The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier

The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier

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Article ID: iaor2000591
Country: United Kingdom
Volume: 35
Issue: 3
Start Page Number: 671
End Page Number: 682
Publication Date: Sep 1998
Journal: Journal of Applied Probability
Authors:
Keywords: medicine
Abstract:

The distribution of the final size, K, in a general SIR epidemic model is considered in a situation when the critical parameter λ is close to 1. It is shown that with a ‘critical scaling’ λ ≈ 1 + a/n1/3, m ≈ bn1/3, where n is the initial number of susceptibles and m is the initial number of infected, then K/n2/3 has a limit distribution when n → ∞. It can be described as that of T, the first passage time of a Wiener process to a parabolic barrier b + at − t2/2. The proof is based on a diffusion approximation. Moreover, it is shown that the distribution of T can be expressed analytically in terms of Airy functions using the spectral representation connected with Airy's differential equation.

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