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Many statistical models have likelihoods which are intractable: it is impossible or too expensive to compute the likelihood exactly. In such settings, a common approach is to replace the likelihood with an approximation, and proceed with…

统计理论 · 数学 2016-11-23 Helen Ogden

Bessel and modified Bessel functions of imaginary order $i\nu$ ($\nu >0$) are studied. Asymptotic expansions are derived as $\nu \to \infty$ that are uniformly valid in unbounded complex domains, with error bounds provided. Coupled with…

经典分析与常微分方程 · 数学 2025-07-04 T. M. Dunster

We introduce a new representation for the rescaled Appell polynomials and use it to obtain asymptotic expansions to arbitrary order. This representation consists of a finite sum and an integral over a universal contour (i.e. independent of…

经典分析与常微分方程 · 数学 2019-11-19 J. Fernando Barbero G , Jesús Salas , Eduardo J. S. Villaseñor

Let $\Delta(x)$ be the error term of the Dirichlet divisor problem. The asymptotic formula of the integral $\int_1^T\Delta^k(x)dx$ is established for any integer $3\leq k\leq 9$ by an unified method. Similar results are also established for…

数论 · 数学 2016-09-21 Wenguang Zhai

We present improved methods for calculating confidence intervals and $p$-values in situations where standard asymptotic approaches fail due to small sample sizes. We apply these techniques to a specific class of statistical model that can…

数据分析、统计与概率 · 物理学 2024-01-11 Enzo Canonero , Alessandra Rosalba Brazzale , Glen Cowan

We present an asymptotic expansion formula of an estimator for the drift coefficient of the fractional Ornstein-Uhlenbeck process. As the machinery, we apply the general expansion scheme for Wiener functionals recently developed by the…

概率论 · 数学 2024-04-05 Ciprian A. Tudor , Nakahiro Yoshida

Finding the optimal design of experiments in the Bayesian setting typically requires estimation and optimization of the expected information gain functional. This functional consists of one outer and one inner integral, separated by the…

数值分析 · 数学 2024-11-26 Arved Bartuska , Luis Espath , Raúl Tempone

In this paper we give an asymptotic expansion including error terms for the number of cycles in homology classes for connected graphs. Mainly, we obtain formulae about the coefficients of error terms which depend on the homology classes and…

数学物理 · 物理学 2009-11-10 Dongsheng Liu

Hyperasymptotics is an analytical method that incorporates exponentially small contributions into asymptotic approximations, thereby expanding their domain of validity, improving accuracy, and providing deeper insight into the underlying…

经典分析与常微分方程 · 数学 2026-02-17 Gergő Nemes

We derive optimal and asymptotically exact a posteriori error estimates for the approximation of the Laplace eigenvalue problem. To do so, we combine two results from the literature. First, we use the hypercircle techniques developed for…

数值分析 · 数学 2022-04-08 Philip L. Lederer

In [Temme N.M., Special functions. An introduction to the classical functions of mathematical physics, A Wiley-Interscience Publication, John Wiley & Sons, Inc., New York, 1996, Section 11.3.3.1] a uniform asymptotic expansion for the…

经典分析与常微分方程 · 数学 2016-10-26 Gergő Nemes , Adri B. Olde Daalhuis

The Laplace approximation is an old, but frequently used method to approximate integrals for Bayesian calculations. In this paper we develop an extension of the Laplace approximation, by applying it iteratively to the residual, i.e., the…

统计计算 · 统计学 2012-09-04 Björn Bornkamp

In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…

数值分析 · 数学 2025-12-04 Chuchu Chen , Xinyu Chen , Jialin Hong , Yuqian Miao

In this work we analyze convergence of solutions for the Laplace operator with Neumann boundary conditions in a two-dimensional highly oscillating domain which degenerates into a segment (thin domains) of the real line. We consider the case…

偏微分方程分析 · 数学 2011-11-23 Marcone Corrêa Pereira , Ricardo Parreira da Silva

In this paper, our main goal is to achieve the high-order asymptotic expansion of solutions to $\sigma$-evolution equations with different damping types in the $L^2$ framework. Throughout this, we observe the influence of parabolic like…

偏微分方程分析 · 数学 2025-02-13 Dinh Van Duong , Tuan Anh Dao

We prove a sharp asymptotic formula for certain oscillatory integrals that may be approached using the stationary phase method. The estimates are uniform in terms of auxiliary parameters, which is crucial for application in analytic number…

经典分析与常微分方程 · 数学 2019-08-28 Eren Mehmet Kiral , Ian Petrow , Matthew P. Young

In this work we establish under certain hypotheses the $N \to +\infty$ asymptotic expansion of integrals of the form $$\mathcal{Z}_{N,\Gamma}[V] \, = \, \int_{\Gamma^N} \prod_{ a < b}^{N}(z_a - z_b)^\beta \, \prod_{k=1}^{N} \mathrm{e}^{ - N…

数学物理 · 物理学 2024-11-22 Alice Guionnet , Karol Kozlowski , Alex Little

The narrow escape problem consists of deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the…

偏微分方程分析 · 数学 2010-03-12 Habib Ammari , Kostis Kalimeris , Hyeonbae Kang , Hyundae Lee

We consider the Helmholtz equation in an angular sector partially covered by a homogeneous layer of small thickness, denoted $\varepsilon$. We propose in this work an asymptotic expansion of the solution with respect to $\varepsilon$ at any…

偏微分方程分析 · 数学 2026-02-17 Cédric Baudet

Asymptotic expansions are derived for associated Legendre functions of degree $\nu$ and order $\mu$, where one or the other of the parameters is large. The expansions are uniformly valid for unbounded real and complex values of the argument…

经典分析与常微分方程 · 数学 2025-07-04 T. M. Dunster