Related papers: Factorized duality, stationary product measures an…
Most processes in nature are coupled; however, extensive null models for generating such processes still lacks. We present a new method to generate two coupled Gaussian stochastic processes with arbitrary correlation functions. This method…
Fluctuation theorems may be partitioned into those that apply the probability measure under the original stochastic process to reversed paths, and those that construct a new, adjoint measure by similarity transform, which locally reverses…
Some models of clustering processes are formulated and analytically solved employing generating functions methods. Those models include events which result from combined action of the coagulation and fragmentation processes. Fragmentation…
We consider a class of multi-type particle systems having similar structure to the contact process and show that additivity is equivalent to the existence of a dual process, extending a result of Harris. We give two additional…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
Many continuous reaction-diffusion models on $\mathbb{Z}$ (annihilating or coalescing random walks, exclusion processes, voter models) admit a rich set of Markov duality functions which determine the single time distribution. A common…
Weak-strong coupling duality relations are shown to be present in the quantum-mechanical many-body system with the interacting potential proportional to the pair-wise inverse-squared distance in addition to the harmonic potential. Using…
In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance \int_0^{s\wedge t} u^a [(t-u)^b+(s-u)^b]du, parameters a>-1, -1<b\leq 1, |b|\leq 1+a, corresponds to fractional Brownian…
The duality theory for monotone interacting particle systems was initiated by Gray (1986) and further developed by Sturm and Swart (2018). It contains the better known additive duality as a special case but differs in the sense that the…
We extend a factorization due to Krein to arbitrary analytic functions from the upper half-plane to itself. The factorization represents every such function as a product of fractional linear factors times a function which, generally, has…
We establish properties of a new type of fractal which has partial self similarity at all scales. For any collection of iterated functions systems with an associated probability distribution and any positive integer V there is a…
We discuss duality in ``two-photon''-like processes in the scalar $\varphi^3_E$ model and also in the process $\gamma^*\gamma\to\pi\pi$ in QCD. Duality implies the equivalence between two distinct nonperturbative mechanisms. These two…
Finite dynamical systems (FDSs) are commonly used to model systems with a finite number of states that evolve deterministically and at discrete time steps. Considered up to isomorphism, those correspond to functional graphs. As such, FDSs…
Consider a system $X = ((x_\xi(t)), \xi \in \Omega_N)_{t \geq 0}$ of interacting Fleming-Viot diffusions with mutation and selection which is a strong Markov process with continuous paths and state space $(\CP(\I))^{\Omega_N}$, where $\I$…
We prove duality relations for two interacting particle systems: the $q$-deformed totally asymmetric simple exclusion process ($q$-TASEP) and the asymmetric simple exclusion process (ASEP). Expectations of the duality functionals correspond…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
The paper is devoted to the existence of integral functionals $\int_0^\infty f(X(t))\,{\mathrm{d}t}$ for several classes of processes in $\mathbb{R}$ with $d\ge 3$. Some examples such as Brownian motion, fractional Brownian motion, compound…
We consider symmetric partial exclusion and inclusion processes in a general graph in contact with reservoirs, where we allow both for edge disorder and well-chosen site disorder. We extend the classical dualities to this context and then…
The microscopic approach quantum dissipation process presented by Yu and Sun [Phys. Rev., A49(1994)592, A51(1995)1845] is developed to analyze the wave function structure of dynamic evolution of a typical dissipative system, a single mode…
We study a two-component asymmetric simple exclusion process (ASEP) that is equivalent to the ASEP with second-class particles. We prove self-duality with respect to a family of duality functions which are shown to arise from the reversible…