Related papers: Lectures on Integrable probability: Stochastic ver…
The main result of the paper is a construction of a five-parameter family of new bases in the algebra of symmetric functions. These bases are inhomogeneous and share many properties of systems of orthogonal polynomials on an interval of the…
We study partial differential equations of second order (in time) that possess a hierarchy of infinitely many higher symmetries. The famous Boussinesq equation is a member of this class after the extension of the differential polynomial…
We study numerical integration of functions $f: \mathbb{R}^{s} \to \mathbb{R}$ with respect to a probability measure. By applying the corresponding inverse cumulative distribution function, the problem is transformed into integrating an…
We construct a probabilistic representation of a system of fully coupled parabolic equations arising as a model describing spatial segregation of interacting population species. We derive a closed system of stochastic equations such that…
We study a class of integrable nonhomogeneous Lotka-Volterra systems whose quadratic terms are defined by an antisymmetric matrix and whose linear terms consist of three blocks. We provide the Poisson algebra of their Darboux polynomials,…
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…
This paper is concerned with quadratic-exponential moments (QEMs) for dynamic variables of quantum stochastic systems with position-momentum type canonical commutation relations. The QEMs play an important role for statistical…
We study a category of probability spaces and measure-preserving Markov kernels up to almost sure equality. This category contains, among its isomorphisms, mod-zero isomorphisms of probability spaces. It also gives an isomorphism between…
We propose a dynamical matrix product ansatz describing the stochastic dynamics of two species of particles with excluded-volume interaction and the quantum mechanics of the associated quantum spin chains respectively. Analyzing consistency…
The ring of symmetric functions carries the structure of a Hopf algebra. When computing the coproduct of complete symmetric functions $h_\lambda$ one arrives at weighted sums over reverse plane partitions (RPP) involving binomial…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
Any homogeneous polynomial $P(x, y, z)$ of degree $d$, being restricted to a unit sphere $S^2$, admits essentially a unique representation of the form $\lambda_0 + \sum_{k = 1}^d \lambda_k [\prod_{j = 1}^k L_{kj}]$, where $L_{kj}$'s are…
A new efficient approach to the analysis of nonlinear higher-spin equations, that treats democratically auxiliary spinor variables $Z_A$ and integration homotopy parameters in the non-linear vertices of the higher-spin theory, is developed.…
In the Hilbert space of a quantum particle the standard coherent-state resolution of unity is written in terms of a phase-space integration of the outer product $|z\rangle \langle z|$. Because no pair of coherent states is orthogonal, one…
The tetrahedron equation introduced by Zamolodchikov is a three-dimensional generalization of the Yang-Baxter equation. Several types of solutions to the tetrahedron equation that have connections to quantum groups can be viewed as…
We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…
We provide simple criteria and algorithms for expressing homogeneous polynomials as sums of powers of independent linear forms, or equivalently, for decomposing symmetric tensors into sums of rank-1 symmetric tensors of linearly independent…
We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…
We re-examine d=4 hidden-variables-models for a system of two spin-$1/2$ particles in view of the concrete model of Hardy, who analyzed the criterion of entanglement without referring to inequality. The basis of our analysis is the…
We obtain asymptotic formulas for the partition function of the six-vertex model with domain wall boundary conditions and half-turn symmetry in each of the phase regions. The proof is based on the Izergin--Korepin--Kuperberg determinantal…