Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/iii/paper-37/1/a/solution

Use the compartment counts as the state of the SIRS Markov chain. Its state space is . The transition rates are
Each susceptible has infection hazard , so summing over the susceptibles gives the first rate. The memorylessness of the exponential distribution makes each of the current infectives have recovery hazard , irrespective of its infection time. Each removed individual has immunity-loss hazard . These are all the possible off-diagonal transitions. The diagonal entry of the transition intensity matrix is minus their sum, and a transition with no eligible individual has rate zero. Thus the three total event rates are , and , and every event conserves population size.

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