Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Duality for Markov Processes: A Lie Algebraic Approach

Duality for Markov Processes: A Lie Algebraic Approach

Giardinà, Cristian
Redig, Frank

Hardcover

Series: Grundlehren Der Mathematischen Wissenschaften, Book 365

AlgebraPhysicsProbability & Statistics

ISBN10: 3032040981
ISBN13: 9783032040985
Publisher: Springer
Published: Jan 3 2026
Pages: 551
Weight: 2.35
Height: 1.30 Width: 6.00 Depth: 8.90
Language: English

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.

Also from

Giardinà, Cristian

View All

Also in

Probability & Statistics

View All