Facebook Notification in Android?

[delhiguy]

Some of my facebook contacts have android phones (Expensive one like Samsung Note 2). when i send them a msg in facebook, they get instantly notification on their phone screen. I just want to know that is it phone features or Android feature? Will I get the FB notification on my phone screen if i buy less expensive phone like Samsung Galaxy Y (Android)... ? Can anybody explain?
I know Notification can be seen when we open facebook in browser or app. But I am asking :
Some of my friends who are using Android on expensive phones, get the notification on their phone screen without opening the App or browser. Can I get it same on less expensive phone on Android phone?