%0 Journal Article
%T Fractional pure birth processes
%A Enzo Orsingher
%A Federico Polito
%J Statistics
%D 2010
%I arXiv
%R 10.3150/09-BEJ235
%X 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 $\mathcal{N}_{\nu}(t)$ 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 $\mathcal{N}_{\nu}(t)=\mathcal{N}(T_{2\nu}(t))$, where $\mathcal{N}(t)$ is the classical generalized birth process and $T_{2\nu}(t)$ 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.
%U http://arxiv.org/abs/1008.2145v2