Rick Bebon

Thermodynamic Concentration Inequalities: Controlling Uncertainty in Finite-Time and Small-Sample Thermodynamic Inference

We derive nonasymptotic upper bounds on the probability that a generalized current of a geometrically ergodic diffusion observed for any amount of time, or its sample mean over any arbitrary sample size, deviates from the stationary mean by more than any given amount. The concentration-of-measure behavior of generalize...