English

Orthogonal stochastic duality functions from Lie algebra representations

Probability 2021-03-29 v1 Classical Analysis and ODEs

Abstract

We obtain stochastic duality functions for specific Markov processes using representation theory of Lie algebras. The duality functions come from the kernel of a unitary intertwiner between *-representations, which provides (generalized) orthogonality relations for the duality functions. In particular, we consider representations of the Heisenberg algebra and su(1,1)\mathfrak{su}(1,1). Both cases lead to orthogonal (self-)duality functions in terms of hypergeometric functions for specific interacting particle processes and interacting diffusion processes.

Keywords

Cite

@article{arxiv.1709.05997,
  title  = {Orthogonal stochastic duality functions from Lie algebra representations},
  author = {Wolter Groenevelt},
  journal= {arXiv preprint arXiv:1709.05997},
  year   = {2021}
}

Comments

23 pages

R2 v1 2026-06-22T21:47:04.149Z