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Related papers: Why the Kemeny Time is a Constant

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In a connected graph, Kemeny's constant gives the expected time of a random walk from an arbitrary vertex $x$ to reach a randomly-chosen vertex $y$. Because of this, Kemeny's constant can be interpreted as a measure of how well a graph is…

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…

Probability · Mathematics 2020-12-29 Lu-Jing Huang , Yong-Hua Mao

The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…

Probability · Mathematics 2025-08-29 Justin Salez

This note studies monotone Markov chains, a subclass of Markov chains with extensive applications in operations research and economics. While the properties that ensure the global stability of these chains are well studied, their…

Probability · Mathematics 2024-09-20 Bar Light

In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…

Dynamical Systems · Mathematics 2025-09-22 Bryn Davies , Angelica Yu Xiao

This article presents several results establishing connections be- tween Markov chains and dynamical systems, from the point of view of open systems in physics. We show how all Markov chains can be understood as the information on one…

Probability · Mathematics 2010-10-18 Stéphane Attal

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…

Statistical Mechanics · Physics 2009-11-11 Jan Naudts , Erik Van der Straeten

It is known that under some assumptions the hitting time in quantum Markov chains is quadratically smaller than the hitting time in classical Markov chains. This work extends this result for decoherent quantum Markov chains. The decoherence…

Quantum Physics · Physics 2015-02-24 Raqueline A. M. Santos , Renato Portugal , Marcelo D. Fragoso

Although quantum coherence is a basic trait of quantum mechanics, the presence of coherences in the quantum description of a certain phenomenon does not rule out the possibility to give an alternative description of the same phenomenon in…

Quantum Physics · Physics 2018-12-07 Andrea Smirne , Dario Egloff , María García Díaz , Martin B. Plenio , Susana F. Huelga

Time variation of fundamental constants, a strong signal of new physics, is analyzed comparing extant data with two phenomenological models. Results are discussed.

Astrophysics · Physics 2009-11-07 H. Vucetich

The current observational and experimental bounds on time variation of the constants of Nature are briefly reviewed.

General Relativity and Quantum Cosmology · Physics 2007-05-23 Takeshi Chiba

. Markov chains in time, such as simple random walks, are at the heart of probability. In space, due to the absence of an obvious definition of past and future, a range of definitions of Markovianity have been proposed. In this paper, after…

Probability · Mathematics 2007-06-13 M. N. M. van Lieshout

It is shown that irreducible two-state continuous-time Markov chains interacting on a network in a bilinear fashion have a unique stable steady state. The proof is elementary and uses the relative entropy function.

Dynamical Systems · Mathematics 2015-06-09 Maung Min-Oo

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

Some notes and questions about the concept of time are exposed. Particular reference is given to the problem in quantum mechanics, in connection with the indeterminacy principle.

Quantum Physics · Physics 2007-05-23 Luigi Foschini

For a class of irreducible Markov chains with an infinitely countable set of states, we establish a new verifiable necessary and sufficient condition for recurrence and transience. We show that if one of the basic assumptions is not…

Probability · Mathematics 2024-10-08 Vyacheslav M. Abramov

Let $M$ be an irreducible transition matrix on a finite state space $V$. For a Markov chain $C=(C_k,k\geq 0)$ with transition matrix $M$, let $\tau^{\geq 1}_u$ denote the first positive hitting time of $u$ by $C$, and $\rho$ the unique…

Probability · Mathematics 2025-10-31 Luis Fredes , Jean-François Marckert

Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Y_t=h(X_t), (for t nonnegative). We address the filtering problem for X in terms of the observation Y, which is not…

Probability · Mathematics 2010-09-07 Fulvia Confortola , Marco Fuhrman

The idea of possible time or space variations of the `fundamental' constants of nature, although not new, is only now beginning to be actively considered by large numbers of researchers in the particle physics, cosmology and astrophysics…

Astrophysics · Physics 2009-11-07 C. J. A. P. Martins