The Algebraic Approach to Duality: An Introduction
Abstract
This survey article gives an elementary introduction to the algebraic approach to Markov process duality, as opposed to the pathwise approach. In the algebraic approach, a Markov generator is written as the sum of products of simpler operators, which each have a dual with respect to some duality function. We discuss at length the recent suggestion by Giardin\`a, Redig, and others, that it may be a good idea to choose these simpler operators in such a way that they form an irreducible representation of some known Lie algebra. In particular, we collect the necessary background on representations of Lie algebras that is crucial for this approach. We also discuss older work by Lloyd and Sudbury on duality functions of product form and the relation between intertwining and duality.
Cite
@article{arxiv.1802.07150,
title = {The Algebraic Approach to Duality: An Introduction},
author = {Anja Sturm and Jan M. Swart and Florian Völlering},
journal= {arXiv preprint arXiv:1802.07150},
year = {2018}
}
Comments
69 pages. Lecture notes for a learning session at the program Genealogies of Interacting Particle Systems, July-August 2017, Institute for Mathematical Sciences, Singapore