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Floating-point round-off errors are ubiquitous in numerically intensive programs arising in fields such as scientific computing and optimization. As floating-point errors potentially lead to unexpected and catastrophic program failures, one…
We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…
In this article, we derive the asymptotic expansion, up to an arbitrary order in theory, for the solution of a two-dimensional elliptic equation with strongly anisotropic diffusion coefficients along different directions, subject to the…
We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…
Estimates on the asymptotic behaviour of solution to linear integro-differential equations are fundamental in understanding the dynamics occuring in many nonlocal evolution problems. They are usually derived by using precise decay estimates…
In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the…
Asymptotic expansions are given for large values of $n$ of the generalized Bessel polynomials $Y_n^\mu(z)$. The analysis is based on integrals that follow from the generating functions of the polynomials. A new simple expansion is given…
We consider the asymptotic expansion of the generalised exponential integral involving the Mittag-Leffler function introduced recently by Mainardi and Masina [{\it Fract. Calc. Appl. Anal.} {\bf 21} (2018) 1156--1169]. We extend the…
Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…
We construct a new type of convergent asymptotic representations, dyadic factorial expansions. Their convergence is geometric and the region of convergence can include Stokes rays, and often extends down to 0^+. For special functions such…
In this work, we deal with approximations for distribution functions of non-negative random variables. More specifically, we construct continuous approximants using an acceleration technique over a well-know inversion formula for Laplace…
We construct asymptotic expansions for the normalised incomplete gamma function $Q(a,z)=\Gamma(a,z)/\Gamma(a)$ that are valid in the transition regions, including the case $z\approx a$, and have simple polynomial coefficients. For Bessel…
This is a short survey on the connection between general extension theories and the study of realizations of elliptic operators A on smooth domains in R^n, n > 1. The theory of pseudodifferential boundary problems has turned out to be very…
Merging asymptotic expansions of arbitrary length are established for the distribution functions and for the probabilities of suitably centered and normalized cumulative winnings in a full sequence of generalized St. Petersburg games,…
In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…
Linear second order differential equations of the form $d^{2}w/dz^{2}-\left \{ {u^{2}f\left( u,z\right) +g\left( z\right) }\right\} w=0$ are studied, where $\left| u\right| \rightarrow \infty $ and $z$ lies in a complex bounded or unbounded…
Computer algebra algorithms are developed for evaluating the coefficients in Airy-type asymptotic expansions that are obtained from integrals with a large parameter. The coefficients are defined from recursive schemes obtained from…
We study operators on a singular manifold, here of conical or edge type, and develop a new general approach of representing asymptotics of solutions to elliptic equations close to the singularities. The idea is to construct so-called…
Let $X$ be a L\'evy process with absolutely continuous L\'evy measure $\nu$. Small time polynomial expansions of order $n$ in $t$ are obtained for the tails $P(X_{t}\geq{}y)$ of the process, assuming smoothness conditions on the L\'evy…
Consider the Riemann sum of a smooth compactly supported function h(x) on a polyhedron in R^d, sampled at the points of the lattice Z^d/t. We give an asymptotic expansion when t goes to infinity, writing each coefficient of this expansion…