Related papers: Asymptotic representations for some functions and …
We study the asymptotical behavior of the $p$-adic singular Fourier integrals $$ J_{\pi_{\alpha},m;\phi}(t) =\bigl< f_{\pi_{\alpha};m}(x)\chi_p(xt), \phi(x)\bigr> =F\big[f_{\pi_{\alpha};m}\phi\big](t), \quad |t|_p \to \infty, \quad t\in…
We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…
In a recent article the authors obtained a formula which relates explicitly the tail of risk neutral returns with the wing behavior of the Black Scholes implied volatility smile. In situations where precise tail asymptotics are unknown but…
We consider the asymptotic behaviour of the Chern-Simons Green's function of the $\nu=1/\tilde{\phi}$ system for an infinite area in position-time representation. We calculate explicitly the asymptotic form of the Green's function of the…
Asymptotic integration theory gives a collection of results which provide a thorough description of the asymptotic growth and zero distribution of solutions of (*) $f''+P(z)f=~0$, where $P(z)$ is a polynomial. These results have been used…
Let $A_kA_{k-1}\cdots A_1$ be product of some nonnegative 2-by-2 matrices. In general, its elements are hard to evaluate. Under some conditions, we show that $\forall i,j\in\{1,2\},$ $(A_kA_{k-1}\cdots A_1)_{i,j}\sim…
We investigate the asymptotic expansion of integrals analogous to Ball's integral \[\int_0^\infty \left(\frac{\Gamma(1+\nu)|J_\nu(x)|}{(x/2)^\nu}\right)^{\!n}dx\] for large $n$ in which the Bessel function $J_\nu(x)$ is replaced by the…
Hyperasymptotics is an analytical method that incorporates exponentially small contributions into asymptotic approximations, thereby expanding their domain of validity, improving accuracy, and providing deeper insight into the underlying…
Asymptotic properties of certain arithmetic functions involving exponential divisors are investigated.
The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…
It is well known that the inverse function of y = x with the derivative y' = 1 is x = y, the inverse function of y = c with the derivative y' = 0 is inexistent, and so on. Hence, on the assumption that the noninvertibility of the univariate…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
We investigate the concept of an asymptotic e-process, which is a doubly-indexed stochastic process $(E_{m,n})_{m,n\in\mathbb{N}}$ that possesses, asymptotically for an approximation index $m\to\infty$, the properties of an e-process along…
We obtain an asymptotic expansion for $p(n)$, the number of partitions of a natural number $n$, starting from a formula that relates its generating function $f(t), t\in (0,1)$ with the characteristic functions of a family of sums of…
Asymptotic expansions are obtained for contour integrals of the form \[ \int_a^b \exp \left( - zp(t) + z^{\nu /\mu } r(t) \right)q(t)dt, \] in which $z$ is a large real or complex parameter, $p(t)$, $q(t)$ and $r(t)$ are analytic functions…
Here I present a summarised description of the general behavior of waves near turning points. I show that when asymptotic matching to a prescribed incident wavefield is performed, the solution changes from being the Airy function to being…
We study enumeration functions for unimodal sequences of positive integers, where the size of a sequence is the sum of its terms. We survey known results for a number of natural variants of unimodal sequences, including Auluck's generalized…
This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…
A classical fact of the theory of almost periodic functions is the existence of their asymptotic distributions. In probabilistic terms, this means that if $f$ is a Besicovitch almost periodic function and $V$ is a random variable uniformly…
We prove the enveloping property of the known divergent asymptotic expansions of the large real zeros of the cylinder and Airy functions, and thereby answering in the affirmative two conjectures posed by Elbert and Laforgia and by Fabijonas…