Limit theorems for multitype epidemics

Håkan Andersson and Boualem Djehiche

Stochastic Processes and their Applications, 1995, vol. 56, issue 1, 57-75

Abstract: By means of the law of large numbers and the central limit theorem, we compare the spatial epidemic model proposed by Kendall with a sequence of multitype epidemics, viewed as Hilbert space-valued stochastic processes. In the limit, the fluctuation process turns out to be an infinite-dimensional Ornstein-Uhlenbeck process.

Keywords: Epidemic; process; Law; of; large; numbers; Central; limit; theorem; Ornstein-Uhlenbeck; process (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (2)

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