Related papers: Representations of Hecke algebras and Markov duali…
New identities on traces of representations of the Hecke algebra on the spaces of paths on graphs are presented. These identities are relevant in the computation of partition functions with fixed boundary conditions and of two-point…
Connections between set-theoretic Yang-Baxter and reflection equations and quantum integrable systems are investigated. We show that set-theoretic $R$-matrices are expressed as twists of known solutions. We then focus on reflection and…
We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of…
Following arXiv:0909.5586 and arXiv:1411.4125, we construct two super-extensions of the usual tensor algebra through the super-actions of symmetric groups and Hecke algebras respectively. For each extension, we consider a special type of…
We show that the stochastic dynamics of a large class of one-dimensional interacting particle systems may be presented by integrable quantum spin Hamiltonians. Generalizing earlier work \cite{Stin95a,Stin95b} we present an alternative…
A brief survey of theoretical approaches to description of multiplicity distributions in high energy processes is given. It is argued that the multicomponent nature of these processes leads to some peculiar characteristics observed…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
A time and space inhomogeneous Markov process is a Feller evolution process, if the corresponding evolution system on the continuous functions vanishing at infinity is strongly continuous. We discuss generators of such systems and show that…
We study the two-species diffusion-annihilation process, $A+B\rightarrow$ \O, on the fully-connected lattice. Probability distributions for the number of particles and the reaction time are obtained for a finite-size system using a master…
The ageing algebra is a local dynamical symmetry of many ageing systems, far from equilibrium, and with a dynamical exponent z=2. Here, new representations for an integer dynamical exponent z=n are constructed, which act non-locally on the…
Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their reciprocal invariants and we characterize them as the set of…
We consider a process in which there are two types of particles, A and B, on an infinite one-dimensional lattice. The particles hop to their adjacent sites, like the totally asymmetric exclusion process (ASEP), and have also the following…
Spatially dependent birth-death processes can be modelled by kinetic models such as the BBGKY hierarchy. Diffusion in infinite dimensional systems can be modelled with Brownian motion in Hilbert space. In this work Doi field theoretic…
We give a presentation via generators and relations of the local graded paramodular Hecke algebra of prime level. In particular, we prove that the paramodular Hecke algebra is isomorphic to the quotient of the free $\mathbb{Z}$-algebra…
Numerous studies grounded on Hawkes processes have been carried out in many fields including finance, biology and social network. Hawkes processes form a class of selfexciting simple point processes. In this article, we consider a general…
In the hidden Markov process, there is a possibility that two different transition matrices for hidden and observed variables yield the same stochastic behavior for the observed variables. Since such two transition matrices cannot be…
The duality principle for group representations developed in \cite{DHL-JFA, HL_BLM} exhibits a fact that the well-known duality principle in Gabor analysis is not an isolated incident but a more general phenomenon residing in the context of…
We initiate the representation theory of the degenerate affine periplectic Brauer algebra on $n$ strands by constructing its finite-dimensional calibrated representations when $n=2$. We show that any such representation that is…