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A simple version for the extension of the Taylor theorem to the operator functions was found. The expansion was done with respect to a value given by a diagonal matrix for the non-commutative case, and the coefficients are given both by…

Mathematical Physics · Physics 2007-05-23 Ioan Sturzu

Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…

Probability · Mathematics 2025-05-27 Robert E. Gaunt , Zixin Ye

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

The main goal of the paper is to address the issue of the existence of Kempf's distortion function and the Tian-Yau-Zelditch (TYZ) asymptotic expansion for the Kepler manifold - an important example of non compact manfold. Motivated by the…

Differential Geometry · Mathematics 2007-05-23 Todor Gramchev , Andrea Loi

In this paper, insight is given in the techniques used to compute asymptotic expansions. In a broad fashion the technique is described. Most of the results apply to the paper "An expansion for the maximum likelihood estimator and its…

Methodology · Statistics 2007-10-05 Shanti Venetiaan

For a singularly perturbed system of reaction--diffusion equations, assuming that the 0th order solutions in regular and singular regions are all stable, we construct matched asymptotic expansions for formal solutions to any desired order…

patt-sol · Physics 2008-02-03 Xiao-Biao Lin

Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…

Probability · Mathematics 2011-04-20 S. G. Bobkov , G. P. Chistyakov , F. Götze

We established and estimate the full asymptotic expansion in integer powers of 1 N of the [ $\sqrt$ N ] first marginals of N-body evolutions lying in a general paradigm containing Kac models and non-relativistic quantum evolution. We prove…

Quantum Physics · Physics 2017-10-11 Thierry Paul , Mario Pulvirenti

The classical orthogonal polynomials (Hermite, Laguerre and Jacobi) are involved in a vast number of applications in physics and engineering. When large degrees $n$ are needed, the use of recursion to compute the polynomials is not a good…

Classical Analysis and ODEs · Mathematics 2020-04-13 A. Gil , J. Segura , N. M. Temme

Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian…

Numerical Analysis · Mathematics 2022-08-25 Peter Opsomer , Daan Huybrechs

Defining a family of recurrences, we generalize Comtet's formula for the generating function of the enumeration of indecomposable permutations. Consequently, we generalize Panaitopol's asymptotic expansion for the prime counting function,…

Combinatorics · Mathematics 2024-12-31 Glenn Bruda

The series expansion at the origin of the Airy function Ai(x) is alternating and hence problematic to evaluate for x > 0 due to cancellation. Based on a method recently proposed by Gawronski, M\"uller, and Reinhard, we exhibit two functions…

Symbolic Computation · Computer Science 2013-04-30 Sylvain Chevillard , Marc Mezzarobba

The concept of asymptotically nonexpansive mappings is an important generalization of the class of nonexpansive mappings. Implicit midpoint procedures are extremely fundamental for solving equations involving nonlinear operators. This paper…

Functional Analysis · Mathematics 2020-06-23 M. O. Aibinu , S. C. Thakur , S. Moyo

It is known that the computation of the Voigt/complex error function is problematic for highly accurate and rapid computation at small imaginary argument $y << 1$, where $y = \operatorname{Im} \left[ z \right]$. In this paper we consider an…

Numerical Analysis · Mathematics 2016-06-30 S. M. Abrarov , B. M. Quine

Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.

Probability · Mathematics 2013-12-10 Sergio Albeverio , Boubaker Smii

The aim of this paper is to extend the global error estimation and control addressed in Lang and Verwer [SIAM J. Sci. Comput. 29, 2007] for initial value problems to finite difference solutions of semilinear parabolic partial differential…

Numerical Analysis · Mathematics 2018-02-16 Kristian Debrabant , Jens Lang

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 provide a framework for obtaining error bounds for linear conic problems without assuming constraint qualifications or regularity conditions. The key aspects of our approach are the notions of amenable cones and facial residual…

Optimization and Control · Mathematics 2021-09-27 Bruno F. Lourenço

Let $p(n)$ denote the partition function. In this paper our main goal is to derive an asymptotic expansion up to order $N$ (for any fixed positive integer $N$) along with estimates for error bounds for the shifted quotient of the partition…

Number Theory · Mathematics 2024-12-04 Koustav Banerjee , Peter Paule , Cristian-Silviu Radu , Carsten Schneider

In this paper, we derive an asymptotic closed--form expression for the error bound on extrapolation of doubly selective mobile MIMO wireless channels. The bound shows the relationship between the prediction error and system design…

Information Theory · Computer Science 2014-07-25 Ramoni Adeogun , Paul Teal , Pawel Dmochowski
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