We study the probability of a real-valued stationary process to be positive on a large interval [0, N]. We show that if in some neighborhood of the origin the spectral measure of the process has density which is bounded away from zero and infinity, then the decay of this probability is bounded between two exponential functions in N. This generalizes similar bounds obtained for particular cases, such as a recent result by Antezana, Buckley, Marzo, Olsen.
Bibliographical notePublisher Copyright:
© The Author(s) 2014. Published by Oxford University Press. All rights reserved.