Related papers: Representations of Hecke algebras and Markov duali…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
A procedure is described that makes use of the generating function of characters to obtain a new generating function $H$ giving the multiplicities of each weight in all the representations of a simple Lie algebra. The way to extract from…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
The main purpose of this paper is to consider the multiple birth properties for multi-type Markov branching processes. We first construct a new multi-dimensional Markov process based on the multi-type Markov branching process, which can…
We study a 12-parameter stochastic process involving particles with two-site interaction and hard-core repulsion on a $d$-dimensional lattice. In this model, which includes the asymmetric exclusion process, contact processes and other…
We interpret values of spherical Whittaker functions on metaplectic covers of the general linear group over a nonarchimedean local field as partition functions of two different solvable lattice models. We prove the equality of these two…
Reaction-diffusion systems where transition rates exhibit quenched disorder are common in physical and chemical systems. We study pair reactions on a periodic two-dimensional lattice, including continuous deposition and spontaneous…
We consider the skew Howe duality for the action of certain dual pairs of Lie groups $(G_1, G_2)$ on the exterior algebra $\bigwedge(\mathbb{C}^{n} \otimes \mathbb{C}^{k})$ as a probability measure on Young diagrams by the decomposition…
We introduce the multiplicative coalescent with linear deletion, a continuous-time Markov process describing the evolution of a collection of blocks. Any two blocks of sizes $x$ and $y$ merge at rate $xy$, and any block of size $x$ is…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
We consider a type of Markov property for set-indexed processes which is satisfied by all processes with independent increments and which allows us to introduce a transition system theory leading to the construction of the process. A…
From the point of view of stochastic analysis the Caputo and Riemann-Liouville derivatives of order $\al \in (0,2)$ can be viewed as (regularized) generators of stable L\'evy motions interrupted on crossing a boundary. This interpretation…
We give two explicit sets of generators of the group of invertible regular functions over QQ on the modular curve Y1(N). The first set of generators is very surprising. It is essentially the set of defining equations of Y1(k) for k <= N/2…
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…
We investigate the representations and the structure of Hecke algebras associated to certain finite complex reflection groups. We first describe computational methods for the construction of irreducible representations of these algebras,…
We start by considering infinite dimensional Markovian dynamics in R^m generated by operators of hypocoercive type and for such models we obtain short and long time pointwise estimates for all the derivatives, of any order and in any…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…