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 . 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 . This generalizes similar bounds obtained for particular cases, such as a recent result by Artezana, Buckley, Marzo, Olsen.
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