Related papers: Asymptotic expansion of Markov random evolution
Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…
We study some properties concerning the asymptotic behavior of solutions to nonautonomous retarded functional differential equations, depending on the knowledge of certain solutions of the associated generalized characteristic equation.
We study positive solutions of the Yamabe equation with isolated singularity and prove the existence of solutions with prescribed asymptotic expansions near singular points and an arbitrarily high order of approximation.
The asymptotic normality in multi-dimension of the nonparametric estimator of the transition probabilities of a Markov renewal chain is proved, and is applied to that of other nonparametric estimators involved with the associated…
It is shown that the emergence of obstacles to asymptotic integrability in the analysis of perturbed evolution equations may, often, be a consequence of the manner, in which the freedom in the ex-pansion is exploited in the derivation of…
In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…
Asymptotic expansion is constructed and justified for the solution to a nonuniform Neumann boundary-value problem for the Poisson equation with the right-hand side that depends both on longitudinal and transversal variables in a thin…
We investigate the asymptotic behavior of solutions to a second order differential equation with vanishing damping term, convex potential and regularizing Tikhonov term.
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
In this paper, it is proved that, in a dual context, asymptotic expansions of ordinary linear time-differential equations which possess limiting equations to their limiting equations might be obtained by first discretizing them and then…
In this paper we consider a nonlocal evolution problem and obtain by a scaling method the first term in the asymptotic behavior of the solutions. The method employed treats in different way the smooth and the rough part of the solution.
We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs…
We investigate slowly converging solutions for non-linear evolution equations of elliptic or parabolic type. These equations arise from the study of isolated singularities in geometric variational problems. Slowly converging solutions have…
The work is devoted to the construction of the asymptotic behavior of the solution of a singularly perturbed system of equations of parabolic type, in the case when the limit equation has a regular singularity as the small parameter tends…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
Asymptotic expansions for stationary and conditional quasi-stationary distributions of nonlinearly perturbed birth-death-type semi-Markov models are presented. Applications to models of population growth, epidemic spread and population…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like…
A family of asymptotic solutions at infinity for the system of ordinary differential equations is considered. Existence of exact solutions which have these asymptotics is proved.