Related papers: A survey on recent extensions of the Stirling form…
Various statistics on wreath products are defined via canonical words, "colored" right to left minima and "colored" descents. It is shown that refined counts with respect to these statistics have nice recurrence formulas of…
The Stieltjes constants \gamma_k(a) appear as the coefficients in the regular part of the Laurent expansion of the Hurwitz zeta function \zeta(s,a) about s=1. We present series representations of these constants of interest to theoretical…
In this paper we consider splitting methods in the presence of non-homogeneous boundary conditions. In particular, we consider the corrections that have been described and analyzed in Einkemmer, Ostermann 2015 and Alonso-Mallo, Cano,…
In this work, two new series expansions for generalized Euler's constants (Stieltjes constants) $\gamma_m$ are obtained. The first expansion involves Stirling numbers of the first kind, contains polynomials in $\pi^{-2}$ with rational…
We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…
This paper derives a new semi closed-form approximation formula for pricing an up-and-out barrier option under a certain type of stochastic volatility model including SABR model by applying a rigorous asymptotic expansion method developed…
Stein's method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin theoretical statistics, Stein's method has led to…
We study the approximation error $\varepsilon(x)=\operatorname{li}_{*}(x)-\operatorname{li}(x)$ arising from the classical Stieltjes asymptotic expansion for the logarithmic integral. Our analysis is based on the discrete values…
We provide an efficient method to evaluate the generalized Stieltjes constants $\gamma_n(a)$ numerically to arbitrary accuracy for large $n$ and $n \gg |a|$ values. The method uses an integral representation for the constants and evaluates…
In this article we generalize the $q$-difference operator due to Carlitz in order to derive explicit sum formulae for several extensions of Stirling numbers of the second kind, including complete homogeneous symmetric functions,…
We present another expression to regularize the Euler product representation of the Riemann zeta function. % in this paper. The expression itself is essentially same as the usual Euler product that is the infinite product, but we define a…
The likelihood functions for discretely observed nonlinear continuous-time models based on stochastic differential equations are not available except for a few cases. Various parameter estimation techniques have been proposed, each with…
The Mertens' first theorem gives us the following asymptotic formula \begin{equation*} \sum_{\substack{p\leq x\\ p~prime}}\frac{lnp}{p}=lnx+O(1), \end{equation*} and the Mertens' second theorem indicates that there exists a constant…
The aim of this paper is to give a proof of improving of Zalcman's lemma.
This paper revisits the classical notion of sampling in the setting of real-time temporal logics for the modeling and analysis of systems. The relationship between the satisfiability of Metric Temporal Logic (MTL) formulas over…
The Stieltjes constants $\gamma_n$ appear in the coefficients in the Laurent expansion of the Riemann zeta function $\zeta(s)$ about the simple pole $s=1$. We present an asymptotic expansion for $\gamma_n$ as $n\rightarrow \infty$ based on…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
In the following article we consider the time-stability associated to the sequential Monte Carlo (SMC) estimate of the backward interpretation of Feynman-Kac Formulae. This is particularly of interest in the context of performing smoothing…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
The sum $c_0(1/k)=-\sum_{m=1}^{k-1}(m/k)\cot(m{\pi}/k)$ is related to the Estermann zeta function. A recent paper computes the first two terms of the large-$k$ asymptotic expansion of $c_0(1/k)$. Using the Poisson summation formula for…