Zeros of smooth stationary Gaussian processes
Michele Ancona, Thomas Letendre (LMO)

TL;DR
This paper analyzes the asymptotic distribution of zeros of smooth stationary Gaussian processes, establishing laws of large numbers and central limit theorems for zero counts over large intervals.
Contribution
It provides new asymptotic formulas for moments of zero counts and characterizes short-range repulsion and long-range decorrelation of zeros.
Findings
Asymptotic order $R^{p/2}$ for the $p$-th central moment of zero counts.
Almost sure convergence of rescaled zero measures to Lebesgue measure.
Gaussian fluctuations of zero counts around the mean.
Abstract
Let be a stationary centered Gaussian process. For any , let denote the counting measure of . In this paper, we study the large asymptotic distribution of . Under suitable assumptions on the regularity of and the decay of its correlation function at infinity, we derive the asymptotics as of the central moments of the linear statistics of . In particular, we derive an asymptotics of order for the -th central moment of the number of zeros of in . As an application, we derive a functional Law of Large Numbers and a functional Central Limit Theorem for the random measures~. More precisely, after a proper rescaling, converges almost surely towards the Lebesgue measure in weak- sense. Moreover, the fluctuation of around its…
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Taxonomy
TopicsGeometry and complex manifolds · Stochastic processes and statistical mechanics · Geometric Analysis and Curvature Flows
