Related papers: $L_2$-small ball asymptotics for Gaussian random f…
A new approach to the problem of finding the asymptotical behaviour of large orders of semiclassical expansion is suggested. Asymptotics of high orders not only for eigenvalues, but also for eigenfunctions, are constructed. Thus, one can…
We asymptotically estimate the variance for the distribution of closed geodesics in small random balls or annuli on the modular surface $\Gamma\backslash\mathbb{H}$. A probabilistic model in which closed geodesics are modeled using random…
The asymptotic law for the expected nodal volume of random non-Gaussian monochromatic band-limited functions is determined in vast generality. Our methods combine microlocal analytic techniques and modern probability theory. A particularly…
We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…
We study distributions $F$ on $[0,\infty)$ such that for some $T\le\infty$, $F^{*2}(x,x+T]\sim 2 F(x,x+T]$. The case $T=\infty$ corresponds to $F$ being subexponential, and our analysis shows that the properties for $T<\infty$ are, in fact,…
The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul likelihood estimator are described in the asymptotics of small…
We apply the methods of value distribution theory to the spectral asymptotics of Schrodinger operators with L^2-sparse potentials.
We investigate the asymptotical behaviour of the transition probabilities of the simple random walk on the 2-comb. In particular we obtain space-time uniform asymptotical estimates which show the lack of symmetry of this walk better than…
We study the asymptotic behavior of the fluctuations of smooth and rough linear statistics for determinantal point processes on the sphere and on the Euclidean space. The main tool is the generalization of some norm representation results…
In this paper, we study the asymptotic behavior of sums of functions of the increments of a given semimartingale, taken along a regular grid whose mesh goes to 0. The function of the $i$th increment may depend on the current time, and also…
The double logarithmic terms $\alpha_{s} \ln^{2}x $ are important to predict precisely the small $x$ behavior of the spin structure function $g_{1}$. We numerically analyze the evolution of the flavor non-singlet $g_{1}$ including the…
In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is…
Is considered the asymptotical behavior of spectral function $\rho(\lambda, \epsilon),\epsilon > 0$, of one family of self adjoint differential operators of second order, defined in space $L_2[0,+\infty)$ with potentials, depending on…
In the context of orthogonal polynomials in the plane we introduce the notion of a polynomially small (PS) perturbation of a measure. In such a case we establish relative asymptotic results for the two sequences of the associated…
We discuss a complementary asymptotic analysis of the so called minimal random walk. More precisely, we present a version of the almost sure central limit theorem as well as a generalization of the recently proposed quadratic strong laws.…
We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…
We give a new global presentation of our results on the asymptotic behavior of an iteration. This paper brings many improvements and corrections to our previous preprints on the subject. Among the applications, we use new methods to compute…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome but purely technical computations and requires the…