An analogue of the deterministic pandemic threshold theorem for a measles epidemic is established for a viral host-vector epidemic. The severity of the epidemic is shown to be the unique positive solution of a pair of equations.

A continuous-time model of a multigrade system is developed, which includes Poisson arrivals, interaction between grades and a leaving process. It therefore constitutes a continuous-time analogue of Pollard's hierarchical population model with Poisson recruitment. An expression is found for the first and second moments of grade size at any time. A general formulation of the joint probability generating function of the numbers in each grade is given, and the limiting distribution of grade size is shown to be Poisson.

It is shown that if ϕ is a given function out of a large class satisfying a certain regularity condition, then a supercritical age-dependent branching process {Z(t)} exists with deterministic immigration and given life-length and family-size distributions such that Z(t)/(eat ϕ(t)) converges in probability to a non-zero constant, a being the appropriate Malthusian parameter.

As an easy corollary one discovers the asymptotic behaviour of some processes with random immigration.

From a random sample X1, X2, …, XN there can be constructed N – K + 1 successive sample means of the form for 0 ≦ n ≦ N − K, where Erdös and Rényi (1970) studied the maximum Σ(N, K) of these N – K + 1 sample means. Under appropriate conditions, they showed that for a wide interval of λ's there exist constants C(λ), depending only on λ and the distribution from which the sample was selected, such that Σ(N, [C(λ) log N])→ λ a.s. as N→∞. In the present article, analogous results are developed for the maximum of the N – K + 1 successive sample medians and, more generally, for all sample quantiles.

Selective predation is an example of biased sampling which gives rise to a non-central multivariate hypergeometric distribution. The probability distribution function of this distribution is derived.

Particles are situated on a rectangular lattice and proceed to invade each other's territory. When they are equally competitive this creates larger and larger blocks of one type as time goes by. It is shown that the expected size of such blocks is equal to the expected range of a simple random walk.

In a previous article Saunders (1975) investigated the form of transition probabilities for a generalization of conservative processes in which the usual transition rate parameters are replaced by time-dependent stochastic variables. The results of that investigation are given in terms of properties of exchangeable random variables and require that the process be in a particular initial state at time zero. This article removes the restriction on the initial state by using some properties of two sequences of jointly exchangeable variables. General results analogous to those obtained previously are shown to hold for general initial states.

It is shown that a Galton-Watson process in varying environment, unlike a classical Galton-Watson process, can have an infinite (though at most countable) number of distinct rates of growth.

For a subcritical Bellman-Harris process for which the Malthusian parameter α exists and the mean function M(t)∼ aeat as t → ∞, a necessary and sufficient condition for e–at (1 –F(s, t)) to have a non-zero limit is known. The corresponding condition is given for the generalized branching process.

A functional central limit theorem extending the central limit theorem of Chung (1954) for the Robbins–Munro procedure is proved. It is shown that the asymptotic normality is preserved under certain random stopping rules.

Let Tv be the two-sided shift operator associated with a finite Markov chain of period v; Using results of Krengel and Michel and Adler, Shields and Smorodinsky, necessary and sufficient conditions for the existence of an rth root of Tv are obtained. In particular, if the Markov chain is irreducible, then Tv has an rth root when and only when (r, v) = 1.

It is shown that an irreducible and aperiodic Markov chain can be altered preserving irreducibility without altering the nature of the chain in the sense that, the modified chain is transient (recurrent) if and only if the original chain is transient (recurrent). Furthermore, it is shown by means of a counterexample that ergodicity (null-recurrence) is not preserved.

An interesting application of this result is a simple proof of Pakes's generalization of Foster's criterion for a chain to be recurrent.

The problem of bounding P(∪ Ai) given P(Ai) and P(AiAj) for i ≠ j = 1, …, k goes back to Boole (1854) and Bonferroni (1936). In this paper a new family of upper bounds is derived using results in graph theory. This family contains the bound of Kounias (1968), and the smallest upper bound in the family for a given application is easily derivable via the minimal spanning tree algorithm of Kruskal (1956). The properties of the algorithm and of the multivariate normal and t distributions are shown to provide considerable simplifications when approximating tail probabilities of maxima from these distributions.

If a subcritical Galton-Watson process is initiated with an arbitrary mass distribution, then it is known that under certain conditions proper conditional limit distributions exist, depending on a single parameter. It is shown here that there is a one-to-one correspondence between these distributions and those arising from the process with a linear offspring probability generating function.

We give an expression for the expectation of max (0, S1, …, Sn) where Sk is the kth partial sum of a finite sequence of exchangeable random variables X1, …, Xn. When the Xk are also independent, the formula we give has already been obtained by Spitzer; and when the sequence is a finite segment of an infinite sequence of exchangeable random variables, it is a consequence of a theorem of Hewitt.

Envision a one-dimensional system of infinitely many identical particles, in which initial particle positions constitute a Poisson random measure and the initial velocity of a particle depends only on its initial position. Given its initial conditions the system evolves deterministically, by means of perfectly elastic collisions. In this note we derive conditions for continuity of the probability laws of the system and of the particle paths, as functions of the parameters of the initial conditions. These results have the physical interpretation of stability theorems.

There exist three classes of probability laws that are stable for maxima. A number of well-known distributions lie in the domains of attraction of these laws. This fact is sometimes exploited by fitting the distribution of maxima with one of the stable laws. Such a procedure may well be misguided, however, since distributions exist which produce maxima having any desired distribution and not just a stable type. In this paper partial attraction of maxima is defined and it is shown that all distributions have a non-empty domain of partial attraction of maxima. In fact, there exists a distribution that lies simultaneously in the domain of partial attraction of maxima of all distributions.

In this note, necessary and sufficient conditions for the central limit theorem for the number of events in a doubly stochastic Poisson process are given.

In 1968 M. I. Gordin proved a very strong central limit theorem for stationary, ergodic sequences by means of approximation with martingales. In the present paper Gordin's theorem is generalized to cover also the periodogram of a stationary sequence, and the restriction of ergodicity is removed. It is noted that known central limit theorems for stationary processes can often be generalized to the periodogram by means of this result.

Given an unlimited sequence of Bernoulli trials, let E be the recurrent event that k or more successes occur within m consecutive trials in the sequence. Let μk, m denote the mean recurrence time for E. Previous work finds expressions for μk, m for limited values of k and m. The present paper derives a closed expression for μk, m for all k, m. Tables for μk, m are also presented.