Related papers: Asymptotic expansions for SDE's with small multipl…
The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not satisfy an It\^{o} formula like the solution…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
In this paper, we mainly discuss asymptotic profiles of solutions to a class of abstract second-order evolution equations of the form $u''+Au+u'=0$ in real Hilbert spaces, where $A$ is a nonnegative selfadjoint operator. The main result is…
We derive high-order terms in the asymptotic expansions of the steady-state voltage potentials in the presence of a finite number of diametrically small inhomogeneities with conductivities different from the background conductivity. Our…
In this paper, we provide a rigorous derivation of asymptotic formula for the largest eigenvalues using the convergence estimation of the eigenvalues of a sequence of self-adjoint compact operators of perturbations resulting from the…
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…
We consider a one-dimensional random walk $S_n$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities $\mathbf P(S_n=x,\tau_0>n)$, which has been started in…
In this note we develop a prelimit analysis of performance measures for importance sampling schemes related to small noise diffusion processes. In importance sampling the performance of any change of measure is characterized by its second…
This paper develops further and systematically the asymptotic expansion theory that was initiated by Foias and Saut in [11]. We study the long-time dynamics of a large class of dissipative systems of nonlinear ordinary differential…
This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…
Asymptotic expansions for generalised trigonometric integrals are obtained in terms of elementary functions, which are valid for large values of the parameter $a$ and unbounded complex values of the argument. These follow from new…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…
This work gives a general approach to the determination of the asymptotic behavior of the sums of functions of primes based on the distribution of primes. It refines the estimate of the remainder term of the asymptotic expansion of the sums…
In this paper we prove that the Euler equation describing the motion of an ideal fluid in $\R^d$ is well-posed in a class of functions allowing spatial asymptotic expansions as $|x|\to\infty$ of any a priori given order. These asymptotic…
A rigorous asymptotic procedure with the Mach number as a small parameter is used to derive the equations of mean flows which coexist and are affected by the background acoustic waves in the limit of very high Reynolds number.
Computable and sharp error bounds are derived for asymptotic expansions for linear differential equations having a simple turning point. The expansions involve Airy functions and slowly varying coefficient functions. The sharpness of the…
We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…
We consider a one-dimensional random walk $S_n$ with i.i.d. increments with zero mean and finite variance. We study the asymptotic expansion for the tail distribution $\mathbf P(\tau_x>n)$ of the first passage times…
The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the…
Several asymptotic expansions and formulas for cubic exponential sums are derived. The expansions are most useful when the cubic coefficient is in a restricted range. This generalizes previous results in the quadratic case and helps to…