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2.2.2- Calculation of the Extinction Probability and the Metastable Distribution

By making a few more approximations, we can derive expressions for the probability of extinction as a function of time, the expected lifetime of the epidemic, and the form of the long-lived metastable distribution tex2html_wrap_inline1474 .

First, we shall derive an approximate expression for tex2html_wrap_inline1476 . Setting the derivative on the left-hand side of Eq. 6 equal to zero, we obtain an equation for the equilibrium distribution tex2html_wrap_inline1478 :

 

equation240

where p(I) = 0 for I;SPMlt;0 or I;SPMgt;N and tex2html_wrap_inline1486 . Substituting I=0 into Eq. 9, we obtain p(1)=0. We can then substitute p(1)=0 into the equation to obtain p(2)=0. Continuing in the same fashion, we can show trivially that p(I)=0 for all I;SPMgt;0. This demonstrates our previous claim that the only equilibrium solution is the extinction component.

However, the survival component is nearly a solution, and is only prevented from being one because of the slow leakage of probability to the extinction component. We may obtain the survival component by artificially stopping this leakage, which is achieved by setting p(I=1) to some arbitrary constant tex2html_wrap_inline1502 and using Eq. 9 to generate p(I) for I ;SPMgt; 1. The resultant distribution -- the survival component -- should then be normalized such that the sum of the probabilities is unity. Carrying out this procedure with tex2html_wrap_inline1508 , one can show that the survival component has an extremely short lifetime, which is consistent with the conclusion of the deterministic analysis that no epidemic can occur if the infection rate is less than the cure rate. On the other hand, if tex2html_wrap_inline1510 , one can show that practically all of the nodes will be infected, and the lifetime of the survival component will be extremely long.

In the more interesting intermediate case in which tex2html_wrap_inline1512 , p(I) attains a maximum for some tex2html_wrap_inline1516 . The value of tex2html_wrap_inline1518 is determined by the condition tex2html_wrap_inline1520 . Substitution of this condition into Eq. 9 yields

equation260

Motivated by the form of the survival component in the last two frames of Fig. 3, we match a gaussian to tex2html_wrap_inline1522 , tex2html_wrap_inline1524 , and tex2html_wrap_inline1526 and normalize the sum of the extinction and survival components to unity, with the result:

 

equation268

Thus we find that the metastable distribution is a gaussian with mean tex2html_wrap_inline1528 and standard deviation tex2html_wrap_inline1530 . The mean is identical to that obtained from the deterministic approximation, and the standard deviation is virtually equal to that obtained from the numerical solution of Eq. 6 depicted in Fig. 3.

Having obtained the metastable distribution, we can now use it to estimate the lifetime of the metastable survival component. First, we must obtain an expression for p(0,t), the extinction probability as a function of time. Returning to the dynamical equation for the evolution of the probability distribution (Eq. 6), substituting I=0, and using Eqs. 8 (which is valid once the distribution has assumed its metastable form) and 11, we obtain:

 

equation280

Solving Eq. 12 for p(0,t), we find that, after the initial transient, the survival component decays exponentially with a characteristic lifetime given by

 

equation288

Numerical solution of Eq. 9 reveals that Eq. 13 yields a rather severe overestimate of the lifetime of the metastable phase. This can be attributed to the fact that, while the gaussian approximation of Eq. 11 to the survival component is very good in the vicinity of tex2html_wrap_inline1538 , it is exceedingly poor in the far reaches of the tail, at I=1. However, the numerical solution confirms that the functional form of Eq. 13 is correct, i.e., the lifetime of a graph increases approximately exponentially with the number of nodes. For example, the lifetime of tex2html_wrap_inline1542 for a 100-node graph is reduced to only 888 for a 10-node graph, all other parameters being equal. The constant multiplying N in the exponent is about half that predicted by Eq. 13 when tex2html_wrap_inline1546 .

Finally, we can obtain a good approximation to the probability that the infection will become extinct before it reaches the metastable phase by letting the number of nodes tex2html_wrap_inline1548 (rendering the lifetime infinite). Then Eq. 6 simplifies to:

 

eqnarray302

which is the well-known linear birth and death process [34]. A solution can be obtained by the method of generating functions, with the result:

 

equation308

where tex2html_wrap_inline1550 is the number of infected nodes which are originally present in the population.

To summarize, the probabilistic analysis corroborates the deterministic result that an epidemic can not occur if tex2html_wrap_inline1552 . Contrary to the findings of the deterministic analysis, even if tex2html_wrap_inline1554 , the probability that an epidemic will not occur is greater than zero, being equal to tex2html_wrap_inline1556 , where tex2html_wrap_inline1558 is the number of infected nodes initially present in the population. This is not really a discrepancy. The deterministic analysis is founded on the assumption of an infinite number of nodes and an original fraction of infected nodes tex2html_wrap_inline1560 . Thus tex2html_wrap_inline1562 is infinite, and the probabilistic formula (Eq. 15) yields an extinction probability of zero. The probabilistic and deterministic analyses agree that the average number of infected nodes in equilibrium is tex2html_wrap_inline1564 , and the probabilistic analysis reveals that the root-mean-square fluctuations are tex2html_wrap_inline1566 . Thus the relative size of the fluctuations decreases as tex2html_wrap_inline1568 , which lends some justification to the assumption that they are zero in the deterministic analysis.


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