Fractional pure birth processes

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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 mathcalNu(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 mathcalNu(t)=mathcalN(T2u(t)), where mathcalN(t) is the classical generalized birth process and T2u(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.




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