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An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process
Published 11 Jan 2021 in math.PR and math.CA | (2101.04052v2)
Abstract: 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. Our results allow us to analyse a large number of interesting examples.
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