Orthogonal Stochastic Duality Functions from Lie Algebra Representations

Journal Article (2019)
Author(s)

Wolter Groenevelt (TU Delft - Analysis)

Research Group
Analysis
Copyright
© 2019 W.G.M. Groenevelt
DOI related publication
https://doi.org/10.1007/s10955-018-2178-7
More Info
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Publication Year
2019
Language
English
Copyright
© 2019 W.G.M. Groenevelt
Research Group
Analysis
Issue number
1
Volume number
174
Pages (from-to)
97-119
Reuse Rights

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Abstract

We obtain stochastic duality functions for specific Markov processes using representation theory of Lie algebras. The duality functions come from the kernel of a unitary intertwiner between ∗-representations, which provides (generalized) orthogonality relations for the duality functions. In particular, we consider representations of the Heisenberg algebra and su(1,1). Both cases lead to orthogonal (self-)duality functions in terms of hypergeometric functions for specific interacting particle processes and interacting diffusion processes.