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arXiv 2004.14177math.PR
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时间分式生灭过程

Time-fractional Birth and Death Processes

Jorge Littin

摘要:

本文给出了时间分数生灭过程$N_α(t)$的不同表示,它的转移概率由时间分数微分方程控制.更具体地说,我们提出了两个等价的特征的轨迹:第一个作为一个随时间变化的经典生灭过程,而第二个是一个马尔可夫更新过程。此外,我们提供的渐近行为的过程条件不被杀死的结果。最重要的是,准极限分布和准平稳分布的概念并不一致,这是过程的长记忆性质的结果。作为一个应用例子,我们重新审视线性的情况下,我们的主要定理的后果。

英文摘要:

In this article, we provide different representations for a time-fractional birth and death process $N_α(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we present two equivalent characterizations for its trajectories: the first one as a time-changed classic birth and death process, whereas the second one is a Markov renewal process. Also, we provide results for the asymptotic behavior of the process conditioned not to be killed. The most important is that the concept of quasi-limiting distribution and quasi-stationary distribution do not coincide, which is a consequence of the long-memory nature of the process. As an application example, we revisit the linear case to show the consequences of our main theorems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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