Search

The death toll for Covid-19 may be reduced by dividing the population into two classes, the vulnerable and the fit, with different lockdown regimes. Instead of one reproduction number there now are four parameters. These make it possible to quantify the effect of the social distancing measures. There is a simple stochastic model for epidemics in a two type population. Apart from the size of the population of the vulnerable and the fit, and the initial number of infected in the two classes, only the four reproduction parameters are needed to run the two type Reed-Frost model. The program is simple and fast. On a pc it takes less than five minutes to do a hundred thousand simulations of the epidemic for a population of the size of the US. Epidemics are non-linear processes. Results may be counterintuitive. The average number of vulnerable persons infected by an infectious fit person is a crucial parameter of the epidemic in the two type population. Intuitively this parameter should be small. However simulations show that even if this parameter is small the death toll may be higher than without shielding. Under certain conditions increasing the value of the parameter may reduce the death toll. The article addresses these blind spots in our intuition., Comment: 13 + 6 pages, 11 figures

For a sequence of independent events $E_n$ the sum of the associated zero-one random variables $1_{E_n}$ is almost surely finite or almost surely infinite according as the sum of the probabilities converges or diverges. In this paper the events $E_n$ are contaminated. What can one say about $\sum1_{D_n}$ when $D_n=E_n\setminus A_n$ for a sequence of events $A_n$ with vanishing probability? The behaviour depends on the relation between the events $E_n$ and $A_n$ and on the size of the events. We prove a Borel-Cantelli lemma for the contaminated variables and give an application in extreme value theory., Comment: 5 pages

The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was introduced in Balkema et al. (J. Multivariate Anal. 101 (2010) 1738-1754). As shown there, for the light-tailed meta distribution the sample clouds, properly scaled, converge onto a deterministic set. The shape of the limit set gives a good description of the relation between extreme observations in different directions. This paper investigates how sensitive the limit shape is to changes in the underlying heavy-tailed distribution. Copulas fit in well with multivariate extremes. By Galambos's theorem, existence of directional derivatives in the upper endpoint of the copula is necessary and sufficient for convergence of the multivariate extremes provided the marginal maxima converge. The copula of the max-stable limit distribution does not depend on the margins. So margins seem to play a subsidiary role in multivariate extremes. The theory and examples presented in this paper cast a different light on the significance of margins. For light-tailed meta distributions, the asymptotic behaviour is very sensitive to perturbations of the underlying heavy-tailed original distribution, it may change drastically even when the asymptotic behaviour of the heavy-tailed density is not affected., Comment: Published in at http://dx.doi.org/10.3150/11-BEJ370 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

Asymptotic independence of the components of random vectors is a concept used in many applications. The standard criteria for checking asymptotic independence are given in terms of distribution functions (dfs). Dfs are rarely available in an explicit form, especially in the multivariate case. Often we are given the form of the density or, via the shape of the data clouds, one can obtain a good geometric image of the asymptotic shape of the level sets of the density. This paper establishes a simple sufficient condition for asymptotic independence for light-tailed densities in terms of this asymptotic shape. This condition extends Sibuya's classic result on asymptotic independence for Gaussian densities., Comment: 33 pages, 4 figures