相关论文: A sharp Abelian theorem for the Laplace transform

In the "stochastic $\delta N$ formalism", the statistics of the inflationary density perturbation are obtained from the first passage distribution of a stochastic process. We develop a general framework in which to evaluate the rare tail of…

In this paper we study the asymptotic behavior of the Gaussian quasi maximum likelihood estimator of a stationary GARCH process with heavy-tailed innovations. This means that the innovations are regularly varying with index…

In this study, we investigate the behavior of free inertial Active Brownian Particles (ABP) in the presence of thermal noise. While finding a closed-form solution for the joint distribution of positions, orientations, and velocities using…

Pollard used contour integration to show that the Mittag-Leffler function is the Laplace transform of a positive function, thereby proving that it is completely monotone. He also cited personal communication by Feller of a discovery of the…

Large-scale structures originate from coherent motions induced by inhomogeneities in the primeval gravitational potential. Here, we investigate the two-point statistics of the second derivative of the potential, the tidal shear, under the…

Asymptotic expansions are obtained for contour integrals of the form \[ \int_a^b \exp \left( - zp(t) + z^{\nu /\mu } r(t) \right)q(t)dt, \] in which $z$ is a large real or complex parameter, $p(t)$, $q(t)$ and $r(t)$ are analytic functions…

Since the time of the original Greenwood & Williamson paper, it was noticed that abrasion and wear lead to possibly bimodal distribution of asperity height distribution, with the upper tail of asperities following from the characteristics…

We study the Boltzmann equation with hard sphere in a near-equilibrium setting. The initial data is compactly supported in the space variable and has a polynomial tail in the microscopic velocity. We show that the solution can be decomposed…

Based on a fairly precise approximation to the lattice discrepancy of a Lame disc, an asymptotic formula is established for the number of lattice points in a related three-dimensional body, linearly dilated by a large real parameter x.…

We obtain an asymptotic for the fourth moment of truncated Eisenstein series of large Laplacian eigenvalue, verifying for the first time that the main term corresponds to Gaussian random behavior. This is a manifestation of the Random Wave…

We construct the asymptotic approximation to the first eigenvalue and corresponding eigensolution of Laplace's operator inside a domain containing a cloud of small rigid inclusions. The separation of the small inclusions is characterised by…

Axisymmetric steady solutions of Taylor-Couette flow at high Taylor numbers are studied numerically and theoretically. As the axial period of the solution shortens from about one gap length, the Nusselt number goes through two peaks before…

We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional $\alpha$-stable distributions in terms of functions of the parameters of these distributions. In particular, for values of $\alpha$ close to $2$…

We present a method of generation of exact and explicit forms of one-sided, heavy-tailed Levy stable probability distributions g_{\alpha}(x), 0 \leq x < \infty, 0 < \alpha < 1. We demonstrate that the knowledge of one such a distribution…

Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…

In this work, we investigate the effects of chirality, accounting for translational diffusion, on active Brownian particles in two and three dimensions. Despite the inherent complexity in solving the Fokker-Planck equation, we demonstrate a…

To recover the topology of a manifold in the presence of heavy tailed or exponentially decaying noise, one must understand the behavior of geometric complexes whose points lie in the tail of these noise distributions. This study advances…

It has been known for some time that a 3D incompressible Euler flow that has initially a barely smooth velocity field nonetheless has Lagrangian fluid particle trajectories that are analytic in time for at least a finite time (Ph. Serfati…

The Lagrangian velocity statistics of dissipative drift-wave turbulence are investigated. For large values of the adiabaticity (or small collisionality), the probability density function of the Lagrangian acceleration shows exponential…

This paper derives the analytic form of the $h$-step ahead prediction density of a GARCH(1,1) process under Gaussian innovations, with a possibly asymmetric news impact curve. The contributions of the paper consists both in the derivation…