English

Fractional pure birth processes

Probability 2014-03-06 v2 Statistics Theory Statistics Theory

Abstract

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 Nν(t)\mathcal{N}_{\nu}(t) of individuals at an arbitrary time tt. We also present an interesting representation for the number of individuals at time tt, in the form of the subordination relation Nν(t)=N(T2ν(t))\mathcal{N}_{\nu}(t)=\mathcal{N}(T_{2\nu}(t)), where N(t)\mathcal{N}(t) is the classical generalized birth process and T2ν(t)T_{2\nu}(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.

Keywords

Cite

@article{arxiv.1008.2145,
  title  = {Fractional pure birth processes},
  author = {Enzo Orsingher and Federico Polito},
  journal= {arXiv preprint arXiv:1008.2145},
  year   = {2014}
}

Comments

Published in at http://dx.doi.org/10.3150/09-BEJ235 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

R2 v1 2026-06-21T16:00:03.956Z