Abstract
We consider Weiss's and Downton's models with parametersπ, αand β depending on i number of susceptibles and j number of carriers. A martingale argument is performed when πand α /β only depend on i or, in Weiss's case, when α /β is the product of a function of i by a function of j. In these cases the martingale approach proves very valuable and gives explicit results quite easily. In particular it shows that well-known relations between moments and integrals along a trajectory are still true for any stopping time and for more general models than the classic ones.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
9 articles.
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