Minimax estimation of the pseudo-spectral gap of continuous Markov chains, with applications to empirical concentration bounds
arXiv:2610.20007v1 Announce Type: new 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 t…
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- 2026-10-15 04:00 · arXiv stat.ML
Minimax estimation of the pseudo-spectral gap of continuous Markov chains, with applications to empirical concentration bounds