Related papers: Sharp error bounds for turning point expansions
In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…
For convex univalent functions we give instances where the sharp bound for various coefficient functionals are identical to those for the corresponding bound for the inverse function. We give instances where the sharp bounds differ and also…
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…
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…
Spatial structure can arise in spatial point process models via a range of mechanisms, including neighbour-dependent directionally biased movement. This spatial structure is neglected by mean-field models, but can have important effects on…
We present convergence theory for corrected quadrature rules on uniform Cartesian grids for functions with a point singularity. We begin by deriving an error estimate for the punctured trapezoidal rule, and then derive error expansions. We…
Explicit formulas expressing the solution to non-autonomous differential equations are of great importance in many application domains such as control theory or numerical operator splitting. In particular, intrinsic formulas allowing to…
This article is focused on the asymptotic expansions, as time tends to infinity, of solutions of a system of ordinary differential equations with non-smooth nonlinear terms. The forcing function decays to zero in a very complicated but…
The use of continuum phase-field models to describe the motion of well-defined interfaces is discussed for a class of phenomena, that includes order/disorder transitions, spinodal decomposition and Ostwald ripening, dendritic growth, and…
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…
We establish good numerical estimates for a certain class of integrals involving sixfold products of Bessel functions. We use relatively elementary methods. The estimates will be used in the study of a sharp Fourier restriction inequality…
A new analytical approximation function is proposed to accurately fit the solution of a fractional differential equation of order one-half, whose nonhomogeneous term is defined by a modified Bessel function of the first kind. The exact…
The Sinc quadrature and the Sinc indefinite integration are approximation formulas for definite integration and indefinite integration, respectively, which can be applied on any interval by using an appropriate variable transformation.…
We establish a sharp geometric constant for the upper bound on the resonance counting function for surfaces with hyperbolic ends. An arbitrary metric is allowed within some compact core, and the ends may be of hyperbolic planar, funnel, or…
We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…
Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…
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…
We provide sharp bounds for the exponential moments and $p$-moments, $1\leqslant p \leqslant 2$, of the terminate distribution of a martingale whose square function is uniformly bounded by one. We introduce a Bellman function for the…
Parametric high-dimensional regression analysis requires the usage of regularization terms to get interpretable models. The respective estimators can be regarded as regularized M-functionals which are naturally highly nonlinear. We study…
In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density. We then use it to obtain…