Orthogonal intertwiners for infinite particle systems in the continuum
From MaRDI portal
Publication:6189185
DOI10.1016/j.spa.2023.104269zbMath1530.60072arXiv2305.03367MaRDI QIDQ6189185
No author found.
Publication date: 12 January 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2305.03367
consistencyorthogonal polynomialsdualityintertwining relationssticky Brownian motionscorrelated Brownian motions
Continuous-time Markov processes on general state spaces (60J25) Interacting particle systems in time-dependent statistical mechanics (82C22) Brownian motion (60J65)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov dynamics on the Thoma cone: a model of time-dependent determinantal processes with infinitely many particles
- Intertwining certain fractional derivatives
- Three examples of Brownian flows on \(\mathbb{R}\)
- Poisson process Fock space representation, chaos expansion and covariance inequalities
- Quantitative Boltzmann-Gibbs principles via orthogonal polynomial duality
- Strong stationary times via a new form of duality
- Coalescing and noncoalescing stochastic flows in \(R_ 1\)
- Consistent families of Brownian motions and stochastic flows of kernels
- The calculus of variations for processes with independent increments
- Mathematical methods for hydrodynamic limits
- Beta-gamma random variables and intertwining relations between certain Markov processes
- White noise analysis for Lévy processes.
- Stochastic processes and orthogonal polynomials
- Factorized duality, stationary product measures and generating functions
- Orthogonal stochastic duality functions from Lie algebra representations
- Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures
- Chaotic and predictable representations for Lévy processes.
- Flows, coalescence and noise.
- Reflected planar Brownian motions, intertwining relations and crossing probabilities
- Large deviations for sticky Brownian motions
- Condensation of SIP particles and sticky Brownian motion
- Higher order fluctuation fields and orthogonal duality polynomials
- Consistent particle systems and duality
- Orthogonal polynomial duality of boundary driven particle systems and non-equilibrium correlations
- On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes
- On interweaving relations
- Orthogonal dualities of Markov processes and unitary symmetries
- Multidimensional sticky Brownian motions as limits of exclusion processes
- Duality and hidden symmetries in interacting particle systems
- On the notion(s) of duality for Markov processes
- Completely random measures
- The parabolic differential equations and the associated semigroups of transformation
- Exact formulas for two interacting particles and applications in particle systems with duality
- Stochastic flows in the Brownian web and net
- An extended anyon Fock space and noncommutative Meixner-type orthogonal polynomials in infinite dimensions
- ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
- Stochastic Duality and Orthogonal Polynomials
- Duality and exact correlations for a model of heat conduction
- Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions
- Shuffling Cards and Stopping Times
- Interlacing Diffusions
- On the Markovian Similarity
- A positive interest rate model with sticky barrier
- Infinite dimensional analysis of pure jump Lévy processes on the Poisson space
- Orthogonal functionals of the Poisson process
- Stochastic PDE from the Point of View of Particle Systems and Duality
- Markov functions
- Coalescing Brownian flows: a new approach
- Stochastic Analysis for Poisson Processes
- The Bethe ansatz for sticky Brownian motions
This page was built for publication: Orthogonal intertwiners for infinite particle systems in the continuum