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

DOI10.1007/S00440-023-01218-4arXiv2101.04052OpenAlexW3119773864MaRDI QIDQ6090872FDOQ6090872

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)

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.

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

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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)

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Cited In (3)

• 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
• Title not available (Why is that?)

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