Related papers: Asymptotic expansions for SDE's with small multipl…
An asymptotic expansion for the generalised quadratic Gauss sum $$S_N(x,\theta)=\sum_{j=1}^{N} \exp (\pi ixj^2+2\pi ij\theta),$$ where $x$, $\theta$ are real and $N$ is a positive integer, is obtained as $x\rightarrow 0$ and…
Using distribution theory we present the moment asymptotic expansion of continuous wavelet transform in different distributional spaces for large and small values of dilation parameter $a$. We also obtain asymptotic expansions for certain…
We study a process satisfying a one-dimensional stochastic differential equation driven by fractional Brownian motion with Hurst index $H>1/2$, and consider the weighted power variation based on the second order differences of the process.…
In the present paper, we study the asymptotic properties of the semi-exponential Post-Widder operator. It is connected with $p(x) = x^2$. The main result is a pointwise complete asymptotic expansion valid for locally smooth functions of…
We combine a sieve method together with good uniformity estimates to prove a secondary term for the asymptotic estimate of $S_3\times A$ extensions over $\mathbb{Q}$ when $A$ is an odd abelian group with minimal prime divisor greater than…
The standard approach to analyzing the asymptotic complexity of probabilistic programs is based on studying the asymptotic growth of certain expected values (such as the expected termination time) for increasing input size. We argue that…
We consider the asymptotic solutions of an interface problem corresponding to an elliptic partial differential equation with Dirich- let boundary condition and transmission condition, subject to the small geometric perturbation and the high…
We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…
In this paper we consider asymptotic expansions for a class of sequences of symmetric functions of many variables. Applications to classical and free probability theory are discussed.
The general theoretical approach to the asymptotic extraction of the signal series from the perturbed signal with the help of Singular Spectrum Analysis (briefly, SSA) was already outlined in Nekrutkin 2010, SII, v. 3, 297--319. In this…
In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…
The asymptotic expansion of the massive scalar field propagator on a n-dimensional lattice is derived. The method used is based on the evaluation of the asymptotic expansion of the modified Bessel function $I_{\nu}(\nu^{2} \beta)$ as the…
We study a class of stochastic evolution equations with a dissipative forcing nonlinearity and additive noise. The noise is assumed to satisfy rather general assumptions about the form of the covariance function; our framework covers…
This paper is devoted to the structure of the complete asymptotic expansion of the probability that a large combinatorial object is irreducible or consists of a given number of irreducible parts, where irreducibility is understood in terms…
We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDEs) driven by space-time noise, for multiplicative and additive noise. We examine convergence of…
The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric $\alpha$-stable L\'evy motions. Since escape probabilities are solutions of a type of integro-differential equations (i.e.,…
We study the asymptotics of solutions to a particular class of systems of linear wave equations, namely, of silent equations. We obtain asymptotic estimates of all orders for the solutions, and show that solutions are uniquely determined by…
The method of asymptotic expansions is used to build an approximation scheme relevant to celestial mechanics in relativistic theories of gravitation. A scalar theory is considered, both as a simple example and for its own sake. This theory…
Linear statistics of random zero sets are integrals of smooth differential forms over the zero set and as such are smooth analogues of the volume of the random zero set inside a fixed domain. We derive an asymptotic expansion for the…
We express a certain complex-valued solution of Legendre's differential equation as the product of an oscillatory exponential function and an integral involving only nonoscillatory elementary functions. By calculating the logarithmic…