The paper proposes an approach to evaluate hypotheses about transition dynamics when only the distributions at two points in time are observed. Using principles of statistical mechanics, we show how to adjust in the "most probable" way a hypothesis such that it becomes compatible with the...

We propose an approach to measure the mobility immanent in regular Markov processes. For this purpose, we distinguish between mobility in equilibrium and mobility associated with convergence towards equilibrium. The former aspect is measured as the expectation of a functional, defined on the...

Der Aufsatz bietet eine Zusammenfassung der theoretischen Grundlagen der linearen Kleinst-Quadrate-Prognose im Kontext von stationären Prozessen, insbesondere im Zusammenhang von ARMA bzw. ARMAX Systemen. In einem ersten Schritt wird das Prognoseproblem unter der Voraussetzung, dass die zweiten...

We propose an approach to measure the mobility immanent in Markov processes. For this purpose, we distinguish between mobility in equilibrium and mobility associated with convergence towards equilibrium. The former aspect is measured as the expectation of a functional, defined on the Cartesian...

This paper proposes to measure the mobility of a stochastic process as the expected value of a "mobility functional" with respect to its stationary distribution. The mobility functional thereby measures the valuation of movements between states. We not only highlight the conceptual advantages of...