Poisson approximation of the largest gaps between zeros of a stationary Gaussian process

Fuente: arXiv
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Hauptverfasser: Feng, Renjie, Muirhead, Stephen
Format: Preprint
Veröffentlicht: 2026
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author Feng, Renjie
Muirhead, Stephen
author_facet Feng, Renjie
Muirhead, Stephen
contents We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps in a growing interval, the resulting joint process converges to a Poisson point process. The main novel step in the proof is to establish an approximate splitting property, with multiplicative error, for gap events in well-separated intervals; notably we achieve this for processes with arbitrarily slow polynomial decay of correlations.
format Preprint
id arxiv_https___arxiv_org_abs_2605_22146
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Poisson approximation of the largest gaps between zeros of a stationary Gaussian process
Feng, Renjie
Muirhead, Stephen
Probability
We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps in a growing interval, the resulting joint process converges to a Poisson point process. The main novel step in the proof is to establish an approximate splitting property, with multiplicative error, for gap events in well-separated intervals; notably we achieve this for processes with arbitrarily slow polynomial decay of correlations.
title Poisson approximation of the largest gaps between zeros of a stationary Gaussian process
topic Probability
url https://arxiv.org/abs/2605.22146