M. Dhillon, P. Vishwakarma, K. K. Kataria
2026.1.2Stochastics-An International Journal of Probability and Stochastic Processes
Abstract
We introduce and study a fractional variant of the linear birth-death process, namely, the generalized fractional linear birth-death process (GFLBDP). It is defined by taking the regularized Hilfer-Prabhakar derivative in the system of differential equations that governs the state probabilities of linear birth-death process. For a particular choice of parameters, the GFLBDP reduces to the fractional linear birth-death process that involves the Caputo derivative. Its time-changed representation is obtained and utilized to derive the explicit expressions of its state probabilities. The explicit expressions for its mean and variance are derived. In a particular case, it is observed that the limiting distribution of the time changing process coincides to that of an inverse stable subordinator. A relation between the extinction probability of GFLBDP and the density of inter arrival times of a generalized fractional Poisson process is obtained. Later, we study some integrals of the GFLBDP and discuss the asymptotic distributional characteristics for a particular integral process. Also, an application of the path integral at random time to a genetic population with an upper bound is discussed.
Citation format
DHILLON, M.; VISHWAKARMA, P.; KATARIA, K. K. Fractional linear birth-death process involving hilfer-prabhakar derivative. Stochastics-An International Journal of Probability and Stochastic Processes, 2026, 98(5): 816–843.