A Threshold Theorem for the Reed-Frost Chain-Binomial Epidemic

Author(s): Frank Ball

Source: Journal of Applied Probability, Vol. 20, No. 1 (Mar., 1983), pp. 153-157
Published by: Applied Probability Trust
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 J. Appl.Prob.20, 153-157(1983)
Printedin Israel
0 AppliedProbabilityTrust1983

A THRESHOLD THEOREM FOR THE

REED-FROST CHAIN-BINOMIAL EPIDEMIC

FRANK BALL,* Universityof Sussex

Abstract
We prove a threshold theorem for the Reed-Frost chain-binomial model
which is analogous to the threshold theorem of Williams (1971) for the general
stochastic epidemic. We show that when the population size is large a 'true
epidemic' occurs with a non-zero probability if and only if an initial infective
individual infects on average more than one susceptible individual.
EPIDEMICS; THRESHOLD THEOREMS; SIZE OF EPIDEMIC; RANDOM GRAPH; TREES

1. Introduction
The Reed-Frost chain-binomial epidemic (see e.g. Bailey (1975), Chapter 14),
assumes a constant latent period, an infectious period that is reduced to a single
point in time and at this point a given infective individual infects a given
susceptible individual with probability p, all infections being independent. These
assumptions give rise to epidemics consisting of a series of infections, each set of
infections occurring at a time, equal to the latent period, after the previous set.
Suppose that initially there are a infectives and n susceptibles. As we are only
going to be concerned with the total size of an epidemic it is sufficient to view the
process as a random graph on n + a labelled points, in which the arc joining two
points, i, and i2 say, is present with probability p, independent of the presence or
absence of any other arc. The graph is interpreted as follows. The a initial
infectives are the infectives of the Oth generation. For n = 1,2, - - - the infectives
of the n th generation consist of those susceptible individuals that are joined by
at least one arc to infectives of the (n - 1)th generation. The epidemic ceases
when a generation of infectives have no arcs joining them to the remaining
susceptibles. Note that there may be connected components at the graph that
play no role in the spread of infection. Clearly an individual i, is infected by an
epidemic if and only if there is a connected chain of arcs joining an initial
infective to
i,.
Received 3 March 1982; revision received 15 April 1982.
* Present address: Department of Applied Statistics, The University of Reading, Reading, RG6
2AN, U.K.
153

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154 FRANK BALL

This relation of the Reed-Frost chain-binomial model to a random graph has

been exploited by von Bahr and Martin-L6f (1980), who used it to derive results
concerning the phase transition of a random graph from the asymptotic
behaviour of the Reed-Frost chain-binomial epidemic. We shall exploit the
structure of the random graph to develop a threshold analysis of the Reed-Frost
chain-binomial epidemic, which is analogous to that given by Williams (1971) for
the general stochastic epidemic.

2. The distribution of total size

Let P,,n (i) be the probability that an epidemic initiated by a infectives
amongst n susceptibles gives rise to a total of i new infective cases. By
conditioning on which i of the n susceptibles ultimately contract the disease we
obtain the well-known equation (see e.g. Bailey (1975), p. 248)

(1) p) 1n i = - - -, n
0,,
Pa•n,(i)=1P.0(i)(l
-
since the probability that (n i) susceptibles avoid infection from (a + i)
infectives is (1 -p)a'"+)(n" as (a + i)(n - i) arcs have to be absent. This is
essentially the same argument used by Ludwig (1975), except that he did not use
the concept of a graph.
Now let Pa, = P,,n(n) be the probability that an epidemic infects all n
susceptibles, i.e. the probability of a complete epidemic. P,,n is a polynomial in p
whose lowest term is of order p". Fix upon any n - 1 of these susceptibles and
consider the sub-epidemic amongst them alone, ignoring any part the other
susceptible might play. Conditioning on the size of this sub-epidemic we have
that
n-I

Pa.n = Pan,-, (i)(1 - (1 - p)a i ) ,.,, I

i=0

since the probability that the single susceptible is infected by a + i infectives is

1 - (1 -p)"a' and this new infective must initiate a complete epidemic amongst
the remaining n - 1 - i susceptibles. By substitution from (1) we obtain
n-I
n
(2) Pa.,n.= ap)( p)')PaPI.Pn
- n= 1. 2,.
(1)-i -(1--(1-

3. Threshold behaviour
To elaborate the threshold behaviour we write p = 0/n and let n tend to xc
with 0 fixed; thus 0 is the mean number of infections made by an initial infective.
(Note that two or more initial infectives may infect the same susceptible.) Write
(i) as Pn, (i, 0), and consider Equation (1) and the fact that every term in Pa.,
P•.n

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TheReed-Frostchain-binomialepidemic 155

contains powers of (0/n) of at least order i. Then it is easy to see that

limn,,- Pa, (i, 0) exists and, from (1), is given by
(3) Pa(i, 0) = e -'"(+i)0'ai (a)/i! i = 0, 1,
.
where a, (a) is the coefficient of p' in
Pa.•.of finite
In the limit the probability of an epidemic size, Pa (0) say, is given by

Pa (0) = Pa(i, 0)
i=O

=
e-aOi=0 a,(a)(Oe-')'/i!
= e-Oha (Oe-) say.
We shall show that 300 > 0 such that Pa(0)= 1 if 0 5<00 and Pa(0)< 1 if
0 > 00, i.e. a 'true epidemic' occurs with non-zero probability if and only if
0 > 00. Now to obtain such a result Pa (0) = 1 over (0, 0o) and hence ha(0e-) =
eae over this interval, which uniquely defines the function ha(). In fact it is
readily seen that
(4) ha(x) = (f-'(x)/x)a X> 0
where f-' is the inverse function of f(x) = xe-x defined only for 0 5 x 5 1.
To prove that (4) does hold we first equate the coefficients of p" in (2) to
obtain

an(a)=" (a+ n=l 2,

n-
i)a,(a)a_, _,(1) ...
which on writing Pi (a) = a, (a)/i! yields
n-1

(5) nPn(a)= Ii=O (a + i)O; (1) n = 1,2,...

