Fractional pure birth processes
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 of individuals at an arbitrary time . We also present an interesting representation for the number of individuals at time , in the form of the subordination relation , where is the classical generalized birth process and 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.
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)