Related papers: Self-duality of Markov processes and intertwining …

In the present paper the algebras of functions on quantum homogeneous spaces are studied. The author introduces the algebras of kernels of intertwining integral operators and constructs quantum analogues of the Poisson and Radon transforms…

Markov processes on the lattices with arbitrary dimension are omnipresent in statistical mechanics; however their algebraic description is complete only in dimension 1, for which linear algebra provides many tools complementary to the…

We initiate the study of a duality theory which applies to norm inequalities for pointwise weighted geometric means of positive operators. The theory finds its expression in terms of certain pointwise factorisation properties of function…

The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…

Let $X = \{1,-1\}^\mathbb{N}$ be the symbolic space endowed with the product order. A Borel probability measure $\mu$ over $X$ is said to satisfy the FKG inequality if for any pair of continuous increasing functions $f$ and $g$ we have…

Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. Three alternative Kemeny's functions and their variants are…

We consider the skew Howe duality for the action of certain dual pairs of Lie groups $(G_1, G_2)$ on the exterior algebra $\bigwedge(\mathbb{C}^{n} \otimes \mathbb{C}^{k})$ as a probability measure on Young diagrams by the decomposition…

We develop operator renewal theory for flows and apply this to obtain results on mixing and rates of mixing for a large class of finite and infinite measure semiflows. Examples of systems covered by our results include suspensions over…

Let $\Omega\subset{\mathbb R}^n$ be bounded with a smooth boundary $\Gamma$ and let $S$ be the symmetric operator in $L^2(\Omega)$ given by the minimal realization of a second order elliptic differential operator. We give a complete…

We define a class of not necessarily linear $C_0$-semigroups $(P_t)_{t\geq0}$ on $C_b(E)$ (more generally, on $C_\kappa(E):=\frac1\kappa C_b(E)$, for some bounded function $\kappa$, which is the pointwise limit of a decreasing sequence of…

Markov processes are well understood in the case when they take place in the whole Euclidean space. However, the situation becomes much more complicated if a Markov process is restricted to a domain with a boundary, and then a satisfactory…

The Markov commutator associated to a finite Markov kernel P is the convex semigroup consisting of all Markov kernels commuting with P. Its interest comes from its relation with the hypergroup property and with the notion of Markovian…

We construct a sequence of Markov processes on the set of dominant weights of the Affine Lie algebra $\hat{\mathfrak{sl}_2}(\C)$ which involves tensor product of irreducible highest weight modules of $\hat{\mathfrak{sl}_2}(\C)$ and show…

We study representations of the double affine Lie algebra associated to a simple Lie algebra. We construct a family of indecomposable integrable representations and identify their irreducible quotients. We also give a condition for the…

If one proposes to use the theory of Eisenstein cohomology to prove algebraicity results for the special values of automorphic L-functions as in my work with Harder for Rankin-Selberg L-functions, or its generalizations as in my work with…

An $\mathbb{R}^d$-valued Markov process $X^{(x)}_t=(X^{1,x_1}_t,\dots,X^{d,x_d}_t)$, $t\ge0,x\in\mathbb{R}^d$ is said to be multi-self-similar with index $(\alpha_1,\dots,\alpha_d)\in[0,\infty)^d$ if the identity in law…

These are notes for a mini-course of 3 lectures given at the St. Petersburg School in Probability and Statistical Physics (June 2012). My aim was to explain, on the example of a particular model, how ideas from the representation theory of…

Unlike in complex linear operator theory, polynomials or, more generally, Laurent series in antilinear operators cannot be modelled with complex analysis. There exists a corresponding function space, though, surfacing in spectral mapping…

In this article, we construct operator models for meromorphic functions of bounded type on Krein spaces. This construction is based on certain reproducing kernel Hilbert spaces which are closely related to model spaces. Specifically, we…

We show that any $\mathbb{R}^d\setminus\{0\}$-valued self-similar Markov process $X$, with index $\alpha>0$ can be represented as a path transformation of some Markov additive process (MAP) $(\theta,\xi)$ in $S_{d-1}\times\mathbb{R}$. This…