(a)Pn-,_-i
Multiplying (5) by x"-' and adding over n we obtain
3C 3C

> nx"-'POn I x"-'

n-1I
(a + (1)
n=1 (a)= n=1 i=•
i)P(a)Pn--i_
= > (a + i)f3 (a)x'
i=0 n=i+l P.3n_,-_(1)x"-'-'
and hence

(6) h (x)= (aha (x)+ xh (x))h,(x).

This system of differential equations, together with the initial conditions
ha(0)= 1, a = 1,2, ... has a unique solution which can be verified to be that
given by (4) as follows. First note that if ha(x)= hi(x)" then (6) is satisfied for

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156 FRANK BALL

a = 1,2, ... provided it is satisfied for a = 1. Now if h(x)=f-l'(x)/x then

f(xhl(x))= x and hence h,(x)e-xh,(x)= 1, which upon differentiation yields
h (x) = (h,(x) + xh (x))hl(x)
as required. The initial condition h,(O) = 1 ensures that y = f '(x) is the smallest
root of ye - = x.
Thus
Pa(0)=(f-'(Oe-)/o)a
and since y = f-l(x) is the smallest root of the equation ye-Y = x we have
Pa (0) = 1 if 0<1
<1 if 0>1.
Hence there is zero probability of a 'true epidemic' if 0 _<1, whilst if 0 > 1 a 'true
epidemic' occurs with probability 1 - (f-'(Oe -)/O)a. This constitutes a threshold
theorem for the Reed-Frost chain-binomial epidemic.
Table 1 lists the values of f-'(Oe-0), i.e. the limiting probability that a single
initial infective gives rise to only a 'minor epidemic', for various values of 0 > 1.
It is readily verified that these are the extinction probabilities of a Poisson
branching process and indeed that the limiting epidemic process is also a Poisson
branching process.
TABLE 1
Probabilities of 'minor epidemics'

0 1.1 1.2 1.4 1.6 1.8 2.0 2.5 3.0 4.0 6.0 8.0 10.0

f-'(Oe-0)/6 0.82 0.69 0.49 0.36 0.27 ).20 0.11 0.050 0.020 0.0025 0.00033 0.000045

4. A closed expression for Pa(i, 0)

First consider the case a = 1 and for convenience we write a; for a; (1); thus a;
is the coefficient of p' in pl;, the probability that all i susceptibles are infected. If
all i susceptibles become infected there must be at least i arcs present in the
corresponding epidemic graph. The probability that a random graph has r given
arcs present and the remaining s arcs absent is p'(1- p)s. Thus if r > i arcs are
present there will be no contribution to the coefficient of p' in pj. Therefore ai
is the number of possible epidemics in which a total of i infections infect all i
susceptibles. Clearly there can be no 'redundant' infections and thus the graph of
such an epidemic will be a tree, rooted at the initial infective, and a, the number
of such trees. There are (i + 1)' rooted trees on (i + 1) labelled points (see e.g.
Riordan (1958), p. 128) but since we have specified the root a, = (i + 1)'
i= 1,2, -.

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The Reed-Frost chain-binomial epidemic 157

When there are a > 1 initial infectives the graphs of epidemics contributing to
the coefficient of p' will be disjoint unions of trees rooted at the initial infectives,
i.e. forests. The number of such forests can be obtained from a result of Clarke
(1958), which says that if N1,, is the number of trees on n labelled points in which
1 lines meet at a specified vertex then

n- n - 1.
(7) NI, = (n- 1)"'' I=1 2,...
To apply (7) to our problem we consider the number of trees on i + a + 1
labelled points with a lines joined to our additional point. There are Na.i+a+i
such trees but we have specified the a initial infectives, which could have been
chosen in (i'a) ways, and thus

(8) ai (a)= a (i + a)'-' a =1,2, i = 1,2,

..
Substituting (8) into (3) yields
a(i + a)'-'O'e i! i = 1,2, ...
-'(a•+i
(
Pai()
e- +o i = 0.

5. Comment
The threshold theorem proved here is contained in Theorem 1 of von Bahr
and Martin-Lof (1980). However, although their theorem also contains an
asymptotic distribution for the size of a 'true epidemic', their proof is consider-
ably more complicated than ours and provides little insight into the mechanism
underlying the threshold behaviour.

Acknowledgements
I should like to thank John Haigh for commenting on drafts of this paper and
the referee for his useful suggestions.

References
VON BAHR, B. AND MARTIN-LOF, A. (1980) Threshold limit theorems for some epidemic
processes. Adv. Appl. Prob. 12, 319-349.
BAILEY, N. T. J. (1975) The Mathematical Theoryof Infectious Diseases and its Applications, 2nd
edn. Griffin, London.
CLARKE,L. E. (1958) Cayley's formula for counting trees. J. London Math. Soc. 33, 471-474.
LUDWIG,D. (1975) Final size distributions for epidemics. Math. Biosci. 23, 33-46.
RIORDAN, J. (1958) An Introduction to Combinatorial Analysis. Princeton University Press,
Princeton, NJ.
WILLIAMS, T. (1971) An algebraic proof of the threshold theorem for the general stochastic
epidemic (abstract). Adv. Appl. Prob. 3, 223.

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