Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\) (Q621931): Difference between revisions

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Property / author: Guy Jumaric / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jfranklin.2010.09.004 / rank
 
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Latest revision as of 16:44, 3 July 2024

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Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\)
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    Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\) (English)
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    31 January 2011
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    The author considers a model for the number \(N(t)\) of individuals in a population at time \(t \geq 0\) in which each individual at time \(t\) has a probability of order \(\tilde{\lambda}_i(\Delta t)^{\alpha} + o((\Delta t)^{\alpha})\), \(0 < \alpha \leq 1\), of producing a multiple birth of \(i\) offspring at some instant in the interval \([t,t+\Delta t]\) and a probabilty of \(\tilde{\mu}(\Delta t)^{\alpha} + o(\Delta t^{\alpha})\) of dying in \([t,t+\Delta t]\). Each individual behaves independently of the others and the process is assumed to be Markovian. The author then presents and proves the basic equations of the state probabilities of the process. He further obtains the explicit expression of the generating function of these probabilities and investigates the probability of extinction. As special cases, fractional single birth processes and single birth-death processes with fractional time are considered. Stochastic systems driven by fractional Poissonian noises are outlined.
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    birth-death processes
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    fractional Poissonian process
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