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I disagree on the religion thing. Was Orthodox Christianity of the Byzantine empire that different from the Christianity of the Council of Nikaea that was the official religion of the unified empire?
Probably not. But I was thinking more of the pre-Christian pagan religions of the Republic and early empire. For all that Rome was instrumental in the spread of Christianity, when I think Rome, I think pagan.
 
While I agree with you and I consider the Byzantines as the Roman Empire I don't like this line of argument, because there is a significant constant in the history of Rome that is the Latin language. And this only changed in the Byzantine Empire. And this is not insignificant since for romance speaking countries the Roman identity is tied with Latin, as they were Latinised by the Romans. So not the same level of change as the Senate losing power, the increased populism of Late Republican times that had the elites spooked or the changes on the military.
Saying that Latin was the language of the Roman Empire is a simplification though. The state was multilingual pretty much from the start, just who spoke what language in what context changed over time. Greek was always one of the more prominent languages. Not to say a shift didn't happen, but its was an extended gradual one which a binary change from 'Roman Empire' to 'Byzantine Empire' simply doesn't convey.
Same goes for other shifts such as religion and capital, which as A Pink Duck wrote were also gradual (and effectively happened before the point where the Byzantine Empire is generally stated to have 'split off'). Even before Christianity there were significant religious shifts such as -- very early on -- the original Roman gods becoming conflated with Greek equivalents, and later on cults with foreign origins like those of Isis and Mithras gaining varying degrees of prominence. (Technically the Cult of Mithras may have originated in Rome, but regardless it presents a religious shift based on foreign influences). Of course the shift to monotheist Christianity was bigger than those, but still predates the Byzantine Empire.

In terms of the Ship of Theseus comparison, I think it helps to define what the ship is. If you're talking about the original ship as built by Theseus, it ceased to exist in its original state when it was first modified, and by the same metric the original Roman state was very short lived. If you're talking about the object that was continuously referred to and treated as the Ship of Theseus, it existed throughout, just as there is a continuum from the foundation of Rome to the fall of Constantinople (and arguably beyond) of a Roman state that was never completely interrupted. Just the argument that the Ship of Theseus through the first x number of modifications was the Ship of Theseus, but once 'x' was exceeded it suddenly became something different, is difficult to me.
Where the comparison to species falls apart is that we as a species came up with and defined the term species and one-sidedly apply the term to everything else, but states and populations are able to define their own identities. Also, species categorization has its own challenges, to shamelessly link Wikipedia on that point. And if historiographers started using taxonomy the same way biologists do (the Medieval species of the Roman Imperial genus for example) it would more accurately portray a continuum... but at the same time make every one of these discussions several times more complicated than they already are as it would introduce even finer hairs for people to start splitting.
 
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Where the comparison to species falls apart is that we as a species came up with and defined the term species and one-sidedly apply the term to everything else, but states and populations are able to define their own identities. Also, species categorization has its own challenges, to shamelessly link Wikipedia on that point. And if historiographers started using taxonomy the same way biologists do (the Medieval species of the Roman Imperial genus for example) it would more accurately portray a continuum... but at the same time make every one of these discussions several times more complicated than they already are as it would introduce even finer hairs for people to start splitting.
I'm somewhat of a biologist, and I can tell you now species has no set definition beyond "two populations that can't interbreed and produce fertile offspring" and even that is somewhat controversial take when things like ring species exist.
 
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Like, for real, do you really believe your Naples/Sicily example is the same thing?
Except that it is about the same thing. The Kingdom of Sicily, on the island, created after the War of the Vespers and ruled by the house of Barcelona was not the legal continuation of the Kingdom of Sicily - that was the Kingdom of Sicily, whose capital was Naples, and which didn't control the island of Sicily. If we are to follow the logic of calling the polity centered on Constantinople the Roman Empire because it is the continuation of the empire whose seat was first in Rome, then the polity centered on Naples should be called the Kingdom of Sicily, despite not owning Sicily, because it is the legal continuation of the Kingdom of Sicily.
Indeed, the Kingdom of Sicily (island) was also called the Kingdom of Trinacria, to differentiate it from its counterpart on the mainland.
Though, for fairness' sake, I think I should also mention the differences between this case and the Byzantine one. For once, I don't think that the mainlanders called themselves Sicilians, unlike the islanders, which very much did; while the inhabitants of the Byzantine Empire continuously called themselves Romans and were also referred to as Romans by other peoples, like Turks and Arabs. I'm talking purely about the “legal continuation” thing, there are other arguments as to why one should or shouldn't call the Byzantine Empire Roman.
But nevertheless I do think the example of the two Kingdoms of Sicily is an appropriate example to bring up in this discussion.
 
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