In this article we shall present a summary of the various stochastic approaches and applications to chemical reaction kinetics, but before discussing these we first briefly introduce the basic ideas and definitions of classical or deterministic chemical kinetics. One of the basic questions to which chemists address themselves is the rate of chemical reactions, or in other words, how long it takes for a chemical reaction to attain completion, or equilibrium. Apparently the first significant quantitative investigation was made in 1850 by L. Wilhelmy [93]. He studied the inversion of sucrose (cane sugar) in aqueous solutions of acids, whose reaction is He found empirically that the rate of decrease of concentration of sucrose was simply proportional to the concentration remaining unconverted, i.e., if S(t) is the concentration of sucrose, then The constant of proportionality is called the rate constant of the reaction. If So is the initial concentration of sucrose, then Since then an enormous number of reactions has been studied and the field of chemical kinetics is now one of the largest areas of chemical research. The importance of the field lies in the fact that it yields concise expressions for the time dependence of reactions, predicts yields, optimum economic conditions, and gives one much insight into the actual molecular processes involved. The detailed molecular picture of a reaction process is called the mechanism of the reaction.

Birth and death processes, i.e. Markov chains {X(t)}, 0 ≦ t ≦ ∞, taking values in the set I of non-negative integers, for which the infinitesimal transition probabilities are have found wide application in mathematical ecology . In order that the infinite system of differential Equations (1) should have solutions such that Pij(t) ≦ 0, all t and it is necessary and sufficient that . The conditions ensure that with probability one, the sample paths of X(t) have no discontinuities worse than jumps, and in this case the solution is unique. If (3) does not hold then for some t1 at least, there is a set of sample paths of positive probability, each of which has t1 as a limit point of jumps. For pure birth processes, (in which μj = 0) this clearly implies X(t) → ∞ as t → t1.

Recently Gani (1965) has considered a stochastic model for the attachment of phages to bacteria. In this paper we study some of the basic properties of this model. These results will be used in a subsequent paper dealing with the estimation of the parameter which occurs in this model.

A problem in molecular genetics called for the following result. If a particle is dropped at random on a right-angled isosceles triangle, and thus allowed to execute symmetrical Brownian motion, the chance that it will first leave the triangle via the hypotenuse is 0.41062. An inequality and two methods of deriving this probability are illustrated. The most useful source of solutions to diffusion problems of this kind is the torsion problem of elasticity.

This paper applies the constant population approximation to the study of epidemics which involve more than a single type of infective. An example of this would be a situation in which both clinically infected individuals and subclinically infected individuals or carriers are present.

We derive equations for the expected numbers of clinically infected individuals and carriers at any time t for the model with zero latent period and infectious periods having negative exponential distributions. From these equations we derive conditions under which a unimodal incidence curve can result, and expressions for the expected total epidemic size.

Let Zn be the number of individuals in the n-th generation of a simple (discrete, one-type) Galton-Watson process, descended from a single ancestor. Write and assume, as usual, that 0 < F(0) < 1. It is well known that the p.g.f. of Zn is Fn(s), the n-th functional iterate of F(s), and that if the process is construed as a Markov chain on the states 0, 1, 2,…, then its n-step transition probabilities are given by

In a recent paper Weiss (1965) has suggested a simple model for a carrier-borne epidemic such as typhoid. He considers a population (of size m) of susceptibles into which a number (k) of carriers is introduced. These carriers exhibit no overt symptoms and are only detectable by the discovery of infected persons. He supposed that after the initial introduction of the carriers, the population remains entirely closed and no new carriers arise. The epidemic then progresses until either all the carriers have been traced and isolated or until the entire population has succumbed to the disease.

The epidemic model considered here, first given by Bartlett (see for example [2]), provides for the immigration of new susceptibles and infectives, as well as describing the spread of infection to susceptibles already present and the removal of infectives. The epidemic curve, relating the numbers of susceptibles and infectives, has been studied for certain cases by Bartlett [1], Kendall [6] and others, and provides a motivation for the results given here. With the aid of criteria given by Reuter [8], [9], the main question considered is the asymptotic behaviour of the mean duration of the epidemic. The behaviour of the limits of the transition probabilities pij(t) as t → ∞ is also investigated.

We present two theorems that provide simple iterative solutions of special systems of differential-difference equations. We show as examples of the theorems the simple stochastic epidemic (cf. Bailey, 1957, p. 39, and Bailey, 1963) and the general stochastic epidemic (cf. Bailey, 1957; Gani, 1965; and Siskind, 1965), in each of which we let the initial distribution of the number of uninfected susceptibles and the number of infectives be arbitrary but assume the total population size bounded. In all of the references cited above the methods of solution involve solving a corresponding partial differential equation, whereas we deal directly with the original system of ordinary differential-difference equations. Furthermore in the cited references the authors begin at time t = 0 with a population having a fixed number of uninfected susceptibles and a fixed number of infectives. For the simple stochastic epidemic with arbitrary initial distribution we provide solutions not obtainable by the results given by Bailey (1957 or 1963). For the general stochastic epidemic, if we use the results of Gani or Siskind, then the solution of the problem having an arbitrary initial distribution would involve additional steps that would sum proportionally-weighted conditional results.

