On the notion(s) of duality for Markov processes

DOI10.1214/12-PS206zbMath1292.60077arXiv1210.7193MaRDI QIDQ2452081

Yanyan Li

Publication date: 30 May 2014

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.7193

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Markov semigroups and applications to diffusion processes (47D07) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (75)

Local thermal equilibrium for certain stochastic models of heat transport ⋮ A new coalescent for seed-bank models ⋮ Numerical methods to evaluate Koopman matrix from system equations* ⋮ Lyapunov exponents for branching processes in a random environment: the effect of information ⋮ Partitioning, duality, and linkage disequilibria in the Moran model with recombination ⋮ On the stationary distribution of the block counting process for population models with mutation and selection ⋮ Pathwise duals of monotone and additive Markov processes ⋮ General selection models: Bernstein duality and minimal ancestral structures ⋮ Lines of descent under selection ⋮ Solving the migration-recombination equation from a genealogical point of view ⋮ Duality for stochastic models of transport ⋮ Sensitivity of the stability bound for ruin probabilities to claim distributions ⋮ Self-duality for the two-component asymmetric simple exclusion process ⋮ A probabilistic framework for particle-based reaction-diffusion dynamics using classical Fock space representations ⋮ The seed bank coalescent with simultaneous switching ⋮ Understanding autoencoders with information theoretic concepts ⋮ Lines of descent in a Moran model with frequency-dependent selection and mutation ⋮ Spatially inhomogeneous populations with seed-banks. I: Duality, existence and clustering ⋮ Risk‐neutral pricing techniques and examples ⋮ Isospectral operators ⋮ Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment ⋮ The relative frequency between two continuous-state branching processes with immigration and their genealogy ⋮ Quasi-equilibria and click times for a variant of Muller's ratchet ⋮ Dynamical Gibbs variational principles for irreversible interacting particle systems with applications to attractor properties ⋮ Combinatorics of ancestral lines for a Wright-Fisher diffusion with selection in a Lévy environment ⋮ Particle systems with coordination ⋮ Markov duality and Bethe ansatz formula for half-line open ASEP ⋮ A reverse duality for the ASEP with open boundaries ⋮ Commutative monoid duality ⋮ Spatial populations with seed-banks in random environment. III: Convergence towards mono-type equilibrium ⋮ Applying monoid duality to a double contact process ⋮ Continuous-state branching processes with collisions: first passage times and duality ⋮ Approximate filtering via discrete dual processes ⋮ Orthogonal intertwiners for infinite particle systems in the continuum ⋮ Markov process representation of semigroups whose generators include negative rates ⋮ On dualities for SSEP and ASEP with open boundary conditions ⋮ Factorized duality, stationary product measures and generating functions ⋮ Optimal filtering and the dual process ⋮ A dual process for the coupled Wright-Fisher diffusion ⋮ Orthogonal stochastic duality functions from Lie algebra representations ⋮ Stochastic Duality and Orthogonal Polynomials ⋮ A probabilistic view on the deterministic mutation-selection equation: dynamics, equilibria, and ancestry via individual lines of descent ⋮ Self-duality and shock dynamics in the \(n\)-species priority ASEP ⋮ The Wright-Fisher model with efficiency ⋮ Markov branching processes with disasters: extinction, survival and duality to \(p\)-jump processes ⋮ \(q\)-orthogonal dualities for asymmetric particle systems ⋮ Random loop representations for quantum spin systems ⋮ Coupling and hydrodynamic limit for the inclusion process ⋮ An algebraic construction of duality functions for the stochastic \(\mathcal U_q(A_n^{(1)})\) vertex model and its degenerations ⋮ Duality and fixation in \(\Xi\)-Wright-Fisher processes with frequency-dependent selection ⋮ Dualities in population genetics: a fresh look with new dualities ⋮ A coalescent dual process for a Wright-Fisher diffusion with recombination and its application to haplotype partitioning ⋮ Entrance laws for annihilating Brownian motions and the continuous-space voter model ⋮ Separation of timescales for the seed bank diffusion and its jump-diffusion limit ⋮ Solving the selection-recombination equation: ancestral lines and dual processes ⋮ Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes ⋮ Self-duality of Markov processes and intertwining functions ⋮ Exact inference for a class of hidden Markov models on