Abstract
If the correlation function vanishes outside the segment [-R, R], then an upper estimate (uniform with respect to all such processes) is possible for the probability of the fact that on an other segment [-r, r] the process remains between - ε and ε. Such an estimate is obtained, decreasing for ε → 0 as exp(-f(r/Rln2+ ∞) and, moreover, r/R may be either 0 or +∞. The proof is based on an estimate of the form ∥ PmQn ∥ ≥ cmn ∥ Pm∥{dot operator} ∥ Qn ∥ for norms of polynomials on a circle in the complex plane.
Original language | English |
---|---|
Pages (from-to) | 597-603 |
Number of pages | 7 |
Journal | Journal of Mathematical Sciences |
Volume | 68 |
Issue number | 4 |
DOIs | |
State | Published - Feb 1994 |