Related papers: Stochastic duality and eigenfunctions
Taking into account the recent developments associated with duality in physics, this article is focused on investigating the properties of a tensor generalization of the electrodynamics dual to the standard vector model even considering the…
We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…
The covariance function of a Gauss-Markov process evaluated at points $(s,t)$ admits a representation as a product of a function of $\min(s,t)$ and a function of $\max(s,t)$. We call these functions the covariance factors of a Gauss-Markov…
Working within the path-integral framework we first establish a duality between the partion functions of two $U(1)$ gauge theories with a theta term in $d=4$ space-time dimensions. Then, after a dimensional reduction to $d=3$ dimensions we…
In this paper we derive intertwining relations for a broad class of conservative particle systems both in discrete and continuous setting. Using the language of point process theory, we are able to derive a natural framework in which…
An idea for evaluating transition probabilities in chemical reaction systems is proposed, which is efficient for repeated calculations with various rate constants. The idea is based on duality relations; instead of direct time-evolutions of…
Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…
Given two random variables $X$ and $Y$, stochastic monotonicity describes a monotone influence of $X$ on $Y$. We prove two different characterizations of stochastically monotone $2$-copulas using the isomorphism between $2$-copulas and…
The meromorphic functional calculus developed in Part I overcomes the nondiagonalizability of linear operators that arises often in the temporal evolution of complex systems and is generic to the metadynamics of predicting their behavior.…
In these lectures I shall explain how a new-found nonabelian duality can be used to solve some outstanding questions in particle physics. The first lecture introduces the concept of electromagnetic duality and goes on to present its…
We find examples of duality among quantum theories that are related to arithmetic functions by identifying distinct Hamiltonians that have identical partition functions at suitably related coupling constants or temperatures. We are led to…
We consider a diffusion given by a small noise perturbation of a dynamical system driven by a potential function with a finite number of local minima. The classical results of Freidlin and Wentzell show that the time this diffusion spends…
In this paper we consider a discrete-time dynamical system on the real line by random iteration of two functions. These functions are assumed to satisfy appropriate monotonicity conditions; optionally, a symmetry condition may be imposed.…
Field-theoretic construction of functional representations of solutions of stochastic differential equations and master equations is reviewed. A generic expression for the generating function of Green functions of stochastic systems is put…
A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by…
I consider a general block tridiagonal matrix and the corresponding transfer matrix. By allowing for a complex Bloch parameter in the boundary conditions, the two matrices are related by a spectral duality. As a consequence, I derive some…
In this article we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by…
We study the connections existing between max-infinitely divisible distributions and Poisson processes from the point of view of functional analysis. More precisely, we derive functional identities for the former by using well-known results…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
The notion of duality -- that a given physical system can have two different mathematical descriptions -- is a key idea in modern theoretical physics. Establishing a duality in lattice statistical mechanics models requires the construction…