Related papers: Self-duality of Markov processes and intertwining …
The notion of Markov duality between two Markov processes that can live in two different configurations spaces $(x,{\tilde x})$ is revisited via the spectral decompositions of the two Markov generators in their bi-orthogonal basis of right…
We work out some relations between duality and intertwining in the context of discrete Markov chains, fixing up the background of previous relations first established for birth and death chains and their Siegmund duals. In view of the…
The Dunkl operators associated to a dihedral group are a pair of differential-difference operators that generate a commutative algebra acting on differentiable functions in $\mathbb{R}^2$. The intertwining operator intertwines between this…
We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a…
We prove a complex and a real interpolation theorems on Besov spaces and Triebel-Lizorkin spaces associated with a selfadjoint operator $L$, without assuming the gradient estimate for its spectral kernel. The result applies to the cases…
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…
We give an expository account of the theory of intertwining operators for connected reductive $p$--adic groups, and their connection with automorphic $L$--functions. Our purpose is to illustrate the relation between harmonic analysis and…
We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…
This text is written based on the author's publications during the period from 1991 to 2001. The work is devoted to the theory of Markov intertwining operators and joinings of measure-preserving group actions, as well as to their…
Dunkl operators are differential-difference operators parametrized by a finite reflection group and a weight function. The commutative algebra generated by these operators generalizes the algebra of standard differential operators and…
This work develops a duality theory for partially observed linear Gaussian models in discrete time. The state process evolves according to a causal but non-Markovian (or higher-order Gauss-Markov) structure, captured by a lower-triangular…
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 $\I$…
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of…
The problem of a differential operator left- and right division is solved in terms of generalized Bell polinomials for nonabelian differential unitary ring. The definition of the polinomials is made by means of recurrent relations. The…
The notion of PROP models the operations with multiple inputs and multiple outputs, acting on some algebraic structures like the bialgebras or the Lie bialgebras. We prove a Koszul duality theory for PROPs generalizing the one for…
We consider the generators of gauge transformations with test functions which do not vanish on the boundary of a spacelike region of interest. These are known to generate the edge degrees of freedom in a gauge theory. In this paper, we…
This is the first of two papers in which we study the modular invariance of pseudotraces of logarithmic intertwining operators. We construct and study genus-one correlation functions for logarithmic intertwining operators among generalized…
The notion of prop models the operations with multiple inputs and multiple outpus, acting on some algebraic structures like the bialgebras or the Lie bialgebras. In this paper, we generalize the Koszul duality theory of associative algebras…
The paper consists of two parts. The first part introduces the representation ring for the family of compact unitary groups U(1), U(2),.... This novel object is a commutative graded algebra R with infinite-dimensional homogeneous…
This is the first part of a possible monograph on the duality of Markov processes. It contains a proof of Fitzsimmons' existence theorem of a moderate Markov dual process relative to an excessive measure, m, together with the necessary…