Related papers: Dynamic ASEP, duality and continuous $q^{-1}$-Herm…
We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…
This overview article gives an elementary approach to continuous q-Hermite polynomials. We stress their relation to Fibonacci, Lucas and Chebyshev polynomials and to some q-analogues of these polynomials.
Some $q-$analogues of the normal ordering of the operator $(X+sD)^n$ on the polynomials are derived.
We consider the asymmetric simple exclusion process (ASEP) on $\mathbb{Z}$. For continuous densities, ASEP is in local equilibrium for large times, at discontinuities however, one expects to see a dynamical phase transition, i.e. a mixture…
A new derivation method of duality relations in stochastic processes is proposed. The current focus is on the duality between stochastic differential equations and birth-death processes. Although previous derivation methods have been based…
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…
We study the long time statistics of a class of semi--linear wave equations modeling the motions of a particle suspended in continuous media while being subjected to random perturbations via an additive Gaussian noise. By comparison with…
We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of…
The dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…
Many integrable stochastic particle systems in one space dimension (such as TASEP - totally asymmetric simple exclusion process - and its various deformations, with a notable exception of ASEP) remain integrable when we equip each particle…
A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…
Descent polynomials and peak polynomials, which enumerate permutations with given descent and peak sets respectively, have recently received considerable attention. We give several formulas for $q$-analogs of these polynomials which refine…
Motivated by derivation of the Dirac type delta-function for quantum states in Fock-Bargmann representation, we find q-binomial expansion in terms of q-Hermite polynomials, analytic in two complex arguments. Based on this representation, we…
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 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…
We present a simple approach to discrete q-Hermite polynomials with special emphasis on analogies with the classical case.
It is known that the dynamical evolution of a system, from an initial tensor product state of system and environment, to any two later times, t1,t2 (t2>t1), are both completely positive (CP) but in the intermediate times between t1 and t2…
We study nonstationary dynamical systems formed by sequential concatenation of nonuniformly expanding maps with a uniformly expanding first return map. Assuming a polynomially decaying upper bound on the tails of first return times that is…
We prove a duality between the asymmetric simple exclusion process (ASEP) with non-conservative open boundary conditions and an asymmetric exclusion process with particle-dependent hopping rates and conservative reflecting boundaries. This…
It is known that the Markov matrix of the asymmetric simple exclusion process (ASEP) is invariant under the Uq(sl2) algebra. This is the result of the fact that the Markov matrix of the ASEP coincides with the generator of the…