arxiv
PublishedOctober 15, 2026 at 4:00 AM
Minimax estimation of the pseudo-spectral gap of continuous Markov chains, with applications to empirical concentration bounds
Publisher summary· verbatim
arXiv:2610.20007v1 Announce Type: cross Abstract: We study the minimax estimation of the pseudo-spectral gap $\gamma_{ps}$ of a Markov chain from the observation of a single trajectory. Extending earlier works on finite-state space chains by Wolfer and Kontorovich (2024), we provide an estimator in
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Originally published on arxiv ↗