Related papers: Exponential asymptotics of the Voigt functions

The higher-order Stokes phenomenon can emerge in the asymptotic analysis of many problems governed by singular perturbations. Indeed, over the last two decades, the phenomena has appeared in many physical applications, from acoustic and…

In this paper we study the asymptotic behavior of the (skew) Macdonald and Jack symmetric polynomials as the number of variables grows to infinity. We characterize their limits in terms of certain variational problems. As an intermediate…

The Stokes equation with the varying viscosity is considered in a thin tube structure, i.e. in a connected union of thin rectangles with heights of order $\varepsilon<<1 $ and with bases of order 1 with smoothened boundary. An asymptotic…

We study asymptotical expansion as $\nu\to0$ for integrals over ${ \mathbb{R} }^{2d}=\{(x,y)\}$ of quotients of the form $F(x,y) \cos(\lambda x\cdot y) \big/ \big( (x\cdot y)^2+\nu^2\big)$, where $\lambda\ge 0$ and $F$ decays at infinity…

In this paper we study the small noise asymptotic expansions for certain classes of local volatility models arising in finance. We provide explicit expressions for the involved coefficients as well as accurate estimates on the remainders.…

This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…

Asymptotic expansion of a variation with anticipative weights is derived by the theory of asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion formula is expressed with the quasi-torsion, quasi-tangent and…

We produce an estimate for the $K$-Bessel function $K_{r + i t}(y)$ with positive, real argument $y$ and of large complex order $r+it$ where $r$ is bounded and $t = y \sin \theta$ for a fixed parameter $0\leq \theta\leq \pi/2$ or $t= y…

We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs…

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 Stokes phenomenon is the apparent discontinuous change in the form of the asymptotic expansion of a function across certain rays in the complex plane, known as Stokes lines, as additional expansions, pre-factored by exponentially small…

In this paper, by using asymptotic expansions of oscillatory integrals with positive real power phase functions in one variable, we obtain asymptotic expansions of oscillatory integrals with phase functions expressed by a product of…

In this paper, we introduce relative Roe functors and show that for every pair of scalable proper metric spaces, the functor of continuous functions and the relative Roe functor, both associated with this pair, are asymptotically adjoint.…

We determine the asymptotic behavior of the realized power variations, or more generally of sums of a given test function evaluated at the successive increments of a L\'{e}vy process. One can completely elucidate the first order behavior…

This article is focused on the asymptotic expansions, as time tends to infinity, of solutions of a system of ordinary differential equations with non-smooth nonlinear terms. The forcing function decays to zero in a very complicated but…

In this paper we study the asymptotic behavior of the Jack rational functions as the number of variables grows to infinity. Our results generalize the results of A. Vershik and S. Kerov obtained in the Schur function case (theta=1). For…

We consider the time-dependent Navier-Stokes equations in a half-space with boundary data on the line $(x,y)=(x_0,y)$ assumed to be time-periodic (or stationary) with a fixed asymptotic velocity ${\bf u}_{\infty}=(1,0)$ at infinity. We show…

Reformulated uniform asymptotic expansions are derived for ordinary differential equations having a large parameter and a simple turning point. These involve Airy functions, but not their derivatives, unlike traditional asymptotic…

In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…

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…