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Parametric high-dimensional regression analysis requires the usage of regularization terms to get interpretable models. The respective estimators can be regarded as regularized M-functionals which are naturally highly nonlinear. We study…

We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…

In this paper we study random representations of fundamental groups of surfaces into special unitary groups. The random model we use is based on a symplectic form on moduli space due to Atiyah, Bott, and Goldman. Let $\Sigma_{g}$ denote a…

Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…

We present an alternative proof of asymptotic freeness of independent sample covariance matrices, when the dimension and the sample size grow at the same rate, by embedding these matrices into Wigner matrices of a larger order and using…

The eigenvalues of Toeplitz matrices $T_{n}(f)$ with a real-valued symbol $f$, satisfying some conditions and tracing out a simple loop over the interval $[-\pi,\pi]$, are known to admit an asymptotic expansion with the form \[…

The purpose of this paper is to describe asymptotic formulas for determinants of a sum of finite Toeplitz and Hankel matrices with singular generating functions. The formulas are similar to those of the analogous problem for finite Toeplitz…

We consider the asymptotic solutions of an interface problem corresponding to an elliptic partial differential equation with Dirich- let boundary condition and transmission condition, subject to the small geometric perturbation and the high…

This paper develops a method to carry out the large-$N$ asymptotic analysis of a class of $N$-dimensional integrals arising in the context of the so-called quantum separation of variables method. We push further ideas developed in the…

We analytically compute asymptotic expansions of a 1-dimensional sub-manifold of stable and unstable manifolds in a 4-dimensional symplectic mapping by using the method called asymptotic expansions beyond all orders. This method enables us…

We develop the theory of a new type of asymptotic expansions for functions of two variables the coefficients of which contain functions of one of the variables as well as functions of the quotient of these two variables. These combined…

We develop the theory of a new type of asymptotic expansions for functions of two variables the coefficients of which contain functions of one of the variables as well as functions of the quotient of these two variables. These combined…

We study the distribution of partition parts in arithmetic progressions and find asymptotic results that capture all exponentially growing terms. This is accomplished by studying the behavior of non-modular Eisenstein series that appear in…

Here we give brief account of hermitian symplectic spaces, showing that they are intimately connected to symmetric as well as self-adjoint extensions of a symmetric operator. Furthermore we find an explicit parameterisation of the Lagrange…

We enumerate the connected graphs that contain a number of edges growing linearly with respect to the number of vertices. So far, only the first term of the asymptotics and a bound on the error were known. Using analytic combinatorics, ie…

We carry out the asymptotic analysis as $n \to \infty$ of a class of orthogonal polynomials $p_{n}(z)$ of degree $n$, defined with respect to the planar measure \begin{equation*} d\mu(z) = (1-|z|^{2})^{\alpha-1}|z-x|^{\gamma}\mathbf{1}_{|z|…

We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…

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…

We explain a discontinuous drop in the exponential growth rate for certain multivariate generating functions at a critical parameter value, in even dimensions d at least 4. This result depends on computations in the homology of the…

Given a principal bundle with a connection, we look for an asymptotic expansion of the holonomy of a loop in terms of its length. This length is defined relative to some Riemannian or sub-Riemannian structure. We are able to give an…