Persistence of Gaussian stationary processes: a spectral perspective
From MaRDI portal
Publication:2039426
DOI10.1214/20-AOP1470zbMath1487.60077arXiv1709.00204OpenAlexW3144868276MaRDI QIDQ2039426
Shahaf Nitzan, Ohad Noy Feldheim, Naomi Dvora Feldheim
Publication date: 2 July 2021
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.00204
Chebyshev polynomialsGaussian processpersistencespectral measurestationary processgap probabilityone-sided barrier
Related Items (5)
Persistence probabilities of mixed FBM and other mixed processes ⋮ Persistence probabilities of weighted sums of stationary Gaussian sequences ⋮ Persistence probability of random Weyl polynomial ⋮ The persistence exponents of Gaussian random fields connected by the Lamperti transform ⋮ Persistence exponents in Markov chains
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- No zero-crossings for random polynomials and the heat equation
- Gap probabilities for the cardinal sine
- Real roots of random polynomials and zero crossing properties of diffusion equation
- Invertibility of ``large submatrices with applications to the geometry of Banach spaces and harmonic analysis
- Oscillation of Fourier integrals with a spectral gap.
- Persistence of Gaussian processes: non-summable correlations
- Persistence probabilities in centered, stationary, Gaussian processes in discrete time
- Persistence Probabilities and Exponents
- Spectra of Stationary Processes on $$\mathbb{Z}$$
- A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions
- Long Gaps Between Sign-Changes of Gaussian Stationary Processes
- Royen’s Proof of the Gaussian Correlation Inequality
- Random Fields and Geometry
- Zero Crossing Probabilities for Gaussian Stationary Processes
- On the Probability That a Stationary Gaussian Process With Spectral Gap Remains Non-negative on a Long Interval
- Polynomial inequalities on measurable sets and their applications
This page was built for publication: Persistence of Gaussian stationary processes: a spectral perspective
