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Asymptotic expansions for the Bateman and Havelock functions defined respectively by the integrals \[\frac{2}{\pi}\int_0^{\pi/2} \!\!\!\begin{array}{c} \cos\\\sin\end{array}\!(x\tan u-\nu u)\,du\] are obtained for large real $x$ and large…

Classical Analysis and ODEs · Mathematics 2021-09-03 R B Paris

The functional delta-method provides a convenient tool for deriving the asymptotic distribution of a plug-in estimator of a statistical functional from the asymptotic distribution of the respective empirical process. Moreover, it provides a…

Statistics Theory · Mathematics 2016-05-05 Eric Beutner , Henryk Zähle

In this paper, we study asymptotic expansions of positive solutions of the conformal scalar curvature equation $$ - \Delta u = K(x) u^\frac{n + 2}{n - 2} ~~~~~~ \textmd{in} ~ B_1 \setminus \{ 0 \} $$ with an isolated singularity at the…

Analysis of PDEs · Mathematics 2024-02-27 Xusheng Du , Hui Yang

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…

Probability · Mathematics 2015-02-05 F. Götze , A. Reshetenko

We use a non-linear characterization of orthonormal polynomials due to Saff in order to show that the behavior of orthonormal polynomials is determined only by its leading coefficient and its normalization. Several applications of this…

Spectral Theory · Mathematics 2021-08-11 Brian Simanek

We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction…

Methodology · Statistics 2015-12-09 James Robins , Lingling Li , Eric Tchetgen Tchetgen , Aad van der Vaart

Asymptotic approximations of Jacobi polynomials are given in terms of elementary functions for large degree $n$ and parameters $\alpha$ and $\beta$. From these new results, asymptotic expansions of the zeros are derived and methods are…

Classical Analysis and ODEs · Mathematics 2020-07-22 Amparo Gil , Javier Segura , Nico M. Temme

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

Statistics Theory · Mathematics 2017-12-12 Matias D. Cattaneo , Michael Jansson , Whitney K. Newey

We present a semiclassical expansion of the smooth part of the density of states in potentials with some form of symmetry. The density of states of each irreducible representation is separately evaluated using the Wigner transforms of the…

chao-dyn · Physics 2016-08-31 B. Lauritzen , N. D. Whelan

We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…

Statistical Finance · Quantitative Finance 2025-02-12 Carsten H. Chong , Viktor Todorov

In the paper we continue to investigate measures of dependence for random variables with infinite variance. The asymptotic of spectral covariance $\rho (X_{(0,0)}, X_{(k_1,k_2)})$ for linear random field $X_{k,l}=\sum_{i,j=0}^\infty…

Probability · Mathematics 2016-01-18 Julius Damarackas , Vygantas Paulauskas

We study homoclinic orbits of the Swift-Hohenberg equation near a Hamiltonian-Hopf bifurcation. It is well known that in this case the normal form of the equation is integrable at all orders. Therefore the difference between the stable and…

Dynamical Systems · Mathematics 2015-05-18 Jose Pedro Gaivao , Vassili Gelfreich

We consider a family of linear viscoelastic shells with thickness $2\varepsilon$ ( $\varepsilon$ , small parameter), clamped along a portion of their lateral face, all having the same middle surface $S$. We formulate the three-dimensional…

Analysis of PDEs · Mathematics 2017-02-16 G. Castiñeira , Á. Rodríguez-Arós

The density weighted average derivative (DWAD) of a regression function is a canonical parameter of interest in economics. Classical first-order large sample distribution theory for kernel-based DWAD estimators relies on tuning parameter…

Econometrics · Economics 2024-02-16 Matias D. Cattaneo , Max H. Farrell , Michael Jansson , Ricardo Masini

We analyze the asymptotics of the dimension of components of the Chow variety as degree increases. By analogy with the divisor case, the main goal is to relate the asymptotic behavior with the positivity of the corresponding cycle classes.…

Algebraic Geometry · Mathematics 2016-01-14 Brian Lehmann

This paper develops a general framework for analyzing asymptotics of $V$-statistics. Previous literature on limiting distribution mainly focuses on the cases when $n \to \infty$ with fixed kernel size $k$. Under some regularity conditions,…

Machine Learning · Statistics 2020-05-08 Zhengze Zhou , Lucas Mentch , Giles Hooker

We give a general statement of the convolution method so that one can provide explicit asymptotic estimations for all averages of square-free supported arithmetic functions that have a sufficiently regular order on the prime numbers and…

Number Theory · Mathematics 2023-01-23 Sebastian Zuniga Alterman

Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…

Numerical Analysis · Mathematics 2021-08-31 Sebastian Ament , Michael O'Neil

Motivated by applications to multiplicity formulas in index theory, we study a family of distributions $\Theta(m;k)$ associated to a piecewise quasi-polynomial function $m$. The family is indexed by an integer $k \in \mathbb{Z}_{>0}$, and…

Classical Analysis and ODEs · Mathematics 2022-05-03 Yiannis Loizides , Paul-Emile Paradan , Michele Vergne

Asymptotic expansion of the distribution of a perturbation $Z_n$ of a Skorohod integral jointly with a reference variable $X_n$ is derived. We introduce a second-order interpolation formula in frequency domain to expand a characteristic…

Probability · Mathematics 2018-01-03 David Nualart , Nakahiro Yoshida