Self-adjoint Lyapunov variables, temporal ordering and irreversible representations of Schroedinger evolution

In non relativistic quantum mechanics time enters as a parameter in the Schroedinger equation. However, there are various situations where the need arises to view time as a dynamical variable. In this paper we consider the dynamical role of time through the construction of a Lyapunov variable - i.e., a self-adjoint quantum observable whose expectation value varies monotonically as time increases. It is shown, in a constructive way, that a certain class of models admit a Lyapunov variable and that the existence of a Lyapunov variable implies the existence of a transformation mapping the original quantum mechanical problem to an equivalent irreversible representation. In addition, it is proved that in the irreversible representation there exists a natural time ordering observable splitting the Hilbert space at each t>0 into past and future subspaces.Comment: Accepted for publication in JMP. Supercedes arXiv:0710.3604. Discussion expanded to include the case of Hamiltonians with an infinitely degenerate spectru

Nonparametric estimation of the stationary density and the transition density of a Markov chain

In this paper, we study first the problem of nonparametric estimation of the stationary density $f$ of a discrete-time Markov chain $(X_i)$. We consider a collection of projection estimators on finite dimensional linear spaces. We select an estimator among the collection by minimizing a penalized contrast. The same technique enables to estimate the density $g$ of $(X_i, X_{i+1})$ and so to provide an adaptive estimator of the transition density $\pi=g/f$. We give bounds in $L^2$ norm for these estimators and we show that they are adaptive in the minimax sense over a large class of Besov spaces. Some examples and simulations are also provided