Related papers: Asymptotics for the Covariance of the Airy_2 proce…
The Airy process A(t), introduced by Pr\"ahofer and Spohn, is the limiting stationary process for a polynuclear growth model. Adler and van Moerbeke found a PDE in the variables s_1, s_2, and t for the probability that A(0)<s_1 and…
In this paper, we consider Cauchy problem for the modified Korteweg-de Vries hierarchy on the real line with decaying initial data. Using the Riemann--Hilbert formulation and nonlinear steepest descent method, we derive a uniform asymptotic…
Linear second order differential equations having a large real parameter and turning point in the complex plane are considered. Classical asymptotic expansions for solutions involve the Airy function and its derivative, along with two…
Uniform asymptotic expansions are derived for reverse generalised Bessel polynomials of large degree $n$, real parameter $a$, and complex argument $z$, which are simpler than previously known results. The defining differential equation is…
In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by…
The Tracy-Widom distribution functions involve integrals of a Painlev\'e II function starting from positive infinity. In this paper, we express the Tracy-Widom distribution functions in terms of integrals starting from minus infinity. There…
In this paper, we consider the problem of estimating the covariation of two diffusion processes when observations are subject to non-synchronicity. Building on recent papers \cite{Hay-Yos03, Hay-Yos04}, we derive second-order asymptotic…
Asymptotic expansions for the Bateman and Havelock functions defined respectively by the integrals \[\frac{2}{\pi}\int_0^{\pi/2} \!\!\!\begin{array}{c} \cos\\\sin\end{array}\!(x\tan u-\nu u)\,du\] are obtained for large real $x$ and large…
We consider the higher order asymptotics for the mKdV equation in the Painlev\'e sector. We first show that the solution admits a uniform expansion to all orders in powers of $t^{-1/3}$ with coefficients that are smooth functions of…
Asymptotic formulas are derived for the Stieltjes-Wigert polynomials $S_n(z;q)$ in the complex plane as the degree $n$ grows to infinity. One formula holds in any disc centered at the origin, and the other holds outside any smaller disc…
The asymptotic representations of the functions ${\rm Ai}_1(x), {\rm Gi}(x), {\rm Ai}'(x), {\rm Ai}^2(x), {\rm Bi}^ 2(x)$ are obtained. As a by-product, the factorial identity (21') is found. The derivation of asymptotic representations of…
The generalized Hastings-McLeod solutions to the inhomogeneous Painlev\'{e}-II equation arise in multi-critical unitary random matrix ensembles, the chiral two-matrix model for rectangular matrices, non-intersecting squared Bessel paths,…
The asymptotic expansion of the Touchard polynomials $T_n(z)$ (also known as the exponential polynomials) for large $n$ and complex values of the variable $z$, where $|z|$ may be finite or allowed to be large like $O(n)$, has been recently…
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…
The asymptotic behavior of the convolution-integral of a special form of the Airy function and a function of the power-like behavior at infinity is obtained. The integral under consideration is the solution of the Cauchy problem for an…
In this paper, we provide new formulas for determining the coefficients appearing in the asymptotic expansion for the Barnes $G$-function as $n$ tends to infinity for certain classes of asymptotic expansion for the Barnes $G$-function. We…
By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…
We show how one can obtain an asymptotic expression for some special functions satisfying a second order differential equation with a very explicit error term starting from appropriate upper bounds. We will work out the details for the…
In this paper we consider the stochastic six-vertex model in the quadrant started with step initial data. After a long time $T$, it is known that the one-point height function fluctuations are of order $T^{1/3}$ and governed by the…
We develop an exact determinantal formula for the probability that the Airy$_2$ process is bounded by a function $g$ on a finite interval. As an application, we provide a direct proof that $\sup(\aip(x)-x^2)$ is distributed as a GOE random…