On a fractional binomial process

DOI10.1007/S10955-011-0408-3MaRDI QIDQ664477zbMATH OpenOpenAlexFDO

Authors Dexter O. Cahoy, Federico Polito

Publication date 2 March 2012

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.6663

zbMATH Keywords

birth-death processfractional calculusMittag-Leffler functionsbinomial process

Mathematics Subject Classification ID

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

Abstract: The classical binomial process has been studied by citet{jakeman} (and the references therein) and has been used to characterize a series of radiation states in quantum optics. In particular, he studied a classical birth-death process where the chance of birth is proportional to the difference between a larger fixed number and the number of individuals present. It is shown that at large times, an equilibrium is reached which follows a binomial process. In this paper, the classical binomial process is generalized using the techniques of fractional calculus and is called the fractional binomial process. The fractional binomial process is shown to preserve the binomial limit at large times while expanding the class of models that include non-binomial fluctuations (non-Markovian) at regular and small times. As a direct consequence, the generality of the fractional binomial model makes the proposed model more desirable than its classical counterpart in describing real physical processes. More statistical properties are also derived.

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Cites work

• scientific article; zbMATH DE number 3206712 (Why is no real title available?)
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• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
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• Fractional pure birth processes
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Cited in

(6)

• Fractional Negative Binomial and Polya Processes
• Some applications of the fractional Poisson probability distribution
• Fractional linear birth-death stochastic process -- an application of Heun's differential equation
• Counting processes with Bernštein intertimes and random jumps
• Generalized nonlinear Yule models
• Generalized Bernoulli process with long-range dependence and fractional binomial distribution

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