相关论文: Asymptotics of probability characteristics of addi…

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

The objective of this paper is the study of functions which only act on the digits of an expansion. In particular, we are interested in the asymptotic distribution of the values of these functions. The presented result is an extension and…

The paper explores various special functions which generalize the two-parametric Mittag-Leffler type function of two variables. Integral representations for these functions in different domains of variation of arguments for certain values…

An overview of results and problems concerning the asymptotic behaviour for summatory functions of a certain class of additive functions is given. The class of functions in question involves Karamata's regular variation. Some new Abelian…

We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…

Asymptotic solutions are derived for inhomogeneous differential equations having a large real or complex parameter and a simple turning point. They involve Scorer functions and three slowly varying analytic coefficient functions. The…

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.

Generalizing the well-known mean-value property of harmonic functions, we prove that a p-harmonic function of two variables satisfies, in a viscosity sense, two asymptotic formulas involving its local statistics. Moreover, we show that…

The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…

In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is…

This paper provides a detailed description for the asymptotics of exponential functionals of random walks with light/heavy tails. We give the convergence rate based on the key observation that the asymptotics depends on the sample paths…

We prove a conjecture of Broadurst (arXiv:1004.0519v1) on asymptotic expansions of certain polylogarithm type functions related to the Dickman function.

A certain class of directed metric graphs is considered. Asymptotics for a number of possible endpoints of a random walk at large times is found.

Some properties of integral averages of functions on intervals and their asymptotic behavior are investigated. The results are aimed at applications to entire and subharmonic functions.

In this paper we use a probabilistic approach to derive the expressions for the characteristic functions of basic statistics defined on permutation tableaux. Since our expressions are exact, we can identify the distributions of basic…

This paper proves several assertions on sufficient conditions for the convergence of additive arithmetic functions to the normal distribution. A generalization of the Erdos-Kac theorem was proved and determines the rate of convergence of…

This paper presents the asymptotic analysis of random lattices in high dimensions to clarify the distance properties of the considered lattices. These properties not only indicate the asymptotic value for the distance between any pair of…

Integral representations play a prominent role in the analysis of entire functions. The representations of generalized Mittag-Leffler type functions and their asymptotics have been (and still are) investigated by plenty of authors in…

In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…

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…