Related papers: A Gaussian quadrature rule for oscillatory integra…
Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the…
We obtain the strong asymptotics of polynomials $p_n(\lambda)$, $\lambda\in\mathbb{C}$, orthogonal with respect to measures in the complex plane of the form $$ e^{-N(|\lambda|^{2s}-t\lambda^s-\overline{t\lambda}^s)}dA(\lambda), $$ where $s$…
We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre ensembles, now studying the gap-probability generating functions. We show that the…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
We analyze the asymptotic behavior of the Apostol-Bernoulli polynomials $\mathcal{B}_{n}(x;\lambda)$ in detail. The starting point is their Fourier series on $[0,1]$ which, it is shown, remains valid as an asymptotic expansion over compact…
We construct the optimal 1 to 2 cloning transformation for the family of displaced thermal equilibrium states of a harmonic oscillator, with a fixed and known temperature. The transformation is Gaussian and it is optimal with respect to the…
This work is motivated by the long-standing open problem of designing asymptotically order-optimal aperiodic polyphase sequence sets with respect to the celebrated Welch bound. Attempts were made by Mow over 30 years ago, but a…
In this paper, we give a quadratic Goldreich-Levin algorithm that is close to optimal in the following ways. Given a bounded function $f$ on the Boolean hypercube $\mathbb{F}_2^n$ and any $\varepsilon>0$, the algorithm returns a quadratic…
We investigate asymptotic behavior of polynomials $p^{\omega}_n(z)$ satisfying varying non-Hermitian orthogonality relations $$ \int_{-1}^{1} x^kp^{\omega}_n(x)h(x) e^{\mathrm{i} \omega x}\mathrm{d} x =0, \quad k\in\{0,\ldots,n-1\}, $$…
In this paper, we show that the classical discrete orthogonal univariate polynomials (namely, Hahn polynomials on an equidistant lattice with unit weights) of sufficiently high degrees have extremely small values near the endpoints (we call…
we show that the solution to an oscillatory-singularly perturbed ordinary differential equation may be asymptotically expanded into a sum of oscillating terms. Each of those terms writes as an oscillating operator acting on the solution to…
The standard design principle for quadrature formulas is that they should be exact for integrands of a given class, such as polynomials of a fixed degree. We show how this principle fails to predict the actual behavior in four cases:…
A system of linear differential equations with oscillatory decreasing coefficients is considered. The coefficients has the form $t^{-\alpha}a(t)$,~$\alpha>0$, where $a(t)$ is trigonometric polynomial with an arbitrary set of frequencies.…
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
We investigate simultaneous Gaussian quadrature for two integrals of the same function $f$ but on two disjoint intervals. The quadrature nodes are zeros of a type II multiple orthogonal polynomial for an Angelesco system. We recall some…
We describe a method for calculating the roots of special functions satisfying second order linear ordinary differential equations. It exploits the recent observation that the solutions of a large class of such equations can be represented…
In this paper, we consider the Gauss quadrature formulae corresponding to some modifications of anyone of the four Chebyshev weights, considered by Gautschi and Li in \cite{gauli}. As it is well known, in the case of analytic integrands,…
We study the asymptotics at zero of continuous functions on (0, 1] by means of their asymptotic ideals, i.e., ideals in the ring of continuous functions on (0, 1] satisfying a polynomial growth condition at 0 modulo rapidly decreasing…
We give the asymptotic behavior of the zeros of orthogonal polynomials, after appropriate scaling, for which the orthogonality measure is supported on the $q$-lattice $\{q^k, k=0,1,2,3,\ldots\}$, where $0 < q < 1$. The asymptotic…
We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…