English

Long gaps between sign-changes of Gaussian Stationary Processes

Probability 2016-08-10 v1

Abstract

We study the probability of a real-valued stationary process to be positive on a large interval [0,N][0,N]. We show that if in some neighborhood of the origin the spectral measure of the process has density which is bounded away from zero and infinity, then the decay of this probability is bounded between two exponential functions in NN. This generalizes similar bounds obtained for particular cases, such as a recent result by Artezana, Buckley, Marzo, Olsen.

Keywords

Cite

@article{arxiv.1307.0119,
  title  = {Long gaps between sign-changes of Gaussian Stationary Processes},
  author = {Naomi D. Feldheim and Ohad N. Feldheim},
  journal= {arXiv preprint arXiv:1307.0119},
  year   = {2016}
}

Comments

12 pages

R2 v1 2026-06-22T00:42:57.813Z