Orthogonal stochastic duality functions from Lie algebra representations
Probability
2021-03-29 v1 Classical Analysis and ODEs
Abstract
We obtain stochastic duality functions for specific Markov processes using representation theory of Lie algebras. The duality functions come from the kernel of a unitary intertwiner between -representations, which provides (generalized) orthogonality relations for the duality functions. In particular, we consider representations of the Heisenberg algebra and . Both cases lead to orthogonal (self-)duality functions in terms of hypergeometric functions for specific interacting particle processes and interacting diffusion processes.
Keywords
Cite
@article{arxiv.1709.05997,
title = {Orthogonal stochastic duality functions from Lie algebra representations},
author = {Wolter Groenevelt},
journal= {arXiv preprint arXiv:1709.05997},
year = {2021}
}
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23 pages