Related papers: Self-duality of Markov processes and intertwining …
We connect self-interacting processes, that is, stochastic processes where transitions depend on the time spent by a trajectory in each configuration, to Doob conditioning. In this way we demonstrate that Markov processes with constrained…
It is shown that there is an interesting interplay between self-duality, loop representation and knots invariants in the quantum theory of Maxwell fields in Minkowski space-time. Specifically, in the loop representation based on self-dual…
It was recently proven that the correlation function of the stationary version of a reflected L\'evy process is nonnegative, nonincreasing and convex. In another branch of the literature it was established that the mean value of the…
Binary operations on algebras of observables are studied in the quantum as well as in the classical case. It is shown that certain natural compatibility conditions with the associative product imply the properties which usually are…
The modeling of natural phenomena via a Markov process --- a process for which the future is independent of the past, given the present--- is ubiquitous in many fields of science. Within this context, it is of foremost importance to develop…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
In 1971 Griffiths used a generating function to define polynomials in d variables orthogonal with respect to the multinomial distribution. The polynomials possess a duality between the discrete variables and the degree indices. In 2004…
The intertwining operator technique is applied to difference Schroedinger equations with operator-valued coefficients. It is shown that these equations appear naturally when a discrete basis is used for solving a multichannel Schroedinger…
We show how the tools of modern algebraic combinatorics -- representation theory, Murphy elements, and particularly Schur--Weyl duality -- can be used to give an explicit orthonormal basis of eigenfunctions for a "curiously slowly mixing…
Every unital nonselfadjoint operator algebra possesses canonical and functorial classes of faithful (even completely isometric) Hilbert space representations satisfying a double commutant theorem generalizing von Neumann's classical result.…
We investigate the new definition of analytic functional calculus in the terms of representation theory of SL2(R). We avoid any usage of its algebraic homomorphism property and replace it by the demand to be an intertwining operator. The…
We study connections between the ring of symmetric functions and the characters of irreducible finite-dimensional representations of quantum affine algebras. We study two families of representations of the symplectic and orthogonal Lie…
Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…
Many applications require stochastic processes specified on two- or higher-dimensional domains; spatial or spatial-temporal modelling, for example. In these applications it is attractive, for conceptual simplicity and computational…
Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…
We show that if every module W for a vertex operator algebra V satisfies the condition that the dimension of W/C_1(W) is less than infinity, where C_1(W) is the subspace of W spanned by elements of the form u_{-1}w for u in V of positive…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characterizations of quasi self-duality for exponential L\'evy processes…
In this paper we prove inversion formulas for the Dunkl intertwining operator $V_k$ and for its dual ${}^tV_k$ and we deduce the expression of the representing distributions of the inverse operators $V_k^{-1}$ and ${}^tV_k^{-1}$, and we…
Dualities are widely used in quantum field theories and string theory to obtain correlation functions at high accuracy. Here we present examples where dual data representations are useful in supervised classification, linking machine…