Probability and Stochastic Analysis Seminar  RSS

04/02/2026, 16:00 — 17:00 Europe/Lisbon — Instituto Superior Técnicohttps://tecnico.ulisboa.pt
Federica Iacovissi, Università degli Studi dell’Aquila

The Matrix Product Ansatz from a probabilistic viewpoint

We provide a probabilistic characterization of the class of probability measures that can be represented by the Matrix Product Ansatz (MPA). We describe a constructive procedure, based on a suitable enlargement of the state space, showing that a probability measure can be expressed in terms of non-negative matrices via the MPA if and only if it can be written as a mixture of inhomogeneous product measures, where the mixing law is given by a Markov bridge. We illustrate this construction by applying it to examples of interacting particle systems. Finally, we discuss how the resulting probabilistic structure can be exploited to obtain large deviation principles for this class of measures. Joint work with Davide Gabrielli.


Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by several institutions, in particular Instituto Superior Técnico.