Generalized Fractional Birth Process

TL;DR

This paper introduces a generalized fractional birth process with jumps of multiple sizes, derives its governing equations, and explores its properties, including distributional equivalences and non-exploding conditions, extending classical birth process models.

Contribution

It develops a fractional variant of the generalized birth process using Caputo derivatives, providing new insights into its distribution and non-exploding conditions.

Findings

Derived non-exploding conditions for the process

Obtained Laplace transform and distribution of the fractional process

Established equivalence to a time-changed classical process

Abstract

In this paper, we introduce a generalized birth process (GBP) which performs jumps of size $1,2,\dots,k$ whose rates depend on the state of the process at time $t\geq0$. We derive a non-exploding condition for it. The system of differential equations that governs its state probabilities is obtained. In this governing system of differential equations, we replace the first order derivative with Caputo fractional derivative to obtain a fractional variant of the GBP, namely, the generalized fractional birth process (GFBP). The Laplace transform of the state probabilities of this fractional variant is obtained whose inversion yields its one-dimensional distribution. It is shown that the GFBP is equal in distribution to a time-changed version of the GBP, and this result is used to obtain a non-exploding condition for it. A limiting case of the GFBP is considered in which jump of any size $j\ge1$ is possible. Also, we discuss a state dependent version of it.