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Related papers: Stochastic $R$ matrix for $U_q(A^{(1)}_n)$

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The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of…

Numerical Analysis · Mathematics 2023-02-27 Jad Dabaghi , Virginie Ehrlacher , Christoph Strössner

The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition functions.

Probability · Mathematics 2016-11-07 Pei-Sen Li

Spectral methods have proven to be a highly effective tool in understanding the intrinsic geometry of a high-dimensional data set $\left\{x_i \right\}_{i=1}^{n} \subset \mathbb{R}^d$. The key ingredient is the construction of a Markov chain…

Discrete Mathematics · Computer Science 2014-11-07 Stefan Steinerberger

We study the problem of sequentially testing whether a given stochastic process is generated by a known Markov chain. Formally, given access to a stream of random variables, we want to quickly determine whether this sequence is a trajectory…

Applications · Statistics 2025-01-24 Greg Fields , Tara Javidi , Shubhanshu Shekhar

We prove that every GNS-symmetric quantum Markov semigroup on a finite dimensional matrix algebra satisfies a modified log-Sobolev inequality. In the discrete time setting, we prove that every finite dimensional GNS-symmetric quantum…

Quantum Physics · Physics 2022-06-01 Li Gao , Cambyse Rouzé

In the paper we consider a stochastic model which called Markov Q-processes that forms a continuous-time Markov population system. Markov Q-processes are defined as stochastic Markov branching processes with trajectories continuing in the…

Statistics Theory · Mathematics 2022-04-01 Azam Imomov , Zukhriddin Nazarov

We present a new solution to the reflection equation associated with a coideal subalgebra of $U_q(A^{(1)}_{n-1})$ in the symmetric tensor representations and their dual. Elements of the $K$ matrix are expressed by a matrix product formula…

Mathematical Physics · Physics 2019-12-03 Atsuo Kuniba , Masato Okado , Akihito Yoneyama

We calculate commutation relations of vertex operators for the spin representation of $U_q(D_n^{(1)})$ by using recursive formulae of R-matrices. In quantum symmetry approach, we obtain the energy and momentum spectrum of the quantum spin…

q-alg · Mathematics 2007-05-23 Yoshiyuki Koga

Consider a non-autonomous continuous-time linear system in which the time-dependent matrix determining the dynamics is piecewise constant and takes finitely many values $A_1, \dotsc, A_N$. This paper studies the equality cases between the…

Optimization and Control · Mathematics 2023-03-21 Yacine Chitour , Guilherme Mazanti , Pierre Monmarché , Mario Sigalotti

We propose an expression for the eigenvalues of the transfer matrix for the $U_q(B_n)$-invariant open quantum spin chain associated with the fundamental representation of $A^{(2)}_{2n}$. By assumption, the Bethe Ansatz equations are…

High Energy Physics - Theory · Physics 2015-06-26 Simone Artz , Luca Mezincescu , Rafael I. Nepomechie

Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 Yan. V. Fyodorov , H. -J. Sommers

An analogue of the classical Mecke formula for Poisson point processes is proved for the class of space-time STIT tessellation processes. From this key identity the Markov property of a class of associated random processes is derived. This…

Probability · Mathematics 2017-11-06 Werner Nagel , Linh Ngoc Nguyen , Christoph Thaele , Viola Weiss

We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…

Disordered Systems and Neural Networks · Physics 2015-06-03 Reimer Kuehn , Peter Sollich

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

Probability · Mathematics 2022-10-24 Nicolas Champagnat , Denis Villemonais

The problem of quantum harmonic oscillator with "regular+random" square frequency, subjected to "regular+random external force, is considered in framework of representation of the wave function by complex-valued random process. Average…

Quantum Physics · Physics 2007-05-23 A. S. Gevorkyan , A. A. Udalov

An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…

Chaotic Dynamics · Physics 2009-11-07 K. Zyczkowski , W. Slomczynski , M. Kus , H. -J. Sommers

The recently obtained results in \cite{ZG2} are used to compute the explicitly spectral-dependent $R$-matrix (or the intertwiners) on $V_{(6)}(x)\otimes V_{(6)}(y)$ and $V_{(3)}(x)\otimes V_{(6)}(y)$, where $V_{(6)}$ and $V_{(3)}$ are the…

High Energy Physics - Theory · Physics 2008-02-03 Anthony J. Bracken , Mark D. Gould , Yao-Zhong Zhang

The intertwiner of the quantized coordinate ring $A_q(sl_3)$ is known to yield a solution to the tetrahedron equation. By evaluating their $n$-fold composition with special boundary vectors we generate series of solutions to the Yang-Baxter…

Mathematical Physics · Physics 2015-03-30 Atsuo Kuniba , Masato Okado

We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic…

Probability · Mathematics 2017-06-26 J. M. Casas , M. Ladra , U. A. Rozikov

We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit where the number of random variables N and…

Statistical Finance · Quantitative Finance 2015-05-18 Zdzisław Burda , Andrzej Jarosz , Maciej A. Nowak , Małgorzata Snarska