Related papers: $L_2$-small ball asymptotics for some demeaned Gau…
This paper considers extreme values attained by a centered, multidimensional Gaussian process $X(t)= (X_1(t),\ldots,X_n(t))$ minus drift $d(t)=(d_1(t),\ldots,d_n(t))$, on an arbitrary set $T$. Under mild regularity conditions, we establish…
This paper gives a new representation of Pickands' constants, which arise in the study of extremes for a variety of Gaussian processes. Using this representation, we resolve the long-standing problem of devising a reliable algorithm for…
The well-known asymptotic formula for the module of a condenser with one of the plates degenerating to a point is generalized to the case of a condenser of general type. The condensers under consideration consist of n plates, n > 2, and the…
We establish a new type of local asymptotic formula for the Green's function ${\mathcal G}_t(x,y)$ of a uniformly parabolic linear operator $\partial_t - L$ with non-constant coefficients using dilations and Taylor expansions at a point…
In this article we introduce and study oscillating Gaussian processes defined by $X_t = \alpha_+ Y_t {\bf 1}_{Y_t >0} + \alpha_- Y_t{\bf 1}_{Y_t<0}$, where $\alpha_+,\alpha_->0$ are free parameters and $Y$ is either stationary or…
Let $U=(U_k)_{k\in\mathbb{Z}}$ be a centered Gaussian stationary sequence satisfying some minor regularity condition. We study the asymptotic behavior of its weighted $\ell_2$-norm small deviation probabilities. It is shown that \[ \ln…
The leading order Green's function solutions of the general relativistic thin disc equations are computed, using a pseudo-Newtonian potential and asymptotic Laplace mode matching techniques. This solution, valid for a vanishing ISCO stress,…
Let $B_s$ be a $d$-dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}^d$. The almost sure asymptotics for the logarithmic moment generating function [\log\math…
Gaussian processes (GPs) are used widely in the analysis of astronomical time series. GPs with rational spectral densities have state-space representations which allow O(n) evaluation of the likelihood. We calculate analytic state space…
If the Euclidean norm is strongly concentrated with respect to a measure, the average distribution of an average marginal of this measure has Gaussian asymptotics that captures tail behaviour. If the marginals of the measure have…
We show that for small x and in the double logarithmic approximation (DLA) g_2 can be expressed through derivative of g_1 with respect to logarithm of the QCD coupling. Therefore the small-x behavior of the both structure functions is…
We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of…
We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…
This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…
We study the spatial asymptotics of Green's function for the 1d Schrodinger operator with operator-valued decaying potential. The bounds on the entropy of the spectral measures are obtained. They are used to establish the presence of a.c.…
In this paper the asymptotic behaviour of a critical 2-type Galton-Watson process with immigration is described when its offspring mean matrix is reducible, in other words, when the process is decomposable. It is proved that, under second…
The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…
For a family of second-order elliptic operators with rapidly oscillating periodic coefficients, we study the asymptotic behavior of the Green and Neumann functions, using Dirichlet and Neumann correctors. As a result we obtain asymptotic…
We derive the local and central limit theorems for the Stirling numbers of the second kind by elementary means, obtaining as corollaries effective asymptotic estimates for the Bell numbers and for the moments of the distribution. We also…
We obtain asymptotic expansions of the spatially discrete 2D heat kernels, or Green's functions on lattices, with respect to powers of time variable up to an arbitrary order and estimate the remainders uniformly on the whole lattice. Unlike…