Artículo
Multinomial approximation to the Kolmogorov Forward Equation for jump (population) processes
Natiello, Mario Alberto; Barriga Rubio, Raul Hernan
; Otero, Marcelo Javier
; Solari, Hernan Gustavo
Fecha de publicación:
12/2018
Editorial:
Taylor & Francis
Revista:
Cogent Mathematics & Statistics
ISSN:
2574-2558
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
We develop a simulation method for Markov Jump processes with finite time steps based in a quasilinear approximation of the process and in multinomial random deviates. The second-order approximation to the generating function, Error = O(dt2), is developed in detail and an algorithm is presented. The algorithm is implemented for a Susceptible-Infected-Recovered-Susceptible (SIRS) epidemic model and compared to both the deterministic approximation and the exact simulation. Special attention is given to the problem of extinction of the infected population which is the most critical condition for the approximation.
Palabras clave:
Procesos estocásticos
,
dinámica poblacional
,
biología
,
epidemiología
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Articulos(IFIBA)
Articulos de INST.DE FISICA DE BUENOS AIRES
Articulos de INST.DE FISICA DE BUENOS AIRES
Citación
Natiello, Mario Alberto; Barriga Rubio, Raul Hernan; Otero, Marcelo Javier; Solari, Hernan Gustavo; Multinomial approximation to the Kolmogorov Forward Equation for jump (population) processes; Taylor & Francis; Cogent Mathematics & Statistics; 5; 1; 12-2018; 1-25
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