Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 36 1 a Solution Created 2026-10-03 Updated 2026-10-14
In the SI model, one infection reduces the susceptible count by one, and the total event rate is , where . The Poisson time-change representation of a Markov chain therefore giveswhere is a unit-rate Poisson process. Subtracting its clock from its count givesThus . The clock stops when the susceptible count reaches zero, so the representation also includes the absorbing state.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 36 1 b Solution Created 2026-10-03 Updated 2026-10-14
Fix and put . Since , the clock in part (a) is at most on . The Poisson maximal concentration bound gives, for every ,Here for , so the probabilities are summable in . The Borel-Cantelli lemma, first for positive rational and then for all , yields almost surely. No independence between the processes for different population sizes is required.
The deterministic SI model solves the logistic equation with , givingOn , is Lipschitz continuous with constant . Subtracting the two integral equations givesThe Gronwall inequality impliesThis is the uniform almost-sure fluid limit of the SI model. One can take the intersection of the probability-one events for integer to obtain the conclusion on every finite interval. Use population sizes with integral; if the initial susceptible count is rounded, the extra initial error is at most and the same Gronwall inequality proof applies.
The stochastic SI model with susceptible fraction , initial limit , and total infection rate has deterministic limitThe Poisson time-change representation of a Markov chain writes as its integrated drift minus a centered Poisson error. On its clock is at most . The Poisson maximal concentration bound makes every fixed error tolerance have summable probabilities in , so the Borel-Cantelli lemma gives uniform error decay almost surely. The Gronwall inequality transfers that decay to , because the drift is Lipschitz continuous. The assertion is for fixed finite intervals and does not claim approximation over times growing with .
