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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 show there exist representations of each maximal compact subgroup $K$ of the $p$-adic group $G=\mathrm{SL}(2,F)$, attached to each nilpotent coadjoint orbit, such that every irreducible representation of $G$, upon restriction to a…

Representation Theory · Mathematics 2024-07-10 Monica Nevins

We compute the Harish-Chandra $c$-function for a generic class of rank-one purely non-compact Riemannian symmetric superspaces $X=G/K$ in terms of Euler $\Gamma$ functions, proving that it is meromorphic. Compared to the even case, the…

Representation Theory · Mathematics 2015-01-06 Alexander Alldridge , Wolfgang Palzer

We study the three-dimensional Navier-Stokes equations in a periodic domain with the force decaying in time. Although the force has a certain coherent decay, as time tends to infinity, it can be too complicated for the previous theory of…

Analysis of PDEs · Mathematics 2024-03-06 Luan Hoang

Let $\pi$ be a unitary automorphic cuspidal representation of $GL_2(\mathbb{Q}_\mathbb{A})$ with Fourier coefficients $\lambda_\pi(n)$. Asymptotic expansions of certain sums of $\lambda_\pi(n)$ are proved using known functorial liftings…

Number Theory · Mathematics 2015-10-06 Huixue Lao , Mark McKee , Yangbo Ye

The method of regions is an approach for developing asymptotic expansions of Feynman Integrals. We focus on expansions in Euclidean signature, where the method of regions can also be formulated as an expansion by subgraph. We show that for…

High Energy Physics - Theory · Physics 2024-08-27 Mrigankamauli Chakraborty , Franz Herzog

We compute the characters of many supercuspidal representations of reductive p-adic groups. Specifically, we deal with representations that arise via Yu's construction from data satisfying a certain compactness condition. Each character is…

Representation Theory · Mathematics 2020-07-07 Jeffrey D. Adler , Loren Spice

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

We find asymptotical expansions as $\nu \to 0$ for integrals of the form $\int_{\mathbb{R}^d} F(x) / \big(\omega(x)^2 + \nu^2\big)\, dx$, where sufficiently smooth functions $F$ and $\omega$ satisfy natural assumptions for their behaviour…

Mathematical Physics · Physics 2023-03-22 Andrey Dymov

In this paper, we derive new asymptotic expansions for the solutions of higher order elliptic equations in the presence of small inclusions. As a byproduct, we derive a topological derivative based algorithm for the reconstruction of…

Analysis of PDEs · Mathematics 2020-01-01 Andrea Aspri , Elena Beretta , Otmar Scherzer , Monika Muszkieta

We derive the first exact, rigorous but practical, globally valid remainder terms for asymptotic expansions about saddles and contour endpoints of arbitrary order degeneracy derived from the method of steepest descents. The exact remainder…

Classical Analysis and ODEs · Mathematics 2018-04-19 Thomas Bennett , Christopher J. Howls , Gergő Nemes , Adri B. Olde Daalhuis

Let $G$ be a $p$-adic reductive group with $p$ ``very large.'' For any irreducible admissible representation $\pi$ of $G$ over an algebraically closed field $C$ of characteristic $\not=p$, we define a ``local character expansion'' of $\pi$…

Representation Theory · Mathematics 2025-10-24 Cheng-Chiang Tsai

In these lectures three different methods of computing the asymptotic expansion of a Hermitian matrix integral is presented. The first one is a combinatorial method using Feynman diagrams. This leads us to the generating function of the…

Mathematical Physics · Physics 2010-10-05 Motohico Mulase

We consider the asymptotic expansion of the functional series \[S_{\mu}^\pm(a;\lambda)=\sum_{n=0}^\infty \frac{(\pm 1)^n e^{-\lambda n}}{(n^2+a^2)^\mu}\] for $\lambda>0$ and $\mu\geq0$ as $|a|\to \infty$ in the sector $|\arg\,a|<\pi/2$. The…

Classical Analysis and ODEs · Mathematics 2021-12-07 R B Paris

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

We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…

Numerical Analysis · Mathematics 2023-07-19 Marissa Condon , Alfredo Deano , Jing Gao , Arieh Iserles

Asymptotic expansion of a variation with anticipative weights is derived by the theory of asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion formula is expressed with the quasi-torsion, quasi-tangent and…

Probability · Mathematics 2021-01-05 Nakahiro Yoshida

This paper is concerned with the asymptotic expansions of the amplitude of the solution of the Helmholtz equation. The original expansions were obtained using a pseudo-differential decomposition of the Dirichlet to Neumann operator. This…

Analysis of PDEs · Mathematics 2016-12-13 Souaad Lazergui , Yassine Boubendir

Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…

Classical Analysis and ODEs · Mathematics 2021-03-02 T. M. Dunster

We consider singularly perturbed second order elliptic system in the whole space with fast oscillating coefficients. We construct the complete asymptotic expansions for the eigenvalues converging to the isolated ones of the homogenized…

Spectral Theory · Mathematics 2007-05-30 D. Borisov