Related papers: Asymptotic analysis of nested derivatives

Let $f$ be a real arithmetic function and let $g:[1,\infty[\to{\mathbb R}$ be a smooth function. We describe two emblematic instances in which saddle-point estimates may be used to evaluate the frequency, on the set of integers $n\leqslant…

Given a positive definite binary quadratic form f, let r(n) = |{(x,y): f(x,y)=n}| denote its representation function. In this paper we study linear correlations of these functions. For example, if r_1, ..., r_k are representation functions,…

The Ap\'ery polynomials and in particular their asymptotic behavior play an essential role in the understanding of the irrationality of \zeta(3). In this paper, we present a method to study the asymptotic behavior of the sequence of the…

The optimization of measurement for n samples of pure sates are studied. The error of the optimal measurement for n samples is asymptotically compared with the one of the maximum likelihood estimators from n data given by the optimal…

Much is known about asymptotic expansions for asymptotically normal distributions if these distributions are either absolutely continuous or pure lattice distributions. In this paper we begin an investigation of the discrete but non-lattice…

We use a non-linear characterization of orthonormal polynomials due to Saff in order to show that the behavior of orthonormal polynomials is determined only by its leading coefficient and its normalization. Several applications of this…

We study the asymptotic stability of the semi-discrete (SD) numerical method for the approximation of stochastic differential equations. Recently, we examined the order of $\mathcal L^2$-convergence of the truncated SD method and showed…

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new…

We give an asymptotic formula for correlations \[ \sum_{n\le x}f_1(P_1(n))f_2(P_2(n))\cdot \dots \cdot f_m(P_m(n))\] where $f\dots,f_m$ are bounded "pretentious" multiplicative functions, under certain natural hypotheses. We then deduce…

We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…

We develop the asymptotic expansion theory for vector-valued sequences (F N) N $\ge$1 of random variables in terms of the convergence of the Stein-Malliavin matrix associated to the sequence F N. Our approach combines the classical Fourier…

Consider a Urysohn integral equation $x - \mathcal{K} (x) = f$, where $f$ and the integral operator $\mathcal{K}$ with kernel of the type of Green's function are given. In the computation of approximate solutions of the given integral…

For any fixed $\nu\ge 0, \delta\in \mathbb R$ and $x>0$, we investigate the positive zeros of the derivatives $j'_{\nu,\delta}(x)$ and $y'_{\nu,\delta}(x)$, where \begin{equation*} j_{\nu,\delta}(x)=x^{-\delta}J_{\nu}(x)\quad\text{and}…

We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…

We derive limiting distributions of symmetrized estimators of scatter, where instead of all $n(n-1)/2$ pairs of the $n$ observations we only consider $nd$ suitably chosen pairs, $1 \le d < \lfloor n/2\rfloor$. It turns out that the…

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 propose a simple recursive algorithm that allows the computation of the first- and second-order derivatives with respect to the inputs of an arbitrary deep feed forward neural network (DFNN). The algorithm naturally incorporates the…

Let F be the quotient of an analytic function with a product of linear functions. Working in the framework of analytic combinatorics in several variables, we compute asymptotic formulae for the Taylor coefficients of F using multivariate…

We consider the approximation of manifold-valued functions by embedding the manifold into a higher dimensional space, applying a vector-valued approximation operator and projecting the resulting vector back to the manifold. It is well known…

Methods were initiated by Mark Kac and Richard Feynman to evaluate random functionals of the form $\int^t_0V(X_s)ds$ for a nonnegative $V$ and a Markov process $X_t$. Their results evolved into the well known Feynman Kac formula.…