TY - JOUR
T1 - Persistence and ball exponents for Gaussian stationary processes
AU - Feldheim, Naomi D.
AU - Feldheim, Ohad N.
AU - Mukherjee, Sumit
N1 - Publisher Copyright:
© 2025 Wiley Periodicals LLC.
PY - 2025
Y1 - 2025
N2 - Consider a real Gaussian stationary process (Formula presented.), indexed on either (Formula presented.) or (Formula presented.) and admitting a spectral measure (Formula presented.). We study (Formula presented.), the persistence exponent of (Formula presented.). We show that, if (Formula presented.) has a positive density at the origin, then the persistence exponent exists; moreover, if (Formula presented.) has an absolutely continuous component, then (Formula presented.) if and only if this spectral density at the origin is finite. We further establish continuity of (Formula presented.) in (Formula presented.), in (Formula presented.) (under a suitable metric) and, if (Formula presented.) is compactly supported, also in dense sampling. Analogous continuity properties are shown for (Formula presented.), the ball exponent of (Formula presented.), and it is shown to be positive if and only if (Formula presented.) has an absolutely continuous component.
AB - Consider a real Gaussian stationary process (Formula presented.), indexed on either (Formula presented.) or (Formula presented.) and admitting a spectral measure (Formula presented.). We study (Formula presented.), the persistence exponent of (Formula presented.). We show that, if (Formula presented.) has a positive density at the origin, then the persistence exponent exists; moreover, if (Formula presented.) has an absolutely continuous component, then (Formula presented.) if and only if this spectral density at the origin is finite. We further establish continuity of (Formula presented.) in (Formula presented.), in (Formula presented.) (under a suitable metric) and, if (Formula presented.) is compactly supported, also in dense sampling. Analogous continuity properties are shown for (Formula presented.), the ball exponent of (Formula presented.), and it is shown to be positive if and only if (Formula presented.) has an absolutely continuous component.
UR - http://www.scopus.com/inward/record.url?scp=105004298216&partnerID=8YFLogxK
U2 - 10.1002/cpa.22255
DO - 10.1002/cpa.22255
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AN - SCOPUS:105004298216
SN - 0010-3640
JO - Communications on Pure and Applied Mathematics
JF - Communications on Pure and Applied Mathematics
ER -