Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switched environment

Abstract

We consider an epidemic SIS model described by a multitype birth-and-death process in a randomly switched environment. That is, the infection and cure rates of the process depend on the state of a finite Markov jump process (the environment), whose transitions also depend on the number of infectives. The total size of the population is constant and equal to some K ∈ N * , and the number of infectives vanishes almost surely in finite time. We prove that, as K → ∞, the process composed of the proportions of infectives of each type X K and the state of the environment Ξ K , converges to a piecewise deterministic Markov process (PDMP) given by a system of randomly switched ODEs. The long term behaviour of this PDMP has been previously investigated by Benaïm and Strickler, and depends only on the sign of the top Lyapunov exponent Λ of the linearised PDMP at 0: if Λ < 0, the proportion of infectives in each group converges to zero, while if Λ > 0, the disease becomes endemic. In this paper, we show that the large population asymptotics of X K also strongly depend on the sign of Λ: if negative, then from fixed initial proportions of infectives the disease disappears in a time of order at most log(K), while if positive, the typical extinction time grows at least as a power of K. We prove that in the situation where the origin is accessible for the linearised PDMP, the mean extinction time of X K is logarithmically equivalent to K p * , where p * > 0 is fully characterised. We also investigate the quasi-stationary distribution µ K of (X K , Ξ K ) and show that, when Λ < 0, weak limit points of (µ K ) K>0 are supported by the extinction set, while when Λ > 0, limit points belong to the (non empty) set of stationary distributions of the limiting PDMP which do not give mass to the extinction set.

Birth-Death Processes in Interactive Random Environments

“…Birth-death processes are fundamental stochastic models in applied probability and queueing. Birth-death processes in random environments have been extensively studied [34,35,4,5] and used in various applications (see, e.g., queueing [14,15,10], inventory [23], population and biology [1] and epidemiology [25]). Most of the studies have been on models where the transitions of birth and death processes are affected by the environment (see, e.g., [34,35,4]).…”

“…We also refer to [10], where a random walk interacting with a random environment of a Jackson/Gordon-Newell network is considered, and an explicit stationary distribution of a product-form type is derived. In [25], an epidemic SIS model in an interactive switching environment is studied, where the infection and recovery rates depend on a finite-state Markov jump process whose transitions also depend on the number of infectives. Large population scaling limits and the associated long-time behaviors are studied.…”