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We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.

Probability · Mathematics 2007-06-13 Ph. Barbe , W. P. McCormick

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

In the development of a presumed asymptotic expansion for lambda_d in previous work, a basic step involved extracting the asymptotic behavior of a sum as being dominated by the largest term in the sum. But this argument only is valid when…

Mathematical Physics · Physics 2008-06-26 Paul Federbush

Using a variational approach, two new series representations for the incomplete Gamma function are derived: the first is an asymptotic series, which contains and improves over the standard asymptotic expansion; the second is a uniformly…

Mathematical Physics · Physics 2009-11-11 Paolo Amore

In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…

Optimization and Control · Mathematics 2022-09-19 Moslem Zamani , Hadi Abbaszadehpeivasti , Etienne de Klerk

A new asymptotic expansion scheme for backward SDEs (BSDEs) is proposed.The perturbation parameter is introduced just to scale the forward stochastic variables within a BSDE. In contrast to the standard small-diffusion asymptotic expansion…

Computational Finance · Quantitative Finance 2014-12-23 Masaaki Fujii

Understanding rare events is critical across domains ranging from signal processing to reliability and structural safety, extreme-weather forecasting, and insurance. The analysis of rare events is a computationally challenging problem,…

Probability · Mathematics 2025-11-18 Anya Katsevich , Alexander Katsevich

Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact…

Optimization and Control · Mathematics 2013-09-03 Anthony Man-Cho So

We provide an asymptotic expansion of the maximal mean squared error (MSE) of the sample median to be attained on shrinking gross error neighborhoods about an ideal central distribution. More specifically, this expansion comes in powers of…

Statistics Theory · Mathematics 2010-06-02 Peter Ruckdeschel

We provide a rigorous derivation of an asymptotic formula for perturbations in the resonance values caused by the presence of finite number of anisotropic imperfections of small shapes with constitutive parameters different from the…

Mathematical Physics · Physics 2016-02-24 M. Gozzi , A. Khelifi

We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…

Analysis of PDEs · Mathematics 2018-09-06 Momar Dieng , Kenneth D. T. -R. McLaughlin , Peter D. Miller

In this paper, we derive an asymptotic error expansion for the eigenvalue approximations by the lowest order Raviart-Thomas mixed finite element method for the general second order elliptic eigenvalue problems. Extrapolation based on such…

Numerical Analysis · Mathematics 2011-01-11 Hehu Xie

The aim of this paper is to derive new representations for the Hankel functions, the Bessel functions and their derivatives, exploiting the reformulation of the method of steepest descents by M. V. Berry and C. J. Howls (Berry and Howls,…

Classical Analysis and ODEs · Mathematics 2015-10-27 Gergő Nemes

We derive the asymptotic expansion (asymptotics with an arbitrary number of error terms) of k-regular graphs by applying the Laplace method on a recent exact formula from Caizergues and de Panafieu (2023). We also deduce the asymptotic…

Combinatorics · Mathematics 2024-09-06 Élie de Panafieu

We compute exact second-order asymptotics for the cost of an optimal solution to the entropic optimal transport problem in the continuous-to-discrete, or semi-discrete, setting. In contrast to the discrete-discrete or continuous-continuous…

Optimization and Control · Mathematics 2022-03-17 Jason M. Altschuler , Jonathan Niles-Weed , Austin J. Stromme

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…

Statistics Theory · Mathematics 2023-10-17 Rémi Leluc , François Portier

We derive the asymptotic expansion at infinity for embedded ends of uniformly elliptic Weingarten surfaces with finite total curvature in $\mathbb{R}^3$, and we establish a maximum principle at infinity. Furthermore, we solve the Dirichlet…

Differential Geometry · Mathematics 2026-02-17 Aires E. M. Barbieri , José A. Gálvez , Yuanyuan Lian , Kai Zhang

In Ruckdeschel[10], we derive an asymptotic expansion of the maximal mean squared error (MSE) of location M-estimators on suitably thinned out, shrinking gross error neighborhoods. In this paper, we compile several consequences of this…

Statistics Theory · Mathematics 2010-06-02 Peter Ruckdeschel

We derive global analytic representations of fundamental solutions for a class of linear parabolic systems with full coupling of first order derivative terms where coefficient may depend on space and time. Pointwise convergence of the…

Analysis of PDEs · Mathematics 2009-07-17 Joerg Kampen

Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…

Optimization and Control · Mathematics 2018-09-28 Dar Gilboa , Sam Buchanan , John Wright