Related papers: Asymptotics for hitting times
For estimating the unknown parameters in an unstable autoregressive AR(p), the paper proposes sequential least squares estimates with a special stopping time defined by the trace of the observed Fisher information matrix. The limiting…
This paper studies, in fine details, the long-time asymptotic behavior of decaying solutions of a general class of dissipative systems of nonlinear differential equations in complex Euclidean spaces. The forcing functions decay, as time…
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…
We consider singularly perturbed second order elliptic system in the whole space with fast oscillating coefficients. We construct the complete asymptotic expansions for the eigenvalues converging to the isolated ones of the homogenized…
Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…
For a family of second-order parabolic systems with rapidly oscillating and time-dependent periodic coefficients, we investigate the asymptotic behavior of fundamental solutions and establish sharp estimates for the remainders.
This contribution presents an asymptotic formulation for the stick-slip behaviour of incomplete contacts under oscillatory variation of normal load, moment, shear load and differential bulk tension. The asymptotic description allows us not…
We analyze the long-time asymptotics for the Degasperis--Procesi equation on the half-line. By applying nonlinear steepest descent techniques to an associated $3 \times 3$-matrix valued Riemann--Hilbert problem, we find an explicit formula…
We study local asymptotic properties of likelihood ratios of certain Heston models. We distinguish three cases: subcritical, critical and supercritical models. For the drift parameters, local asymptotic normality is proved in the…
The asymptotic normality in multi-dimension of the nonparametric estimator of the transition probabilities of a Markov renewal chain is proved, and is applied to that of other nonparametric estimators involved with the associated…
New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…
We give asymptotic expressions for the number of commuting matrices over finite fields. For this, we use product expansions for the corresponding generating functions.
Let $(X,f_{1,\infty})$ be a nonautonomous dynamical system. In this paper we summarize known definitions of periodic points for general nonautonomous dynamical systems and propose a new, very natural, definition of asymptotic periodicity.…
This paper investigates asymptotic behavior of a stochastic SIR epidemic model, which is a system with degenerate diffusion. It gives sufficient conditions that are very close to the necessary conditions for the permanence. In addition,…
Below we study theoretically and numerically the asymptotics of the algebraic part of the spectrum for the quasi-exactly solvable sextic potential, its level crossing points, and its monodromy in the complex plane of its parameter. We also…
We prove an asymptotic stability result for a linear coupled hyperbolic-elliptic system on a large class of singular background spacetimes in CMC gauge on the n-torus. At each spatial point these background spacetimes are perturbations of…
One challenge in the estimation of financial market agent-based models (FABMs) is to infer reliable insights using numerical simulations validated by only a single observed time series. Ergodicity (besides stationarity) is a strong…
We develop an asymptotical control theory for one of the simplest distributed (infinite dimensional) oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of…
The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…