info:eu-repo/semantics/article
Multinomial approximation to the Kolmogorov Forward Equation for jump (population) processes
Fecha
2018-12Registro en:
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
2574-2558
CONICET Digital
CONICET
Autor
Natiello, Mario Alberto
Barriga Rubio, Raul Hernan
Otero, Marcelo Javier
Solari, Hernan Gustavo
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.