Fractional pure birth processes
Orsingher, Enzo ; Polito, Federico
Bernoulli, Tome 16 (2010) no. 1, p. 858-881 / Harvested from Project Euclid
We consider a fractional version of the classical nonlinear birth process of which the Yule–Furry model is a particular case. Fractionality is obtained by replacing the first order time derivative in the difference-differential equations which govern the probability law of the process with the Dzherbashyan–Caputo fractional derivative. We derive the probability distribution of the number $\mathcal{N}_{\nu}(t)$ of individuals at an arbitrary time t. We also present an interesting representation for the number of individuals at time t, in the form of the subordination relation $\mathcal{N}_{\nu}(t)=\mathcal{N}(T_{2\nu}(t))$ , where $\mathcal{N}(t)$ is the classical generalized birth process and T(t) is a random time whose distribution is related to the fractional diffusion equation. The fractional linear birth process is examined in detail in Section 3 and various forms of its distribution are given and discussed.
Publié le : 2010-08-15
Classification:  Airy functions,  branching processes,  Dzherbashyan–Caputo fractional derivative,  iterated Brownian motion,  Mittag–Leffler functions,  nonlinear birth process,  stable processes,  Vandermonde determinants,  Yule–Furry process
@article{1281099887,
     author = {Orsingher, Enzo and Polito, Federico},
     title = {Fractional pure birth processes},
     journal = {Bernoulli},
     volume = {16},
     number = {1},
     year = {2010},
     pages = { 858-881},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1281099887}
}
Orsingher, Enzo; Polito, Federico. Fractional pure birth processes. Bernoulli, Tome 16 (2010) no. 1, pp.  858-881. http://gdmltest.u-ga.fr/item/1281099887/