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On the probability that a stationary Gaussian process with spectral gap remains non-negative on a long interval

Probability 2018-10-23 v2 Mathematical Physics Classical Analysis and ODEs math.MP

Abstract

Let ff be a zero-mean continuous stationary Gaussian process on R{\mathbb R} whose spectral measure vanishes in a δ\delta-neighborhood of the origin. Then the probability that ff stays non-negative on an interval of length LL is at most ecδ2L2e^{-c\delta^2 L^2} with some absolute c>0c>0 and the result is sharp without additional assumptions.

Keywords

Cite

@article{arxiv.1801.10392,
  title  = {On the probability that a stationary Gaussian process with spectral gap remains non-negative on a long interval},
  author = {Naomi Feldheim and Ohad Feldheim and Benjamin Jaye and Fedor Nazarov and Shahaf Nitzan},
  journal= {arXiv preprint arXiv:1801.10392},
  year   = {2018}
}

Comments

15 pages. To appear in IMRN (Inter. Math. Res. Notices)