general state spaces ⋮ Rank-dependent Galton‒Watson processes and their pathwise duals ⋮ Structural properties of the seed bank and the two island diffusion ⋮ Duality for a class of continuous-time reversible Markov models ⋮ Consistent particle systems and duality ⋮ Spatial populations with seed-bank: well-posedness, duality and equilibrium ⋮ Analysis of non-reversible Markov chains via similarity orbits ⋮ Lines of descent in the deterministic mutation-selection model with pairwise interaction ⋮ Irreversible samplers from jump and continuous Markov processes ⋮ Orthogonal dualities of Markov processes and unitary symmetries ⋮ Discrete self-similar and ergodic Markov chains ⋮ Combinatorics for calculating expectation values of functions in systems with evolution governed by stochastic differential equations ⋮ A particle system with cooperative branching and coalescence ⋮ Branching processes with interactions: subcritical cooperative regime ⋮ Duality relations between spatial birth–death processes and diffusions in Hilbert space ⋮ Continuous-state branching processes with spectrally positive migration ⋮ The exponential-dual matrix method: Applications to Markov chain analysis ⋮ Equivalence of mean-field avalanches and branching diffusions: from the Brownian force model to the super-Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Spatial Fleming-Viot models with selection and mutation
• Systems of branching, annihilating, and coalescing particles
• Some mathematical models from population genetics. École d'Été de Probabilités de Saint-Flour XXXIX-2009
• Interacting particle systems. With a new postface.
• Graphical representation of certain moment dualities and application to population models with balancing selection
• Strong stationary times via a new form of duality
• Markoff processes and potentials. I, II, III
• On times to quasi-stationarity for birth and death processes
• A duality relation for entrance and exit laws for Markov processes
• A sample path proof of the duality for stochastically monotone Markov processes
• Dual processes and their application to infinite interacting systems
• Strong stationary duality for continuous-time Markov chains. I: Theory
• Mathematical methods for hydrodynamic limits
• Interaction of Markov processes
• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
• Ergodic theorems for weakly interacting infinite systems and the voter model
• Additive set-valued Markov processes and graphical methods
• Additive and cancellative interacting particle systems
• Beta-gamma random variables and intertwining relations between certain Markov processes
• Weak uniqueness for the heat equation with noise
• Geometric aspects of quantum spin states
• Quantum operators in classical probability theory. IV: Quasi-duality and thinnings of interacting particle systems
• Wall and Siegmund duality relations for birth and death chains with reflecting barrier
• Stochastic flows associated to coalescent processes
• Dual families of interacting particle systems on graphs
• Particle representations for measure-valued population models
• Uniqueness for a class of one-dimensional stochastic PDEs using moment duality.
• Comparing Fleming-Viot and Dawson-Watanabe processes
• Quantum operators in classical probability theory. I: ``Quantum spin techniques and the exclusion model of diffusion
• Quantum operators in classical probability theory. II: The concept of duality in interacting particle systems
• The concept of duality and applications to Markov processes arising in neutral population genetics models
• Improved lower bound on thermodynamic pressure of the spin 1/2 Heisenberg ferromagnet
• Duality and hidden symmetries in interacting particle systems
• Graphical representation of some duality relations in stochastic population models
• A countable representation of the Fleming-Viot measure-valued diffusion
• Quantum Heisenberg models and their probabilistic representations
• Duality and intertwining for discrete Markov kernels: relations and examples
• The Classification of Birth and Death Processes
• Course 11 Evolution in fluctuating populations
• A modified lookdown construction for the Xi-Fleming-Viot process with mutation and populations with recurrent bottlenecks
• Six-vertex model, roughened surfaces, and an asymmetric spin Hamiltonian
• Applied Probability and Queues
• Transformations of Galton-Watson processes and linear fractional reproduction
• Monotone Stochastic Recursions and their Duals
• Markov Processes, Brownian Motion, and Time Symmetry
• Lectures on Choquet's theorem

This page was built for publication: On the notion(s) of duality for Markov processes