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A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Levy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is…

Probability · Mathematics 2011-02-08 Victoria P. Knopova , Alexey M. Kulik

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…

Probability · Mathematics 2007-05-23 Ph . Barbe , W. P. McCormick , C. Zhang

We consider the fragmentation at nodes of the L\'{e}vy continuous random tree introduced in a previous paper. In this framework we compute the asymptotic for the number of small fragments at time $\theta$. This limit is increasing in…

Probability · Mathematics 2007-05-23 Romain Abraham , Jean-François Delmas

We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…

Exactly Solvable and Integrable Systems · Physics 2010-12-14 Gaetan Borot , Bertrand Eynard

We discuss asymptotics for large random planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with index $\alpha\in(1,2)$. When the number $n$ of…

Probability · Mathematics 2017-08-23 Jean-François Le Gall , Grégory Miermont

The aim of this article is to analyze the asymptotic behaviour of the eigenvalues of elliptic operators in divergence form with mixed boundary type conditions for domains that become unbounded in several directions, while they stay bounded…

Analysis of PDEs · Mathematics 2025-11-03 Prosenjit Roy , Itai Shafrir

The standard one-parameter scaling theory predicts that all eigenstates in two-dimensional random lattices are weakly localized. We show that this claim fails in two-dimensional dipolar Frenkel exciton systems. The linear energy dispersion…

Disordered Systems and Neural Networks · Physics 2007-05-23 A. Rodriguez , M. A. Martin-Delgado , J. Rodriguez-Laguna , G. Sierra , V. A. Malyshev , F. Dominguez-Adame , J. P. Lemaistre

We study graphs whose vertex degree tends and which are, therefore, called rapidly branching. We prove spectral estimates, discreteness of spectrum, first order eigenvalue and Weyl asymptotics solely in terms of the vertex degree growth.…

Spectral Theory · Mathematics 2014-11-10 Matthias Keller , Felix Pogorzelski , Florentin Münch

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

Probability · Mathematics 2025-03-27 Kateryna Akbash , Ivan Matsak

We study the distribution of values of automorphic $L$-functions in a family of holomorphic cusp forms with prime level. We prove an asymptotic formula for a certain density function closely related to this value-distribution. The formula…

Number Theory · Mathematics 2024-10-16 Masahiro Mine

We consider an estimation problem of expected functionals of a general random element that values in a metric space. If the functional forms an explicit function of some unknown parameters, we can estimate it by plugging-in a suitable…

Statistics Theory · Mathematics 2020-09-02 Yasutaka Shimizu

We study the global well-posedness and asymptotic behavior for a semilinear damped wave equation with Neumann boundary conditions, modelling a one-dimensional linearly elastic body interacting with a rigid substrate through an adhesive…

We consider the transmission eigenvalue problem for an impenetrable obstacle with Dirichlet boundary condition surrounded by a thin layer of non-absorbing inhomogeneous material. We derive a rigorous asymptotic expansion for the first…

Analysis of PDEs · Mathematics 2013-12-06 Fioralba Cakoni , Nicolas Chaulet , Houssem Haddar

We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…

Mathematical Physics · Physics 2013-07-16 Motohisa Fukuda , Piotr Śniady

We study the asymptotic distribution, as the volume parameter goes to 1, of the peak (largest part) of finite- or slowly-growing-width cylindric plane partitions weighted by their trace, seam, and volume. There are two natural asymptotic…

Probability · Mathematics 2021-12-01 Dan Betea , Alessandra Occelli

Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…

Probability · Mathematics 2026-01-14 Oliver Johnson , Lampros Gavalakis , Ioannis Kontoyiannis

The transmission eigenvalue problem is a system of two second-order elliptic equations of two unknowns equipped with the Cauchy data on the boundary. In this work, we establish the Weyl law for the eigenvalues and the completeness of the…

Analysis of PDEs · Mathematics 2023-01-18 Jean Fornerod , Hoai-Minh Nguyen

In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.

Probability · Mathematics 2019-01-11 Sergey G. Bobkov , Arnaud Marsiglietti

For a finite random graph, we defined a simple model of statistical mechanics. We obtain an annealed asymptotic result for the random partition function for this model on finite random graphs as n; the size of the graph is very large. To…

Mathematical Physics · Physics 2018-01-03 Kwabena Doku-Amponsah
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