From exact stochastic to mean-field ODE models : a new approach to prove convergence results

[Received on ] In this paper the rigorous linking of exact stochastic models to mean-field approximations is studied. Using a continuous time Markov Chain, we start from the exact formulation of a simple epidemic model on a certain class of networks, including completely connected and regular random graphs, and rigorously derive the well-known mean-field approximation that is usually justified based on biological hypotheses. We propose a unifying framework that incorporates and discusses the details of two existing proofs and we put forward a new ODE-based proof. The more well-known proof is based on a first order PDE approximation, while the other, more technical one, uses Martingale and Semigroup Theory. We present the main steps of both proofs to investigate their applicability in different modelling contexts and to make these ideas more accessible to a broader group of applied researchers. The main result of the paper is a new ODE-based proof that may serve as a building block to prove similar convergence results for more complex networks. The new proof is based on deriving a countable system of ordinary differential equations for the moments of a distribution of interest and proving a perturbation theorem for this infinite system.

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