Related papers: Markov Duality for Stochastic Six Vertex Model

I review the proposal of Berenstein-Douglas for a completely general definition of Seiberg duality. To give evidence for their conjecture I present the first example of a physical dual pair and explicitly check that it satisfies the…

We show factorization formulas for a class of partition functions of rational six vertex model. First we show factorization formulas for partition functions under triangular boundary. Further, by combining the factorization formulas with…

We extend the recently developed Izergin-Korepin analysis on the wavefunctions of the $U_q(sl_2)$ six-vertex model to the reflecting boundary conditions. Based on the Izergin-Korepin analysis, we determine the exact forms of the symmetric…

We introduce an algorithm to piecewise dualise linear quivers into their mirror dual. The algorithm uses two basic duality moves and the properties of the $S$-wall which can all be derived by iterative applications of Seiberg-like…

We propose the Kazakov-Migdal model on graphs and show that, when the parameters of this model are appropriately tuned, the partition function is represented by the unitary matrix integral of an extended Ihara zeta function, which has a…

The duality principle in option pricing aims at simplifying valuation problems that depend on several variables by associating them to the corresponding dual option pricing problem. Here, we analyze the duality principle for options that…

We develop an efficient method to compute the torus partition function of the six-vertex model exactly for finite lattice size. The method is based on the algebro-geometric approach to the resolution of Bethe ansatz equations initiated in a…

We introduce Markov substitute processes, a new model at the crossroad of statistics and formal grammars, and prove its main property : Markov substitute processes with a given support form an exponential family.

In this paper, we construct solvable ice models (six-vertex models) with stochastic weights and U-turn right boundary, which we term ``stochastic symplectic ice''. The models consist of alternating rows of two types of vertices. The…

We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a…

Kontsevich's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In this article we show that a duality between k-point functions on $N\times N$ matrices and N-point…

We examine the electric-magnetic duality for a U(1) gauge theory on a general 4-manifold. The partition function for such a theory transforms as a modular form of specific weight. However, in the canonical approach, we show that S-duality,…

We prove Alexander- and Markov-type theorems for virtual spatial trivalent graphs and virtual trivalent braids. We provide two versions for the Markov-type theorem: one uses an algebraic approach similar to the case of classical braids and…

We develop a general framework for using duality to "transfer" stability results for a functional inequality to its dual inequality. As an application, we prove a stability bound for the Hardy-Littlewood-Sobolev inequality, which is related…

For a mixed stochastic differential equation containing both Wiener process and a H\"older continuous process with exponent $\gamma>1/2$, we prove a stochastic viability theorem. As a consequence, we get a result about positivity of…

We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…

For a large class of Abelian lattice models with sign problems, including the case of non-zero chemical potential, duality maps models with complex actions into dual models with real actions. For extended regions of parameter space,…

We find all factorized duality functions for a class of interacting particle systems. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion…

We enumerate staircases with fixed left and right columns. These objects correspond to ice-configurations, or alternating sign matrices, with fixed top and bottom parts. The resulting partition functions are equal, up to a normalization…

Markov combination is an operation that takes two statistical models and produces a third whose marginal distributions include those of the original models. Building upon and extending existing work in the Gaussian case, we develop Markov…