scholarly journals Approximation of epidemic models by diffusion processes and their statistical inference

2014 ◽  
Vol 70 (3) ◽  
pp. 621-646 ◽  
Author(s):  
Romain Guy ◽  
Catherine Larédo ◽  
Elisabeta Vergu
Author(s):  
Александр Григорьевич Остапенко ◽  
Алексей Леонидович Сердечный ◽  
Александр Алексеевич Остапенко ◽  
Сергей Сергеевич Куликов

Рассматривается весьма актуальная проблема моделирования процесса диффузии вредоносных кодов и деструктивных контентов в киберпространстве, которое в современных условиях носит все более выраженный сетевой характер. В отличии от ранее широко используемых аналоговых и даже развивающих их дискретных эпидемических моделей, в настоящей работе учитываются статический (накопленную информацию) и динамический (информационный трафик) ресурсы узлов и ветвей сети. Наряду с этим принимается во внимание дозировка вредоноса, внедряемого в сеть для нарушения её работоспособности. Все это позволяет осуществить сетевое картографирование эпидемического процесса, порождаемого в результате диффузии вредоносной инъекции. Предлагаемая модель открывает новую страницу в описании информационных эпидемий (и не только) во взвешенных сетях, где предлагаемая авторами формализация масштабирует изображаемые размеры узлов и ветвей модели в соответствии со значениями ресурсов или потенциалов её элементов. Фактически получается граф (карта) исследуемого сетевого ландшафта, в котором циркулирует информация. В случае внедрения вредоноса компоненты карты окрашиваются с учетом дозировки его присутствия в них, где топологической основой выступают “звезды” сети. Для этого авторами предлагаются соответствующие аналитические выражения. The article deals with a very relevant problem of modeling the process of diffusion of malicious codes and destructive content in cyberspace, which in modern conditions has an increasingly pronounced network character. In contrast to the previously widely used analog and even developing discrete epidemic models, this paper takes into account the static (accumulated information) and dynamic (information traffic) resources of nodes and branches of the network. Along with this, the dosage of the malware introduced into the network to disrupt its performance is taken into account. All this makes it possible to carry out network mapping of the epidemic process generated as a result of the diffusion of malicious injection. The proposed model opens a new page in the description of information epidemics (and not only) in weighted networks, where the formalization proposed by the authors scales the depicted sizes of nodes and branches of the model in accordance with the values of resources or potentials of its elements. In fact, a graph (map) of the network landscape under study is obtained, in which information circulates. In the case of the introduction of the malware, the map components are colored taking into account the dosage of its presence in them, where the topological basis is the “stars” of the network. For this purpose, the authors propose the corresponding analytical expressions.


1979 ◽  
Vol 11 (01) ◽  
pp. 14-30 ◽  
Author(s):  
G. A. Watterson

The estimation, and testing for the presence, of a selective advantage of one allele over another is considered. It is assumed that a population's allele frequencies are known from some initial time until fixation of one or other allele occurs. The statistics needed to perform the estimation and testing are the heterozygosity of the population summed over all generations, and the observation of which allele fixes. It is shown that certain asymptotic probability distributions arise which are similar to those proved by Brown and Hewitt for statistical inference from diffusion processes, but their results assumed that the diffusion had a stationary density which is not the case for alleles which fix. The genetic diffusion may be transformed to Brownian motion with constant drift, and the inference questions concerning selection can be transformed to questions about the first exit of a Brownian motion from an interval. It is thus possible to construct significance tests, and to calculate the power of those tests, for detecting selection.


1979 ◽  
Vol 11 (1) ◽  
pp. 14-30 ◽  
Author(s):  
G. A. Watterson

The estimation, and testing for the presence, of a selective advantage of one allele over another is considered. It is assumed that a population's allele frequencies are known from some initial time until fixation of one or other allele occurs. The statistics needed to perform the estimation and testing are the heterozygosity of the population summed over all generations, and the observation of which allele fixes. It is shown that certain asymptotic probability distributions arise which are similar to those proved by Brown and Hewitt for statistical inference from diffusion processes, but their results assumed that the diffusion had a stationary density which is not the case for alleles which fix.The genetic diffusion may be transformed to Brownian motion with constant drift, and the inference questions concerning selection can be transformed to questions about the first exit of a Brownian motion from an interval. It is thus possible to construct significance tests, and to calculate the power of those tests, for detecting selection.


Mathematics ◽  
2020 ◽  
Vol 8 (4) ◽  
pp. 588 ◽  
Author(s):  
Eva María Ramos-Ábalos ◽  
Ramón Gutiérrez-Sánchez ◽  
Ahmed Nafidi

In this paper, we study a new family of Gompertz processes, defined by the power of the homogeneous Gompertz diffusion process, which we term the powers of the stochastic Gompertz diffusion process. First, we show that this homogenous Gompertz diffusion process is stable, by power transformation, and determine the probabilistic characteristics of the process, i.e., its analytic expression, the transition probability density function and the trend functions. We then study the statistical inference in this process. The parameters present in the model are studied by using the maximum likelihood estimation method, based on discrete sampling, thus obtaining the expression of the likelihood estimators and their ergodic properties. We then obtain the power process of the stochastic lognormal diffusion as the limit of the Gompertz process being studied and go on to obtain all the probabilistic characteristics and the statistical inference. Finally, the proposed model is applied to simulated data.


1976 ◽  
Vol 32 ◽  
pp. 109-116 ◽  
Author(s):  
S. Vauclair

This paper gives the first results of a work in progress, in collaboration with G. Michaud and G. Vauclair. It is a first attempt to compute the effects of meridional circulation and turbulence on diffusion processes in stellar envelopes. Computations have been made for a 2 Mʘstar, which lies in the Am - δ Scuti region of the HR diagram.Let us recall that in Am stars diffusion cannot occur between the two outer convection zones, contrary to what was assumed by Watson (1970, 1971) and Smith (1971), since they are linked by overshooting (Latour, 1972; Toomre et al., 1975). But diffusion may occur at the bottom of the second convection zone. According to Vauclair et al. (1974), the second convection zone, due to He II ionization, disappears after a time equal to the helium diffusion time, and then diffusion may happen at the bottom of the first convection zone, so that the arguments by Watson and Smith are preserved.


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