On a fractional binomial process

DOI10.1007/S10955-011-0408-3zbMATH Open1236.60040arXiv1303.6663OpenAlexW1985497239MaRDI QIDQ664477FDOQ664477

Authors: Dexter O. Cahoy, Federico Polito 

Publication date: 2 March 2012

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

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.

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

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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)

Cites Work

• Fractional Poisson process
• Title not available (Why is that?)
• Fractional pure birth processes
• Stochastic solution of space-time fractional diffusion equations
• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• Fractional non-linear, linear and sublinear death processes
• Parameter estimation for fractional birth and fractional death processes
• Title not available (Why is that?)
• Statistics of binomial number fluctuations

Cited In (4)

• Fractional Negative Binomial and Polya Processes
• Counting processes with Bernštein intertimes and random jumps
• Some applications of the fractional Poisson probability distribution
• Generalized nonlinear Yule models

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