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Lie algebraic duality for some Markov processes

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  • Maitra, Sayantan
  • Mandal, Aritra

Abstract

The framework of Lie algebra has recently been proposed for establishing duals of various Markov processes. We apply this technique to obtain the dual processes of the Feller diffusion and the infinite dimensional interacting Wright-Fisher diffusion.

Suggested Citation

  • Maitra, Sayantan & Mandal, Aritra, 2026. "Lie algebraic duality for some Markov processes," Statistics & Probability Letters, Elsevier, vol. 231(C).
    • Handle: RePEc:eee:stapro:v:231:y:2026:i:c:s016771522500269x
    DOI: 10.1016/j.spl.2025.110624
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    References listed on IDEAS

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    1. Carinci, Gioia & Giardinà, Cristian & Giberti, Claudio & Redig, Frank, 2015. "Dualities in population genetics: A fresh look with new dualities," Stochastic Processes and their Applications, Elsevier, vol. 125(3), pages 941-969.
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