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We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…

Probability · Mathematics 2020-02-17 A. I. Zeifman , Y. A. Satin , K. M. Kiseleva

In this letter, by regarding finite-time stability as an inverse problem, we reveal the essence of finite-time stability and fixed-time stability. Some necessary and sufficient conditions are given. As application, we give a new approach…

Adaptation and Self-Organizing Systems · Physics 2016-02-19 Wenlian Lu , Xiwei Liu , Tianping Chen

We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions…

Probability · Mathematics 2016-03-08 Paolo Dai Pra , Pierre-Yves Louis , Ida Minelli

Much work has been done after the possibility of a fine structure constant being time-varying. It has been taken as an indication of a time-varying speed of light. Here we prove that this is not the case. We prove that the speed of light…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Antonio Alfonso-Faus

Through this paper we analyze the ergodic properties of continuous time Markov chains with values on the one-dimensional spin lattice 1,...,d}^N (also known as the Bernoulli space). Initially, we consider as the infinitesimal generator the…

Dynamical Systems · Mathematics 2015-06-16 Artur O. Lopes , Adriana Neumann , Philippe Thieullen

In this note we observe that Webb and co-workers' observation of an evolving fine structure constant has since been reconfirmed. We also confirm Kuhne's contention that this implies a cosmological constant and exhibit a cosmological…

General Physics · Physics 2007-05-23 B. G. Sidharth

Various contributions to the cosmological constant are discussed and confronted with its recent measurement. We briefly review different scenarious -- and their difficulties -- for a solution of the cosmological constant problem.

High Energy Physics - Phenomenology · Physics 2017-08-23 U. Ellwanger

Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to incorrect initial condition is derived in the case of slowly…

Probability · Mathematics 2007-05-23 P. Chigansky

The issue of the cosmological constant is discussed in details and a solution to the problem is suggested.

Astrophysics · Physics 2009-11-07 Moshe Carmeli

Under broad conditions, we prove that the probability amplitudes in the quantum mechanics are either always constant in time or changing continuously in any interval of time.

Quantum Physics · Physics 2018-05-17 M. A. Rajabpour

The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…

Combinatorics · Mathematics 2023-06-22 Sara Kropf

We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…

Probability · Mathematics 2025-10-23 Piotr Dyszewski , Tamara Mika

In this paper, we characterize the stability of matrix-valued Markovian chains by periodic data.

Probability · Mathematics 2014-01-24 Xiongping Dai , Tingwen Huang , Yu Huang

If the state space of a homogeneous continuous-time Markov chain is too large, making inferences - here limited to determining marginal or limit expectations - becomes computationally infeasible. Fortunately, the state space of such a chain…

Probability · Mathematics 2018-06-01 Alexander Erreygers , Jasper De Bock

A time crystal is a time dependent physical system that does not reach a standstill, even in state of minimum energy. Here we show that the stability of a time crystal can be enhanced by its topology. For this we simulate time crystals made…

Pattern Formation and Solitons · Physics 2019-10-31 Jin Dai , Xubiao Peng , Antti J. Niemi

We investigate the line element of spacetime around a linear cosmic string in the presence of a cosmological constant. We obtain the metric and argue that it should be discarded because of asymptotic considerations. Then a time dependent…

General Relativity and Quantum Cosmology · Physics 2009-01-05 Amir H. Abbassi , Amir M. Abbassi

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Probability · Mathematics 2021-07-12 S. Gallo , G. Iacobelli , G. Ost , D. Y. Takahashi

A new object of the probability theory, two-sided chain of events (symbols), is introduced. A theory of multi-steps Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to establish…

Data Analysis, Statistics and Probability · Physics 2007-05-23 S. S. Apostolov , Z. A. Mayzelis , O. V. Usatenko , V. A. Yampol'skii

Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…

Probability · Mathematics 2021-11-02 Alexander Veretennikov , Maria Veretennikova
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