Approximations: Replacing random variables with their means

Joe Gani*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    Abstract

    One of the standard methods for approximating a bivariate continuous-time Markov chain {X(t), Y(t): t ≥ 0}, which proves too difficult to solve in its original form, is to replace one of its variables by its mean, This leads to a simplified stochastic process for the remaining variable which can usually be solved, although the technique is not always optimal. In this note we consider two cases where the method is successful for carrier infections and mutating bacteria, and one case where it is somewhat less so for the SIS epidemics.

    Original languageEnglish
    Pages (from-to)57-62
    Number of pages6
    JournalJournal of Applied Probability
    Volume51A
    DOIs
    Publication statusPublished - 1 Dec 2014

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