Controlling Uncertainty of Empirical First-Passage Times in the Small-Sample Regime

We derive general bounds on the probability that the empirical first-passage time τ[over ¯]_{n}≡∑_{i=1}^{n}τ_{i}/n of a reversible ergodic Markov process inferred from a sample of n independent realizations deviates from the true mean first-passage time by more than any given amount in either direct...

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Veröffentlicht in:	Physical review letters 2023-12, Vol.131 (23), p.237101-237101, Article 237101
Hauptverfasser:	Bebon, Rick, Godec, Aljaž
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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