Related papers: Approximating the coefficients of the Bessel funct…
Nonparametric density and regression estimators commonly depend on a bandwidth. The asymptotic properties of these estimators have been widely studied when bandwidths are nonstochastic. In practice, however, in order to improve finite…
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…
For the functions from sets $C_\beta^\psi C$ and $C_\beta^\psi L_s, \ 1\leq s\leq\infty$, generated by sequences $\psi(k)>0$ satisfying the condition d'Alembert $\mathop {\rm \lim}\limits_{k\rightarrow\infty}\frac{\psi(k+1)}{\psi(k)}=q, \…
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 study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random…
We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…
This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…
We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…
We study sums with multiplicative functions that take values over a non-homogenous Beatty sequence. We then apply our result in a few special cases to obtain asymptotic formulas such as the number of integers in a Beatty sequence…
We establish formulas for the constant factor in several asymptotic estimates related to the distribution of integer and polynomial divisors. The formulas are then used to approximate these factors numerically.
In [Temme N.M., Special functions. An introduction to the classical functions of mathematical physics, A Wiley-Interscience Publication, John Wiley & Sons, Inc., New York, 1996, Section 11.3.3.1] a uniform asymptotic expansion for the…
Recently, a new $\Delta$ method for the calculation of asymptotic normalization coefficients (ANC) from phase-shift data has been formulated, proved and used for bound states. This method differs from the conventional one by fitting only…
The paper compares probabilistic and exact methods for estimating the asymptotic behavior of summation arithmetic functions, and estimates of the results are obtained by precise methods. Conditions for stationarity in the broad sense are…
This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…
In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…
A theorem of Meinardus provides asymptotics of the number of weighted partitions under certain assumptions on associated ordinary and Dirichlet generating functions. The ordinary generating functions are closely related to Euler's…
We consider the asymptotic properties of Approximate Bayesian Computation (ABC) for the realistic case of summary statistics with heterogeneous rates of convergence. We allow some statistics to converge faster than the ABC tolerance, other…
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.…
Level-based and share-based loss functions are asymptotically equivalent if, in the limit, their averages converge almost surely to a constant ratio. These loss functions take a target value and its realization as arguments and are often…
We prove explicit uniform two-sided bounds for the phase functions of Bessel functions and of their derivatives. As a consequence, we obtain new enclosures for the zeros of Bessel functions and their derivatives in terms of inverse values…