相关论文: Markov Duality for Stochastic Six Vertex Model
We prove a duality formula between two elliptic determinants. We present a proof which is a variant of the Izergin-Korepin method which is a method originally introduced to analyze and compute partition functions of integrable lattice…
We show how the tools of modern algebraic combinatorics -- representation theory, Murphy elements, and particularly Schur--Weyl duality -- can be used to give an explicit orthonormal basis of eigenfunctions for a "curiously slowly mixing…
Parameter inference for stochastic differential equation mixed effects models (SDEMEMs) is a challenging problem. Analytical solutions for these models are rarely available, which means that the likelihood is also intractable. In this case,…
This paper is aimed to prove the strong duality theorem for continuous-time linear programming problems in which the coefficients are assumed to be piecewise continuous functions. The previous paper proved the strong duality theorem for the…
Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…
We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of…
In this work we propose a mechanism for converting the spectral problem of vertex models transfer matrices into the solution of certain linear partial differential equations. This mechanism is illustrated for the…
We study the shape of the probability mass function of the Markov binomial distribution, and give necessary and sufficient conditions for the probability mass function to be unimodal, bimodal or trimodal. These are useful to analyze the…
We consider a Markov process $X$ associated to a nonnecessarily symmetric Dirichlet form $\mathcal{E}$. We define a stochastic integral with respect to a class of additive functionals of zero quadratic variation and then we obtain an…
We prove a intertwining relation (or Markov duality) between the $(q,\mu,\nu)$-Boson process and $(q,\mu,\nu)$-TASEP, two discrete time Markov chains introduced by Povolotsky. Using this and a variant of the coordinate Bethe ansatz we…
By using the integration by parts formula of a Markov operator, the closability of quadratic forms associated to the corresponding invariant probability measure is proved. The general result is applied to the study of semilinear SPDEs,…
These are notes for a mini-course of 3 lectures given at the St. Petersburg School in Probability and Statistical Physics (June 2012). My aim was to explain, on the example of a particular model, how ideas from the representation theory of…
We present two kinds of Bochkov-Kuzovlev work equalities in a two-level system that is described by a quantum Markovian master equation. One is based on multiple time correlation functions and the other is based on the quantum trajectory…
We consider the inhomogeneous stochastic six vertex model with periodicity starting from step initial data. We prove that it converges almost surely to a deterministic limit shape. For the proof, we map the stochastic six vertex model to a…
We study an $n$-species $t$-PushTASEP, an integrable long-range stochastic process, on a one-dimensional periodic lattice with inhomogeneities $x_1,\ldots,x_L$ and arbitrary capacity $l$ at each lattice site. The Markov matrix is identified…
This paper introduces a multi-species version of a process called ASEP(q,j). In this process, up to 2j particles are allowed to occupy a lattice site, the particles drift to the right with asymmetry 0<q^{2j}<1, and there are n-1 species of…
By using the fact that the space of all probability measures with finite support can be somehow completed in two different fashions, one generating the Arens-Eells space and another generating the Kantorovich-Wasserstein (Wasserstein-1)…
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…
Two series representations of the characteristic function of the multidimensional symmetric Markov random flight with respect to Bessel functions and with respect to time variable, are given. Asymptotic formula for the second mixed moment…
We introduce multi-kangaroo Markov processes and provide a general procedure for evaluating a certain type of stochastic functionals. We calculate analytically the large deviation properties. Applications include zero-crossing statistics…