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Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal…

In this paper, we derive the joint asymptotic distributions of functions of quantile estimators (the non-parametric sample quantile and the parametric location-scale quantile estimator) with functions of measure of dispersion estimators…

A class of subharmonic functions are proved to have the growth estimates $u(x)= o(x_n^{1-\frac{\alpha}{p}}|x|^{\frac{\gamma}{p}+\frac{n-1}{q}-n+\frac{\alpha}{p}})$ at infinity in the upper half space of ${\bf R}^{n}$, which generalizes the…

We consider the asymptotic behavior of the incomplete gamma functions gamma(-a,-z) and Gamma(-a,-z) as a goes to infinity. Uniform expansions are needed to describe the transition area z~a in which case error functions are used as main…

The asymptotic behavior of solutions to the second-order linear differential equation $d^{2}w/dz^{2}=\{u^{2}f(\alpha,z)+g(z)\}w$ is analyzed for a large real parameter $u$ and $\alpha\in[0,\alpha_{0}]$, where $\alpha_{0}>0$ is fixed. The…

We present and develop different approaches to study the asymptotic behavior of the distribution functions in the odd continued fractions case. Firstly, by considering the transition operator of the Markov chain associated with these…

Linear second-order ordinary differential equations of the form $d^{2}w/dz^{2}=\{u^{2}f(a,z)$ $+g(z)\}w$ are studied for large values of the real parameter $u$, where $z$ ranges over a bounded or unbounded complex domain $Z$, and $a_{0} \le…

Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…

We derive asymptotic expansions of the Kummer functions $M(a,b,z)$ and $U(a,b+1,z)$ for large positive values of $a$ and $b$, with $z$ fixed. For both functions we consider $b/a\le 1$ and $b/a\ge 1$, with special attention for the case…

The objective of this paper is the study of functions which only act on the digits of an expansion. In particular, we are interested in the asymptotic distribution of the values of these functions. The presented result is an extension and…

We will use a discrete analogue of the classical Laplace method to show that for infinitely many positive integers $n$, the main term of the asymptotic expansion of the scaled $q$-exponential $(-q^{-nt+1/2}u;q)_{\infty}$ could be expressed…

We define a type of generalized asymptotic series called $v$-asymptotic. We show that every function with moderate growth at infinity has a $v$-asymptotic expansion. We also describe the set of $v$-asymptotic series, where a given function…

For a centered $d$-dimensional Gaussian random vector $\xi =(\xi_1,\ldots,\xi_d)$ and a homogeneous function $h:R^d\to R$ we derive asymptotic expansions for the tail of the Gaussian chaos $h(\xi)$ given the function $h$ is sufficiently…

We derive the rate of decay of the tail dependence of the bivariate skew normal distribution under the equal-skewness condition {\theta}1 = {\theta}2,= {\theta}, say. The rate of convergence depends on whether {\theta} > 0 or {\theta} < 0.…

For a two-dimensional canonical system $y'(t)=zJH(t)y(t)$ on an interval $(0,L)$ with $0<L\le\infty$ whose Hamiltonian $H$ is a.e.\ positive semidefinite, denote by $q_H$ its Weyl coefficient. De~Branges' inverse spectral theorem states…

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…

For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of…

In this paper, we mainly discuss asymptotic profiles of solutions to a class of abstract second-order evolution equations of the form $u''+Au+u'=0$ in real Hilbert spaces, where $A$ is a nonnegative selfadjoint operator. The main result is…

In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…

The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…