Related papers: Self-duality of Markov processes and intertwining …
This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…
There are two open problem on the analysis of continuous paths on a Riemannian manifold, the Markov uniqueness and the independence of the closure of the differential operator $d$ on its initial domain. The operator $d$ acts naturally on…
We define an integral intertwining operator among modules for a vertex operator algebra to be an intertwining operator which respects integral forms in the modules, and we show that an intertwining operator is integral if it is integral…
In this paper, we introduce the notion of Bi-entangled hidden Markov processes. These are hidden quantum processes where the hidden processes themselves exhibit entangled Markov process, and the observable processes also exhibit…
Intertwiners between representations of Lie groups can be used to obtain relations for matrix elements. We apply this technique to obtain different identities for the wave functions of the open Toda chain, in particular raising operators…
Following Beurling's theorem the natural compressions of the multiplication operator in the classical $L^2$ space are compressions to model spaces and to their orthogonal complements. Two possibly different model spaces are considered hence…
Let $\Phi:V\to V\otimes U$ be an intertwining operator between representations of a simple Lie algebra (quantum group, affine Lie algebra). We define its generalized character to be the following function on the Cartan subalgebra with…
A systematic study of the representation theory of double affine Hecke algebras and related harmonic analysis is started in this paper. Continuing the previous papers we use the technique of intertwining operators to create Macdonald…
Intertwining operators for infinite-dimensional representations of the Sklyanin algebra with spins l and -l-1 are constructed using the technique of intertwining vectors for elliptic L-operator. They are expressed in terms of elliptic…
Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of…
We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…
There is a commutative algebra of differential-difference operators, with two parameters, associated to any dihedral group with an even number of reflections. The intertwining operator relates this algebra to the algebra of partial…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
We extend the Ruzhansky-Turunen theory of pseudo differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N.Jacob and…
Stochastic convergence of discrete time Markov processes has been analysed based on a dual Lyapunov approach. Using some existing results on ergodic theory of Markov processes, it has been shown that existence of a properly subinvariant…
A positive linear operator $T$ between two unital $f$-algebras, with point separating order duals, $A$ and $B$ is called a Markov operator for which $% T\left( e_{1}\right) =e_{2}$ where $e_{1},e_{2}$ are the identities of $A$ and $B$…
The dynamics of a Markov process are often specified by its infinitesimal generator or, equivalently, its symbol. This paper contains examples of analytic symbols which do not determine the law of the corresponding Markov process uniquely.…
A general theorem due to Howe of dual action of a classical group and a certain non-associative algebra on a space of symmetric or alternating tensors is reformulated in a setting of second quantization, and familiar examples in atomic and…
We apply the general theory of tensor products of modules for a vertex operator algebra developed in our papers hep-th/9309076, hep-th/9309159, hep-th/9401119, q-alg/9505018, q-alg/9505019 and q-alg/9505020 to the case of the…
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…