Related papers: Asymptotic expansion of Markov random evolution
The refined asymptotic expansion of the confluent hypergeometric function $M(a,b,z)$ on the Stokes line $\arg\,z=\pi$ given in {\it Appl. Math. Sci.} {\bf 7} (2013) 6601--6609 is employed to derive the correct exponentially small…
The purpose of this article is to describe the singularities of one-dimensional oscillatory integrals, whose phases have a certain singularity, in the form of an asymptotic expansion. In the case of the Laplace integral, an analogous result…
Results of investigation of the asymptotic behavior of solutions to the Cauchy problems for a quasi-linear parabolic equation with a small parameter at a higher derivative near singular points of limit solutions are presented. Interest to…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
We establish asymptotic expansions for factorial moments of following distributions: number of cycles in a random permutation, number of inversions in a random permutation, and number of comparisons used by the randomized quick sort…
Reaction-diffusion process with exclusion in the presence of traps has been studied. The asymptotic survival probability for the case of uniformly distributed random traps shows a stretched e\ xponential behavior. We show that additional…
We study asymptotic behaviour at time infinity of solutions close to the non-zero constant equilibrium for the Gross-Pitaevskii equation in two and three spatial dimensions. We construct a class of global solutions with prescribed…
In this paper, insight is given in the techniques used to compute asymptotic expansions. In a broad fashion the technique is described. Most of the results apply to the paper "An expansion for the maximum likelihood estimator and its…
In this paper we consider the initial value problem for a family of shallow water equations on the line $\R$ with various asymptotic conditions at infinity. In particular we construct solutions with prescribed asymptotic expansion as…
In this paper we study the asymptotic behavior of linear processes having as innovations mean zero, square integrable functions of stationary reversible Markov chains. In doing so we shall preserve the generality of coefficients assuming…
The elementary resolution of singularities algorithm of the author's earlier paper (math.CA/0609217) is developed further, replacing the quasibump functions in the blown up coordinates with the characteristic function of a rectangle times a…
General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General…
An approach to stochastic evolution equations based on a simple generalization of known embedding theorems is presented. It allows for the inclusion of problems which have nonlinear non monotone operators. This is used to discuss the…
The problem of asymptotic expansions of Green functions in perturbative QFT is studied for the class of Euclidean asymptotic regimes. Phenomenological applications are analyzed to obtain a meaningful mathematical formulation of the problem.…
For a family of second-order parabolic systems with rapidly oscillating and time-dependent periodic coefficients, we investigate the asymptotic behavior of fundamental solutions and establish sharp estimates for the remainders.
We study the asymptotic behavior as $t \to \infty$ of a time-dependent family $(\mu_t)_{t \geq 0}$ of probability measures on $\mathbb{R}$ solving the kinetic-type evolution equation $\partial_t \mu_t + \mu_t = Q(\mu_t)$ where $Q$ is a…
An asymptotic expansion for a ratio of products of gamma functions is derived.
We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the…
The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the…
We consider singularly perturbed second order elliptic system in the whole space with fast oscillating coefficients. We construct the complete asymptotic expansions for the eigenvalues converging to the isolated ones of the homogenized…