{"paper":{"title":"Linear rigidity of stationary stochastic processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Alexander I. Bufetov, Yanqi Qiu, Yoann Dabrowski","submitted_at":"2015-07-02T17:31:52Z","abstract_excerpt":"We consider stationary stochastic processes $X_n$, $n\\in \\mathbb{Z}$ such that $X_0$ lies in the closed linear span of $X_n$, $n\\neq 0$; following Ghosh and Peres, we call such processes linearly rigid. Using a criterion of Kolmogorov, we show that it suffices, for a stationary stochastic process to be rigid, that the spectral density vanish at zero and belong to the Zygmund class $\\Lambda_{*}(1)$. We next give sufficient condition for stationary determinantal point processes on $\\mathbb{Z}$ and on $\\mathbb{R}$ to be rigid. Finally, we show that the determinantal point process on $\\mathbb{R}^2"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1507.00670","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}