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On the algebraic structure in Markovian processes of death and epidemic types

Authors :
Philippe Picard
Claude Lefèvre
Source :
Advances in Applied Probability. 31:742-757
Publication Year :
1999
Publisher :
Cambridge University Press (CUP), 1999.

Abstract

This paper is concerned with the standard bivariate death process as well as with some Markovian modifications and extensions of the process that are of interest especially in epidemic modeling. A new and powerful approach is developed that allows us to obtain the exact distribution of the population state at any point in time, and to highlight the actual nature of the solution. Firstly, using a martingale technique, a central system of relations with two indices for the temporal state distribution will be derived. A remarkable property is that for all the models under consideration, these relations exhibit a similar algebraic structure. Then, this structure will be exploited by having recourse to a theory of Abel-Gontcharoff pseudopolynomials with two indices. This theory generalizes the univariate case examined in a preceding paper and is briefly introduced in the Appendix.

Details

ISSN :
14756064 and 00018678
Volume :
31
Database :
OpenAIRE
Journal :
Advances in Applied Probability
Accession number :
edsair.doi.dedup.....cd9a3afb90b08afe8228c66b1bc865a8