Zeros of smooth stationary Gaussian processes

DOI10.1214/21-EJP637zbMATH Open1469.60071arXiv2007.03240OpenAlexW3161538937MaRDI QIDQ2042874FDOQ2042874

Authors: Michele Ancona, Thomas Letendre 

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Let $f:mathbbRomathbbR$ be a stationary centered Gaussian process. For any $R>0$, let $u_R$ denote the counting measure of $xinmathbbRmidf(Rx)=0$. In this paper, we study the large $R$ asymptotic distribution of $u_R$. Under suitable assumptions on the regularity of $f$ and the decay of its correlation function at infinity, we derive the asymptotics as $Ro+infty$ of the central moments of the linear statistics of $u_R$. In particular, we derive an asymptotics of order $R^{f}racp2$ for the $p$-th central moment of the number of zeros of $f$ in $[0,R]$. As an application, we derive a functional Law of Large Numbers and a functional Central Limit Theorem for the random measures~$u_R$. More precisely, after a proper rescaling, $u_R$ converges almost surely towards the Lebesgue measure in weak-$*$ sense. Moreover, the fluctuation of $u_R$ around its mean converges in distribution towards the standard Gaussian White Noise. The proof of our moments estimates relies on a careful study of the $k$-point function of the zero point process of~$f$, for any $kgeq2$. Our analysis yields two results of independent interest. First, we derive an equivalent of this $k$-point function near any point of the large diagonal in~$mathbb{R}^k$, thus quantifying the short-range repulsion between zeros of $f$. Second, we prove a clustering property which quantifies the long-range decorrelation between zeros of $f$.

Full work available at URL: https://arxiv.org/abs/2007.03240

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zbMATH Keywords

clusteringcentral limit theoremGaussian processcentral momentsKac-Rice formulalaw of large numbers\(k\)-point function

Mathematics Subject Classification ID

Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cited In (15)

• Cumulants asymptotics for the zeros counting measure of real Gaussian processes
• An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process
• On Conditions for Finiteness of the Factorial Moments of the Number of Zeros of Gaussian Stationary Processes
• On the finiteness of the moments of the measure of level sets of random fields
• The asymptotics of variance of the number of zeros for a stationary Gaussian process
• The number of real zeros of elliptic polynomials
• Exponential concentration for zeroes of stationary Gaussian processes
• Variance of the number of zeros of dependent Gaussian trigonometric polynomials
• On the variance of number of zeros of Gaussian stationary processes
• The number of critical points of a Gaussian field: finiteness of moments
• Fluctuations of linear statistics for Gaussian perturbations of the lattice \(\mathbb{Z}^d\)
• Functional convergence of Berry's nodal lengths: approximate tightness and total disorder
• Roots of Kostlan polynomials: moments, strong law of large numbers and central limit theorem
• Variance linearity for real Gaussian zeros
• Smallest gaps between zeros of stationary Gaussian processes

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