Related papers: Asymptotic behaviour of integer programming and th…
We estimate the number of integer solutions to decomposable form inequalities (both asymptotic estimates and upper bounds are provided) when the degree of the form and the number of variables are relatively prime. These estimates display…
We consider nonlinear filters for diffusion processes when the observation and signal noises are small and of the same order. As the noise intensities approach zero, the nonlinear filter can be approximated by a certain variational problem…
Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…
The $t=0$ specialization of the Mimachi-Noumi Cauchy-type identity rewrites certain infinite product in terms of specialized nonsymmetric Macdonald polynomials of type $GL_n$. We interpret the infinite product as a character of the space of…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…
By making use of martingale representations, we derive the asymptotic normality of particle filters in hidden Markov models and a relatively simple formula for their asymptotic variances. Although repeated resamplings result in complicated…
We define a type of generalized asymptotic series called $v$-asymptotic. We show that every function with moderate growth at infinity has a $v$-asymptotic expansion. We also describe the set of $v$-asymptotic series, where a given function…
In this paper we examine the asymptotic theory for U-statistics and V-statistics of discontinuous Ito semimartingales that are observed at high frequency. For different types of kernel functions we show laws of large numbers and associated…
We introduce a new approach to the the asymptotic iteration method (AIM) by means of which we establish the standard AIM connection with the continued fractions technique and we develop a novel termination condition in terms of the…
We present a simple result that allows us to evaluate the asymptotic order of the remainder of a partial asymptotic expansion of the quantile function $h(u)$ as $u\to 0^+$ or $1^-$. This is focussed on important univariate distributions…
In this paper, we introduce a method of converting implicit equations to the usual forms of functions locally without differentiability. For a system of implicit equations which are equipped with continuous functions, if there are unique…
For a sequence of continuous, monotone functions $f_1,\dots,f_n \colon I \to \mathbb{R}$ ($I$ is an interval) we define the mapping $M \colon I^n \to I^n$ as a Cartesian product of quasi-arithmetic means generated by $f_j$-s. It is known…
We study the asymptotic behavior of wavelet coefficients of random processes with long memory. These processes may be stationary or not and are obtained as the output of non--linear filter with Gaussian input. The wavelet coefficients that…
We deduce the asymptotic error distribution of the Euler method for the nonlinear filtering problem with continuous-time observations. Previous works by several authors have shown that the error structure of the method is characterized by…
The Asymptotic Iteration Method (AIM) is a technique for solving analytically and approximately the linear second-order differential equation, especially the eigenvalue problems that frequently appear in theoretical and mathematical…
In this paper, we will develop an iterative procedure to determine the detailed asymptotic behaviour of solutions of a certain class of nonlinear vector differential equations which approach a nonlinear sink as time tends to infinity. This…
In this paper, we extend the class of strongly $E$-preinvex and strongly $E$-invex functions to quasi strongly $E$-preinvex, quasi strongly $E$-invex and pseudo strongly $E$-invex functions. Some nontrivial suitable examples have been…
In this paper, we propose a new asymptotic expansion approach for nonlinear filtering based on a small parameter in the system noise. This method expresses the filtering distribution as a power series in the noise level, where the…
Let $p$ be a prime number, $k\ge 0$ and $f$ be a class of arithmetic functions satisfying some simple conditions. In this short paper, we study the asymptotical behaviour of summation function $$\psi_{f,k}(x):=\sum_{n\le x}\Lambda…
Several recent works have demonstrated the powerful algebraic simplifications that can be achieved for scattering amplitudes through a systematic grading of transcendental quantities. We develop these concepts to construct a minimal basis…