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平稳高斯过程零点之间的最小间距

Smallest gaps between zeros of stationary Gaussian processes

Renjie Feng, Friedrich Götze, Dong Yao

arXiv 2607.19660首次发表:更新:

AI 中文总结

研究实直线上非退化平稳中心高斯过程相继零点最小间距,在协方差核及其导数特定条件下,经重标度最小间距收敛到泊松点过程,其出现位置趋于均匀分布,可推导第k个最小间距极限密度。

AI 中文摘要

本文研究实直线上非退化、光滑、平稳、中心高斯过程相继零点之间的最小间距,假设协方差核κ(x)及其导数在|x|→∞时趋于0。我们证明,经过重标度后,最小间距收敛到具有特定速率的泊松点过程。此外,这些最小间距出现的位置趋于均匀分布。因此,我们可以推导出第k个最小间距的极限密度。

英文摘要

In this paper, we study the smallest gaps between successive zeros of nondegenerate smooth stationary centered Gaussian processes on the real line with the assumption that the covariance kernel $κ(x)$ and its derivatives decay to 0 as $|x|\to\infty$. We prove that, after rescaling, the smallest gaps converge to a Poisson point process with a specific rate. Moreover, the positions where these smallest gaps occur tend to a uniform distribution. Consequently, we can derive the limiting density for the $k$-th smallest gap.

CommentsCompared with the published version, in this version we have added some recent results at the end of the introduction, and included the corresponding reference [5]

Journal refJournal of Functional Analysis, Volume 287, Issue 4, 100493 (2024)

DOI:10.1016/j.jfa.2024.110493

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