Related papers: Stochastic duality and eigenfunctions
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…
In this paper, we study Markov dynamics on unitary duals of compact quantum groups. We construct such dynamics from characters of quantum groups. Then we show that the dynamics have generators, and we give an explicit formula of the…
Stunning progresses in the experimental resolution and control of natural or man-made complex systems at the level of their quantum mechanical constituents raises the question, across diverse subdisciplines of physics, chemistry and…
In this paper we study generating functions resembling the rank of strongly unimodal sequences. We give combinatorial interpretations, identities in terms of mock modular forms, asymptotics, and a parity result. Our functions imitate a…
A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…
Duality in the integrable systems arising in the context of Seiberg-Witten theory shows that their tau-functions indeed can be seen as generating functions for the mutually Poisson-commuting hamiltonians of the {\em dual} systems. We…
We study a stochastic Schroedinger equation that generates a family of Gaussian dynamical maps in one dimension permitting a detailed exam of two different definitions of non-Markovianity: one related to the explicit dependence of the…
Hidden Markov chains are widely applied statistical models of stochastic processes, from fundamental physics and chemistry to finance, health, and artificial intelligence. The hidden Markov processes they generate are notoriously…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…
Fluctuation theorems may be partitioned into those that apply the probability measure under the original stochastic process to reversed paths, and those that construct a new, adjoint measure by similarity transform, which locally reverses…
It is proven that the eigenvalue process of Dyson's random matrix process of size two becomes non-Markov if the common coefficient $1/\sqrt{2}$ in the non-diagonal entries is replaced by a different positive number.
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
A generating function for a class of multigluon amplitudes is constructed as a particular solution of the self-duality equation.
By introducing Q^2-dependence in resonance-reggeon "soft" dual models with nonlinear trajectories, they are extended to "hard" processes, sharing the property of parton-hadron duality. The resulting object is a two-component complex…
Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…
We show that the scaled cumulant generating and large deviation function, associated to a two-state Markov process involving two processes, obey a symmetry relation reminiscent of the fluctuation theorem, independent from any conditions on…
We show how the separability problem is dual to that of decomposing any given matrix into a conic combination of rank-one partial isometries, thus offering a duality approach different to the positive maps characterization problem. Several…
We present a unified approach to various examples of Markov dynamics on partitions studied by Borodin, Olshanski, Fulman, and the author. Our technique generalizes the Kerov's operators first appeared in [Okounkov, arXiv:math/0002135], and…
We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…