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We consider the asymmetric exclusion process (ASEP) in one dimension on sites $i = 1,..., N$, in contact at sites $i=1$ and $i=N$ with infinite particle reservoirs at densities $\rho_a$ and $\rho_b$. As $\rho_a$ and $\rho_b$ are varied, the…

Statistical Mechanics · Physics 2007-05-23 B. Derrida , J. L. Lebowitz , E. R. Speer

For a multivariate random walk with i.i.d. jumps satisfying the Cramer moment condition and having a mean vector with at least one negative component, we derive the exact asymptotics of the probability of ever hitting the positive orthant…

Probability · Mathematics 2019-05-09 Yuqing Pan , Konstantin Borovkov

We derive asymptotic expansions of the large zeros of the Coulomb wave functions and for those of their derivatives. The new expansions have the same form as the McMahon expansions of the zeros of the Bessel functions and reduce to them…

Classical Analysis and ODEs · Mathematics 2024-08-13 Amparo Gil , Javier Segura , Nico M. Temme

A novel asymptotic representation of the analytic solutions to a family of singularly perturbed $q-$difference-differential equations in the complex domain is obtained. Such asymptotic relation shows two different levels associated to the…

Classical Analysis and ODEs · Mathematics 2024-08-23 Alberto Lastra , Stephane Malek

Many results in the theory of Gaussian processes rely on the eigenstructure of the covariance operator. However, eigenproblems are notoriously hard to solve explicitly and closed form solutions are known only in a limited number of cases.…

Probability · Mathematics 2018-05-23 Pavel Chigansky , Marina Kleptsyna

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…

Probability · Mathematics 2025-08-13 Pierre Monmarché , Edouard Strickler

We establish the short-time asymptotic behaviour of the Markovian semigroups associated with strongly local Dirichlet forms under very general hypotheses. Our results apply to a wide class of strongly elliptic, subelliptic and degenerate…

Analysis of PDEs · Mathematics 2014-01-03 A. F. M. ter Elst , Derek W. Robinson , Adam Sikora

Large and moderate deviation probabilities play an important role in many applied areas, such as insurance and risk analysis. This paper studies the exact moderate and large deviation asymptotics in non-logarithmic form for linear processes…

Statistics Theory · Mathematics 2013-05-07 Magda Peligrad , Hailin Sang , Yunda Zhong , Wei Biao Wu

We provide several asymptotic expansions of the prime counting function $\pi(x)$ and related functions. We define an {\it asymptotic continued fraction expansion} of a complex-valued function of a real or complex variable to be a possibly…

Number Theory · Mathematics 2021-08-19 Jesse Elliott

Usually when solving differential or difference equations via series solutions one encounters divergent series in which the coefficients grow like a factorial. Surprisingly, in the $q$-world the $n$th coefficient is often of the size…

Classical Analysis and ODEs · Mathematics 2024-03-05 Nalini Joshi , Adri Olde Daalhuis

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be mutually independent centered Gaussian processes with almost surely continuous sample paths. We derive the exact asymptotics of $$ P\left(\exists_{t \in [0,T]} \forall_{i=1 ... n} X_i(t)> u \right) $$…

Probability · Mathematics 2015-05-26 Krzysztof Dȩbicki , Enkelejd Hashorva , Lanpeng Ji , Kamil Tabiś

We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…

Mathematical Physics · Physics 2021-05-11 Christophe Charlier

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

Probability · Mathematics 2020-04-21 Aurélien Velleret

We consider the asymptotic behavior of the multidimensional Laplace-type integral with a perturbed phase function. Under suitable assumptions, we derive a higher-order asymptotic expansion with an error estimate, generalizing some previous…

Classical Analysis and ODEs · Mathematics 2025-12-11 Ikki Fukuda , Yoshiki Kagaya , Yuki Ueda

We propose a new asymptotic expansion for the fractional $p$-Laplacian with precise computations of the errors. Our approximation is shown to hold in the whole range $p\in(1,\infty)$ and $s\in(0,1)$, with errors that do not degenerate as…

Analysis of PDEs · Mathematics 2023-03-09 Félix del Teso , María Medina , Pablo Ochoa

The asymptotic behavior, as $T\to\infty$, of some functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,dW_T(s)$, $t\ge0$ is studied. Here $\xi_T(t)$ is the solution to the time-inhomogeneous It\^{o} stochastic differential…

Probability · Mathematics 2017-11-06 Grigorij Kulinich , Svitlana Kushnirenko

We present a practical framework to prove, in a simple way, two-terms asymptotic expansions for Fourier integrals $$ {\mathcal I}(t) = \int_{\mathbb R}({\rm e}^{it\phi(x)}-1) {\rm d} \mu(x) $$ where $\mu$ is a probability measure on…

Number Theory · Mathematics 2020-11-03 Sandro Bettin , Sary Drappeau

In this paper, we give explicit error bounds for the asymptotic expansion of the shifted distinct partition function $q(n +s)$ for any nonnegative integer $s$. Then based on this refined asymptotic formula, we give the exact thresholds of…

Combinatorics · Mathematics 2025-12-25 Gargi Mukherjee , Helen W. J. Zhang , Ying Zhong

We prove the Local Limit Theorems for bounded additive functionals of uniformly elliptic inhomogeneous Markov arrays. As an application we obtain the precise asymptotics in the large deviation regime for bounded additive functionals of…

Probability · Mathematics 2025-07-31 Dmitry Dolgopyat , Omri Sarig

In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…

Functional Analysis · Mathematics 2020-10-01 Lassi Paunonen , David Seifert