Exponential Concentration for Zeroes of Stationary Gaussian Processes

Riddhipratim Basu; Amir Dembo; Naomi Feldheim; Ofer Zeitouni

doi:10.1093/imrn/rny277

Exponential Concentration for Zeroes of Stationary Gaussian Processes

Riddhipratim Basu, Amir Dembo, Naomi Feldheim, Ofer Zeitouni

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

We show that for any centered stationary Gaussian process of absolutely integrable covariance, whose spectral measure has compact support, or finite exponential moments (and some additional regularity), the number of zeroes of the process in [0,T] is within ηT of its mean value, up to an exponentially small in T probability.

Original language	English
Pages (from-to)	9769-9796
Number of pages	28
Journal	International Mathematics Research Notices
Volume	2020
Issue number	23
DOIs	https://doi.org/10.1093/imrn/rny277
State	Published - 1 Nov 2020
Externally published	Yes

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© 2018 The Author(s). Published by Oxford University Press. All rights reserved.

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Exponential Concentration for Zeroes of Stationary Gaussian Processes

Abstract

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