Variance linearity for real Gaussian zeros
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Publication:2083869
DOI10.1214/21-AIHP1228zbMath1503.60043arXiv2006.10341OpenAlexW3036590828MaRDI QIDQ2083869
Publication date: 11 October 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.10341
rigiditypoint processescrossingsnodal setGaussian fieldslinear statisticschaos decompositionexcursionhyperuniformity
Gaussian processes (60G15) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process, Diophantine Gaussian excursions and random walks
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