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We introduce a new method, which we call stochastic fusion, which takes an exclusion process and constructs an interacting particle systems in which more than one particle may occupy a lattice site. The construction only requires the…
The Dunkl operators associated to a dihedral group are a pair of differential-difference operators that generate a commutative algebra acting on differentiable functions in $\mathbb{R}^2$. The intertwining operator intertwines between this…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint…
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…
This is the first part of a possible monograph on the duality of Markov processes. It contains a proof of Fitzsimmons' existence theorem of a moderate Markov dual process relative to an excessive measure, m, together with the necessary…
We construct a four parameter (z, z', a, b) family of Markov dynamics that preserve the z-measures on the boundary of the branching graph for classical Lie groups of type B, C, D. Our guiding principle is the "method of intertwiners" used…
Recently O'Connell introduced an interacting diffusive particle system in order to study a directed polymer model in 1+1 dimensions. The infinitesimal generator of the process is a harmonic transform of the quantum Toda-lattice Hamiltonian…
It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel…
In this paper I will show the problems that are encountered when dealing with uniqueness of connectives in a bilateralist setting within the larger framework of proof-theoretic semantics and suggest a solution. Therefore, the logic 2Int is…
There is a commutative algebra of differential-difference operators, with two parameters, associated to any dihedral group with an even number of reflections. The intertwining operator relates this algebra to the algebra of partial…
This paper considers contact processes with additional voter model dynamics. For such models, results of Lloyd and Sudbury can be applied to find a self-duality, as well as dualities and thinning relations with systems of random walks with…
Spin networks appear in a number of areas, for instance in lattice gauge theories and in quantum gravity. They describe the contraction of intertwiners according to the underlying network. We show that a certain generating function of…
We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…
A cluster expansion is proposed, that applies to both continuous and discrete systems. The assumption for its convergence involves an extension of the neat Kotecky-Preiss criterion. Expressions and estimates for correlation functions are…
We demonstrate that a system of bi-orthogonal polynomials and their associated functions corresponding to a regular semi-classical weight on the unit circle constitute a class of general classical solutions to the Garnier systems by…
We consider a sequence of Markov processes $\lbrace X_t^n \mid n \in \mathbb{N} \rbrace$ with Dirichlet forms converging in the Mosco sense of Kuwae and Shioya to the Dirichlet form associated with a Markov process $X_t$. Under this…
We extend the notions of conditioned and controlled invariant spaces to linear dynamical systems over the max-plus or tropical semiring. We establish a duality theorem relating both notions, which we use to construct dynamic observers.…
The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…
Decoupling multivariate polynomials is useful for obtaining an insight into the workings of a nonlinear mapping, performing parameter reduction, or approximating nonlinear functions. Several different tensor-based approaches have been…