English
Related papers

Related papers: High order asymptotic expansion for Wiener functio…

200 papers

In this work, we developed analytic asymptotic methods for computing the Fourier modes of gravitational waves from post-Newtonian binary systems in the quasi-Keplerian parametrization in the high eccentricity regime. We have also derived…

General Relativity and Quantum Cosmology · Physics 2026-04-29 Xiaolin Liu , Zhoujian Cao

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…

Computational Finance · Quantitative Finance 2013-03-26 Masaaki Fujii

We propose an asymptotic expansion formula for matrix integrals, including oscillatory terms (derivatives of theta-functions) to all orders. This formula is heuristically derived from the analogy between matrix integrals, and formal matrix…

Mathematical Physics · Physics 2009-03-27 Bertrand Eynard

We obtain large N asymptotics for the Hermitian random matrix partition function \[Z_N(V)=\int_{\mathbb R^N}\prod_{i<j}(x_i-x_j)^2 \prod_{j=1}^N e^{-N V(x_j)}dx_j,\] in the case where the external potential $V$ is a polynomials such that…

Mathematical Physics · Physics 2015-10-07 Tom Claeys , Tamara Grava , Kenneth D. T-R McLaughlin

We consider a three-dimensional Fourier integral in which the exponent in the exponential factor is the product of some phase function and a large parameter. The asymptotics of this integral is sought when the large parameter tends to…

Analysis of PDEs · Mathematics 2025-03-27 A. V. Shanin , A. Yu. Laptev

We establish precise asymptotic expansions for solutions to semilinear wave equations with power-type nonlinearities on asymptotically flat spacetimes. Our analysis focuses on two key cases: cubic nonlinearities and higher-order power…

Analysis of PDEs · Mathematics 2025-12-23 Shi-Zhuo Looi , Haoren Xiong

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

We consider the Wiener sausage for a Brownian motion up to time $t$ associated with a closed ball in even dimensional cases. We obtain the asymptotic expansion of the expected volume of the Wiener sausage for large $t$. The result says that…

Probability · Mathematics 2014-02-05 Yuji Hamana

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

The paper concerned with higher order asymptotic expansion of solutions to the Cauchy problem of abstract hyperbolic equations of the form $u''+Au+u'=0$ in a Hilbert space, where $A$ is a nonnegative selfadjoint operator. The result says…

Analysis of PDEs · Mathematics 2021-05-21 Motohiro Sobajima

When k > 1 and s is sufficiently large in terms of k, we derive an explicit multi-term asymptotic expansion for the number of representations of a large natural number as the sum of s positive integral k-th powers.

Number Theory · Mathematics 2022-11-21 Robert C. Vaughan , Trevor D. Wooley

In this work, we extend the analytic treatment of Bessel functions of large order and/or argument. We examine uniform asymptotic Bessel function expansions and show their accuracy and range of validity. Such situations arise in a variety of…

Astrophysics · Physics 2008-11-26 F. A. Chishtie , K. M. Rao , I. S. Kotsireas , S. R. Valluri

In this paper, under certain restrictions on linear factors of the denominator of a rational function of two variables, the leading term of the asymptotic expansion of the coefficients is found.

Complex Variables · Mathematics 2019-11-04 Alexander Lyapin

We study Fourier and Laplace transforms for Fourier hyperfunctions with values in a complex locally convex Hausdorff space. Since any hyperfunction with values in a wide class of locally convex Hausdorff spaces can be extended to a Fourier…

Functional Analysis · Mathematics 2022-04-05 Karsten Kruse

We examine the large-time behavior of axisymmetric solutions without swirl of the Navier--Stokes equation in $\mathbb{R}^3$. We construct higher-order asymptotic expansions for the corresponding vorticity. The appeal of this work lies in…

Analysis of PDEs · Mathematics 2023-11-08 Christian Seis , Dominik Winkler

By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…

Classical Analysis and ODEs · Mathematics 2015-11-25 Karen Ogilvie , Adri B. Olde Daalhuis

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…

Probability · Mathematics 2016-02-16 Ivan Nourdin , David Nualart , Giovanni Peccati

In this paper, by using asymptotic expansions of oscillatory integrals with positive real power phase functions in one variable, we obtain asymptotic expansions of oscillatory integrals with phase functions expressed by a product of…

Classical Analysis and ODEs · Mathematics 2020-10-22 Toshio Nagano

In this paper we extend the refined second-order Poincar\'e inequality for Poisson functionals from a one-dimensional to a multi-dimensional setting. Its proof is based on a multivariate version of the Malliavin-Stein method for normal…

Probability · Mathematics 2021-11-23 Ehsan Azmoodeh , Mathias Mørck Ljungdahl , Christoph Thäle

The acoustic wave-propagation without mean flow and heat flux can be described in terms of velocity and pressure by the compressible nonlinear Navier-Stokes equations, where boundary layers appear at walls due to the viscosity and a…

Analysis of PDEs · Mathematics 2017-01-10 Anastasia Thoens-Zueva , Kersten Schmidt , Adrien Semin