FIG. 2.

Convergence of the estimated rate matrix, $\hat{\mathbf{K}}$, to the true generating rate matrix in Fig. 1 for discrete-time trajectories of increasing length simulated from the process in Fig. 1 with a time step of 1. Using either a 2 norm (blue) or Frobenius norm (red), we see roughly power law convergence over the range of trajectory lengths studied.