Related papers: Asymptotics of Some Feynman-Kac Functionals

We introduce a general class of generating functionals for the calculation of quantum-mechanical expectation values of arbitrary functionals of fluctuating paths with fixed end points in configuration or momentum space. The generating…

Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…

Let \{X_1, X_2, ...\} be a sequence of independent and identically distributed positive random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a counting process independent of the X_i's. For any fixed t\geq 0,…

We express the asymptotics of the remainders of the partial sums {s_n} of the generalized hypergeometric function q+1_F_q through an inverse power series z^n n^l \sum_k c_k/n^k, where the exponent l and the asymptotic coefficients {c_k} may…

We show that there exists an entire function without finite asymptotic values for which the associated Newton function tends to infinity in some invariant domain. The question whether such a function exists had been raised by Douady.

This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…

We use the theory of functions of noncommuting operators (noncommutative analysis) to solve an asymptotic problem for a partial differential equation and show how, starting from general constructions and operator formulas that seem to be…

We are interested in the asymptotic behavior of Markov chains on the set of positive integers for which, loosely speaking, large jumps are rare and occur at a rate that behaves like a negative power of the current state, and such that small…

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimated by local smoothing methods, e.g. local linear estimator.…

We perform a thorough analysis of the relationship between discrete and series representation path integral methods, which are the main numerical techniques used in connection with the Feynman-Kac formula. First, a new interpretation of the…

In this paper we study the asymptotic behaviour of empirical processes when parameters are estimated, assuming that the underlying sequence of random variables is long-range dependent. We show completely different phenomena compared to…

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

In the present paper the asymptotic formulae for the first moment of the Riemann zeta-function on the critical line is proven under assumption of the Riemann Hypothesis.

Some well-known examples of constrained quantum systems commonly quantized via Feynman path integrals are re-examined using the notion of conditional integrators introduced in [1]. The examples yield some new perspectives on old results. As…

We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…

In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class…

We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…

We present a simple derivation of a Feynman-Kac type formula to study fermionic systems. In this approach the real time or the imaginary time dynamics is expressed in terms of the evolution of a collection of Poisson processes. A computer…

A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive asymptotic results for linear and quadratic functionals of…