For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal polynomial) can be studied via expectations with respect to the dual process (which evolves the index of the polynomial). The set of processes include interacting particle systems, such as the exclusion process, the inclusion process and independent random walkers, as well as interacting diffusions and redistribution models of Kipnis–Marchioro–Presutti type. Duality functions are given in terms of classical orthogonal polynomials, both of discrete and continuous variable, and the measure in the orthogonality relation coincides with the process stationary measure.
Stochastic Duality and Orthogonal Polynomials / Franceschini, C.; Giardina', C.. - 300(2019), pp. 187-214. [10.1007/978-981-15-0302-3_7]
Data di pubblicazione: | 2019 | |
Titolo: | Stochastic Duality and Orthogonal Polynomials | |
Autore/i: | Franceschini, C.; Giardina', C. | |
Autore/i UNIMORE: | ||
Digital Object Identifier (DOI): | http://dx.doi.org/10.1007/978-981-15-0302-3_7 | |
Codice identificativo Scopus: | 2-s2.0-85085738884 | |
Codice identificativo ISI: | WOS:000653693800007 | |
Serie: | SPRINGER PROCEEDINGS IN MATHEMATICS & STATISTICS | |
Titolo del libro: | Springer Proceedings in Mathematics and Statistics | |
ISBN: | 978-981-15-0301-6 978-981-15-0302-3 | |
Editore: | Springer | |
Citazione: | Stochastic Duality and Orthogonal Polynomials / Franceschini, C.; Giardina', C.. - 300(2019), pp. 187-214. [10.1007/978-981-15-0302-3_7] | |
Tipologia | Capitolo/Saggio |
File in questo prodotto:
File | Descrizione | Tipologia | |
---|---|---|---|
Duality-OP-submitted.pdf | Post-print dell'autore (bozza post referaggio) | Open Access Visualizza/Apri |
Pubblicazioni consigliate

I metadati presenti in IRIS UNIMORE sono rilasciati con licenza Creative Commons CC0 1.0 Universal, mentre i file delle pubblicazioni sono rilasciati con licenza Attribuzione 4.0 Internazionale (CC BY 4.0), salvo diversa indicazione.
In caso di violazione di copyright, contattare Supporto Iris