Let $f$ be a zero-mean continuous stationary Gaussian process on ${\mathbb R}$ whose spectral measure vanishes in a $δ$-neighborhood of the origin. Then the probability that $f$ stays non-negative on an interval of length $L$ is at most $e^{-cδ^2 L^2}$ with some absolute $c>0$ and the result is sharp without additional assumptions.
此内容由惯性聚合(RSS阅读器)自动聚合整理，仅供阅读参考。 原文来自 — 版权归原作者所有。