Zeros of smooth stationary Gaussian processes
arXiv:2007.03240
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 mean converges in distribution towards the standard Gaussian White Noise. The proof of our moments estimates relies on a careful study of the -point function of the zero point process of~, for any . Our analysis yields two results of independent interest. First, we derive an equivalent of this -point function near any point of the large diagonal in~, thus quantifying the short-range repulsion between zeros of . Second, we prove a clustering property which quantifies the long-range decorrelation between zeros of .
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