On quasi-stationary distributions for stochastic rumor models

TL;DR

This paper investigates the quasi-stationary distributions of stochastic rumor models, proving existence, uniqueness, and explicit formulas for these distributions, and extends the analysis to related epidemic models.

Contribution

It provides the first explicit formulas and rigorous proofs for the quasi-stationary distributions in stochastic rumor and epidemic models, extending prior theoretical results.

Findings

Unique QSD for the Maki--Thompson model at state (0,1)

Existence of a non-trivial QSD for the modified model

Explicit formula for the non-trivial QSD in terms of paths

Abstract

This paper examines the quasi-stationary behavior of stochastic rumor processes. Using the results by van Doorn and Pollett (2008), we first prove that the continuous-time Maki--Thompson model has a unique quasi-stationary distribution (QSD) given by the point mass at the state \((0, 1)\). To obtain a non-trivial QSD, we modify the absorption set by conditioning the process on not returning to the level \(y=1\) after leaving the initial state \((N, 1)\). For this modified model, we establish the existence and uniqueness of a non-trivial QSD that assigns positive probability to all transient states, and then derive an explicit formula for this QSD in terms of paths and transition rates. We also discuss the ratio of expectations distribution as an alternative approach to describe the long-term behavior before absorption. The analysis is further extended to the Daley--Kendall rumor model and the stochastic SIR epidemic model.