Search arXivSearch

arXiv · 2605.19933

A Tight Epidemic Threshold for Competing Stochastic Infection Processes with Mutually Exclusive Immunity

Abstract

Stochastic infection processes are continuous-time Markov chains on graphs that assign each vertex one of multiple states, such as susceptible, infected, or recovered. Depending on the model, vertices change their state based on random transition rates and the states of their neighbors, resulting in a variety of complex dynamics. The body of rigorous literature is rich for processes that consider a single infection. In contrast, the setting with at least two infections, where the same state exists for different types, allows for far more transition combinations, leaving several interesting models entirely unexplored. We address this shortcoming in the literature by defining the IRIR process, in which two SIR processes run on the same graph and each vertex is immune only to its most recent infection. We study the survival time of the IRIR process, that is, the time until no infected vertex remains, with mathematical rigor. Our main result is a tight threshold, known as epidemic threshold, where the survival time rapidly changes from at most quasi-linear in the graph size $n$ to at least super-polynomial in $n$. This result is applicable to perfectly mixed graphs, which are graphs where the density of edges between each non-empty subset of vertices is a given value $p \in (0, 1]$. Our super-polynomial lower bound extends to jumbled graphs, which allow for some more flexibility in the density. In particular, this includes with high probability Erdos-Renyi graphs with an average degree of $k\in ω(\ln^2(n))$. Our proof for the lower bound is based on a potential that transforms the configurations of the IRIR process to a supermartingale with drift in a large region, implying the lower bound. We detail how to systematically derive such a potential, based on a Lyapunov function of the transition equilibrium of the process.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Nicolas Klodt, Martin S. Krejca. 2026-05-19. A Tight Epidemic Threshold for Competing Stochastic Infection Processes with Mutually Exclusive Immunity. https://arxiv.org/abs/2605.19933

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Local well-posedness of general mean field game master equations

This paper presents a generic approach for establishing mean field game master equations, applicable whenever the mean field equilibrium can be characterized by a McKean-Vlasov forward-backward stochastic differential equation system. The core of our approach is a representation formula for the first-order Lions derivative of the decoupling field of this forward-backward SDE system. We then employ a bootstrap argument to recursively compute its higher-order derivatives. To demonstrate the method's versatility, we establish the local well-posedness for master equations in three distinct models: extended mean field games, mean field games with volatility control, and mean field games with a major player.

math.PR

Uniqueness for nonlinear Fokker-Planck equations with general diffusion terms and their associated nonlinear Markov processes

This work is concerned with the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with non-diagonal diffusion terms of type \begin{equation} u_{t}-\sum_{i,j=1}^{d} D^{2}_{ij}(a_{ij}(x)β(x,u))+ \text{div}(b(x,u)u)=0 \quad \text{in}\; (0, \infty) \times \mathbb{R}^{d} ,\notag \end{equation} with initial condition $u(0,x)\equiv u_{0}(x)$, where $a_{ij}$, $β$, and $b$ are suitable functions. Under suitable assumptions, this equation generates a continuous contraction semigroup $S(t): L^{1}(\mathbb{R}^{d}) \rightarrow L^{1}(\mathbb{R}^{d})$, and $u(t)=S(t)u_{0}$ is a mild solution to the equation. Our main contribution is to prove that this mild solution is unique in the much larger class of distributional solutions. This extends previous uniqueness results for the diagonal (also called isotropic) diffusion case $a_{ij} \equiv δ_{ij}$. Another key analytical result of this paper is the uniqueness for distributional solutions of the associated linearized equation. As a main application, we prove weak uniqueness for the corresponding McKean-Vlasov SDEs. Moreover, we prove that, the probabilistically weak solution to the McKean-Vlasov SDEs is also the unique probabilistically strong solution. Furthermore, we establish a new $L^{\infty}$ estimate for mild solutions starting from data in $L^{1}\cap L^{\infty}$ and this estimate is used in the construction of nonlinear Markov processes. Finally, we prove that the path laws of the solutions to the McKean-Vlasov SDEs form a nonlinear Markov process in the sense of McKean.

math.PR

Small-time annealed large deviations principle for one-dimensional diffusions in a random environment

In this paper, we establish a small-time annealed path large deviation principle for one-dimensional diffusions in a random environment associated with the generator ${\mathcal L}_W f(x)=e^{-ρ(x,W)}(e^{a(x,W)}f'(x))'$. The coefficients $\{ρ(x,\cdot):x\in\mathbb R\}$ and $\{a(x,\cdot):x\in\mathbb R\}$ are random. We assume that for each fixed realization of the environment, $ρ$ and $a$ are continuous and locally exponentially integrable, and that the support of the associated intrinsic coordinates is compact and non-collapsing. This framework includes the extensively studied Brox diffusion $dX_t=dB_t-\frac12\dot W(X_t)\,dt$, where $B$ is a standard Brownian motion and $W$ is an independent two-sided Brownian motion representing the environment. The Itô--McKean representation of the diffusions and the estimates of the first exit probabilities derived via Moser iteration play a crucial role.

math.PR