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Related papers: Large gap asymptotics for random matrices

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In this paper we find asymptotic distribution for some unreliable networks. Using Markov Additive Structure and Adan, Foley, McDonald method, we find the exact asymptotic for the stationary distribution. With the help of MA structure and…

Probability · Mathematics 2011-02-24 Pawel Lorek

This paper delves on the versatility of the theory of Khinchin families for asymptotic estimation. We show that in combination with Local Central Limit theorems for lattice variables, Khinchin families furnish a convenient and unified…

Probability · Mathematics 2023-04-25 José L. Fernández , Víctor J. Maciá

Estimation and hypothesis tests for the covariance matrix in high dimensions is a challenging problem as the traditional multivariate asymptotic theory is no longer valid. When the dimension is larger than or increasing with the sample…

Methodology · Statistics 2020-11-18 Deepak Nag Ayyala , Santu Ghosh , Daniel F. Linder

We can find in the literature several convergent and/or asymptotic expansions of the Pearcey integral $P(x,y)$ in different regions of the complex variables $x$ and $y$, but they do not cover the whole complex $x$ and $y$ planes. The…

Numerical Analysis · Mathematics 2016-01-15 Jose L. Lopez , Pedro J. Pagola

Many limits are known for hypergeometric orthogonal polynomials that occur in the Askey scheme. We show how asymptotic representations can be derived by using the generating functions of the polynomials. For example, we discuss the…

Classical Analysis and ODEs · Mathematics 2015-06-26 Nico M. Temme , Jose L. Lopez

By making use of martingale representations, we derive the asymptotic normality of particle filters in hidden Markov models and a relatively simple formula for their asymptotic variances. Although repeated resamplings result in complicated…

Statistics Theory · Mathematics 2013-12-19 Hock Peng Chan , Tze Leung Lai

We study the asymptotic behavior of a special smooth solution y(x,t) to the second member of the Painleve I hierarchy. This solution arises in random matrix theory and in the study of Hamiltonian perturbations of hyperbolic equations. The…

Mathematical Physics · Physics 2015-05-18 T. Claeys

Motivated by applications to the study of L-functions, we develop an asymptotic version of the large sieve inequality for linear forms in primitive Dirichlet characters.

Number Theory · Mathematics 2011-05-09 Brian Conrey , Henryk Iwaniec , Kannan Soundararajan

We derive the local and central limit theorems for the Stirling numbers of the second kind by elementary means, obtaining as corollaries effective asymptotic estimates for the Bell numbers and for the moments of the distribution. We also…

Combinatorics · Mathematics 2026-05-29 Hsien-Kuei Hwang , Chong-Yi Li , Vytas Zacharovas

The aim of this short article is to convey the basic idea of the original paper [3], without going into too much detail, about how to derive sharp asymptotics of the gyration radius for random walk, self-avoiding walk and oriented…

Probability · Mathematics 2009-12-31 Akira Sakai

A determinantal approximation is obtained for the permanent of a doubly stochastic matrix. For moderate-deviation matrix sequences, the asymptotic relative error is of order $O(n^{-1})$.

Combinatorics · Mathematics 2012-05-28 Peter McCullagh

We give asymptotic expansions for the moments of the $M_2$-rank generating function and for the $M_2$-rank generating function at roots of unity. For this we apply the Hardy-Ramanujan circle method extended to mock modular forms. Our…

Number Theory · Mathematics 2019-02-25 Chris Jennings-Shaffer , Dillon Reihill

In this paper, we prove that in small parameter regions, arbitrary unitary matrix integrals converge in the large $N$ limit and match their formal expansion. Secondly we give a combinatorial model for our matrix integral asymptotics and…

Probability · Mathematics 2019-02-27 Benoit Collins , Alice Guionnet , Edouard Maurel-Segala

We consider the probability that no points lie on $g$ large intervals in the bulk of the Airy point process. We make a conjecture for all the terms in the asymptotics up to and including the oscillations of order $1$, and we prove this…

Probability · Mathematics 2020-12-03 Elliot Blackstone , Christophe Charlier , Jonatan Lenells

In this paper, we provide a review on the kernel method, which is one of the options for characterizing so-called exact tail asymptotic properties in stationary probabilities of two-dimensional random walks, discrete or continuous (or…

Probability · Mathematics 2021-01-29 Yiqiang Q. Zhao

We study random skew 3D partitions weighted by $q^{\textup{vol}}$ and, specifically, the $q\to 1$ asymptotics of local correlations near various points of the limit shape. We obtain sine-kernel asymptotics for correlations in the bulk of…

Combinatorics · Mathematics 2007-05-23 Andrei Okounkov , Nicolai Reshetikhin

We present an alternative proof of asymptotic freeness of independent sample covariance matrices, when the dimension and the sample size grow at the same rate, by embedding these matrices into Wigner matrices of a larger order and using…

Probability · Mathematics 2021-01-19 Monika Bhattacharjee , Arup Bose

We present expressions for the coefficients which arise in asymptotic expansions of multiple integrals of Laplace type (the first term of which is known as Laplace's approximation) in terms of asymptotic series of the functions in the…

Classical Analysis and ODEs · Mathematics 2012-10-19 William D. Kirwin

In this paper we obtain precise asymptotics for certain families of graphs, namely circulant graphs and degenerating discrete tori. The asymptotics contain interesting constants from number theory among which some can be interpreted as…

Combinatorics · Mathematics 2016-07-28 Justine Louis

In this article we obtain asymptotic formulas for eigenvalues and eigenfunctions of the operator generated by a system of ordinary differential equations with summable coefficients and quasiperiodic boundary conditions. Then using these…

Spectral Theory · Mathematics 2015-05-13 O. A. Veliev
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