English
Related papers

Related papers: Factorized duality, stationary product measures an…

200 papers

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…

Mathematical Physics · Physics 2015-06-12 Gioia Carinci , Cristian Giardina' , Claudio Giberti , Frank Redig

We start from the observation that, anytime two Markov generators share an eigenvalue, the function constructed from the product of the two eigenfunctions associated to this common eigenvalue is a duality function. We push further this…

Probability · Mathematics 2023-09-08 Frank Redig , Federico Sau

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

Probability · Mathematics 2017-02-01 Chiara Franceschini , Cristian Giardinà

We study self-duality for interacting particle systems, where the particles move as continuous time random walkers having either exclusion interaction or inclusion interaction. We show that orthogonal self-dualities arise from unitary…

Probability · Mathematics 2019-07-15 Gioia Carinci , Chiara Franceschini , Cristian Giardinà , Wolter Groenevelt , Frank Redig

In the context of Markov processes, we show a new scheme to derive dual processes and a duality function based on a boson representation. This scheme is applicable to a case in which a generator is expressed by boson creation and…

Statistical Mechanics · Physics 2015-05-14 Jun Ohkubo

In this paper we derive intertwining relations for a broad class of conservative particle systems both in discrete and continuous setting. Using the language of point process theory, we are able to derive a natural framework in which…

Probability · Mathematics 2021-12-23 Simone Floreani , Sabine Jansen , Frank Redig , Stefan Wagner

We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…

Probability · Mathematics 2017-12-08 Gioia Carinci , Cristian Giardina , Frank Redig

We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first…

Probability · Mathematics 2019-12-24 Gioia Carinci , Cristian Giardinà , Frank Redig

We prove that the "Immediate Exchange Model" of econophysics has a discrete dual, where the duality functions are those connecting the Brownian Energy Process and the Symmetric Inclusion Process. As a consequence, we recover invariance of…

Probability · Mathematics 2016-03-23 Bart Van Ginkel , Frank Redig , Federico Sau

We find that in "two-photon"-like processes in the scalar $\varphi^3_E$ model and also in hadron-pair production arising from the collisions of a real (transversely polarized) and a highly virtual, longitudinally polarized, photon in QCD,…

High Energy Physics - Phenomenology · Physics 2008-11-27 I. V. Anikin , I. O. Cherednikov , N. G. Stefanis , O. V. Teryaev

The generating functional is derived for the fluctuation-dissipation relations which result from the unitarity and reversibility of microscopic dynamics and connect various statistical characteristics of many consecutive (continuous)…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

In the context of Markov processes, both in discrete and continuous setting, we show a general relation between duality functions and symmetries of the generator. If the generator can be written in the form of a Hamiltonian of a quantum…

Mathematical Physics · Physics 2009-11-13 Cristian Giardina , Jorge Kurchan , Frank Redig , Kiamars Vafayi

The paper is devoted to a systematic study of the duality of processes in the sense that $E f(X_t^x,y)=E f (x, Y_t^y)$ for a certain $f$. This classical topic has well known applications in interacting particles, intertwining,…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov , RuiXin Lee

We introduce a new method, which we call stochastic fusion, which takes an exclusion process and constructs an interacting particle systems in which more than one particle may occupy a lattice site. The construction only requires the…

Probability · Mathematics 2019-11-26 Jeffrey Kuan

We derive a unified stochastic picture for the duality of a resampling-selection model with a branching-coalescing particle process (cf. http://www.ams.org/mathscinet-getitem?mr=MR2123250) and for the self-duality of Feller's branching…

Probability · Mathematics 2009-04-16 Roland Alkemper , Martin Hutzenthaler

We have developed an approach to calculate the single-particle Green function of a one-dimensional many-body system in the strongly localized limit at zero temperature. Our approach, based on the locator expansion, sums the contributions of…

Mesoscale and Nanoscale Physics · Physics 2017-05-05 A. N. Somoza , M. Ortuño , V. Gasparian , M. Pino

The partition function of a factor graph and the partition function of the dual factor graph are related to each other by the normal factor graph duality theorem. We apply this result to the classical problem of computing the partition…

Information Theory · Computer Science 2013-07-16 Mehdi Molkaraie , Hans-Andrea Loeliger

We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…

Probability · Mathematics 2014-02-18 Sabine Jansen , Noemi Kurt

Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…

Probability · Mathematics 2021-12-24 Gioia Carinci , Simone Floreani , Cristian Giardinà , Frank Redig

We develop the algebraic approach to duality, more precisely to intertwinings, within the context of particle systems in general spaces, focusing on the $\mathfrak{su}(1,1)$ current algebra. We introduce raising, lowering, and neutral…

Probability · Mathematics 2024-06-06 Simone Floreani , Sabine Jansen , Stefan Wagner
‹ Prev 1 2 3 10 Next ›