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This paper is concerned with the probability, P[T, r(τ)], that a stationary Gaussian process with mean zero and covariance function r(τ) be nonnegative throughout a given interval of duration T. Several strict upper and lower bounds for P are given, along with some comparison theorems that relate P's for different covariance functions. Similar results are given for F[T, r(τ)], the probability distribution for the interval between two successive zeros of the process.
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D. Slepian (1962) studied this question.
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