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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…

Statistical Finance · Quantitative Finance 2025-02-12 Carsten H. Chong , Viktor Todorov

We study the behavior of the pressure function for H\"{o}lder continuous potentials on mixing subshifts of finite type. The classical theory of thermodynamic formalism shows that such pressure functions are convex, analytic and have slant…

Dynamical Systems · Mathematics 2023-03-01 Tamara Kucherenko , Anthony Quas

In this paper we develop the notion of ergodicity to include functions dominated by a weight $w$. Such functions have polynomial means and include, amongst many others, the $w$-almost periodic functions. This enables us to describe the…

Functional Analysis · Mathematics 2012-06-22 Bolis Basit , A. J. Pryde

This paper is a short overview of the main Abelian- and Tauberian-type results from [4, 14, 26] regarding the asymptotic analysis of different classes of generalized functions in terms of appropriate frames. The Tauberian-type results…

Functional Analysis · Mathematics 2024-04-09 Jasmina Veta Buralieva , Diana T. Stoeva , Katerina Hadzi-Velkova Saneva , Sanja Atanasova

We characterize the complexity functions of subshifts up to asymptotic equivalence. The complexity function of every aperiodic function is non-decreasing, submultiplicative and grows at least linearly. We prove that conversely, every…

Dynamical Systems · Mathematics 2025-09-24 Be'eri Greenfeld , Carlos Gustavo Moreira , Efim Zelmanov

We construct a new class of two-dimensional field theories with target spaces that are finite multiparameter deformations of the usual coset G/H-spaces. They arise naturally, when certain models, related by Poisson-Lie T-duality, develop a…

High Energy Physics - Theory · Physics 2009-10-31 Konstadinos Sfetsos

In this paper we present generalisations of Paley-Wiener type theorems to Mellin and (Laplace-)Fourier transforms of rapidly decreasing smooth functions with positive support and log-polyhomogeneous asymptotic expansion at zero. This…

Functional Analysis · Mathematics 2016-09-20 Cesar del Corral

In [Temme N.M., Special functions. An introduction to the classical functions of mathematical physics, A Wiley-Interscience Publication, John Wiley & Sons, Inc., New York, 1996, Section 11.3.3.1] a uniform asymptotic expansion for the…

Classical Analysis and ODEs · Mathematics 2016-10-26 Gergő Nemes , Adri B. Olde Daalhuis

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…

Analysis of PDEs · Mathematics 2017-08-16 Jingrun Chen , Ling Lin , Zhiwen Zhang , Xiang Zhou

The Riemann-Siegel theta function $\vartheta(t)$ is examined for $t\to+\infty$. Use of the refined asymptotic expansion for $\log\,\g(z)$ shows that the expansion of $\vartheta(t)$ contains an infinite sequence of increasingly subdominant…

Classical Analysis and ODEs · Mathematics 2020-04-09 R. B. Paris

We address the problem of ambiguity of a function determined by an asymptotic perturbation expansion. Using a modified form of the Watson lemma recently proved elsewhere, we discuss a large class of functions determined by the same…

Mathematical Physics · Physics 2011-09-22 Irinel Caprini , Jan Fischer , Ivo Vrkoč

In this paper, we propose a condition on the coefficients of a cohomology-valued power series, which we call ``asymptotically Mittag-Leffler''. We show that if the $J$-function of a Fano manifold is asymptotically Mittag-Leffler, then it…

Differential Geometry · Mathematics 2025-03-11 ChunYin Hau

We derive properties of powers of a function satisfying a second-order linear differential equation. In particular we prove that the n-th power of the function satisfies an (n+1)-th order differential equation and give a simple method for…

Classical Analysis and ODEs · Mathematics 2015-07-29 Naoki Marumo , Toshinori Oaku , Akimichi Takemura

We prove some extension theorems for quaternionic holomorphic functions in the sense of Fueter. Starting from the existence theorem for the nonhomogeneous Cauchy-Riemann-Fueter Problem, we prove that an $\mathbb{H}$-valued function $f$ on a…

Complex Variables · Mathematics 2020-02-27 Marco Maggesi , Donato Pertici , Giuseppe Tomassini

Let G/H be a hyperbolic space over R C or H, and let K be a maximal compact subgroup of G. Let D denote a certain explicit invariant differential operator, such that the non-cuspidal discrete series belong to the kernel of D. For any…

Representation Theory · Mathematics 2013-03-04 Nils Byrial Andersen , Mogens Flensted--Jensen

We consider a space of infinitely smooth functions on an unbounded closed convex set in ${\mathbb R}^n$. It is shown that each function of this space can be extended to an entire function in ${\mathbb C}^n$ satisfying some prescribed growth…

Complex Variables · Mathematics 2009-08-19 I. Kh. Musin , P. V. Fedotova

We study resurgence properties of partition function of SU(2) Chern-Simons theory (WRT invariant) on closed three-manifolds. We check explicitly that in various examples Borel transforms of asymptotic expansions posses expected analytic…

High Energy Physics - Theory · Physics 2016-10-24 Sergei Gukov , Marcos Marino , Pavel Putrov

We present a simple result that allows us to evaluate the asymptotic order of the remainder of a partial asymptotic expansion of the quantile function $h(u)$ as $u\to 0^+$ or $1^-$. This is focussed on important univariate distributions…

Statistics Theory · Mathematics 2017-08-10 Thomas Fung , Eugene Seneta

Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…

Classical Analysis and ODEs · Mathematics 2007-05-23 Angelo B. Mingarelli , Kishin Sadarangani

In this paper, under certain restrictions on linear factors of the denominator of a rational function of two variables, the leading term of the asymptotic expansion of the coefficients is found.

Complex Variables · Mathematics 2019-11-04 Alexander Lyapin