Related papers: Free Quadratic Harness
We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…
In order to get a more realistic description of the hadron spectrum we extend a constituent-quark model by explicit mesonic degrees of freedom. The resulting system of constituent (anti)quarks, which are subject to an instantaneous…
In a previous part of this work, we gave a new tableau formula for the modified Macdonald polynomials $\widetilde{H}_{\lambda}(X;q,t)$, using a weight on tableaux involving the \emph{queue inversion} (quinv) statistic. In this paper we…
We study a discrete-time Markov process on triangular arrays of matrices of size $d\geq 1$, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with…
We analyze free-fermion conditions on vertex models. We show --by examining examples of vertex models on square, triangular, and cubic lattices-- how they amount to degeneration conditions for known symmetries of the Boltzmann weights, and…
We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
Using a matrix approach, we define the free Jacobi process as the limit of the complex Jacobi matrix process. The we derive a free SDE which is analogous to its classical counterpart. To proceed, we prove that fro suitable parameters the…
A multi-factor extension of the Hobson and Rogers (HR) model, incorporating a quadratic variance function (QHR model), is proposed and analysed. The QHR model allows for greater flexibility in defining the moving average filter while…
We derive the gauge-free Hamiltonian structure of an extended kinetic theory, for which the intrinsic spin of the particles is taken into account. Such a semi-classical theory can be of interest for describing, e.g., strongly magnetized…
The covariance function of a Gauss-Markov process evaluated at points $(s,t)$ admits a representation as a product of a function of $\min(s,t)$ and a function of $\max(s,t)$. We call these functions the covariance factors of a Gauss-Markov…
The Macdonald process is a stochastic process on the collection of partitions that is a $(q,t)$-deformed generalization of the Schur process. In this paper, we approach the Macdonald process identifying the space of symmetric functions with…
We study the entanglement Hamiltonian for free-fermion chains with a particular form of inhomogeneity. The hopping amplitudes and chemical potentials are chosen such that the single-particle eigenstates are related to discrete orthogonal…
Assuming uniqueness of the martingale problem for Markov processes of generators $q_t$ in a quadratic family like \[q_t(i,j) = a_t(i) q_0(i,j)^2 + b_t(i) q_0(i,j) - \frac{a_t(i)}{N} \sum_k q_0(i,k)^2,\] where $a_t(i),b_t(i)$ are predictable…
A coinless quantisation procedure of general reversible Markov chains on graphs is presented. A quantum Hamiltonian H is obtained by a similarity transformation of the fundamental transition probability matrix K in terms of the square root…
Hidden Markov chains are widely applied statistical models of stochastic processes, from fundamental physics and chemistry to finance, health, and artificial intelligence. The hidden Markov processes they generate are notoriously…
This paper contributes to the study of relative martingales. Specifically, for a closed random set $H$, they are processes null on $H$ which decompose as $M=m+v$, where $m$ is a c\`adl\`ag uniformly integrable martingale and, $v$ is a…
We establish quadratic Poisson brackets for the generalized Camassa--Holm peakon structure introduced in \cite{AFR23}. The calculation is based on the halving of the spectral parameter dependent $r$-matrix used to define the linear Poisson…
A novel development is given of the theory of Gaussian quadrature, not relying on the theory of orthogonal polynomials. A method is given for computing the nodes and weights that is manifestly independent of choice of basis in the space of…
The definition of conservative-irreversible functions is extended to smooth manifolds. The local representation of these functions is studied and reveals that not each conservative-irreversible function is given by the weighted product of…