相关论文: On the notion(s) of duality for Markov processes

We derive a unified stochastic picture for the duality of a resampling-selection model with a branching-coalescing particle process (cf. http://www.ams.org/mathscinet-getitem?mr=MR2123250) and for the self-duality of Feller's branching…

We study the structure of quantum Markov Processes from the point of view of product systems and their representations.

The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…

Stochastic convergence of discrete time Markov processes has been analysed based on a dual Lyapunov approach. Using some existing results on ergodic theory of Markov processes, it has been shown that existence of a properly subinvariant…

We introduce a probabilistic framework for two-sample comparison based on a nonparametric process taking the form of a Markov model that transitions between a "divide" and a "merge" state on a multi-resolution partition tree of the sample…

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…

In the development of stochastic integration and the theory of semimartingales, Markov processes have been a constant source of inspiration. Despite this historical interweaving, it turned out that semimartingales should be considered the…

In this paper we derive intertwining relations for a broad class of conservative particle systems both in discrete and continuous setting. Using the language of point process theory, we are able to derive a natural framework in which…

This work develops a duality theory for partially observed linear Gaussian models in discrete time. The state process evolves according to a causal but non-Markovian (or higher-order Gauss-Markov) structure, captured by a lower-triangular…

We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…

We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…

The aim of this paper is to provide Markov-type inequalities in the setting of weighted Sobolev spaces when the considered weights are generalized classical weights. Also, as results of independent interest, some basic facts about Sobolev…

We present in a unified setting the foundations for a theory of non-bilinear Dirichlet functionals on Hilbert spaces. We prove known and new equivalences between non-linear semigroups, non-linear resolvents, non-linear generators, and their…

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)…

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

We find all factorized duality functions for a class of interacting particle systems. The functions we recover are self-duality functions for interacting particle systems such as zero-range processes, symmetric inclusion and exclusion…

We prove that Sch\"{u}tz's ASEP Markov duality functional is also a Markov duality functional for the stochastic six vertex model. We introduce a new method that uses induction on the number of particles to prove the Markov duality.

A new derivation method of duality relations in stochastic processes is proposed. The current focus is on the duality between stochastic differential equations and birth-death processes. Although previous derivation methods have been based…

We show that quantum Schur-Weyl duality leads to Markov duality for a variety of asymmetric interacting particle systems. In particular, we consider three cases: (1) Using a Schur-Weyl duality between a two-parameter quantum group and a…

We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…