Related papers: Stochastic duality and eigenfunctions
A new derivation method of duality relations in stochastic processes is proposed. The current focus is on the duality between stochastic differential equations and birth-death processes. Although previous derivation methods have been based…
In the development of stochastic integration and the theory of semimartingales, Markov processes have been a constant source of inspiration. Despite this historical interweaving, it turned out that semimartingales should be considered the…
We consider eigenvalue problems in quantum mechanics in one dimension. Hamiltonians contain a class of double well potential terms, x^6 + \alpha x^2, for example . The space coordinate is continued to a complex plane and the connection…
We prove that if we are given a generator of a cadlag Markov process and an open domain $G$ in the state space, on which the generator has the local property expressed in a suitable way on a class $\mathcal{C}$ of test functions that is…
The study of the singularities and zeros of the generating functions of multiplicity distributions is advocated. Some hints from well known probability distributions and experimental data are given. The statistical mechanics analogies…
This work develops a duality theory for partially observed linear Gaussian models in discrete time. The state process evolves according to a causal but non-Markovian (or higher-order Gauss-Markov) structure, captured by a lower-triangular…
We show that quantum Schur-Weyl duality leads to Markov duality for a variety of asymmetric interacting particle systems. In particular, we consider three cases: (1) Using a Schur-Weyl duality between a two-parameter quantum group and a…
The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For…
In the context of Markov processes, both in discrete and continuous setting, we show a general relation between duality functions and symmetries of the generator. If the generator can be written in the form of a Hamiltonian of a quantum…
The notions of $k$-separability and $k$-producibility are useful and expressive tools for the characterization of entanglement in multipartite quantum systems, when a more detailed analysis would be infeasible or simply needless. In this…
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…
In Sen's formulation of self-dual fields one finds two closed forms: $H^{(g)}$ and $H^{(s)}$. Only the former couples to sources and the spacetime metric. The latter has the wrong sign kinetic term but decouples and hence might be regarded…
Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated…
We study a two-component asymmetric simple exclusion process (ASEP) that is equivalent to the ASEP with second-class particles. We prove self-duality with respect to a family of duality functions which are shown to arise from the reversible…
Predicting the evolution of a large system of units using its structure of interaction is a fundamental problem in complex system theory. And so is the problem of reconstructing the structure of interaction from temporal observations. Here,…
We will in this note show that it is possible to diagonalise the Lund Fragmentation Model. We show that the basic original result, the Lund Area law, can be factorised into a product of transition operators, each describing the production…
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
Two approaches to studying the correlation functions of the binary Markov sequences are considered. The first of them is based on the study of probability of occurring different ''words'' in the sequence. The other one uses recurrence…
In this paper, we study one dimensional Markov processes with spatial delay. Since the seminal work of Feller, we know that virtually any one dimensional, strong, homogeneous, continuous Markov process can be uniquely characterized via its…
In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…