Related papers: On Asymptotics for the Airy Process
The totally asymmetric simple exclusion process (TASEP) on the one-dimensional lattice with the Bernoulli \rho measure as initial conditions, 0<\rho<1, is stationary in space and time. Let N_t(j) be the number of particles which have…
We consider the asymptotics of the partition function of the extended Gross-Witten-Wadia unitary matrix model by introducing an extra logarithmic term in the potential. The partition function can be written as a Toeplitz determinant with…
The paper concerns asymptotic studies for the sixth Painlev\'e transcendent as independent variable tends to infinity. The primary tool is averaging and the Whitham method. Elliptic ansatz, appropriate modulation equation and asymptotics…
In this paper, we study the asymptotics of the Hahn polynomials Q_n(x; {\alpha}, {\beta}, N) as the degree n grows to infinity, when the parameters {\alpha} and {\beta} are fixed and the ratio of n/N = c is a constant in the interval (0,…
The Airy$_{\beta }$ random point fields ($ \beta = 1,2,4$) are random point fields emerging as the soft-edge scaling limits of eigenvalues of Gaussian random matrices. We construct the unlabeled diffusion reversible with respect to the…
We show that the one-parameter family of special solutions of P$_\mathrm{II}$, the second Painlev\'e equation, constructed from the Airy functions, as well as associated solutions of P$_\mathrm{XXXIV}$ and S$_\mathrm{II}$, can be expressed…
We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…
We extend the formalism of integrable operators a' la Its-Izergin-Korepin-Slavnov to matrix-valued convolution operators on a semi-infinite interval and to matrix integral operators with a kernel of the form E_1^T(x) E_2(y)/(x+y) thus…
We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked…
For a singularly perturbed system of reaction--diffusion equations, assuming that the 0th order solutions in regular and singular regions are all stable, we construct matched asymptotic expansions for formal solutions to any desired order…
In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…
We give an overview of basic methods that can be used for obtaining asymptotic expansions of integrals: Watson's lemma, Laplace's method, the saddle point method, and the method of stationary phase. Certain developments in the field of…
The Peaks Over Threshold (POT) method is the most popular statistical method for the analysis of univariate extremes. Even though there is a rich applied literature on Bayesian inference for the POT, the asymptotic theory for such proposals…
Using the Riemann-Hilbert approach, we explicitly construct the asymptotic $\Psi$-function corresponding to the solution $y\sim\pm\sqrt{-x/2}$ as $|x|\to\infty$ to the second Painlev\'e equation $y_{xx}=2y^3+xy-\alpha$. We precisely…
In the totally asymmetric simple exclusion process (TASEP) two processes arise in the large time limit: the Airy_1 and Airy_2 processes. The Airy_2 process is an universal limit process occurring also in other models: in a stochastic growth…
We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variable and random stationary ergodic in time. As was proved in [25] and [13] in this case…
We construct complete asymptotic expansions of solutions of the 1D semiclassical Schr\"odinger equation near transition points. There are three main novelties: (1) transition points of order $\kappa\geq 2$ (i.e.\ trapped points -- the…
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…
The Stieltjes constants $\gamma_n$ appear in the coefficients in the Laurent expansion of the Riemann zeta function $\zeta(s)$ about the simple pole $s=1$. We present an asymptotic expansion for $\gamma_n$ as $n\rightarrow \infty$ based on…
First approach of invariant densities of a Perron Frobenius operator. Asymptotic behaviours of ODE or PDE, as, are most interesting. The associed infinitesimal iteration is. If is partially linear, a random distribution can be asymptotic…