Related papers: Self-duality of Markov processes and intertwining …
Recent work has discussed the importance of multiplicative closure for the Markov models used in phylogenetics. For continuous-time Markov chains, a sufficient condition for multiplicative closure of a model class is ensured by demanding…
We revise a monogenic calculus for several non-commuting operators, which is defined through group representations. Instead of an algebraic homomorphism we use group covariance. The related notion of joint spectrum and spectral mapping…
In this article we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by…
We investigate dual realizations of non--commutative spaces of Lie algebra type in terms of formal power series in the Weyl algebra. To each realization of a Lie algebra $\g$ we associate a star--product on the symmetric algebra $S(\g)$ and…
We investigate self-dualities in three-dimensional $\mathcal{N}=2$ supersymmetric gauge theories. The electric and magnetic theories share the same gauge group. The examples include $SU(2N)$, $SO(7)$ and $SO(8)$ with various matter…
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…
For arbitrary second-order differential operators, the existence conditions and the construction of intertwining transmutation operators are shown. In an explicit form found hyperbolic equations with two independent variables and their…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related to symmetry properties of both their ordinary as well as…
Practically and intrinsically, inclusions of operator algebras are of fundamental interest. The subject of this paper is intermediate operator algebras of inclusions. There are two previously known theorems which naturally and completely…
Markovian intertwining relations between two Markov semigroups are related to the partial inclusion of the spectra of their generators, at least for finite ergodic processes. We check the limitations of this observation by investigating the…
The aim of this paper is to study intertwining relations for Laguerre process with inverse temperature $\beta \ge 1$ and parameter $\alpha >-1$. We introduce a Markov kernel that depends on both $\beta $ and $ \alpha $, and establish new…
Here we initiate an investigation of the equational classes of m-symmetric algebras endowed with two tense operators. These varieties is a generalization of tense algebras. Our main interest is the duality theory for these classes of…
We continue the investigation of the central extended Yangian double [S. Khoroshkin, q-alg/9602031]. In this paper we study the intertwining operators for certain infinite dimensional representations of $\Yd$, which are deformed analogs of…
Infinitesimal symmetries of a classical mechanical system are usually described by a Lie algebra acting on the phase space, preserving the Poisson brackets. We propose that a quantum analogue is the action of a Lie bi-algebra on the…
We establish a correspondence (or duality) between the characters and the crystal bases of finite-dimensional representations of quantum groups associated to Langlands dual semi-simple Lie algebras. This duality may also be stated purely in…
Representations of polynomial covariance commutation relations by pairs of linear integral and differential operators are constructed in the space of infinitely continuously differentiable functions. Representations of polynomial covariance…
We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…
We consider a sequence of Markov processes $\lbrace X_t^n \mid n \in \mathbb{N} \rbrace$ with Dirichlet forms converging in the Mosco sense of Kuwae and Shioya to the Dirichlet form associated with a Markov process $X_t$. Under this…
For two Polish state spaces $E_X$ and $E_Y$, and an operator $G_X$, we obtain existence and uniqueness of a $G_X$-martingale problem provided there is a bounded continuous duality function $H$ on $E_X \times E_Y$ together with a dual…
This paper is divided into two parts. The first part reviews the formulae for f-divergences in the study of continuous-time Markov processes and explores their applications in areas such as stochastic stability, the second law of…