Long gaps between sign-changes of Gaussian Stationary Processes

preprint2013arXivOpen access

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.

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