A phase transition in zero overcrowding and undercrowding probabilities for Stationary Gaussian Processes

Naomi Feldheim, Ohad Feldheim, Lakshmi Priya

arxiv(2023)

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摘要
We study the probability that a real stationary Gaussian process has at least $\eta T$ zeros in $[0,T]$ (overcrowding), or at most this number (undercrowding). We show that if the spectral measure of the process is supported on $\pm[B,A]$, overcrowding probability transitions from exponential decay to Gaussian decay at $\eta=\tfrac{A}{\pi}$, while undercrowding probability undergoes the reverse transition at $\eta=\tfrac{B}{\pi}$.
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