Fractional pure birth processes

DOI10.3150/09-BEJ235zbMATH Open1284.60156arXiv1008.2145MaRDI QIDQ637084FDOQ637084

Authors: Enzo Orsingher, Federico Polito 

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

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 $mathcal{N}_u(t)$ 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 $mathcal{N}_u(t)=mathcalN(T_{2u}(t))$, where $mathcalN(t)$ is the classical generalized birth process and $T_{2u}(t)$ 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.

Full work available at URL: https://arxiv.org/abs/1008.2145

Recommendations

• On a fractional linear birth-death process
• Randomly stopped nonlinear fractional birth processes
• Generalized fractional nonlinear birth processes
• Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\)
• Simulation and estimation for the fractional Yule process

zbMATH Keywords

branching processesMittag-Leffler functionsstable processesAiry functionsYule-Furry processiterated Brownian motionnonlinear birth processDzherbashyan-Caputo fractional derivativeVandermonde determinants

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Fractional Poisson processes and related planar random motions
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Fractional Poisson process
• Fractional diffusion equations and processes with randomly varying time
• Title not available (Why is that?)
• Time-fractional telegraph equations and telegraph processes with Brownian time
• Title not available (Why is that?)
• Title not available (Why is that?)
• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• Poisson fractional processes
• Nonhomogeneous fractional Poisson processes
• Fractional Poisson process. II
• Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
• A fractional Poisson process in a model of dispersive charge transport in semiconductors
• A note on alternating sums

Cited In (47)

• Non-local solvable birth-death processes
• Fractional discrete processes: compound and mixed Poisson representations
• Discussion on the paper ``On simulation and properties of the stable law by L. Devroye and L. James
• On a jump-telegraph process driven by an alternating fractional Poisson process
• Randomly stopped nonlinear fractional birth processes
• On a fractional binomial process
• State dependent versions of the space-time fractional Poisson process
• Fractional immigration-death processes
• On the uniform ergodicity rate of a fractional Ehrenfest urn model
• Prabhakar Lévy processes
• Inflated-parameter modification of the pure birth process
• Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\)
• Adomian Decomposition Method and Fractional Poisson Processes: A Survey
• Correlated fractional counting processes on a finite-time interval
• On a fractional alternating Poisson process
• Compositions, random sums and continued random fractions of Poisson and fractional Poisson processes
• Fractional kinetics in a spatial ecology model
• Generalized fractional nonlinear birth processes
• Fractional diffusion-type equations with exponential and logarithmic differential operators
• On a fractional queueing model with catastrophes
• Fractional non-linear, linear and sublinear death processes
• On integrals of birth-death processes at random time
• On discrete-time semi-Markov processes
• Parameter estimation for fractional birth and fractional death processes
• Integro-differential equations linked to compound birth processes with infinitely divisible addends
• On a class of time-fractional continuous-state branching processes
• Negative ageing properties for counting processes arising in virtual age models
• Compound Poisson process with a Poisson subordinator
• Extended eigenvalue-eigenvector method
• On the transient behaviour of fractional \(M/M/\infty\) queues
• Random-time processes governed by differential equations of fractional distributed order
• The fractional birth process with power-law immigration
• Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes
• Simulation and estimation for the fractional Yule process
• Moment estimators for the two-parameter \(M\)-Wright distribution
• Log-convexity of counting processes evaluated at a random end of observation time with applications to queueing models
• Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
• On a fractional linear birth-death process
• On the convolution of Mittag-Leffler distributions and its applications to fractional point processes
• On time-changed linear birth-death-immigration process
• The time evolution of the large exponential and power population growth and their relation to the discrete linear birth-death process
• State-dependent fractional point processes
• Studies on generalized Yule models
• On distributions of certain state-dependent fractional point processes
• Fractional linear birth-death stochastic process -- an application of Heun's differential equation
• Convoluted fractional Poisson process
• Generalized nonlinear Yule models

This page was built for publication: Fractional pure birth processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q637084)