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We demonstrate how the asymptotics for large $|z|$ of the generalised Bessel function \[{}_0\Psi_1(z)=\sum_{n=0}^\infty\frac{z^n}{\Gamma(an+b) n!},\] where $a>-1$ and $b$ is any number (real or complex), may be obtained by exploiting the…

Classical Analysis and ODEs · Mathematics 2020-06-16 R B Paris

Let A be a set of integers. For every integer n, let r_{A,2}(n) denote the number of representations of n in the form n = a_1 + a_2, where a_1 and a_2 are in A and a_1 \leq a_2. The function r_{A,2}: Z \to N_0 \cup {\infty} is the…

Number Theory · Mathematics 2007-05-23 Melvyn B. Nathanson

The Stokes phenomenon is the apparent discontinuous change in the form of the asymptotic expansion of a function across certain rays in the complex plane, known as Stokes lines, as additional expansions, pre-factored by exponentially small…

Classical Analysis and ODEs · Mathematics 2022-12-14 Gergő Nemes

The aim of this paper is to investigate in detail the known large argument asymptotic series of the Lommel function by Stieltjes transform representations. We obtain a number of properties of this asymptotic expansion, including explicit…

Classical Analysis and ODEs · Mathematics 2015-02-16 Gergő Nemes

Let A be a set of integers. For every integer n, let r_{A,h}(n) denote the number of representations of n in the form n = a_1 + a_2 + ... + a_h, where a_1, a_2,...,a_h are in A and a_1 \leq a_2 \leq ... \leq a_h. The function r_{A,h}: Z \to…

Number Theory · Mathematics 2016-12-30 Melvyn B. Nathanson

A representation for the Riemann zeta function valid for arbitrary complex $s=\sigma+it$ is $\zeta(s)=\sum_{n=0}^\infty A(n,s)$, where \[A(n,s)=\frac{2^{-n-1}}{1-2^{1-s}} \sum_{k=0}^n \left(\!\begin{array}{c}n\\k\end{array}\!\right)…

Classical Analysis and ODEs · Mathematics 2021-06-04 R B Paris

The leading asymptotic behaviour of the Humbert functions $\Phi_2$, $\Phi_3$, $\Xi_2$ of two variables is found, when the absolute values of the two independent variables become simultaneosly large. New integral representations of these…

Mathematical Physics · Physics 2018-01-18 Sascha Wald , Malte Henkel

We consider the higher order asymptotics for the mKdV equation in the Painlev\'e sector. We first show that the solution admits a uniform expansion to all orders in powers of $t^{-1/3}$ with coefficients that are smooth functions of…

Analysis of PDEs · Mathematics 2019-08-14 Christophe Charlier , Jonatan Lenells

We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…

Probability · Mathematics 2023-02-22 Andrew Ahn

We consider real-valued solutions $u=u(x|s),x\in\mathbb{R}$ of the second Painlev\'e equation $u_{xx}=xu+2u^3$ which are parametrized in terms of the monodromy data $s\equiv(s_1,s_2,s_3)\subset\mathbb{C}^3$ of the associated Flaschka-Newell…

Mathematical Physics · Physics 2017-02-22 Thomas Bothner

We find the asymptotics of the series $\sum_{n=1}^\infty (-1)^n n^{-1} \exp(-t/n)$ as $t\to+\infty$. The answer is an oscillating function of $t$ dominated by $\exp(-(2\pi t)^{1/2})$. The intermediate step is to find the asymptotics of the…

Classical Analysis and ODEs · Mathematics 2015-08-31 Sergey Sadov

The asymptotic behavior, as $T\to\infty$, of some functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,dW_T(s)$, $t\ge0$ is studied. Here $\xi_T(t)$ is the solution to the time-inhomogeneous It\^{o} stochastic differential…

Probability · Mathematics 2017-11-06 Grigorij Kulinich , Svitlana Kushnirenko

In general, there is an inverse relation between the degree of localization of a wavefunction of a certain class and its transform representation dictated by the scaling property of the Fourier transform. We report that in the case of…

In this study, we consider the asymptotic behaviour of the first discrete Painlev\{e} equation in the limit as the independent variable becomes large. Using an asymptotic series expansion, we identify two types of solutions which are…

Mathematical Physics · Physics 2015-08-19 N. Joshi , C. J. Lustri

We examine the exponentially improved asymptotic expansion of the Lerch zeta function $L(\lambda,a,s)=\sum_{n=1}^\infty \exp (2\pi ni\lambda)/(n+a)^s$ for large complex values of $a$, with $\lambda$ and $s$ regarded as parameters. It is…

Classical Analysis and ODEs · Mathematics 2016-02-02 R B Paris

Singularly-perturbed ordinary differential equations often exhibit Stokes' phenomenon, which describes the appearance and disappearance of oscillating exponentially small terms across curves in the complex plane known as Stokes curves.…

Numerical Analysis · Mathematics 2024-05-15 Christopher J. Lustri , Samuel C. Crew , S. Jonathan Chapman

We construct a new type of convergent, and asymptotic, representations, dyadic expansions. Their convergence is geometric and the region of convergence often extends from infinity down to $0^+$. We show that dyadic expansions are…

Classical Analysis and ODEs · Mathematics 2025-06-17 N. Castillo , O. Costin , R. D. Costin

Exponential L\'evy processes can be used to model the evolution of various financial variables such as FX rates, stock prices, etc. Considerable efforts have been devoted to pricing derivatives written on underliers governed by such…

Pricing of Securities · Quantitative Finance 2012-06-29 Leif Andersen , Alexander Lipton

The aim of this paper is to derive new representations for the Hankel and Bessel functions, exploiting the reformulation of the method of steepest descents by M. V. Berry and C. J. Howls (Berry and Howls, Proc. R. Soc. Lond. A 434 (1991)…

Classical Analysis and ODEs · Mathematics 2014-06-18 Gergő Nemes

For the fifth Painlev\'e transcendents an asymptotic representation by the Jacobi $\mathrm{sn}$-function is presented in cheese-like strips along generic directions near the point at infinity. Its elliptic main part may be understood to…

Classical Analysis and ODEs · Mathematics 2026-03-18 Shun Shimomura