Related papers: Markov Duality for Stochastic Six Vertex Model

In 2009 Chmutov introduced the idea of partial duality for embeddings of graphs in surfaces. We discuss some alternative descriptions of partial duality, which demonstrate the symmetry between vertices and faces. One is in terms of band…

We introduce and study the domain wall boundary partition function of the integrable six-vertex model with triangular boundary. We first formulate the domain wall boundary partition function with triangular boundary by using the $U_q(sl_2)$…

In this paper, we study the stationary distributions for the stochastic vertex models. Our main focus is the stochastic six vertex (S6V) model. We show that the extremal stationary distributions of the S6V model are given by product…

We consider a generational and continuous-time two-phase model of the cell cycle. The first model is given by a stochastic operator, and the second by a piecewise deterministic Markov process. In the second case we also introduce a…

This paper provides a new formulation of second order stochastic target problems introduced in [SIAM J. Control Optim. 48 (2009) 2344-2365] by modifying the reference probability so as to allow for different scales. This new ingredient…

The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod…

We study a class of interacting particle systems with asymmetric interaction showing a self-duality property. The class includes the ASEP($q,\theta$), asymmetric exclusion process, with a repulsive interaction, allowing up to $\theta\in…

The aim of this paper is to provide Markov-type inequalities in the setting of weighted Sobolev spaces when the considered weights are generalized classical weights. Also, as results of independent interest, some basic facts about Sobolev…

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…

For a class of coalescing stochastic flows on the real line the existence of dual flows is proved. A stochastic flow and its dual are constructed as a forward and backward perfect cocycles over the same metric dynamical system. The metric…

This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…

We obtain asymptotic formulas for the partition function of the six-vertex model with domain wall boundary conditions and half-turn symmetry in each of the phase regions. The proof is based on the Izergin--Korepin--Kuperberg determinantal…

In this work we derive a convex dual representation for increasing convex functionals on a space of real-valued Borel measurable functions defined on a countable product of metric spaces. Our main assumption is that the functionals fulfill…

We introduce partial Markov categories. In the same way that Markov categories encode stochastic processes, partial Markov categories encode stochastic processes with constraints, observations and updates. In particular, we prove a…

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…

We prove a color-position symmetry for a class of ASEP-like interacting particle systems with discrete time on the one-dimensional lattice. The full space-time inhomogeneity of our systems allows to apply the result to colored (or…

We link optimal filtering for hidden Markov models to the notion of duality for Markov processes. We show that when the signal is dual to a process that has two components, one deterministic and one a pure death process, and with respect to…

For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of M\"obius monotonicity of the chain. We show relations of M\"obius monotonicity to other definitions of monotone chains.…

In the context of Markov processes, we show a new scheme to derive dual processes and a duality function based on a boson representation. This scheme is applicable to a case in which a generator is expressed by boson creation and…

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…