Non-local solvable birth-death processes
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Publication:2135209
Fractional processes, including fractional Brownian motion (60G22) Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)
Abstract: In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of orthogonal polynomials and eigenfunctions of some non-local derivatives. Moreover, we give a stochastic representation of such solutions in terms of time-changed birth-death processes and study their invariant and their limit distribution. Finally, we describe the correlation structure of the aforementioned time-changed birth-death processes.
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Cited in
(7)- Fractional immigration-death processes
- Queuing models with Mittag-Leffler inter-event times
- A sojourn-based approach to semi-Markov reinforcement learning
- Time-non-local Pearson diffusions
- Non-classical diffusion equations related to birth-death processes with two boundaries
- On a super-diffusive, nonlinear birth and death process
- On local asymptotic normality for birth and death on a flow
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