Related papers: An asymptotic for the K-Bessel function using the …
Let $X_1,\dots,X_n$ be independent normal random variables with $X_i\sim N(\mu_i,\sigma_i^2)$, and set $Z=\prod_{i=1}^n X_i$. We derive asymptotic approximations for the right tail probability $\mathbb{P}(Z>x)$ as $x\to\infty$. When at…
We introduce a version of the asymptotic expansions for Bessel functions $J_\nu(z)$, $Y_\nu(z)$ that is valid whenever $|z| > \nu$ (which is deep in the Fresnel regime), as opposed to the standard expansions that are applicable only in the…
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…
In this paper, we compute the small and large $x$ asymptotics of the special function solutions of Painlev\'e-III equation in the complex plane. We use the representation in terms of Toeplitz determinants of Bessel functions obtained in…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of…
We present several formulae for the large $t$ asymptotics of the Riemann zeta function $\zeta(s)$, $s=\sigma+i t$, $0\leq \sigma \leq 1$, $t>0$, which are valid to all orders. A particular case of these results coincides with the classical…
This paper presents a saddlepoint approximation of the random-coding union bound of Polyanskiy et al. for i.i.d. random coding over discrete memoryless channels. The approximation is single-letter, and can thus be computed efficiently.…
We study the Cowling approximation by analytical means as applied to a system of linear differential equations arising from models of non-radial stellar pulsation. We consider various asymptotic cases, including those of high harmonic…
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…
This paper presents a novel way of computing front positions in Fisher-KPP equations. Our method is based on an exact relation between the Laplace transform of the initial condition and some integral functional of the front position. Using…
We consider the problem of optimally locating a given number $k$ of points in ${\mathbb R}^n$ for an integral cost function which takes into account two measures $\varphi^+$ and $\varphi^-$. The points represent for example new industrial…
This paper proposes a new approach to the asymptotic analysis of Painlev\'e equations. The approach is based on representing solutions of the Painlev\'e equations using formal series in two variables, $\sum_{k=0}^{\infty}y^kA_k(x)$, with…
{The first version of this text was written and submitted to a journal on April, 12, 2018. This second version was submitted on April, 9, 2019.} We investigate the existence of subsets $A$ and $B$ of $\mathbb{N}:=\{0,1,2,\dots\}$ such that…
In this paper we compute some of the higher order terms in the large-t asymptotic expansion of the Airy process two-point function, extending the previous work of Adler and van Moerbeke and Widom. We prove that it is possible to represent…
Asymptotic solutions are derived for inhomogeneous differential equations having a large real or complex parameter and a simple turning point. They involve Scorer functions and three slowly varying analytic coefficient functions. The…
The asymptotic behaviour, with respect to the large order, of the radii of starlikeness of two types of normalised Bessel functions is considered. We derive complete asymptotic expansions for the radii of starlikeness and provide recurrence…
The asymptotic behavior of the convolution-integral of a special form of the Airy function and a function of the power-like behavior at infinity is obtained. The integral under consideration is the solution of the Cauchy problem for an…
We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The…
We fix a maximal order $\mathcal O$ in $\F=\R,\C$ or $\mathbb{H}$, and an $\F$-hermitian form $Q$ of signature $(n,1)$ with coefficients in $\mathcal O$. Let $k\in\N$. By applying a lattice point theorem on the $\F$-hyperbolic space, we…