On the Probability That a Stationary Gaussian Process With Spectral Gap Remains Non-negative on a Long Interval
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DOI: 10.1093/imrn/rny248
Abstract: Let $f$ be a zero mean continuous stationary Gaussian process on $\mathbb{R}$ whose spectral measure vanishes in a $\delta $-neighborhood of the origin. Then, the probability that $f$ stays non-negative on an interval of length… read more here.
Keywords: probability stationary; stationary gaussian; gaussian process; non negative ... See more keywords