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We present a theorem which elucidates the connection between self-duality of Markov processes and representation theory of Lie algebras. In particular, we identify sufficient conditions such that the intertwining function between two…

Probability · Mathematics 2018-10-17 Chiara Franceschini , Cristian Giardinà , Wolter Groenevelt

We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…

Probability · Mathematics 2014-02-18 Sabine Jansen , Noemi Kurt

The paper is devoted to a systematic study of the duality of processes in the sense that $E f(X_t^x,y)=E f (x, Y_t^y)$ for a certain $f$. This classical topic has well known applications in interacting particles, intertwining,…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov , RuiXin Lee

We start from the observation that, anytime two Markov generators share an eigenvalue, the function constructed from the product of the two eigenfunctions associated to this common eigenvalue is a duality function. We push further this…

Probability · Mathematics 2023-09-08 Frank Redig , Federico Sau

Duality transformations reveal unexpected equivalences between seemingly distinct models. We introduce an out-of-equilibrium generalisation of matrix product operators to implement duality transformations in one-dimensional boundary-driven…

Mathematical Physics · Physics 2026-05-18 Rouven Frassek , Jan de Gier , Jimin Li , Frank Verstraete

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…

Representation Theory · Mathematics 2024-08-15 Grigori Olshanski

This article develops a general framework for Laplace duality between positive Markov processes in which the one-dimensional Laplace transform of one process can be represented through that of another. We show that a process admits a…

Probability · Mathematics 2026-04-14 Clément Foucart , Matija Vidmar

Many continuous reaction-diffusion models on $\mathbb{Z}$ (annihilating or coalescing random walks, exclusion processes, voter models) admit a rich set of Markov duality functions which determine the single time distribution. A common…

Probability · Mathematics 2025-06-26 Alexander Povolotsky , Pavel Pyatov , Roger Tribe , Bruce Westbury , Oleg Zaboronski

We develop the algebraic approach to duality, more precisely to intertwinings, within the context of particle systems in general spaces, focusing on the $\mathfrak{su}(1,1)$ current algebra. We introduce raising, lowering, and neutral…

Probability · Mathematics 2024-06-06 Simone Floreani , Sabine Jansen , Stefan Wagner

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…

Probability · Mathematics 2025-04-08 Damien Simon

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…

Probability · Mathematics 2022-09-05 Giovanni Conforti , Christian Léonard , Rüdiger Murr , Sylvie Roelly

We study self-duality for interacting particle systems, where the particles move as continuous time random walkers having either exclusion interaction or inclusion interaction. We show that orthogonal self-dualities arise from unitary…

Probability · Mathematics 2019-07-15 Gioia Carinci , Chiara Franceschini , Cristian Giardinà , Wolter Groenevelt , Frank Redig

The generic identification problem is to decide whether a stochastic process $(X_t)$ is a hidden Markov process and if yes to infer its parameters for all but a subset of parametrizations that form a lower-dimensional subvariety in…

Statistics Theory · Mathematics 2015-01-14 Alexander Schönhuth

Cumulants are a notion that comes from the classical probability theory, they are an alternative to a notion of moments. We adapt the probabilistic concept of cumulants to the setup of a linear space equipped with two multiplication…

Combinatorics · Mathematics 2021-06-03 Adam Burchardt

Virtually all questions that one can ask about the behavioral and structural complexity of a stochastic process reduce to a linear algebraic framing of a time evolution governed by an appropriate hidden-Markov process generator. Each type…

Chaotic Dynamics · Physics 2018-04-18 Paul M. Riechers , James P. Crutchfield

The duality symmetry of free electromagnetic field is analyzed within an algebraic approach. To this end, the conformal $c(1,3)$ algebra generators are expressed as operators quadratic in some abstract operators $\kappa^\alpha$ and…

High Energy Physics - Theory · Physics 2007-05-23 Igor Salom

Interested in formalizing the generation of fast running code for linear algebra applications, the authors show how an index-free, calculational approach to matrix algebra can be developed by regarding matrices as morphisms of a category…

Software Engineering · Computer Science 2013-12-18 Hugo Daniel Macedo , José N. Oliveira

From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov

In this paper we use a contour integral method to derive a generating function in the form of a double series involving the product of two Chebyshev polynomials over generalized independent indices expressed in terms of the incomplete gamma…

General Mathematics · Mathematics 2022-10-28 Robert Reynolds , Allan Stauffer

In this work we generalize the concept of product by generators to the class of solvable Lie algebras. We analyze the number of invariants by the coadjoint representation by means of Maurer-Cartan equations and give some applications to…

Representation Theory · Mathematics 2007-05-23 R. Campoamor-Stursberg
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