Probability and Stochastic Analysis Seminar  RSS

05/04/2023, 17:00 — 18:00 — Online
Chiara Franceschini, University of Modena

Two duality relations for Markov processes with an open boundary

In this talk I will show how the same algebraic approach, which relies on the $\mathfrak{su}(1,1)$ Lie algebra, can be used to construct two duality results. One is well-known: the two processes involved are the symmetric inclusion process and a Markov diffusion called Brownian Energy process. The other one is a new result which involves a particle system of zero-range type, called harmonic process, and a redistribution model similar to the Kipnis-Marchioro-Presutti model. Despite the similarity, it turns out that the second relation involves integrable models and thus duality can be pushed further. As a consequence, all moments in the stationary nonequilibrium state can be explicitly computed.


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.