Bernoulli

Fractional pure birth processes

Enzo Orsingher and Federico Polito

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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 $\mathcal{N}_{\nu}(t)$ 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 T2ν(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.

Article information

Source
Bernoulli Volume 16, Number 3 (2010), 858-881.

Dates
First available in Project Euclid: 6 August 2010

Permanent link to this document
http://projecteuclid.org/euclid.bj/1281099887

Digital Object Identifier
doi:10.3150/09-BEJ235

Mathematical Reviews number (MathSciNet)
MR2730651

Zentralblatt MATH identifier
05945288

Citation

Orsingher, Enzo; Polito, Federico. Fractional pure birth processes. Bernoulli 16 (2010), no. 3, 858--881. doi:10.3150/09-BEJ235. http://projecteuclid.org/euclid.bj/1281099887.


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