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相关论文: Markov Duality for Stochastic Six Vertex Model

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We provide a complete proof of a duality theorem for the fppf cohomology of either a curve over a finite field or a ring of integers of a number field, which extends the classical Artin-Verdier Theorem in \'etale cohomology. We also prove…

数论 · 数学 2020-01-08 Cyril Demarche , David Harari

We obtain a dual representation of the Kantorovich functional defined for functions on the Skorokhod space using quotient sets. Our representation takes the form of a Choquet capacity generated by martingale measures satisfying additional…

泛函分析 · 数学 2021-05-14 Patrick Cheridito , Matti Kiiski , David J. Prömel , H. Mete Soner

We consider the asymmetric simple exclusion process (ASEP) on a finite lattice with periodic boundary conditions, conditioned to carry an atypically low current. For an infinite discrete set of currents, parametrized by the driving strength…

概率论 · 数学 2016-12-13 G. M. Schütz

In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M.…

概率论 · 数学 2007-05-23 Yu Miao , Guangyu Yang

We consider pairwise Markov random fields which have a number of important applications in statistical physics, image processing and machine learning such as Ising model and labeling problem to name a couple. Our own motivation comes from…

离散数学 · 计算机科学 2016-11-29 Konstantin Avrachenkov , Lenar Iskhakov , Maksim Mironov

It is known that the Markov matrix of the asymmetric simple exclusion process (ASEP) is invariant under the Uq(sl2) algebra. This is the result of the fact that the Markov matrix of the ASEP coincides with the generator of the…

统计力学 · 物理学 2015-01-09 Chihiro Matsui

This supplementary material includes three parts: some preliminary results, four examples, an experiment, three new algorithms, and all proofs of the results in the paper "Reversible MCMC on Markov equivalence classes of sparse directed…

机器学习 · 统计学 2013-08-13 Yangbo He , Jinzhu Jia , Bin Yu

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…

概率论 · 数学 2015-04-20 James Allen Fill , Vince Lyzinski

We prove the analog of the Morel-Voevodsky localization theorem over complex analytic stacks, which is used in arXiv:2511.09371 to establish a 6-functor formalism of complex analytic motivic homotopy theory and produce an analytification…

代数几何 · 数学 2026-05-15 Roy Magen

In this work, sharp Wirtinger type inequalities for double integrals are established. As applications, two sharp \v{C}eby\v{s}ev type inequalities for absolutely continuous functions whose second partial derivatives belong to $L^2$ space…

经典分析与常微分方程 · 数学 2018-12-18 Mohammad W. Alomari

We write a multiple integral formula for the partition function of the Z-invariant six vertex model and demonstrate how it can be specialised to compute the norm of Bethe vectors. We also discuss the possibility of computing three-point…

高能物理 - 理论 · 物理学 2011-11-17 Jan de Gier , Wellington Galleas , Mark Sorrell

We provide necessary and sufficient conditions for convergence of exponential integrals of Markov additive processes. Other than in the classical L\'evy case studied by Erickson and Maller we have to distinguish between almost sure…

概率论 · 数学 2020-03-06 Anita Behme , Apostolos Sideris

Separation of variables (SoV) is an extremely efficient and elegant technique for analysing physical systems but its application to integrable spin chains was limited until recently to the simplest su(2) cases. In this paper we continue…

高能物理 - 理论 · 物理学 2020-09-24 Nikolay Gromov , Fedor Levkovich-Maslyuk , Paul Ryan , Dmytro Volin

The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of Prokaj (2009).…

概率论 · 数学 2014-07-18 Tomoyuki Ichiba , Ioannis Karatzas

We prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of the lower semicontinuity of an action integral. In our new…

概率论 · 数学 2021-01-18 Toshio Mikami

It is shown that the T-duality in \sigma-model with Kaluza-Klein metric, without or with a torsion term, can be interpreted as electric-magnetic duality for some of their solitonic solutions. Actually Buscher's duality transformation…

高能物理 - 理论 · 物理学 2009-10-31 M. A. Jafarizadeh , A. Rezaei-Aghdam

In this paper, we investigate new relationships for bilateral series related to two-parameter mock theta functions, which lead to many identities concerning the bilateral mock theta functions. In addition, interesting relations between the…

数论 · 数学 2025-10-20 Chun Wang

Many continuous reaction-diffusion models on $\mathbb{Z}$ (annihilating or coalescing random walks, exclusion processes, voter models) admit a rich set of Markov duality functions which determine the single time distribution. A common…

Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…

统计计算 · 统计学 2017-10-13 Richard G. Everitt , Dennis Prangle , Philip Maybank , Mark Bell

We study the two-dimensional Euler equations, damped by a linear term and driven by an additive noise. The existence of weak solutions has already been studied; pathwise uniqueness is known for solutions that have vorticity in $L^\infty$.…

概率论 · 数学 2020-04-22 Hakima Bessaih , Benedetta Ferrario