Related papers: Approximating the coefficients of the Bessel funct…
We determine the asymptotic density $\delta_k$ of the set of ordered $k$-tuples $(n_1,...,n_k)\in \N^k, k\ge 2$, such that there exists no prime power $p^a$, $a\ge 1$, appearing in the canonical factorization of each $n_i$, $1\le i\le k$,…
The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on }…
We prove various estimates for the asymptotics of counting functions associated to point sets of coherent frames and Riesz sequences. The obtained results recover the necessary density conditions for coherent frames and Riesz sequences for…
Let $\mu_1$ and $\mu_2$ be two complex-valued Borel measures on the real line such that $\operatorname{supp} \mu_1 =[\alpha_1,\beta_1] < \operatorname{supp} \mu_2 =[\alpha_2,\beta_2]$ and ${\rm d}\mu_i(x) = -\rho_i(x){\rm d}x/2\pi {\rm i}$,…
We determine the asymptotic behavior of the realized power variations, or more generally of sums of a given test function evaluated at the successive increments of a L\'{e}vy process. One can completely elucidate the first order behavior…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
This paper develops a deeper understanding of the structure and combinatorial significance of the partition function for Hermitian random matrices. The coefficients of the large N expansion of the logarithm of this partition function,also…
We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical…
Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the…
We investigate smooth approximations of functions, with prescribed gradient behavior on a distinguished stratified subset of the domain. As an application, we outline how our results yield important consequences for a recently introduced…
We consider the interacting Bessel processes, a family of multiple-particle systems in one dimension where particles evolve as individual Bessel processes and repel each other via a log-potential. We consider two limiting regimes for this…
For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…
In this paper, we analyze the asymptotic behavior of a system of interacting reinforced stochastic processes $({\bf Z}_n, {\bf N}_n)_n$ on a directed network of $N$ agents. The system is defined by the coupled dynamics ${\bf…
We consider goodness-of-fit tests for uniformity of a multinomial distribution by means of tests based on a class of symmetric statistics, defined as the sum of some function of cell-frequencies. We are dealing with an asymptotic regime,…
We derive asymptotic estimates for the coefficient of $z^{k}$ in $\left( f\left( z\right) \right) ^{n}$ when $n\rightarrow \infty $ and $k$ is of order $n^{\delta }$, where $0<\delta <1,$ and $f\left( z\right) $ is a power series satisfying…
Near-Gaussian probability densities are common in many important physical applications. Here we develop an asymptotic expansion methodology for computing entropic functionals for such densities. The expansion proposed is a close relative of…
Aiming to remedy the incorrect asymptotic behavior of conventional semilocal exchange-correlation (XC) density functionals for finite systems, we propose an asymptotic correction scheme, wherein an exchange density functional whose…
Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely unknown, making it intractable. ABC defines a…
A new short clear proof of the asymptotics for the number $c_n$ of real roots of the Bernoulli polynomials $B_n(x)$, as well as for the maximal root $y_n$: $$y_n=\frac{n}{2\pi e}+\frac{\ln(n)}{4\pi e}+O(1)\quad\text{and}\quad…
This paper investigates the second order asymptotic expansion for tail probabilities of discounted aggregate claims in continuous-time renewal risk models with constant interest force. Concretely, two types of continuous-time renewal risk…