Related papers: Asymptotics of Some Feynman-Kac Functionals
In this article we study the long time behavior of linear functionals of branching diffusion processesas well as the time reversal of the spinal process by means of spectral properties of the Feynman-Kacsemigroup. We generalize for this non…
The coefficient sequences of multivariate rational functions appear in many areas of combinatorics. Their diagonal coefficient sequences enjoy nice arithmetic and asymptotic properties, and the field of analytic combinatorics in several…
We give an informal introduction to the most basic techniques used to evaluate moments on the critical line of the Riemann zeta-function and to find asymptotics for sums of arithmetic functions.
Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of…
Suppose that $\alpha \in (0,2)$ and that $X$ is an $\alpha$-stable-like process on $\R^d$. Let $F$ be a function on $\R^d$ belonging to the class $\bf{J_{d,\alpha}}$ (see Introduction) and $A_{t}^{F}$ be $\sum_{s \le t}F(X_{s-},X_{s}), t>…
In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action…
For Markov processes over discrete configurations, an asymptotic bound on the uncertainty of stochastic fluxes is derived in terms of the harmonic mean of decay rates with respect to the stationary distribution. This bound is necessarily…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
The Pitman sampling formula has been intensively studied as a distribution of random partitions. One of the objects of interest is the length $K (= K_{n,\theta,\alpha})$ of a random partition that follows the Pitman sampling formula, where…
Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number…
This paper develops further and systematically the asymptotic expansion theory that was initiated by Foias and Saut in [11]. We study the long-time dynamics of a large class of dissipative systems of nonlinear ordinary differential…
We describe the "Feynman diagram" approach to nonrelativistic quantum mechanics on R^n, with magnetic and potential terms. In particular, for each classical path \gamma connecting points q_0 and q_1 in time t, we define a formal power…
Let $f: {\mathbb R}\to {\mathbb R}$ be a measurable function satisfying \begin{equation*} f(x+1)=f(x), \qquad \int_0^1 f(x)\, dx=0, \qquad \int_0^1 f^2(x)\, dx<\infty. \end{equation*} The asymptotic properties of series $\sum c_k f(kx)$…
In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…
We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a new result about the moderate deviations principle for…
The method of Feynman-Kac perturbation of quantum stochastic processes has a long pedigree, with the theory usually developed within the framework of processes on von Neumann algebras. In this work, the theory of operator spaces is…
This work gives a general approach to the determination of the asymptotic behavior of the sums of functions of primes based on the distribution of primes. It refines the estimate of the remainder term of the asymptotic expansion of the sums…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
The $K$-function is arguably the most important functional summary statistic for spatial point processes. It is used extensively for goodness-of-fit testing and in connection with minimum contrast estimation for parametric spatial point…
We obtain weak rates for approximation of an integral functional of a Markov process by integral sums. An assumption on the process is formulated only in terms of its transition probability density, and, therefore, our approach is not…