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In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…

Probability · Mathematics 2020-04-30 Jorge Littin

We introduce and study a fractional variant of the linear birth-death process, namely, the generalized fractional linear birth-death process (GFLBDP) which is defined by taking the regularized Hilfer-Prabhakar derivative in the system of…

Probability · Mathematics 2025-02-12 Manisha Dhillon , Pradeep Vishwakarma , Kuldeep Kumar Kataria

In this paper, we introduce and examine a fractional linear birth--death process $N_{\nu}(t)$, $t>0$, whose fractionality is obtained by replacing the time derivative with a fractional derivative in the system of difference-differential…

Probability · Mathematics 2013-03-28 Enzo Orsingher , Federico Polito

A Feller's Brownian motion is a diffusion process on the half-line with general boundary behavior at the origin, described by four parameters. A birth-death process, on the other hand, is a continuous-time Markov chain on the nonnegative…

Probability · Mathematics 2025-07-28 Liping Li

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…

Populations and Evolution · Quantitative Biology 2012-10-11 Forrest W. Crawford , Marc A. Suchard

The fractional birth and the fractional death processes are more desirable in practice than their classical counterparts as they naturally provide greater flexibility in modeling growing and decreasing systems. In this paper, we propose…

Statistics Theory · Mathematics 2014-06-30 Dexter O. Cahoy , Federico Polito

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…

Probability · Mathematics 2014-03-06 Enzo Orsingher , Federico Polito

We study an immigration effect in the time-changed linear birth-death process where the immigration occurs only if the population goes extinct. We call this process as the time-fractional linear birth-death process with immigration…

Probability · Mathematics 2024-11-15 K. K. Kataria , P. Vishwakarma

This paper is devoted to the study of a fractional version of non-linear $\mathpzc{M}^\nu(t)$, $t>0$, linear $M^\nu (t)$, $t>0$ and sublinear $\mathfrak{M}^\nu (t)$, $t>0$ death processes. Fractionality is introduced by replacing the usual…

Probability · Mathematics 2013-04-02 Enzo Orsingher , Federico Polito , Ludmila Sakhno

The classical binomial process has been studied by \citet{jakeman} (and the references therein) and has been used to characterize a series of radiation states in quantum optics. In particular, he studied a classical birth-death process…

Probability · Mathematics 2020-12-11 Dexter O. Cahoy , Federico Polito

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for…

Computation · Statistics 2017-08-08 Lam Si Tung Ho , Jason Xu , Forrest W. Crawford , Vladimir N. Minin , Marc A. Suchard

A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities…

Probability · Mathematics 2008-03-11 Antonio Di Crescenzo

We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ from odd states. We determine the probability generating functions of the even…

Probability · Mathematics 2013-10-23 Antonio Di Crescenzo , Antonella Iuliano , Barbara Martinucci

We present and analyse the nonlinear classical pure birth process $\mathpzc{N} (t)$, $t>0$, and the fractional pure birth process $\mathpzc{N}^\nu (t)$, $t>0$, subordinated to various random times, namely the first-passage time $T_t$ of the…

Probability · Mathematics 2013-03-28 Enzo Orsingher , Federico Polito

We obtain the explicit expressions for the state probabilities of various state dependent fractional point processes recently introduced and studied by Garra et al. (2015). The inversion of the Laplace transforms of the state probabilities…

Probability · Mathematics 2019-07-25 K. K. Kataria , P. Vellaisamy

In 1990, Jakeman (see \cite{jakeman1990statistics}) defined the binomial process as a special case of the classical birth-death process, where the probability of birth is proportional to the difference between a fixed number and the number…

Statistics Theory · Mathematics 2024-05-15 Meena Sanjay Babulal , Sunil Kumar Gauttam , Aditya Maheshwari

In this note we highlight the role of fractional linear birth and linear death processes recently studied in \citet{sakhno} and \citet{pol}, in relation to epidemic models with empirical power law distribution of the events. Taking…

Probability · Mathematics 2013-03-28 Roberto Garra , Federico Polito

We propose a general method to obtain approximation of the first passage time distribution for the birth-death processes. We rely on the general properties of birth-death processes, Keilson's theorem and the concept of Riemann sum to obtain…

Statistical Finance · Quantitative Finance 2019-07-05 Aleksejus Kononovicius , Vygintas Gontis

The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…

Numerical Analysis · Mathematics 2022-01-06 Alberto Pessia , Jing Tang

In this paper, we review recent results of ours concerning branching processes with general lifetimes and neutral mutations, under the infinitely many alleles model, where mutations can occur either at birth of individuals or at a constant…

Probability · Mathematics 2012-11-29 Nicolas Champagnat , Amaury Lambert , Mathieu Richard
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