Related papers: Asymptotic analysis of extended two-dimensional na…

Compared with random sampling, low-discrepancy sampling is more effective in covering the search space. However, the existing research cannot definitely state whether the impact of a low-discrepancy sample on particle swarm optimization…

We describe how to solve the problem of Taylor dispersion in the presence of absorbing boundaries using an exact stochastic formulation. In addition to providing a clear stochastic picture of Taylor dispersion, our method leads to…

We discuss here in detail a new analytical random walk approach to calculating the phase-diagram for spatially extended systems with multiplicative noise. We use the Anderson localization problem as an example. The transition from…

We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…

We study the dynamics of the normal implied volatility in a local volatility model, using a small-time expansion in powers of maturity T. At leading order in this expansion, the asymptotics of the normal implied volatility is similar, up to…

This paper considers the joint compression of a pair of correlated sources, where the encoder is allowed to access only one of the sources. The objective is to recover both sources under separate distortion constraints for each source while…

Laplace's first law of errors, which states that the frequency of an error can be represented as an exponential function of the error magnitude, was overlooked for many decades but was recently shown to describe the statistical behavior of…

An asymptotic expansion with respect to a small parameter of the solution of the Cauchy problem is constructed for a system of three transfer equations, two of which are singularly perturbed by the degeneracy of the entire senior part of…

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…

Wave propagation and acoustic scattering problems require vast computational resources to be solved accurately at high frequencies. Asymptotic methods can make this cost potentially frequency independent by explicitly extracting the…

Asymptotics of the variances of many cost measures in random digital search trees are often notoriously messy and involved to obtain. A new approach is proposed to facilitate such an analysis for several shape parameters on random symmetric…

In this paper, we derive higher order Edgeworth expansions for the finite sample distributions of the subsampling-based t-statistic and the Wald statistic in the Gaussian location model under the so-called fixed-smoothing paradigm. In…

Topic of the thesis is a theoretical description of the ultracold atomic gases in one- and two-dimensional optical lattices in the presence of the disorder leading to the Anderson localization. The disorder is created by interaction of the…

We consider distributed detection problems over adaptive networks, where dispersed agents learn continually from streaming data by means of local interactions. The simultaneous requirements of adaptation and cooperation are achieved by…

In the present paper we consider the problem of Laplace deconvolution with noisy discrete non-equally spaced observations on a finite time interval. We propose a new method for Laplace deconvolution which is based on expansions of the…

The problem of finite-dimensional asymptotics of infinite-dimensional dynamic systems is studied. A non-linear kinetic system with conservation of supports for distributions has generically finite-dimensional asymptotics. Such systems are…

The method of asymptotic expansions is used to build an approximation scheme relevant to celestial mechanics in relativistic theories of gravitation. A scalar theory is considered, both as a simple example and for its own sake. This theory…

We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…

We consider a scheme of equiprobable allocation of particles into cells by sets. The Edgeworth type asymptotic expansion in the local central limit theorem for a number of empty cells left after allocation of all sets of particles is…

The longest stretch $L(n)$ of consecutive heads in $n$ i.i.d. coin tosses is seen from the prism of large deviations. We first establish precise asymptotics for the moment generating function of $L(n)$ and then show that there are precisely…