Related papers: Stochastic duality and eigenfunctions
In the hidden Markov process, there is a possibility that two different transition matrices for hidden and observed variables yield the same stochastic behavior for the observed variables. Since such two transition matrices cannot be…
By using the algebraic construction outlined in \cite{CGRS}, we introduce several Markov processes related to the ${\mathcal{U}}_q(\mathfrak{su}(1,1))$ quantum Lie algebra. These processes serve as asymmetric transport models and their…
The notion of convolution of two probability vectors, corresponding to a coincidence experiment can be extended for a family of binary operations determined by (tri)stochastic tensors, to describe Markov chains of a higher order. The…
We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of…
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…
Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…
A recent paper \cite{KMMO} introduced the stochastic U_q(A_n^{(1)}) vertex model. The stochastic S-matrix is related to the R-matrix of the quantum group U_q(A_n^{(1)}) by a gauge transformation. We will show that a certain function…
To make sense of the world around us, we develop models, constructed to enable us to replicate, describe, and explain the behaviours we see. Focusing on the broad case of sequences of correlated random variables, i.e., classical stochastic…
The possible functional forms of the effective conductivity sigma_{eff} of the randomly inhomogeneous two-phase system at arbitrary values of concentrations are discussed. A new functional equation, generalizing the duality relation, is…
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…
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…
A special class of doubly stochastic (Markov) operators is constructed. These operators come from measure preserving transformations and inherit some of their properties, namely ergodicity and positivity of entropy, yet they may have no…
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…
Sequences are often conveniently encoded in the form of a generating function depending on a formal variable. This note presents two observations that allow one to draw conclusions about the generated sequence from the generating function.…
Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…
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…
For states of quantum systems of $N$ particles with harmonic interactions we prove that each reduced density matrix $\rho$ obeys a duality condition. This condition implies duality relations for the eigenvalues $\lambda_k$ of $\rho$ and…
Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…
Duality relations between continuous-state and discrete-state stochastic processes with continuous-time have already been studied and used in various research fields. We propose extended duality relations, which enable us to derive…
We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…