Related papers: An asymptotic expansion for the error term in the …
Bayesian error analysis paves the way to the construction of credible and plausible error regions for a point estimator obtained from a given dataset. We introduce the concept of region accuracy for error regions (a generalization of the…
Spectral estimation is an important tool in time series analysis, with applications including economics, astronomy, and climatology. The asymptotic theory for non-parametric estimation is well-known but the development of non-asymptotic…
We employ the exponentially improved asymptotic expansions of the confluent hypergeometric functions on the Stokes lines discussed by the author [Appl. Math. Sci. {\bf 7} (2013) 6601--6609] to give the analogous expansions of the modified…
We discuss the asymptotic expansions of certain products of Bernoulli numbers and factorials, e.g., \[ \prod_{\nu=1}^n |B_{2\nu}| \quad \text{and} \quad \prod_{\nu=1}^n (k \nu)!^{\nu^r} \quad \text{as} \quad n \to \infty \] for integers $k…
By application of the theory for second-order linear differential equations with two turning points developed in \cite{Olver1975}, uniform asymptotic approximations are obtained for the Lam\'{e} and Mathieu functions with a large real…
We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function…
We obtain an asymptotic formula with a power-saving error term for counting the integer points $(a,b,c,d)$ in an expanding box $[-X,X]^4$ that satisfy the determinant equation $x_1x_2-x_3x_4=r$ for $r \neq 0$ with two of entries to be…
We derive an asymptotic error formula for Gauss--Legendre quadrature applied to functions with limited regularity, using the contour-integral representation of the remainder term. To address the absence of uniformly valid approximations of…
For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…
We consider the question of learning the natural parameters of a $k$ parameter minimal exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the…
Spectrum estimation is a fundamental methodology in the analysis of time-series data, with applications including medicine, speech analysis, and control design. The asymptotic theory of spectrum estimation is well-understood, but the theory…
In this work we establish under certain hypotheses the $N \to +\infty$ asymptotic expansion of integrals of the form $$\mathcal{Z}_{N,\Gamma}[V] \, = \, \int_{\Gamma^N} \prod_{ a < b}^{N}(z_a - z_b)^\beta \, \prod_{k=1}^{N} \mathrm{e}^{ - N…
Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…
The Fourier extension method, also known as the Fourier continuation method, is a method for approximating non-periodic functions on an interval using truncated Fourier series with period larger than the interval on which the function is…
We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…
Exactification is the process of obtaining exact values of a function from its complete asymptotic expansion. Here Stirling's approximation for the logarithm of the gamma function or $\ln \Gamma(z)$ is derived completely whereby it is…
Asymptotic approximations ($n \to \infty$) to the truncation errors $r_n = - \sum_{\nu=0}^{\infty} a_{\nu}$ of infinite series $\sum_{\nu=0}^{\infty} a_{\nu}$ for special functions are constructed by solving a system of linear equations.…
This article includes a short survey of selected averaging and dimension reduction techniques for deterministic fast-slow systems. This survey includes, among others, classical techniques, such as the WKB approximation or the averaging…
An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution. Compared to previous…
The joint distribution of maximum increase and decrease for Brownian motion up to an independent exponential time is computed. This is achieved by decomposing the Brownian path at the hitting times of the infimum and the supremum before the…