Duality for Markov Processes - A Lie Algebraic Approach

This monograph studies duality in interacting particle systems, a topic combining probability theory, statistical physics, Lie algebras, and orthogonal polynomials. It offers the first comprehensive account of duality theory in the context of interacting particle systems.

 

Using a Lie algebraic framework, the book demonstrates how dualities arise in families of systems linked to algebraic representations. The exposition centers on three key processes: independent random walks, the inclusion process, and the exclusion process—associated with the Heisenberg, su(1,1), and su(2) algebras, respectively. From these three basic cases, several new processes and their duality relations are derived. Additional models, such as the Brownian energy process, the KMP model and the Kac model, are also discussed, along with topics like the hydrodynamic limit and non-equilibrium behavior. Further, integrable systems associated to the su(1,1) algebra are studied and their non-equilibrium steady states are computed.

 

Intentionally accessible and self-contained, this book is aimed at graduate-level researchers and also serves as a comprehensive introduction to the duality of Markov processes and beyond.

Sommario

Chapter 1. Introduction.- Chapter 2. Basics of the algebraic approach.- Chapter 3. Duality for independent random walkers: part 1.- Chapter 4. Duality for independent random walkers: part 2.- Chapter 5. Duality for the symmetric inclusion process.- Chapter 6. Duality for the Brownian energy process.- Chapter 7. Duality for the symmetric partial exclusion process.- Chapter 8. Duality for other models.- Chapter 9. Orthogonal dualities.- Chapter 10. Consistency.- Chapter 11. Duality for non-equilibrium systems.- Chapter 12. Duality and macroscopic fields.- Chapter 13. Duality and integrable models.

Dettagli sul prodotto

• Autori: Cristian Giardinà, Frank Redig
• Editore: Springer International Publishing
• Lingue: Inglese, Tedesco
• Formato: Copertina rigida
• Pubblicazione: 29.10.2025
• EAN: 9783032040985
• ISBN: 978-3-032-04098-5
• Illustrazioni: Approx. 500 p.
• Serie: Grundlehren der mathematischen Wissenschaften
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; Stochastik, Algebra, Mathematische Physik, Mathematical physics, Probability Theory, Associative Rings and Algebras, Markov processes, duality, orthogonal polynomials, Lie Algebras, non-equilibrium steady state, Hydrodynamic Limit, interacting particle systems, Kac model, Wright-Fisher diffusion, Moran model, Macroscopic fields, Symmetric inclusion process, Symmetric partial exclusion process, Integrable models, Ginzburg-Landau model, Brownian energy process