Skip to content
DraconiticResearch
Search Sources API
220,411 studies31 sourcesUpdated 51 min ago
PreprintCC BY 4.0arXiv

Duality and hidden symmetries for time-inhomogeneous Markov processes

Abstract

We study the notion of duality in the setting of time-inhomogeneous Markov processes. We define duality with time-dependent duality functions. We establish the connection between duality and time-dependent symmetries and intertwinings. We illustrate the abstract results with examples from interacting particle systems and diffusion processes.

Related

  1. Accumulated-Variance Functionals of Hidden Markov and Semi-Markov Processes: Finite-Sample Upper and Lower Bounds
    Wilson Andres Lombardo
    HALPreprintCC BY 4.0Full textProbabilityHAL
  2. Duality Theory for Filter Stability in Hidden Markov Models
    Prashant G. Mehta
    arXivPreprintarXiv licenceFull textOptimisation & controlProbabilityarXiv
  3. Finite-State Time-Inhomogeneous Markov Chains Conditioned to Survive
    Kohki Iba
    arXivPreprintarXiv licenceFull textProbabilityarXiv
  4. A Whole New Side: The Duality Symmetries of Hitomezashi
    Megan A. Martinez
    arXivPreprintCC BY-NC-SA 4.0Full textGeometry & topologyarXiv
  5. Functional limit theorems for Galton--Watson processes with inhomogeneous immigration
    Matyas Barczy, Dániel Bezdány
    arXivPreprintarXiv licenceFull textProbabilityarXiv
BibTeX
@misc{redig2026duality,
  title = {{Duality and hidden symmetries for time-inhomogeneous Markov processes}},
  author = {Frank Redig and Josephine Schikhof},
  howpublished = {arXiv},
  year = {2026},
  month = nov,
  doi = {10.48550/arxiv.2611.15334},
  eprint = {2611.15334},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2611.15334},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Duality and hidden symmetries for time-inhomogeneous Markov processes
AU  - Frank Redig
AU  - Josephine Schikhof
PY  - 2026
DA  - 2026/11/11
PB  - arXiv
DO  - 10.48550/arxiv.2611.15334
UR  - https://arxiv.org/abs/2611.15334
AB  - We study the notion of duality in the setting of time-inhomogeneous Markov processes. We define duality with time-dependent duality functions. We establish the connection between duality and time-dependent symmetries and intertwinings. We illustrate the abstract results with examples from interacting particle systems and diffusion processes.
ER  -