New limit theorems for additive functionals of stationary Gauss-Markov processes identify a phase transition and novel limit processes when mixing time is proportional to sample size n.
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Before and beyond the mixing time: New approximations for additive functionals of stationary Gauss-Markov processes
New limit theorems for additive functionals of stationary Gauss-Markov processes identify a phase transition and novel limit processes when mixing time is proportional to sample size n.