Heuristically, two stochastic processes are dual if one can study one using the other. More formally, let (X_t) and (Y_t) be two real valued processes and let H be a measurable, R^2 \mapsto R function. We say that (X_t) and (Y_t) are H-dual if E[H(X_t,y)|X_0=x]=E[H(x,Y_t)|Y_0=y].

Sampling Duality is stochastic duality using a duality function S(n,x) of the form ¨what is the probability that...