Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 207 3 i Solution Created 2026-10-03 Updated 2026-10-06
Write . If the first event is recovery, the epidemic has ended and a second event is impossible. If the first event is infection at time , its density is , and the new state is . The total next-event rate isThus, by the Markov property, the two-event probability in a stochastic SIR model by time one isEvaluate the first term as . For the second, , soThereforeFor and , the denominator is positive. Event times are continuous, so inclusion or exclusion of the endpoint one makes no difference.