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math.PR2026
Concentration of additive functionals of Stratonovich-type
Rick Bebon, Aljaž Godec, Angelika Rohde
Additive functionals of Stratonovich-type recently attracted much attention in the context of inference of thermodynamic proper…
math.PR2026
Before and beyond the mixing time: New approximations for additive functionals of stationary Gauss-Markov processes
Gabriele Bellerino, Angelika Rohde
Whereas classical invariance principles for ergodic Markov chains address the situation in which the time horizon of observations is much larger than the mixing time, the quality o…