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We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can…

Probability · Mathematics 2007-05-23 Yevgeniy Kovchegov

This text is written based on the author's publications during the period from 1991 to 2001. The work is devoted to the theory of Markov intertwining operators and joinings of measure-preserving group actions, as well as to their…

Dynamical Systems · Mathematics 2021-03-15 Valery V. Ryzhikov

Some particular examples of classical and quantum systems on the lattice are solved with the help of orthogonal polynomials and its connection to continuous models are explored.

Mathematical Physics · Physics 2007-05-23 M. Lorente

Interacting particle systems are continuous time Markov processes which are used to construct models in many disciplines. Monotonicity is a property that some interacting particle systems possess. A monotone interacting particle system is…

Probability · Mathematics 2010-11-11 Joseph Stover

This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances. Our main result is a construction of a Markov process from given orthogonal and…

Probability · Mathematics 2009-09-29 Włodzimierz Bryc , Wojciech Matysiak , Jacek Wesołowski

In this paper, we generalize the duality between self-dual and Maxwell-Chern-Simons theories for the case of a CPT-even Lorentz-breaking extension of these theories. The duality is demonstrated with use of the gauge embedding procedure,…

High Energy Physics - Theory · Physics 2015-07-08 A. P. Baeta Scarpelli , J. R. Nascimento , A. Yu. Petrov , R. F. Ribeiro

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

Probability · Mathematics 2010-04-19 Isabelle Camilier , Laurent Decreusefond

We give an elementary construction of a time-invertible Markov process which is discrete except at one instance. The process is one of the quadratic harnesses studied in our previous papers and can be regarded as a random joint of two…

Probability · Mathematics 2007-06-13 Wlodzimierz Bryc , Jacek Wesolowski

Many integrable stochastic particle systems in one space dimension (such as TASEP - Totally Asymmetric Simple Exclusion Process - and its $q$-deformation, the $q$-TASEP) remain integrable if we equip each particle with its own speed…

Probability · Mathematics 2023-06-21 Leonid Petrov , Axel Saenz

We give a concise direct proof of the orthogonality of interpolation Macdonald polynomials with respect to the Fourier pairing and briefly discuss some immediate applications of this orthogonality, such as the symmetry of the Fourier…

Quantum Algebra · Mathematics 2007-05-23 Andrei Okounkov

We consider a one-dimensional system of Brownian particles that repel each other through a logarithmic potential. We study two formulations for the system and the relation between them. The first, Dyson's Brownian motion model, has an…

Mathematical Physics · Physics 2012-09-11 Sergio Andraus , Makoto Katori , Seiji Miyashita

We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…

Probability · Mathematics 2022-02-18 Frank Redig , Florian Völlering

Given two quasi-definite moment functionals, the corresponding orthogonal polynomial systems satisfy an algebraic differential relation(called an extended coherent pair). We study generalizing extended coherent pairs that unify extended…

Classical Analysis and ODEs · Mathematics 2023-02-28 Jong Hwan Lee , Sung Jun An , Hwan Yong Lee

In this paper, a generalized version of dynamic ASEP is introduced, and it is shown that the process has a Markov duality property with the same process on the reversed lattice. The duality functions are multivariate $q$-Racah polynomials,…

Probability · Mathematics 2024-09-24 Wolter Groenevelt , Carel Wagenaar

The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…

Probability · Mathematics 2007-05-23 Michael Blank , Sergey Pirogov

We prove intertwining relations by twisted gradients for Markov semi-groups. These relations are applied to Brascamp-Lieb type inequalities and spectral gap results. It generalizes the results of [1] from the Euclidean space to Riemannian…

Functional Analysis · Mathematics 2021-01-14 Baptiste Huguet

We introduce a class of 2D lattice models that describe the dynamics of intertwiners, or, in a condensed matter interpretation, the fusion and splitting of anyons. We identify different families and instances of triangulation invariant,…

General Relativity and Quantum Cosmology · Physics 2013-11-08 Bianca Dittrich , Wojciech Kaminski

We introduce new entanglement monotones which generalize, to the case of many parties, those which give rise to the majorization-based partial ordering of bipartite states' entanglement. We give some examples of restrictions they impose on…

Quantum Physics · Physics 2009-11-07 H. Barnum , N. Linden

We prove certain duality properties and present recurrence relations for a four-parameter family of self-dual Koornwinder-Macdonald polynomials. The recurrence relations are used to verify Macdonald's normalization conjectures for these…

q-alg · Mathematics 2009-10-28 Jan F. van Diejen

This article develops a general framework for Laplace duality between positive Markov processes in which the one-dimensional Laplace transform of one process can be represented through that of another. We show that a process admits a…

Probability · Mathematics 2026-04-14 Clément Foucart , Matija Vidmar