On a fractional linear birth-death process

DOI10.3150/10-BEJ263zbMATH Open1284.60157arXiv1102.1620OpenAlexW1967279309MaRDI QIDQ637092FDOQ637092

Authors: Enzo Orsingher, Federico Polito 

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

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.

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

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• scientific article; zbMATH DE number 6193920

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)

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Cited In (29)

• Non-local solvable birth-death processes
• On a jump-telegraph process driven by an alternating fractional Poisson process
• Randomly stopped nonlinear fractional birth processes
• Fractional immigration-death processes
• On the uniform ergodicity rate of a fractional Ehrenfest urn model
• Fractional pure birth processes
• Population models at stochastic times
• Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\)
• On the sum of independent generalized Mittag-Leffler random variables and the related fractional processes
• On a fractional alternating Poisson process
• Generalized fractional nonlinear birth processes
• Fractional diffusion-type equations with exponential and logarithmic differential operators
• Fractional non-linear, linear and sublinear death processes
• Queuing models with Mittag-Leffler inter-event times
• On integrals of birth-death processes at random time
• On discrete-time semi-Markov processes
• Integro-differential equations linked to compound birth processes with infinitely divisible addends
• Modeling biological systems with an improved fractional Gompertz law
• Probabilistic analysis of systems alternating for state-dependent dichotomous noise
• On the generalized birth-death process and its linear versions
• Random-time processes governed by differential equations of fractional distributed order
• Title not available (Why is that?)
• The fractional birth process with power-law immigration
• Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes
• Transient behavior of fractional queues and related 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
• Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process
• Fractional linear birth-death stochastic process -- an application of Heun's differential equation

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