Related papers: A convergent $\frac{1}{N}$ expansion for GUE

We extend our result on the convergence of double recurrence Wiener-Wintner averages to the case where we have a polynomial exponent. We will show that there exists a single set of full measure for which the averages \[ \frac{1}{N}…

Let $(X_k)_{k\geq1}$ be a Gaussian long-range dependent process with $EX_1=0$, $EX_1^2=1$ and covariance function $r(k)=k^{-D}L(k)$. For any measurable function $G$ let $(Y_k)_{k\geq1}=(G(X_k))_{k\geq1}$. We study the asymptotic behaviour…

We introduce a family of maps generating continued fractions where the digit $1$ in the numerator is replaced cyclically by some given non-negative integers $(N_1,\ldots,N_m)$. We prove the convergence of the given algorithm, and study the…

We consider tensor product random fields $Y_d$, $d\in\mathbb{N}$, whose covariance funtions are Gaussian kernels. The average case approximation complexity $n^{Y_d}(\varepsilon)$ is defined as the minimal number of evaluations of arbitrary…

We find two series expansions for Legendre's second incomplete elliptic integral $E(\lambda, k)$ in terms of recursively computed elementary functions. Both expansions converge at every point of the unit square in the $(\lambda, k)$ plane.…

The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on…

Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian…

We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…

We construct a new type of convergent, and asymptotic, representations, dyadic expansions. Their convergence is geometric and the region of convergence often extends from infinity down to $0^+$. We show that dyadic expansions are…

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…

In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…

We consider the asymptotics of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices $H_n=n^{-1/2}W_n$. We show that for the correlation function of any even order the asymptotic coincides with this…

Each $x\in (0,1]$ can be uniquely expanded as a power-2-decaying Gauss-like expansion, in the form of \begin{equation*} x=\sum_{i=1}^{\infty}2^{-(d_1(x)+d_2(x)+\cdots+d_i(x))},\qquad d_i(x)\in \mathbb{N}. \end{equation*} Let…

In two recent papers we introduced some new techniques for constructing an extension of a probability-preserving system $T:\mathbb{Z}^d\curvearrowright (X,\mu)$ that enjoys certain desirable properties in connexion with the asymptotic…

The first two terms in the large $N$ asymptotic expansion of the $\beta$ moment of the characteristic polynomial for the Gaussian and Laguerre $\beta$-ensembles are calculated. This is used to compute the asymptotic expansion of the…

We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…

We develop generalized approach to obtaining Edgeworth expansions for $t$-statistics of an arbitrary order using computer algebra and combinatorial algorithms. To incorporate various versions of mean-based statistics, we introduce Adjusted…

In this short note, we prove an asymptotic expansion for the ratio of the Dirichlet density to the multivariate normal density with the same mean and covariance matrix. The expansion is then used to derive an upper bound on the total…

Continuing the series of works following Weyl's one-term asymptotic formula for the counting function $N(\lambda)=\sum_{n=1}^\infty(\lambda_n{-}\lambda)_-$ of the eigenvalues of the Dirichlet Laplacian and the much later found two-term…