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We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

Probability · Mathematics 2015-06-04 Denis Denisov , Vitali Wachtel

In this paper we derive the asymptotic behaviour of the survival function of both random sum and random maximum of log-normal risks. As for the case of finite sum and maximum investigated in Asmussen and Rojas-Nandaypa (2008) also for the…

Probability · Mathematics 2014-10-08 Enkelejd Hashorva , Dominik Kortschak

A rigorous study is carried out for the randomly forced Burgers equation in the inviscid limit. No closure approximations are made. Instead the probability density functions of velocity and velocity gradient are related to the statistics of…

chao-dyn · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

In this paper, we derive new results on the asymptotic behavior of eigenvalues of perturbed one-dimensional massive Dirac operators in the weak coupling limit. Two classes of potentials are considered. For bounded Hermitian potentials $V$…

Mathematical Physics · Physics 2025-10-28 Danko Aldunate , Juan Manuel González-Brantes , Hanne Van Den Bosch

This paper studies large sample properties of a Bayesian approach to inference about slope parameters $\gamma$ in linear regression models with a structural break. In contrast to the conventional approach to inference about $\gamma$ that…

Econometrics · Economics 2023-08-15 Kenichi Shimizu

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

Probability · Mathematics 2026-04-14 Carolin Forster , Marco Oesting

Let \alpha ([0,1]^p) denote the intersection local time of p independent d-dimensional Brownian motions running up to the time 1. Under the conditions p(d-2)<d and d\ge 2, we prove lim_{t\to\infty}t^{-1}\log P\bigl{\alpha([0,1]^p)\ge…

Probability · Mathematics 2007-05-23 Xia Chen

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

Probability · Mathematics 2016-12-02 Tomasz Grzywny , Michał Ryznar

In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…

Statistics Theory · Mathematics 2017-11-01 Zuofeng Shang , Guang Cheng

A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…

Classical Analysis and ODEs · Mathematics 2007-05-23 J. B. Sanders , N. M. Temme

We study the asymptotic behaviour of Bessel functions associated of root systems of type $A_{n-1}$ and type $B_n$ with positive multiplicities as the rank $n$ tends to infinity. In both cases, we characterize the possible limit functions…

Classical Analysis and ODEs · Mathematics 2024-05-01 Dominik Brennecken , Margit Rösler

We consider a two dimensional skip-free reflecting random walk on a nonnegative integer quadrant. We are interested in the tail asymptotics of its stationary distribution, provided its existence is assumed. We derive exact tail asymptotics…

Probability · Mathematics 2012-01-17 Masahiro Kobayashi , Masakiyo Miyazawa

The asymptotic behavior of the implied volatility associated with a general call pricing function has been extensively studied in the last decade. The main topics discussed in this paper are Lee's moment formulas for the implied volatility,…

Pricing of Securities · Quantitative Finance 2010-08-02 Archil Gulisashvili

We study the asymptotic behavior of Multiple Meixner polynomials of first and second kind, respectively (see J. Arves\'u et al. J. Comput. Appl. Math., 153, (2003)). We use an algebraic function formulation for the solution of the…

Classical Analysis and ODEs · Mathematics 2012-07-03 A. Aptekarev , J. Arvesú

Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Pablo Lopez Rios , Gareth J. Conduit

In this preprint we derive explicit estimates for the asymptotics of the first-passage function for a specific class of random walks on free groups and use them to prove the singularity of the hitting measure for a similarly defined class…

Probability · Mathematics 2023-01-24 Petr Kosenko

This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…

Statistics Theory · Mathematics 2014-11-03 Lucien Birgé

In [Temme N.M., Special functions. An introduction to the classical functions of mathematical physics, A Wiley-Interscience Publication, John Wiley & Sons, Inc., New York, 1996, Section 11.3.3.1] a uniform asymptotic expansion for the…

Classical Analysis and ODEs · Mathematics 2016-10-26 Gergő Nemes , Adri B. Olde Daalhuis

We consider a family of parallel methods for constrained optimization based on projected gradient descents along individual coordinate directions. In the case of polyhedral feasible sets, local convergence towards a regular solution occurs…

Optimization and Control · Mathematics 2015-09-18 Olivier Bilenne

We present an informal review of recent work on the asymptotics of Approximate Bayesian Computation (ABC). In particular we focus on how does the ABC posterior, or point estimates obtained by ABC, behave in the limit as we have more data?…

Methodology · Statistics 2017-06-26 Paul Fearnhead