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This work is devoted to the asymptotic behavior of eigenvalues of an elliptic operator with rapidly oscillating random coefficients on a bounded domain with Dirichlet boundary conditions. A sharp convergence rate is obtained for isolated…

Analysis of PDEs · Mathematics 2022-05-18 Mitia Duerinckx

The paper studies asymptotic behavior of the loss probability for the $GI/M/m/n$ queueing system as $n$ increases to infinity. The approach of the paper is based on applications of classic results of Tak\'acs (1967) and the Tauberian…

Probability · Mathematics 2021-06-30 Vyacheslav M. Abramov

When numerically integrating canonical Hamiltonian systems, the long-term conservation of some of its invariants, among which the Hamiltonian function itself, assumes a central role. The classical approach to this problem has led to the…

Numerical Analysis · Mathematics 2012-06-21 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

We give a bare-hands approach to the martingale representation theorem for integer valued random measures, which allows for a wide class of infinite activity jump processes, as well as all processes with well-ordered jumps.

Probability · Mathematics 2013-10-24 Samuel N. Cohen

There has been some work in the literature on limit theorems for the trace of commutators for compact Lie groups. We revisit this from the perspective of combinatorial representation theory.

Representation Theory · Mathematics 2025-02-14 Jason Fulman

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…

Statistics Theory · Mathematics 2019-10-18 Tetsuya Kaji

In recent years it was recognized that properties of physical systems such as entanglement, athermality, and asymmetry, can be viewed as resources for important tasks in quantum information, thermodynamics, and other areas of physics. This…

Quantum Physics · Physics 2015-08-31 Fernando G. S. L. Brandão , Gilad Gour

We study transport processes on infinite networks. The solution of these processes can be modeled by an operator semigroup on a suitable Banach space. Classically, such semigroups are strongly continuous and therefore their asymptotic…

Functional Analysis · Mathematics 2022-11-18 Alexander Dobrick

We consider the asymptotic normalcy of families of random variables $X$ which count the number of occupied sites in some large set. We write $Prob(X=m)=p_mz_0^m/P(z_0)$, where $P(z)$ is the generating function $P(z)=\sum_{j=0}^{N}p_jz^j$…

Combinatorics · Mathematics 2015-08-19 J. L. Lebowitz , B. Pittel , D. Ruelle , E. R. Speer

In previous work of C. A. Tracy and the author asymptotic formulas were derived for certain operator determinants whose interest lay in the fact that quotients of them gave solutions to the cylindrical Toda equations. In the present paper…

Functional Analysis · Mathematics 2007-05-23 Harold Widom

Motivated by a random matrix theory model from wireless communications, we define random operator-valued matrices as the elements of $L^{\infty-}(\Omega,{\mathcal F},{\mathbb P}) \otimes M_d({\mathcal A})$ where $(\Omega,{\mathcal…

Probability · Mathematics 2014-10-15 Mario Diaz

Aggregation processes with an arbitrary number of conserved quantities are investigated. On the mean-field level, an exact solution for the size distribution is obtained. The asymptotic form of this solution exhibits nontrivial ``double''…

Condensed Matter · Physics 2009-10-28 P. L. Krapivsky , E. Ben-Naim

We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…

Probability · Mathematics 2023-11-07 Dalibor Volny

We develop elements of a general dilation theory for operator-valued measures and bounded linear maps between operator algebras that are not necessarily completely-bounded. We prove our main results by extending and generalizing some known…

Operator Algebras · Mathematics 2012-07-23 Deguang Han , David R. Larson , Bei Liu , Rui Liu

In this paper, we analyze the preservation of asymptotic properties of partially dissipative hyperbolic systems when switching to a discrete setting. We prove that one of the simplest consistent and unconditionally stable numerical methods…

Analysis of PDEs · Mathematics 2024-04-17 Timothée Crin-Barat , Dragoş Manea

We study asymptotics of traces of (noncommutative) monomials formed by images of certain elements of the universal enveloping algebra of the infinite-dimensional unitary group in its Plancherel representations. We prove that they converge…

Representation Theory · Mathematics 2012-03-15 Alexei Borodin , Alexey Bufetov

Using Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including…

Statistics Theory · Mathematics 2010-11-29 Zhidong Bai , Xiaoying Wang , Wang Zhou

The field of analytic combinatorics is dedicated to the creation of effective techniques to study the large-scale behaviour of combinatorial objects. Although classical results in analytic combinatorics are mainly concerned with univariate…

Combinatorics · Mathematics 2024-04-25 Stephen Melczer , Tiadora Ruza

We study higher-order asymptotic expansions of eigenvalues in perturbed transfer operators, of the corresponding eigenfunctions and of the corresponding eigenvectors of the dual operators. In our main result, we give explicit expressions of…

Dynamical Systems · Mathematics 2022-05-26 Haruyoshi Tanaka

An algorithm for the symbolic computation of recursion operators for systems of nonlinear differential-difference equations (DDEs) is presented. Recursion operators allow one to generate an infinite sequence of generalized symmetries. The…

Symbolic Computation · Computer Science 2011-04-21 Ünal Göktaş , Willy Hereman