distribution of Q, contrary to the household SIR epidemic, for which R_* does depend on Q.

Full work available at URL: https://arxiv.org/abs/1408.0641

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zbMATH Keywords

birth-death processesbranching processesSIS epidemicsinsensitivity results

Mathematics Subject Classification ID

Epidemiology (92D30) Applications of branching processes (60J85) Stationary stochastic processes (60G10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited In (7)

• Precise estimates of persistence time for SIS infections in heterogeneous populations
• Household epidemic models and McKean-Vlasov Poisson driven stochastic differential equations
• Approximating time to extinction for endemic infection models
• Extinction times in the subcritical stochastic SIS logistic epidemic
• The extinction time of a subcritical branching process related to the SIR epidemic on a random graph
• Asymptotic persistence time formulae for multitype birth–death processes
• Persistence time of SIS infections in heterogeneous populations and networks

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