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 be a zero-mean continuous stationary Gaussian process on whose spectral measure vanishes in a -neighborhood of the origin. Then the probability that stays non-negative on an interval of length is at most with some absolute 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)