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Approximations: replacing random variables with their means
Published online by Cambridge University Press: 30 March 2016
Abstract
One of the standard methods for approximating a bivariate continuous-time Markov chain {X(t), Y(t): t ≥ 0}, which proves too difficult to solve in its original form, is to replace one of its variables by its mean, This leads to a simplified stochastic process for the remaining variable which can usually be solved, although the technique is not always optimal. In this note we consider two cases where the method is successful for carrier infections and mutating bacteria, and one case where it is somewhat less so for the SIS epidemics.
MSC classification
- Type
- Part 3. Biological applications
- Information
- Journal of Applied Probability , Volume 51 , Issue A: Celebrating 50 Years of The Applied Probability Trust , December 2014 , pp. 57 - 62
- Copyright
- Copyright © Applied Probability Trust 2014