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