Stochasticization of Solutions to the Yang–Baxter Equation
Name
1810.04299.pdf
Description
Submitted version
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722.56 KB
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Adobe PDF
Checksum (MD5)
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Author(s)
Aggarwal, Amol
Borodin, Alexei
Bufetov, Alexey
Date Issued
April 2019
Journal
Annales Henri Poincaré
Publisher
Springer Science and Business Media LLC
Citation
Aggarwal, A., et al. "Stochasticization of Solutions to the Yang–Baxter Equation." Annales Henri Poincaré 20, 8 (August 2019): 2495–2554 © 2019 Springer Nature Switzerland AG
Version
Original manuscript
Abstract
In this paper, we introduce a procedure that, given a solution to the Yang–Baxter equation as input, produces a stochastic (or Markovian) solution to (a possibly dynamical version of) the Yang–Baxter equation. We then apply this “stochasticization procedure” to obtain three new, stochastic solutions to several different forms of the Yang–Baxter equation. The first is a stochastic, elliptic solution to the dynamical Yang–Baxter equation; the second is a stochastic, higher rank solution to the dynamical Yang–Baxter equation; and the third is a stochastic solution to a dynamical variant of the tetrahedron equation.
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
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DOI of Published Version
https://doi.org/10.1007/s00023-019-00799-y
