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We show that the asymptotic $1/N$ expansion for the averages of linear statistics of the GUE is convergent when the test function is an entire function of order two and finite type. This allows to fully recover the mean eigenvalue density…

Probability · Mathematics 2017-08-01 Offer Kopelevitch

In this paper, we obtain asymptotic formulae on nilmanifolds $\Gamma \backslash G$, wher $G$ is any stratified (or even graded) nilpotent Lie group equipped with a co-compact discrete subgroup $\Gamma$. We study especially the asymptotics…

Differential Geometry · Mathematics 2021-12-03 Veronique Fischer

Borel summable semiclassical expansions in 1D quantum mechanics are considered. These are the Borel summable expansions of fundamental solutions and of quantities constructed with their help. An expansion, called topological,is constructed…

Quantum Physics · Physics 2008-11-26 Stefan Giller

Bessel and modified Bessel functions of imaginary order $i\nu$ ($\nu >0$) are studied. Asymptotic expansions are derived as $\nu \to \infty$ that are uniformly valid in unbounded complex domains, with error bounds provided. Coupled with…

Classical Analysis and ODEs · Mathematics 2025-07-04 T. M. Dunster

Let $(M,g)$ be some smooth, closed, compact Riemannian manifold and $(M_N\mapsto M)_N$ be an increasing sequence of large degree cyclic covers of $M$ that converges when $N\rightarrow +\infty$, in a suitable sense, to some limit…

Mathematical Physics · Physics 2026-01-13 Nguyen Viet Dang , Jiasheng Lin , Frédéric Naud

Let $G$ be a dense graph with good expansion properties and not too close to being bipartite. Let $\boldsymbol d$ be a graphical degree sequence. Under very weak conditions, we find the number of subgraphs of $G$ with degree sequence…

Combinatorics · Mathematics 2025-08-27 Mikhail Isaev , Brendan D. McKay

Asymptotic expansions are derived for associated Legendre functions of degree $\nu$ and order $\mu$, where one or the other of the parameters is large. The expansions are uniformly valid for unbounded real and complex values of the argument…

Classical Analysis and ODEs · Mathematics 2025-07-04 T. M. Dunster

We present a new gradient-like dynamical system related to unconstrained convex smooth multiobjective optimization which involves inertial effects and asymptotic vanishing damping. To the best of our knowledge, this system is the first…

Optimization and Control · Mathematics 2024-03-28 Konstantin Sonntag , Sebastian Peitz

We propose a form factor approach for the computation of the large distance asymptotic behavior of correlation functions in quantum critical (integrable) models. In the large distance regime we reduce the summation over all excited states…

High Energy Physics - Theory · Physics 2015-05-30 N. Kitanine , K. K. Kozlowski , J. M. Maillet , N. A. Slavnov , V. Terras

We study the asymptotic properties of an estimator of Hurst parameter of a stochastic differential equation driven by a fractional Brownian motion with $H > 1/2$. Utilizing the theory of asymptotic expansion of Skorohod integrals introduced…

Probability · Mathematics 2024-07-03 Hayate Yamagishi

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

The block maxima (BM) approach in extreme value analysis fits a sample of block maxima to the Generalized Extreme Value (GEV) distribution. We consider all potential blocks from a sample, which leads to the All Block Maxima (ABM) estimator.…

Statistics Theory · Mathematics 2026-04-14 Jochem Oorschot , Chen Zhou

We compute a sharp small-time estimate for implied volatility under a general uncorrelated local-stochastic volatility model. For this we use the Bellaiche \cite{Bel81} heat kernel expansion combined with Laplace's method to integrate over…

Pricing of Securities · Quantitative Finance 2017-02-07 John Armstrong , Martin Forde , Matthew Lorig , Hongzhong Zhang

We present an asymptotic expansion formula of an estimator for the drift coefficient of the fractional Ornstein-Uhlenbeck process. As the machinery, we apply the general expansion scheme for Wiener functionals recently developed by the…

Probability · Mathematics 2024-04-05 Ciprian A. Tudor , Nakahiro Yoshida

Asymptotic expansions are given for large values of $n$ of the generalized Bessel polynomials $Y_n^\mu(z)$. The analysis is based on integrals that follow from the generating functions of the polynomials. A new simple expansion is given…

Classical Analysis and ODEs · Mathematics 2011-01-26 José Luis López , Nico M. Temme

The results of part I (hep-ph/9612284) are used to obtain full asymptotic expansions of Feynman diagrams renormalized within the MS-scheme in the regimes when some of the masses and external momenta are large with respect to the others. The…

High Energy Physics - Phenomenology · Physics 2008-11-26 G. B. Pivovarov , F. V. Tkachov

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…

Classical Analysis and ODEs · Mathematics 2015-06-26 Todor D. Todorov

In this paper, we develop Windschitl's approximation formula for the gamma function to two asymptotic expansions by using a little known power series. In particular, for $n\in \mathbb{N}$ with $n\geq 4$, we have \begin{equation*} \Gamma…

Classical Analysis and ODEs · Mathematics 2017-12-22 Zhen-Hang Yang , Jing-Feng Tian

We will use a discrete analogue of the classical \emph{Laplace} method to show that for infinitely many positive integers $n$, the main term of the asymptotic expansions of scaled confluent basic hypergeometric functions, including the…

Classical Analysis and ODEs · Mathematics 2007-05-23 Ruiming Zhang

The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…

Mathematical Physics · Physics 2015-03-17 Martin Heida