Related papers: Bloch functions and asymptotic tail variance

Quasiregular mappings $f:\Omega\subset\R^{n}\to \R^{n}$ are a natural generalization of analytic functions from complex analysis and provide a theory which is rich with new phenomena. In this paper we extend a well-known result of A.~Chang…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

By random complex zeroes we mean the zero set of a random entire function whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the k-th coefficient is 1/k!. This zero set is distribution invariant…

We consider data-adaptive wavelet estimation of a trend function in a time series model with strongly dependent Gaussian residuals. Asymptotic expressions for the optimal mean integrated squared error and corresponding optimal smoothing and…

We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency $1/\Delta_n$, with $\Delta_n$ going to zero. The goal of this paper is to provide an estimator for the integral over [0,t] of a given function of…

We construct an explicit example of an asymptotically conformal chord-arc curve that fails to be asymptotically smooth. This implies that a function belonging to both the little Bloch space and BMOA does not necessarily lie in VMOA, and…

We introduce a suitable notion of asymptotic smoothness on infinite dimensional Banach spaces, and we prove that, under some structural restrictions on the space, the convex envelope of an asymptotically smooth function is asymptotically…

Asymptotic expansions are derived for Gegenbauer (ultraspherical) polynomials for large order $n$ that are uniformly valid for unbounded complex values of the argument $z$, including the real interval $0 \leq z \leq 1$ in which the zeros in…

It was pointed out that the black hole quasinormal modes resulting from a piecewise approximate potential are drastically distinct from those pertaining to the original black hole metric. In particular, instead of lining up parallel to the…

We determine the asymptotic behaviour of extremal length along arbitrary Teichm\"uller rays. This allows us to calculate the endpoint in the Gardiner-Masur boundary of any Teichm\"uller ray. We give a proof that this compactification is the…

Extreme U-statistics arise when the kernel of a U-statistic has a high degree but depends only on its arguments through a small number of top order statistics. As the kernel degree of the U-statistic grows to infinity with the sample size,…

Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…

A basic result in semigroup theory states that every $C_0$-semigroup is quasi-contractive with respect to some appropriately chosen equivalent norm. This paper contains a counterpart of this well-known fact. Namely, by examining the…

This paper derives the asymptotic distribution of the normalized $k$-th maximum order statistics of a sequence of non-central chi-square random variables with non-identical non-centrality parameter. We demonstrate the utility of these…

The present paper is a sequel to and generalization of Fung and Seneta (2016) whose main result gives the asymptotic behaviour as $ u \to 0^{+}$ of $\lambda_L(u) = P(X_1 \leq F_1^{-1}(u) | X_2 \leq F_2^{-1}(u)),$ when $\bf{X} \sim…

We compute the tail asymptotics of the product of a beta random variable and a generalized gamma random variable which are independent and have general parameters. A special case of these asymptotics were proved and used in a recent work of…

We establish an exact asymptotic formula for the square variation of certain partial sum processes. Let $\{X_{i}\}$ be a sequence of independent, identically distributed mean zero random variables with finite variance $\sigma$ and…

Let $\{Z(\tau,s), (\tau,s)\in [a,b]\times[0,T]\}$ with some positive constants $a,b,T$ be a centered Gaussian random field with variance function $\sigma^{2}(\tau,s)$ satisfying $\sigma^{2}(\tau,s)=\sigma^{2}(\tau)$. We firstly derive the…

We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.

On a probability space $(\Omega, \mathcal F, \mathbb P)$ we consider two independent sequences $(a_k)_{k \geq 1}$ and $(b_k)_{k \geq 1}$ of i.i.d. random variables that are centered with unit variance and which admit a moment strictly…