On a fractional linear birth-death process

DOI10.3150/10-BEJ263MaRDI QIDQ637092zbMATH OpenOpenAlexFDO

Authors Enzo Orsingher, Federico Polito

Publication date 2 September 2011

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.1620

zbMATH Keywords

fractional derivativesfractional diffusion equationsMittag-Leffler functionsextinction probabilitiesiterated Brownian motiongeneralized birth-death process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: In this paper, we introduce and examine a fractional linear birth--death process $N_u(t)$, $t>0$, whose fractionality is obtained by replacing the time derivative with a fractional derivative in the system of difference-differential equations governing the state probabilities $p_k^u(t)$, $t>0$, $kgeq0$. We present a subordination relationship connecting $N_u(t)$, $t>0$, with the classical birth--death process $N(t)$, $t>0$, by means of the time process $T_{2u}(t)$, $t>0$, whose distribution is related to a time-fractional diffusion equation. We obtain explicit formulas for the extinction probability $p_0^u(t)$ and the state probabilities $p_k^u(t)$, $t>0$, $kgeq1$, in the three relevant cases $lambda>mu$, $lambda<mu$, $lambda=mu$ (where $lambda$ and $mu$ are, respectively, the birth and death rates) and discuss their behaviour in specific situations. We highlight the connection of the fractional linear birth--death process with the fractional pure birth process. Finally, the mean values $mathbbE{N}_u(t)$ and $operatornamemathbbVar{N}_u(t)$ are derived and analyzed.

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