ﻻ يوجد ملخص باللغة العربية
The partner model is an SIS epidemic in a population with random formation and dissolution of partnerships, and with disease transmission only occuring within partnerships. Foxall, Edwards, and van den Driessche found the critical value and studied the subcritical and supercritical regimes. Recently Foxall has shown that (if there are enough initial infecteds $I_0$) the extinction time in the critical model is of order $sqrt{N}$. Here we improve that result by proving the convergence of $i_N(t)=I(sqrt{N}t)/sqrt{N}$ to a limiting diffusion. We do this by showing that within a short time, this four dimensional process collapses to two dimensions: the number of $SI$ and $II$ partnerships are constant multiples of the the number of infected singles. The other variable, the total number of singles, fluctuates around its equilibrium like an Ornstein-Uhlenbeck process of magnitude $sqrt{N}$ on the original time scale and averages out of the limit theorem for $i_N(t)$. As a by-product of our proof we show that if $tau_N$ is the extinction time of $i_N(t)$ (on the $sqrt{N}$ time scale) then $tau_N$ has a limit.
An inhomogeneous first--order integer--valued autoregressive (INAR(1)) process is investigated, where the autoregressive type coefficient slowly converges to one. It is shown that the process converges weakly to a Poisson or a compound Poisson distribution.
Trading of financial instruments has largely moved away from floor trading and onto electronic exchanges. Orders to buy and sell are queued at these exchanges in a {em limit-order book}. While a full analysis of the dynamics of a limit-order book req
We are interested in the recursive model $(Y_n, , nge 0)$ studied by Collet, Eckmann, Glaser and Martin [9] and by Derrida and Retaux [12]. We prove that at criticality, the probability ${bf P}(Y_n>0)$ behaves like $n^{-2 + o(1)}$ as $n$ goes to infi
We consider a Moran model with two allelic types, mutation and selection. In this work, we study the behaviour of the proportion of fit individuals when the size of the population tends to infinity, without any rescaling of parameters or time. We fir
We present an elementary approach to the order of fluctuations for the free energy in the Sherrington-Kirkpatrick mean field spin glass model at and near the critical temperature. It is proved that at the critical temperature the variance of the free