Related papers: Macdonald processes
An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations…
Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of…
In this paper we analyze the steady state of the Asymmetric Simple Exclusion process with open boundaries and second class particles by deforming it through the introduction of spectral parameters. The (unnormalized) probabilities of the…
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…
We describe a method, based on the theory of Macdonald-Koornwinder polynomials, for proving bounded Littlewood identities. Our approach provides an alternative to Macdonald's partial fraction technique and results in the first examples of…
Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…
Markov decision processes (MDPs) are a popular model for decision-making in the presence of uncertainty. The conventional view of MDPs in verification treats them as state transformers with probabilities defined over sequences of states and…
We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…
Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are…
An extension of the Born rule, the {\it quantum typicality rule}, has recently been proposed [B. Galvan: Found. Phys. 37, 1540-1562 (2007)]. Roughly speaking, this rule states that if the wave function of a particle is split into…
We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
We generalize the generating formula for plane partitions known as MacMahon's formula as well as its analog for strict plane partitions. We give a 2-parameter generalization of these formulas related to Macdonald's symmetric functions. The…
We derive combinatorial formulae for the modified Macdonald polynomial $H_{\lambda}(x;q,t)$ using coloured paths on a square lattice with quasi-cylindrical boundary conditions. The derivation is based on an integrable model associated to…
Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
The quantum measurement problems are revisited from a new perspective. One of the main ideas of this work is that the basic entities of our world are various types of particles, elementary or composite. It follows that each elementary…
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…
In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space $R_n^+$. We also work on time-fractional Poisson process of order k, space-fractional Poisson process of order k and tempered version of…
Motivated by the study of the convex hull of the trajectory of a Brownian motion in the unit disk reflected orthogonally at its boundary, we study inhomogeneous fragmentation processes in which particles of mass $m \in (0,1)$ split at a…