|Location:||MSRI: Simons Auditorium, Online/Virtual|
To participate in this seminar, please register HERE.
In this talk I will introduce the concept of duality for Markov processes and explain how duality relations can be constructed starting from the description of the infinitesimal generator of the process with generators of a suitable Lie algebra. I will provide some classical examples as well as more recent results and also show some applications in the context of interacting particle systems.
Algebraic Approach to Stochastic Duality for Markov Processes with Some Examples and Applications