On the probability that a stationary Gaussian process with spectral gap remains non-negative on a long interval
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🧮 math.PR
math-phmath.CAmath.MP
keywords
deltagaussianintervalnon-negativeprobabilityprocessspectralstationary
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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 $L$ is at most $e^{-c\delta^2 L^2}$ with some absolute $c>0$ and the result is sharp without additional assumptions.
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