The principle of the diffusion of arbitrary constants
- 1 March 1972
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 9 (03) , 519-541
- https://doi.org/10.1017/s0021900200035841
Abstract
Equations are derived describing a central limit type large population approximation for continuous time Markov lattice processes in one or more dimensions, such as are commonly encountered in biological models. A method of solving the equations using only the deterministic solution of the process is explained, and it is extended by the use of a martingale argument to provide more detailed information about the process.Keywords
This publication has 2 references indexed in Scilit:
- A perturbation approximation to the simple stochastic epidemic in a large populationBiometrika, 1968
- Stochastic RumoursIMA Journal of Applied Mathematics, 1965