We provide a method of constructing a sequence of general stochastic epidemics, indexed by the initial number of susceptibles N, from a time-homogeneous birth-and-death process. The construction is used to show strong convergence of the general stochastic epidemic to a birth-and-death process, over any finite time interval [0, t], and almost sure convergence of the total size of the general stochastic epidemic to that of a birth-and-death process. The latter result furnishes us with a new proof of the threshold theorem of Williams (1971). These methods are quite general and in the remainder of the paper we develop similar results for a wide variety of epidemics, including chain-binomial, host-vector and geographical spread models.

The general (non-spatial) stochastic epidemic is extended to allow infective individuals to move forward through a system of spatially connected locations · ··, L1, L2, · ·· (on the line) each containing susceptible individuals and the outcome of the epidemic in each of these locations is then considered. In the deterministic case, a (spatial) equilibrium solution and threshold behaviour are discussed. In the stochastic case, a (spatial) quasi-equilibrium behaviour (conditional on sufficient numbers of infectives present) is discussed; numerical results suggest some correspondence between this stochastic quasi-equilibrium and the deterministic equilibrium.

A biological population with local random mating, migration, and mutation is studied which exhibits clustering at several different levels. The migration is determined by the clustering rather than actual geographic or physical distance. Darwinian selection is assumed to be absent, and population densities are such that nearby individuals have a probability of being related. An expression is found for the equilibrium probability of genetic relatedness between any two individuals as a function of their clustering distance. Asymptotics for a small mutation rate u are discussed for both a finite number of clustering levels (and of total population size), and for an infinite number of levels. A natural example is discussed in which the probability of heterozygosity varies as u to a power times a periodic function of log(l/u).

An error bound for convergence to the Ewens sampling formula is given where the population size or mutation rate may vary from generation to generation, or the population is not yet at equilibrium. An application is given to a model of Hartl and Campbell about selectively-equivalent subtypes within a class of deleterious alleles, and a theorem is proven showing that the size of the deleterious class stays within bounds sufficient to apply the first result. Generalizations are discussed.

The process we consider is a binary splitting, where the probability of division, , depends on the population size, 2i. We show that Zn converges to ∞ almost surely on a set of positive probability. Zn/n converges in distribution to a proper limit, diverges almost surely on converges almost surely on and there are no constants cn such that Zn/cn converges in probability to a non-degenerate limit.

A Markov chain model of a population consisting of a finite or countably infinite number of colonies with N particles at each colony is considered. There are d types of particle and transition from the nth generation to the (n + 1)th is made up of three stages: reproduction, migration, and sampling. Natural selection works in the reproduction stage. The limiting diffusion operator (as N→∞) for the proportion of types at colonies is found. Convergence to the diffusion is proved under certain conditions.

The Galton-Watson process with immigration which is time-homogeneous but not permitted when the process is in state 0 (so that this state is absorbing) is briefly studied in the subcritical and supercritical cases. Results analogous to those for the ordinary Galton-Watson process are found to hold. Partly-new techniques are required, although known end-results on the standard process with and without immigration are used also. In the subcritical case a new parameter is found to be relevant, replacing to some extent the criticality parameter.

Central limit theorems are given for the time taken for a population to increase by a factor k > 1 for a supercritical process, or to decrease by a factor k < 1 for a subcritical process. The size of errors is investigated so that confidence limits can be given for these times to O (m½) where m is the population size at t = 0.

The paper establishes limit theorems for the total progeny of a simple branching process in which immigration is allowed whenever the population size reaches 0.

An array of points {Z1, Z2, …, Zn–1} in the interval V = [0, L], is such that 0 ≦ Z1, ≦ Z2 ≦ … ≦ Zn–1, ≦ L. One of the points is chosen at random (Zk, say, with probability pk) and displaced to a new position within the interval [Zk–1, Zk+ 1], the position again chosen at random according to a probability distribution Gk. We derive some results concerning the limiting distribution of the array after a succession of such displacements. If Gk is a uniform distribution, it appears that the number of displacements necessary to open up a gap between at least one pair of adjacent points of size at least γ is O(ρ n), n →∞, where ρ = L/(L – γ).

A model for predicting expected-value population distributions is developed, assuming that all movements are Markovian and time-homogeneous. Each individual is classified by the amount of time he has spent in the population and by which of a number of classes, of an unspecified nature, he inhabits. The limiting properties of the population distribution are derived, and, in particular, conditions for convergence to a stable distribution are given.

Some discussion of the relevance of the theory to practical applications is given, primarily to manpower planning when recruitment occurs purely to maintain a specified overall population size.

The stationary autoregressive model but with a long-tailed error distribution is analysed using the method of functional least squares. A family of estimators indexed by a real parameter is obtained and uniform consistency and weak convergence established. The optimum member of the family is chosen to have minimum variance with respect to the parameter, and the parameter value chosen detects and adjusts for long-tailed error distributions. Results of a simulation are given.

A contact process first posed as a random mapping problem is discussed together with a model for the spread of a rumour through an archaic telephone system. Snowball sampling and the well-known Reed–Frost chain binomial model are also commented on. Our main interest and emphasis is on distributional properties of discrete-time models. Simple combinatorial arguments are used along with a class of discrete distributions originally proposed for catch–recapture sampling.

A ‘connective constant' is defined for self-avoiding random walk derived by erasing loops from simple random walk. For d ≧ 5, it is shown that this distribution on n-step self-avoiding paths approaches a uniform distribution in a weak sense.

In this paper we deal with the Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation. The so-called Wiener kernels which appear in the functional series expansion are expressed in terms of the transition probability density function of the process.

We investigate how the property of null-recurrence is preserved for Markov chains under a perturbation of the transition probability. After recalling some useful criteria in terms of the one-step transition nucleus we present two methods to determine barrier functions, one in terms of taboo potentials for the unperturbed Markov chain, and the other based on Taylor's formula.

The classical condition for regularity of a Markov chain is extended to include semi-Markov chains. In addition, for any given semi-Markov chain, we find Markov chains which exhibit identical regularity properties. This is done either (i) by transforming the state space or, alternatively, (ii) by imposing conditions on the holding-time distributions. Brief consideration is given to the problem of extending the results to processes other than semi-Markov chains.

The stationary distribution may be used to estimate the rate of geometric convergence to ergodicity for a finite homogeneous ergodic Markov chain. This is done by invoking the spectrum localization property of a new class of ergodicity coefficients defined with respect to column vector norms for the transition matrix P. Explicit functional forms in terms of the entries of P are obtained for these coefficients with respect to the l∞ and l1, norms, and comparison in performance with various known coefficients is made with the aid of numerical examples.

We consider a diffusion process on the reals subject to the conditional probability that the process is positive from t = 0 to the present. We establish comparison results between the conditioned diffusion and a second unconditioned Markov diffusion. One result allows the initial process to be non-Markov before conditioning. A stronger comparison theorem is shown to hold in the Markov case.

Silverman and Brown (1978) have derived Poisson limit theorems for certain sequences of symmetric statistics, based on a sample of independent identically distributed random variables. In this paper an incomplete version of these statistics is considered and a Poisson limit result shown to hold. The powers of some tests based on the incomplete statistic are investigated and the main results of the paper are used to simplify the derivations of the asymptotic distributions of some statistics previously published in the literature.