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It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

We consider symmetric partial exclusion and inclusion processes in a general graph in contact with reservoirs, where we allow both for edge disorder and well-chosen site disorder. We extend the classical dualities to this context and then…

Probability · Mathematics 2023-12-04 Simone Floreani , Frank Redig , Federico Sau

We study a continuous time Mutually Catalytic Branching model on the $\mathbb{Z}^{d}$. The model describes the behavior of two different populations of particles, performing random walk on the lattice in the presence of branching, that is,…

Probability · Mathematics 2026-01-14 Alexandra Jamchi Fugenfirov , Leonid Mytnik

We generalize the celebrated coagulation-fragmentation duality of Pitman (1999), originally established for the PD$(\alpha,\theta)$ laws of Pitman and Yor (1997), resolving a two-decade open problem. Our framework extends the duality to…

Probability · Mathematics 2025-12-30 Lancelot F. James

We show the existence of superprocesses in a random medium with location dependent branching. Technically, we make use of a duality relation to establish the uniqueness of the martingale problem and to obtain the moment formulas.

Probability · Mathematics 2016-03-11 Congzao Dong

The tree-loop duality relation is used as a starting point to derive the constraints of causality and unitarity. Specifically, the Bogoliubov causality condition is ab initio derived at the individual graph level. It leads to a…

High Energy Physics - Theory · Physics 2017-09-13 E. T. Tomboulis

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid

We introduce polynomial processes taking values in an arbitrary Banach space $B$ via their infinitesimal generator $L$ and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions…

Probability · Mathematics 2019-11-11 Christa Cuchiero , Sara Svaluto-Ferro

We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to produce a family of Markov processes that possess the same…

Statistics Theory · Mathematics 2015-06-05 Jie Yen Fan , Kais Hamza , Fima Klebaner

In the series of lectures, we will discuss probability laws of random points, curves, and surfaces. Starting from a brief review of the notion of martingales, one-dimensional Brownian motion (BM), and the $D$-dimensional Bessel processes,…

Probability · Mathematics 2022-08-16 Makoto Katori

In this paper, we introduce branching processes in a L\'evy random environment. In order to define this class of processes, we study a particular class of non-negative stochastic differential equations driven by Brownian motions and Poisson…

Probability · Mathematics 2016-07-13 S. Palau , J. C. Pardo

We introduce a class of Markov coalescent processes on the continuous $d$-dimensional torus, in the most general setting of simultaneous multiple mergers, called the Brownian spatial coalescent. It is axiomatically defined through a…

Probability · Mathematics 2026-03-17 Peter Koepernik

We prove a intertwining relation (or Markov duality) between the $(q,\mu,\nu)$-Boson process and $(q,\mu,\nu)$-TASEP, two discrete time Markov chains introduced by Povolotsky. Using this and a variant of the coordinate Bethe ansatz we…

Probability · Mathematics 2014-01-15 Ivan Corwin

A $p$-jump process is a piecewise deterministic Markov process with jumps by a factor of $p$. We prove a limit theorem for such processes on the unit interval. Via duality with respect to probability generating functions, we deduce limiting…

Probability · Mathematics 2024-07-02 F. Hermann , P. Pfaffelhuber

We show that the scaled cumulant generating and large deviation function, associated to a two-state Markov process involving two processes, obey a symmetry relation reminiscent of the fluctuation theorem, independent from any conditions on…

Statistical Mechanics · Physics 2015-06-19 Tim Willaert , Bart Cleuren , Christian Van den Broeck

Starting from microscopic $N$ particle systems, we study the derivation of Doi type models for suspensions of non-spherical particles in Stokes flows. While Doi models accurately describe the effective evolution of the spatial particle…

Analysis of PDEs · Mathematics 2025-10-22 David Gérard-Varet , Richard M. Höfer

The Burnside process is a classical Markov chain for sampling uniformly from group orbits. We introduce the dual Burnside process, obtained by interchanging the roles of group elements and states. This dual chain has stationary law…

Probability · Mathematics 2026-05-22 Ivan Z. Feng

We prove a comparison inequality between a system of independent random walkers and a system of random walkers which either interact by attracting each other -- a process which we call here the symmetric inclusion process (SIP) -- or repel…

Probability · Mathematics 2010-05-19 C. Giardina , F. Redig , K. Vafayi

In these lectures I shall explain how a new-found nonabelian duality can be used to solve some outstanding questions in particle physics. The first lecture introduces the concept of electromagnetic duality and goes on to present its…

High Energy Physics - Theory · Physics 2007-05-23 ST Tsou

We consider a sequence of Markov processes $\lbrace X_t^n \mid n \in \mathbb{N} \rbrace$ with Dirichlet forms converging in the Mosco sense of Kuwae and Shioya to the Dirichlet form associated with a Markov process $X_t$. Under this…

Probability · Mathematics 2024-06-28 Mario Ayala