Abstract

Let $f:\mathbb{R} \to \mathbb{R}$ be a stationary centered Gaussian process. For any $R>0$, let $\nu_R$ denote the counting measure of $\{x \in \mathbb{R} \mid f(Rx)=0\}$. In this paper, we study the large $R$ asymptotic distribution of $\nu_R$. Under suitable assumptions on the regularity of $f$ and the decay of its correlation function at infinity, we derive the asymptotics as $R \to +\infty$ of the central moments of the linear statistics of $\nu_R$. In particular, we derive an asymptotics of order $R^\frac{p}{2}$ for the $p$-th central moment of the number of zeros of $f$ in $[0,R]$. As an application, we derive a functional Law of Large Numbers and a functional Central Limit Theorem for the random measures~$\nu_R$. More precisely, after a proper rescaling, $\nu_R$ converges almost surely towards the Lebesgue measure in weak-$*$ sense. Moreover, the fluctuation of $\nu_R$ around its mean converges in distribution towards the standard Gaussian White Noise. The proof of our moments estimates relies on a careful study of the $k$-point function of the zero point process of~$f$, for any $k \geq 2$. Our analysis yields two results of independent interest. First, we derive an equivalent of this $k$-point function near any point of the large diagonal in~$\mathbb{R}^k$, thus quantifying the short-range repulsion between zeros of $f$. Second, we prove a clustering property which quantifies the long-range decorrelation between zeros of $f$.

Highlights

  • Let Z denote the zero set of a smooth centered stationary Gaussian process f on R

  • We prove that ρk satisfies a clustering property if the correlation function of the process f decays fast enough

  • It is paramount in their work that the Bargmann–Fock is the restriction to R of a Gaussian Entire Function. In both [30] and [18], the authors deduce from their clustering result a Central Limit Theorem for the linear statistics of the point processes they study

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Summary

Introduction

Let Z denote the zero set of a smooth centered stationary Gaussian process f on R. A classical problem in probability is to understand the number of zeros of f in a growing interval, that is the asymptotics of Card(Z ∩ [0, R]) as R → +∞. This problem has a long history, starting with the articles of Kac [23] and Rice [33] who computed the mean number of zeros of f in an interval. We prove that ρk satisfies a clustering property if the correlation function of the process f decays fast enough. This clustering property can be interpreted as a clue that zeros of f in two disjoint intervals that are far from one another are quasi-independent. We believe that the methods we develop below regarding these divided differences can have applications beyond the scope of this paper

Linear statistics associated with the zeros of a Gaussian process
Moments asymptotics
Clustering for the k-point functions
Law of large numbers and central limit theorem
Sketch of proof
Related works
Organization of the paper
Framework
Stationary Gaussian processes and correlation functions
Zeros of stationary Gaussian processes
Kac–Rice formulas and mean number of zeros
Kac–Rice formulas
Kac–Rice density and k-point functions
Asymptotics of the covariances
We denote by F
Positivity of the leading constant
Divided differences
Hermite interpolation and divided differences
Properties of the divided differences
Double divided differences and correlation function
Kac–Rice densities revisited and clustering
Graph partitions
Kac–Rice densities revisited
Variance and covariance matrices
Denominator clustering
Numerator clustering
An integral expression of the central moments
An upper bound on the contribution of each piece
Contribution of the partitions with an isolated point
Contribution of the partitions into pairs
Conclusion of the proof
Limit theorems
Spectral measure
B A ξ is such that
For all
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