Related papers: Free Quadratic Harness
Integrability conditions on local Hamiltonians for one-dimensional quantum systems to be free and interacting fermions are introduced. The definition of free fermion is the simultaneous satisfaction of the Yang-Baxter equation and Shastry's…
In this work we consider the {\em analog bipartite spin-glass} (or {\em real-valued restricted Boltzmann machine} in a neural network jargon), whose variables (those quenched as well as those dynamical) share standard Gaussian…
This paper considers parametric Markov decision processes (pMDPs) whose transitions are equipped with affine functions over a finite set of parameters. The synthesis problem is to find a parameter valuation such that the instantiated pMDP…
We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…
We study the high-dimensional limit of the free energy associated with the inference problem of a rank-one nonsymmetric matrix. The matrix is expressed as the outer product of two vectors, not necessarily independent. The distributions of…
One of the motivations to state HRT conjecture on the linear independence of finite Gabor systems was the fact that there are linearly dependent Finite Wavelet Systems (FWS). Meanwhile, there are also many examples of linearly independent…
We propose periodic Macdonald processes as a $(q,t)$-deformation of periodic Schur processes and a periodic analogue of Macdonald processes. It is known that, in the theory of stochastic processes related to a family of symmetric functions,…
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…
We define the concept of an `open' Markov process, a continuous-time Markov chain equipped with specified boundary states through which probability can flow in and out of the system. External couplings which fix the probabilities of…
The two linearly independent solutions of the three-term recurrence relation of the associated Askey-Wilson polynomials, found by Ismail and Rahman in [22], are slightly modified so as to make it transparent that these functions satisfy a…
We introduce a class of models for multidimensional control problems which we call skip-free Markov decision processes on trees. We describe and analyse an algorithm applicable to Markov decision processes of this type that are skip-free in…
For $k$-summand base-$N$ addition, the carry process is a Markov chain on $\{0,\ldots,k-1\}$ whose transition matrix--the Holte matrix $T$--has eigenvalues $\{N^{-j}\}_{j=0}^{k-1}$, all simple and independent of $N$. We give the complete…
In this paper we consider a class of BSDEs with drivers of quadratic growth, on a stochastic basis generated by continuous local martingales. We first derive the Markov property of a forward--backward system (FBSDE) if the generating…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
Applying the concept of matricial freeness which generalizes freeness in free probability, we have recently studied asymptotic joint distributions of symmetric blocks of Gaussian random matrices (Gaussian Symmetric Block Ensemble). This…
The aim of the present paper is to construct series of invariants of free knots (flat virtual knots, virtual knots) valued in free groups (and also free products of cyclic groups). (Some minor mistakes are corrected)
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…
We investigate the concept of orbital free entropy from the viewpoint of matrix liberation process. We will show that many basic questions around the definition of orbital free entropy are reduced to the question of full large deviation…
By using a generalization of Sturm-Liouville problems in $q$-difference spaces, a class of symmetric $q$-orthogonal polynomials with four free parameters is introduced. The standard properties of these polynomials, such as a second order…
We show that a convolution semigroup of measures has Jacobi parameters polynomial in the convolution parameter $t$ if and only if the measures come from the Meixner class. Moreover, we prove the parallel result, in a more explicit way, for…