On the algebraic structure in Markovian processes of death and epidemic types

Citation
P. Picard et C. Lefevre, On the algebraic structure in Markovian processes of death and epidemic types, ADV APPL P, 31(3), 1999, pp. 742-757
Citations number
23
Categorie Soggetti
Mathematics
Journal title
ADVANCES IN APPLIED PROBABILITY
ISSN journal
00018678 → ACNP
Volume
31
Issue
3
Year of publication
1999
Pages
742 - 757
Database
ISI
SICI code
0001-8678(199909)31:3<742:OTASIM>2.0.ZU;2-X
Abstract
This paper is concerned with the standard bivariate death process as well a s with some Markovian modifications and extensions of the process that are of interest especially in epidemic modeling. A new and powerful approach is developed that allows us to obtain the exact distribution of the populatio n state at any point in time, and to highlight the actual nature of the sol ution. Firstly, using a martingale technique, a central system of relations with two indices for the temporal state distribution will be derived. A re markable property is that for all the models under consideration, these rel ations exhibit a similar algebraic structure. Then, this structure will be exploited by having recourse to a theory of Abel-Gontcharoff pseudopolynomi als with two indices. This theory generalizes the univariate case examined in a preceding paper and is briefly introduced in the Appendix.