An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process.
An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process.
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DOI:
10.1007/s00440-023-01218-4
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发表时间:
2023
影响因子:
2
通讯作者:
中科院分区:
文献类型:
--
作者:
We study the variance of the number of zeroes of a stationary Gaussian process on a long interval. We give a simple asymptotic description under mild mixing conditions. This allows us to characterise minimal and maximal growth. We show that a small (symmetrised) atom in the spectral measure at a special frequency does not affect the asymptotic growth of the variance, while an atom at any other frequency results in maximal growth.
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影响因子:
1.6
作者:
BREUER, P;MAJOR, P
通讯作者:
MAJOR, P
影响因子:
1.1
作者:
Apagodu, Moa;Zeilberger, Doron
通讯作者:
Zeilberger, Doron
影响因子:
2.3
作者:
Kratz, Marie F.;Leon, Jose R.
通讯作者:
Leon, Jose R.
DOI:
10.1137/1114035
发表时间:
1969-01-01
期刊:
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR
影响因子:
--
作者:
MALEVICH, TL
通讯作者:
MALEVICH, TL
影响因子:
0.8
作者:
Dalmao, Federico
通讯作者:
Dalmao, Federico