On the probability that a stationary Gaussian process with spectral gap remains non-negative on a long interval

Abstract

Let f be a zero-mean continuous stationary Gaussian process on 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-cδ2 L2 with some absolute c>0 and the result is sharp without additional assumptions.

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