An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process

DOI10.1007/S00440-023-01218-4MaRDI QIDQ6090872zbMATH OpenOpenAlexFDO

Authors Eran Assaf, Jeremiah Buckley, Naomi Dvora Feldheim

Publication date 20 November 2023

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2101.04052

zbMATH Keywords

Gaussian processstationary processWiener chaosfluctuations of zeroes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Combinatorial identities, bijective combinatorics (05A19) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Relations between ergodic theory and harmonic analysis (37A46)

Abstract: We study the variance of the number of zeroes of a stationary Gaussian process on a long interval. We give a simple asymptotic description under mild mixing conditions. This allows us to characterise minimal and maximal growth. We show that a small (symmetrised) atom in the spectral measure at a special frequency does not affect the asymptotic growth of the variance, while an atom at any other frequency results in maximal growth. Our results allow us to analyse a large number of interesting examples.

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Cited in

(4)

• Smallest gaps between zeros of stationary Gaussian processes
• scientific article; zbMATH DE number 5972432 (Why is no real title available?)
• The asymptotics of variance of the number of zeros for a stationary Gaussian process
• On the variance of number of zeros of Gaussian stationary processes

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