A Diffusion Approximation Analysis of a General n-Compartment System.
Interim technical rept.,
CARNEGIE-MELLON UNIV PITTSBURGH PA DEPT OF STATISTICS
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A new approach to the stochastic analysis of general compartment models is presented. The analysis is based on the concept of diffusion approximations. The state of a compartment system is represented as the superposition of a deterministic process, characterized by a system of ordinary differential equations, and a random noise process characterized by stochastic differential equations. All transition rate parameters are permitted to be time dependent. Numerical solutions are presented for the two-compartment case, and compared with those of Cardenas and Mates 1975a. Extensions to non-linear compartment models are discussed. Author
- Statistics and Probability