Let T denote a subset of the possible transitions between the states of a finite Markov chain and let Yk denote the time of the kth occurrence of a T-transition. Formulae are derived for the generating functions of Yk, of Yj + k — Yj and of Yj + k — Yj in the limit as j → ∞, for both discrete-time and continuoustime chains. Several particular cases are briefly discussed.

On a sequence of Bernoulli trials, the definition of a recurrent event ε involves the occurrence of a unique pattern of successes (S) and failures (F), the final element of which is the result of the nth trial. Success runs are the best known of such recurrent events, but Feller (1959, §13.8) mentions more complicated patterns, among which two types may be distinguished. The simpler involves a single more complex pattern such as SSFFSS; the second type involves a set of alternative events defining ε, which is said to occur when any one of the alternatives occurs at trial number n. Thus if ε stands for “either a success run of length r or a failure run of length ρ”, there are two alternatives in the set; the problem is elementary because the component events are “non-overlapping”.

A number of years ago, R. A. Fisher discussed the problem of the propagation of a virile mutant in a population. At about the same time, Kolmogorov, Petrovsky, and Piscounoff, whom we shall refer to as KPP, investigated a general class of partial differential equations which describe simultaneous growth and diffusion processes.

Suppose x1,…, xN are indefinitely many observations on a stochastic process which is weakly stationary with spectral density f(λ), – π ≦ λ ≦ π. An asymptotically unbiased, and to that extent plausible, estimate of 4rf(λ)is the periodogram Yet the periodograms of processes which possess spectral densities are notoriously subject to erratic behavior.

In this note a renewal density theorem in the multi-dimensional case is formulated and proved. Let f(x) be the density function of a p-dimensional random variable with positive mean vector μ and positive-definite covariance matrix Σ, let hn(x) be the n-fold convolution of f(x) with itself, and set Then for arbitrary choice of integers k1, …, kp–1 distinct or not in the set (1, 2, …, p), it is shown that under certain conditions as all elements in the vector x = (x1, …, xp) become large. In the above expression μ‵ is interpreted as a row vector and μ a column vector. An application to the theory of a class of age-dependent branching processes is also presented.

In a previous paper (Marshall and Olkin (1966)) the authors have derived a multivariate exponential distribution from points of view designed to indicate the applicability of the distribution. Two of these derivations are based on “shock models” and one is based on the requirement that residual life is independent of age.

The practical importance of the univariate exponential distribution is partially due to the fact that it governs waiting times in a Poisson process. In this paper, the distribution of joint waiting times in a bivariate Poisson process is investigated. There are several ways to define “joint waiting time”. Some of these lead to the bivariate exponential distribution previously obtained by the authors, but others lead to a generalization of it. This generalized bivariate exponential distribution is also derived from shock models. The moment generating function and other properties of the distribution are investigated.

Imagine a man owning a commodity, e.g., a house, which is for sale. Offers at varying amounts are coming in every now and then. The longer he postpones selling the more he loses because of deterioration, interest losses, or the like. At each offer he must decide whether to accept it or wait for a better one. (A more picturesque example would be that of a girl scrutinizing successive suitors.)

Questions of the decomposability of distribution functions into real-valued components of bounded variation were discussed by P. Lévy (1964) in relation to the nature of the components, whether non-decreasing (distribution functions in particular) or absolutely continuous (a.c.) or both. Hanson (1965), in a review of Lévy's paper, raised the question of whether or not a rectangular distribution could be decomposed into two a.c. distributions. In fact, D. G. Kendall had conjectured earlier (Kendall (1960)) that no such decomposition is possible. The object of this paper is to state and prove the truth of Kendall's conjecture. “Decomposition” or “factorisation” will be understood throughout the paper to mean decomposition into distributions. Decompositions of the rectangular distribution into one a.c. and one discrete factor are well known (see, e.g., Lukacs (1960) pp. 128–9), and decompositions in which both factors are singular continuous (s.c.) have been discovered by Kendall and by P. M. Lee; it is shown here that no other combinations of factor-type can exist. References to other work on related decomposability properties are given in the papers by Lévy and Kendall cited above.

A formula is given for the response function of a filter which extracts a signal generated by a non-stationary process from amid noise. The non-stationarity is due to the presence of zeros on the unit circle of the function characterising the difference equation generating the signal. The signal is broken into a trend component and a stochastic integral in which t occurs only through the factor exp it λ and it is shown that the filter which optimally extracts the latter perfectly represents the former. The considerations cover the case of a vector series. Applications to problems in seasonal variation measurement are indicated.

If X1, …, Xn obey a multivariate normal distribution with zero means, then the probability that Xi > a for all i = 1, …, n is often called a multivariate normal integral. Such integrals have been considered by various investigators, particularly when a = 0. (For a bibliography, see Gupta.)