Related papers: Orthogonal stochastic duality functions from Lie a…
We present a theorem which elucidates the connection between self-duality of Markov processes and representation theory of Lie algebras. In particular, we identify sufficient conditions such that the intertwining function between two…
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…
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…
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…
We derive orthogonality relations for discrete q-ultraspherical polynomials and their duals by means of operators of representations of the quantum algebra su_q(1,1). Spectra and eigenfunctions of these operators are found explicitly. These…
We study a Lax pair in a $2$-parameter Lie algebra in various representations. The overlap coefficients of the eigenfunctions of $L$ and the standard basis are given in terms of orthogonal polynomials and orthogonal functions. Moreover,…
By using the algebraic construction outlined in \cite{CGRS}, we introduce several Markov processes related to the ${\mathcal{U}}_q(\mathfrak{su}(1,1))$ quantum Lie algebra. These processes serve as asymmetric transport models and their…
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…
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…
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…
Spectral analysis of a certain doubly infinite Jacobi operator leads to orthogonality relations for confluent hypergeometric functions, which are called Laguerre functions. This doubly infinite Jacobi operator corresponds to the action of a…
Most of the special functions of mathematical physics are connected with the representation of Lie groups. The action of elements $D$ of the associated Lie algebras as linear differential operators gives relations among the functions in a…
The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…
Diagonalization of a certain operator in irreducible representations of the positive discrete series of the quantum algebra U_q(su(1,1)) is studied. Spectrum and eigenfunctions of this operator are found in an explicit form. These…
Most of the special functions of mathematical physics are connected with the representation of Lie groups. The action of elements $D$ of the associated Lie algebras as linear differential operators gives relations among the functions in a…
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…
The matrix-valued spherical functions for the pair (K x K, K), K=SU(2), are studied. By restriction to the subgroup A the matrix-valued spherical functions are diagonal. For suitable set of representations we take these diagonals into a…
It is shown that a SU(1,1) algebra may be used to provide a unified description of the simple hamonic oscillator and the angular momentum algebras and a class of other semi-infinite algebras. A normal ordered representation of a Unitary…
The decomposition of the tensor product of a positive and a negative discrete series representation of the Lie algebra su(1,1) is a direct integral over the principal unitary series representations. In the decomposition discrete terms can…
The double-direction orthogonalization algorithm is applied to construct sequences of polynomials, which are orthogonal over the interval [0,1]with the weighting function 1. Functional and recurrent relations are derived for the sequences…