Jansen, Sabine; Kurt, Noemi On the notion(s) of duality for Markov processes. (English) Zbl 1292.60077 Probab. Surv. 11, 59-120 (2014). Summary: We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory and give functional analytic results including existence and uniqueness criteria and a comparison of the spectra of dual semi-groups. The analytic framework builds on the notion of dual pairs, convex geometry, and Hilbert spaces. In addition, we formalize the notion of pathwise duality as it appears in population genetics and interacting particle systems. We discuss the relation of duality with rescalings, stochastic monotonicity, intertwining, symmetries, and quantum many-body theory, reviewing known results and establishing some new connections. Cited in 74 Documents MSC: 60J25 Continuous-time Markov processes on general state spaces 46N30 Applications of functional analysis in probability theory and statistics 47D07 Markov semigroups and applications to diffusion processes 60J05 Discrete-time Markov processes on general state spaces PDFBibTeX XMLCite \textit{S. Jansen} and \textit{N. Kurt}, Probab. Surv. 11, 59--120 (2014; Zbl 1292.60077) Full Text: DOI arXiv Euclid References: [1] Aizenman, M., Nachtergaele, B., Geometric aspects of quantum spin states. Comm. Math. Phys. 164(1):17-63 (1994). · Zbl 0799.58087 [2] Alkemper, R., Hutzenthaler, M., Graphical representation of some duality relations in stochastic population models. Electr. Comm. Prob. 12:206-220 (2007). · Zbl 1129.60093 [3] Asmussen, S., Applied probability and queues . 2nd edition, Springer-Verlag, New York, 2003. · Zbl 1029.60001 [4] Asmussen, S., Sigman, K., Monotone stochastic recursion and their duals. Prog. Eng. Inf. 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