Related papers: Stochastic $R$ matrix for $U_q(A^{(1)}_n)$
In this paper, using a quantum superalgebra associated with the universal central extension of sl(2,2)^{(1)}, we introduce new R-matrices having an extra parameter x. As x\to 0, they become those associated with the symmetric and…
New insight into the correspondence between Quantum Chaos and Random Matrix Theory is gained by developing a semiclassical theory for the autocorrelation function of spectral determinants. We study in particular the unitary operators which…
We present a supermatrix realisation of q-deformed spinor-spinor and spinor-vector R-matrices. These R-matrices are then used to construct transfer matrices for $U_{q^2}(\mathfrak{so}_{2n+1})$- and $U_{q}(\mathfrak{so}_{2n+2})$-symmetric…
The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…
Representations of small quantum groups $u_q({\mathfrak{g}})$ at a root of unity and their extensions provide interesting tensor categories, that appear in different areas of algebra and mathematical physics. There is an ansatz by Lusztig…
We construct quadratic stochastic processes (QSP) (also known as Markov processes of cubic matrices) in continuous and discrete times. These are dynamical systems given by (a fixed type, called $\sigma$) stochastic cubic matrices satisfying…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…
The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes,…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…
In the autoregressive process of first order AR(1), a homogeneous correlated time series $u_t$ is recursively constructed as $u_t = q\; u_{t-1} + \sigma \;\epsilon_t$, using random Gaussian deviates $\epsilon_t$ and fixed values for the…
We propose new quantum algorithms for estimating spectral sums of positive semi-definite (PSD) matrices. The spectral sum of an PSD matrix $A$, for a function $f$, is defined as $ \text{Tr}[f(A)] = \sum_j f(\lambda_j)$, where $\lambda_j$…
We construct an injective algebra homomorphism of the quantum group $U_q(\mathfrak{sl}_{n+1})$ into a quantum cluster algebra $\mathbf{L}_n$ associated to the moduli space of framed $PGL_{n+1}$-local systems on a marked punctured disk. We…
We survey the matrix product solutions of the Yang-Baxter equation obtained recently from the tetrahedron equation. They form a family of quantum $R$ matrices of generalized quantum groups interpolating the symmetric tensor representations…
In this work we have developed the essential tools for the algebraic Bethe ansatz solution of integrable vertex models invariant by a unique U(1) charge symmetry. The formulation is valid for arbitrary statistical weights and respective…
We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…
We construct a family of random matrix models for the q-deformed Gaussian random variables G_\mu=a_\mu+a^\star_\mu where the annihilation operators a_\mu and creation operators a^\star_\nu fulfil the q-deformed commutation relation a_\mu…
We prove that the sum of entries of the suitably normalized groundstate vector of the O(1) loop model with periodic boundary conditions on a periodic strip of size 2n is equal to the total number of n x n alternating sign matrices. This is…
We consider the convergence of a continuous-time Markov chain approximation X^h, h>0, to an R^d-valued Levy process X. The state space of X^h is an equidistant lattice and its Q-matrix is chosen to approximate the generator of X. In…