Winding number for stationary Gaussian processes using real variables

DOI10.1214/22-aihp1278arXiv2004.10333OpenAlexW4386375363MaRDI QIDQ6147642

José Rafael León, Jean-Marc Azaïs, Federico Dalmao

Publication date: 16 January 2024

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/2004.10333

zbMATH Keywords

Gaussian processwinding numberstationary processfourth moment theoremWiener chaos expansions

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cites Work

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