Related papers: Asymptotics of a Gauss hypergeometric function wit…
In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve…
This paper deals with the asymptotic statistical properties of a class of redescending M-estimators in linear models with increasing dimension. This class is wide enough to include popular high breakdown point estimators such as…
This article resumes the analysis of precise Laplace asymptotics for the generalised Parabolic Anderson Model (gPAM) initiated by Peter Friz and the author. More precisely, we provide an explicit formula for the constant coefficient in the…
Using the steepest descent method of Deift-Zhou, we derive locally uniform asymptotic formulas for the Meixner polynomials. These include an asymptotic formula in a neighborhood of the origin, a result which as far as we are aware has not…
Uniform asymptotic formulae for arrays of complex numbers of the form $(f_{r,s})$, with $r$ and $s$ nonnegative integers, are provided as $r$ and $s$ converge to infinity at a comparable rate. Our analysis is restricted to the case in which…
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…
This article derives full asymptotic expansions for integrals of the form \[ \int_{0}^{1}f(u)(1+q\cdot u^{n})^{w/n}du \] as $n\rightarrow\infty$, with parameters real $w\neq 0$ and $q\in(-1,1]$, or positive $w$ for $q=-1$. We relate the…
We study high-dimensional Laplace-type integrals $I(\lambda):=(\lambda/2\pi)^{d/2}\int_{\mathbb R^d} g(x)e^{-\lambda f(x)}dx$ in the regime where both $d$ and $\lambda$ are large. Existing rigorous Laplace-expansion results in growing…
Integral means are important class of bivariate means. In this paper we prove the very general algorithm for calculation of coefficients in asymptotic expansion of integral mean. It is based on explicit solving the equation of the form…
The Gauss hypergeometric function ${}_2F_1(a,b,c;z)$ can be computed by using the power series in powers of $z, z/(z-1), 1-z, 1/z, 1/(1-z),(z-1)/z$. With these expansions ${}_2F_1(a,b,c;z)$ is not completely computable for all complex…
In this paper we establish new integral representations for the remainder term of the known asymptotic expansion of the logarithm of the Barnes $G$-function. Using these representations, we obtain explicit and numerically computable error…
We consider the Helmholtz equation in an angular sector partially covered by a homogeneous layer of small thickness, denoted $\varepsilon$. We propose in this work an asymptotic expansion of the solution with respect to $\varepsilon$ at any…
Extrapolation is a generic problem in physics and mathematics: how to use asymptotic data in one parametric regime to learn about the behavior of a function in another parametric regime. For example: extending weak coupling expansions to…
We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…
The Stieltjes constants $\gamma_n$ appear in the coefficients in the Laurent expansion of the Riemann zeta function $\zeta(s)$ about the simple pole $s=1$. We present an asymptotic expansion for $\gamma_n$ as $n\rightarrow \infty$ based on…
Hyperasymptotics is an analytical method that incorporates exponentially small contributions into asymptotic approximations, thereby expanding their domain of validity, improving accuracy, and providing deeper insight into the underlying…
We study the large time behavior of solutions to the wave equation with space-dependent damping in an exterior domain. We show that if the damping is effective, then the solution is asymptotically expanded in terms of solutions of…
The function $g(x)= (1+1/x)^{x}$ has the well-known limit $e$ as $x\rightarrow{\infty}$. The coefficients $c_{j}$ in an asymptotic expansion for $g(x)$ are considered. A simple recursion formula is derived, and then using Cauchy's integral…
We derive asymptotic expansions of the large zeros of the Coulomb wave functions and for those of their derivatives. The new expansions have the same form as the McMahon expansions of the zeros of the Bessel functions and reduce to them…
The real and complex zeros of the parabolic cylinder function $U(a,z)$ are studied. Asymptotic expansions for the zeros are derived, involving the zeros of Airy functions, and these are valid for $a$ positive or negative and large in…