相关论文: Asymptotic Expansion for the Functional of Markovi…

This article is focused on the asymptotic expansions, as time tends to infinity, of solutions of a system of ordinary differential equations with non-smooth nonlinear terms. The forcing function decays to zero in a very complicated but…

We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…

Obvious view of distribution function of Markovian random evolution is found in terms of Bessel functions of n+1-th order.

In this paper, we develop an asymptotic expansion-regularization (AER) method for inverse source problems in two-dimensional nonlinear and nonstationary singularly perturbed partial differential equations (PDEs). The key idea of this…

Brownian motion in R 2 + with covariance matrix $\Sigma$ and drift $\mu$ in the interior and reflection matrix R from the axes is considered. The asymptotic expansion of the stationary distribution density along all paths in R 2 + is found…

We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…

Spatial structure can arise in spatial point process models via a range of mechanisms, including neighbour-dependent directionally biased movement. This spatial structure is neglected by mean-field models, but can have important effects on…

Asymptotic expansion of a variation with anticipative weights is derived by the theory of asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion formula is expressed with the quasi-torsion, quasi-tangent and…

We study some properties concerning the asymptotic behavior of solutions to nonautonomous retarded functional differential equations, depending on the knowledge of certain solutions of the associated generalized characteristic equation.

An asymptotic expansion with respect to a small parameter of the solution of the Cauchy problem is constructed for a system of three transfer equations, two of which are singularly perturbed by the degeneracy of the entire senior part of…

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…

In this paper we consider asymptotic expansions for a class of sequences of symmetric functions of many variables. Applications to classical and free probability theory are discussed.

It is shown that the emergence of obstacles to asymptotic integrability in the analysis of perturbed evolution equations may, often, be a consequence of the manner, in which the freedom in the ex-pansion is exploited in the derivation of…

We study the stochastic diffusive limit of a kinetic radiative transfer equation, which is non-linear, involving a small parameter and perturbed by a smooth random term. Under an appropriate scaling for the small parameter, using a…

In this paper, it is proved that, in a dual context, asymptotic expansions of ordinary linear time-differential equations which possess limiting equations to their limiting equations might be obtained by first discretizing them and then…

For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…

The work is devoted to the construction of the asymptotic behavior of the solution of a singularly perturbed system of equations of parabolic type, in the case when the limit equation has a regular singularity as the small parameter tends…

We derive an asymptotic expansion for the quadratic variation of a stochastic process satisfying a stochastic differential equation driven by a fractional Brownian motion, based on the theory of asymptotic expansion of Skorohod integrals…

We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

The elementary resolution of singularities algorithm of the author's earlier paper (math.CA/0609217) is developed further, replacing the quasibump functions in the blown up coordinates with the characteristic function of a rectangle times a…