Fractional Non-Linear,Linear and Sublinear Death Processes |
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Authors: | Enzo Orsingher Federico Polito and Ludmila Sakhno |
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Institution: | 1.Dipartimento di Statistica, Probabilità e Statistiche Applicate,“Sapienza” Università di Roma,Rome,Italy;2.Department of Probability Theory, Statistics and Actuarial Mathematics,Taras Shevchenko National University of Kyiv,Kyiv,Ukraine |
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Abstract: | This paper is devoted to the study of a fractional version of non-linear
\mathfrakMn(t)\mathfrak{M}^{\nu}(t), t>0 death processes. Fractionality is introduced by replacing the usual integer-order derivative in the difference-differential
equations governing the state probabilities, with the fractional derivative understood in the sense of Dzhrbashyan–Caputo.
We derive explicitly the state probabilities of the three death processes and examine the related probability generating functions
and mean values. A useful subordination relation is also proved, allowing us to express the death processes as compositions
of their classical counterparts with the random time process T
2ν(t), t>0. This random time has one-dimensional distribution which is the folded solution to a Cauchy problem of the fractional diffusion
equation. |
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Keywords: | |
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