相关论文: Markov Duality for Stochastic Six Vertex Model

In this note, we realize the half-steps of a general class of Markov chains as alternating projections with respect to the reverse Kullback-Leibler divergence between convex sets of joint probability distributions. Using this…

We obtain a new expression for the partition function of the 8VSOS model with domain wall boundary conditions, which we consider to be the natural extension of the Izergin-Korepin formula for the six-vertex model. As applications, we find…

It is well known from results of Sina\u{\i} and Bowen that a hyperbolic toral automorphism admits a Markov partition. Our aim is to generalize this concept to the nonstationary case, i.e., we associate Markov partitions to nonstationary…

We develop a new duality for distributive and implicative meet semi-lattices. For distributive meet semi-lattices our duality generalizes Priestley's duality for distributive lattices and provides an improvement of Celani's duality. Our…

Using time-reversal, we introduce a stochastic integral for zero-energy additive functionals of symmetric Markov processes, extending earlier work of S. Nakao. Various properties of such stochastic integrals are discussed and an It\^{o}…

A variety of physical phenomena involve the nonlinear transfer of energy from weakly damped modes subjected to external forcing to other modes which are more heavily damped. In this work we explore this in (finite-dimensional) stochastic…

The wavefunction of the free-fermion six-vertex model was found to give a natural realization of the Tokuyama combinatorial formula for the Schur polynomials by Bump-Brubaker-Friedberg. Recently, we studied the correspondence between the…

This article characterizes conjugates and subdifferentials of convex integral functionals over linear spaces of cadlag stochastic processes. The approach is based on new measurability results on the Skorokhod space and new interchange rules…

We consider the stochastic higher spin six vertex (SHS6V) model introduced in [Corwin-Petrov, 2016] with general integer spin parameters $I, J$. Starting from near stationary initial condition, we prove that the SHS6V model converges to the…

Let $(\mathcal{E},D(\mathcal{E}))$ be a quasi-regular semi-Dirichlet form and $(X_t)_{t\geq0}$ be the associated Markov process. For $u\in D(\mathcal{E})_{loc}$, denote $A_t^{[u]}:=\tilde{u}(X_{t})-\tilde{u}(X_{0})$ and…

We continue study of conformal testing in binary model situations. In this note we consider Markov alternatives to the null hypothesis of exchangeability. We propose two new classes of conformal test martingales; one class is statistically…

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Some differential implications of classical Marx-Strohh\"acker theorem are extended for multivalent functions. These results are also generalized for functions with fixed second coefficient by using the theory of first order differential…

A class of highly symmetric Markov-Dyck shifts is introduced. Topological entropies and zeta functions are determined.

A mixed type dual to a nondifferentiable variational problem involving higher order derivative is formulated and duality results are proved under generalized invexity conditions. Special cases are generated from our results.

We consider the problem of learning the optimal policy for infinite-horizon Markov decision processes (MDPs). For this purpose, some variant of Stochastic Mirror Descent is proposed for convex programming problems with Lipschitz-continuous…

In these lectures I shall explain how a new-found nonabelian duality can be used to solve some outstanding questions in particle physics. The first lecture introduces the concept of electromagnetic duality and goes on to present its…

This work is dedicated to $\mathfrak{sl}_{n+1}$-related integrable stochastic vertex models; we call such models coloured. We prove several results about these models, which include the following: (1) We construct the basis of (rational)…

We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…