相关论文: Markov Duality for Stochastic Six Vertex Model

This note contributes to the point calculus of persistent homology by extending Alexander duality to real-valued functions. Given a perfect Morse function $f: S^{n+1} \to [0,1]$ and a decomposition $S^{n+1} = U \cup V$ such that $M = \U…

We show a duality of branes in the topological B-model by inserting two kinds of the non-compact branes simultaneously. We explicitly derive the integral formula for the matrix model partition function describing this situation, which…

We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…

We address a fundamental issue in the nonparametric inference for systems of interacting particles: the identifiability of the interaction functions. We prove that the interaction functions are identifiable for a class of first-order…

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

Using a recently developed method for proving asymptotics via orthogonal polynomial duality arXiv:2305.17602, we prove that the dynamic ASEP introduced in arXiv:1701.05239 has asymptotics which are either distributed as the Tracy--Widom…

In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…

The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…

Many systems are partially stochastic in nature. We have derived data driven approaches for extracting stochastic state machines (Markov models) directly from observed data. This chapter provides an overview of our approach with numerous…

We prove the conjecture by Diaconis and Eriksson (2006) that the Markov degree of the Birkhoff model is three. In fact, we prove the conjecture in a generalization of the Birkhoff model, where each voter is asked to rank a fixed number, say…

In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The…

We introduce the concept of stochastic measure-valued solutions to the complete Euler system describing the motion of a compressible inviscid fluid subject to stochastic forcing, where the nonlinear terms are described by defect measures.…

In this note we establish the convergence of the stochastic six-vertex model to the one-dimensional asymmetric simple exclusion process, under a certain limit regime recently predicted by Borodin-Corwin-Gorin. This convergence holds for…

This work is concerned with a P\'olya-Szeg\"o type inequality for anisotropic functionals of Sobolev functions. The relevant inequality entails a double-symmetrization involving both trial functions and functionals. A new approach that…

We consider generalized definitions of mixing and exactness for random dynamical systems in terms of Markov operator cocycles. We first give six fundamental definitions of mixing for Markov operator cocycles in view of observations of the…

We study the asymmetric six-vertex model in the quadrant with parameters on the stochastic line. We show that the random height function of the model converges to an explicit deterministic limit shape as the mesh size tends to 0. We further…

We review the notion of symplectic duality earlier introduced in the context of topological recursion. We show that the transformation of symplectic duality can be expressed as a composition of $x-y$ dualities in a broader context of log…

This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…

We consider the higher-order Markov Chain, and characterize the second order Markov chains admitting every probability distribution vector as a stationary vector. The result is used to construct Markov chains of higher-order with the same…

We give a succinct proof of a duality theorem obtained by R\'ev\'esz in 1991 which concerns extremal quantities related to trigonomertic polynomials. The key tool of our new proof is an intersection formula on dual cones in real Banach…