Stochastic epidemics: the probability of extinction of an infectious disease at the end of a major outbreak.

The aim of this study is to derive an asymptotic expression for the probability that an infectious disease will disappear from a population at the end of a major outbreak ('fade-out'). The study deals with a stochastic SIR-model. Local asymptotic expansions are constructed for the deterministic trajectories of the corresponding deterministic system, in particular for the deterministic trajectory starting in the saddle point. The analytical expression for the probability of extinction is derived by asymptotically solving a boundary value problem based on the Fokker-Planck equation for the stochastic system. The asymptotic results are compared with results obtained by random walk simulations.