Related papers: Stochastic duality and eigenfunctions

Using the recently developed soldering formalism we highlight certain features of quantum mechanical models. The complete correspondence between these models and self dual field theoretical models in odd dimensions is established. The…

We use duality techniques - specifically Siegmund and Bernstein duality - as tools to analyse ergodic and recurrence properties of $[0,1]$-valued Markov processes. These dualities enable the derivation of sharp bounds on the distance to…

The central result of this paper is an analytic duality relation for real-valued L\'evy processes killed upon exiting a half-line. By Nagasawa's theorem, this yields a remarkable time-reversal identity involving the L\'evy process…

For bounded domains, eigenvalues and eigenfunctions of double layer potentials are considered. The aim of this paper is to establish some relationships between eigenvalues, eigenfunctions and the geometry of domain boundaries.

For a large class of integral operators or second order differential operators, their isospectral (or cospectral) operators are constructed explicitly in terms of $h$-transform (duality). This provides us a simple way to extend the known…

We consider the transformation of Hamilton operators under various sets of quantum operations acting simultaneously on all adjacent pairs of particles. We find mappings between Hamilton operators analogous to duality transformations as well…

Previously, we demonstrated that the dynamics of kicked spin chains possess a remarkable duality property. The trace of the unitary evolution operator for $N$ spins at time $T$ is related to one of a non-unitary evolution operator for $T$…

Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are…

Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…

Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…

We characterize all multi-dimensional real self-similar Gaussian Markov processes. Three types of covariance matrix functions occur: white-noise type functions, covariances that can be expressed by continuous matrix semigroups, and…

Inspired by Yoneya's recent work on D-brane field theory, we present the constructive definition of this theory as a new dual model based on the quantization of non-perturbative string gauged S-dualities and its spontaneous breakdown. Our…

We prove that the "Immediate Exchange Model" of econophysics has a discrete dual, where the duality functions are those connecting the Brownian Energy Process and the Symmetric Inclusion Process. As a consequence, we recover invariance of…

The paper addresses the question whether a random functional, a map from a set $E$ into the space of real-valued measurable functions on a probability space, has a measurable version with values in ${\mathbb R}^E$. Similarly, one may ask…

We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = \sigma(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equation*} where $\sigma:\mathbb{R}^ d\to \mathbb{R}^ d$ is…

In this work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…

We define two-parameter generalizations of two combinatorial constructions of Andrews: the kth symmetrized rank moment and the k-marked Durfee symbol. We prove that three specializations of the associated generating functions are so-called…

The goal of this paper is to exhibit a deep relation between the partition function of the Ising model on a planar trivalent graph and the generating series of the spin network evaluations on the same graph. We provide respectively a…

This article characterizes conjugates and subdifferentials of convex integral functionals over linear spaces of cadlag stochastic processes. The approach is based on new measurability results on the Skorokhod space and new interchange rules…

We show that the multi-species higher spin stochastic vertex model, also called the U_q(A_n^{(1)}) vertex model, satisfies a duality where the indicator function has the form {\eta^x_{[1,n]} \geq \xi^x_{[1,n]} }. In other words, for every…