相关论文: On Asymptotics for the Airy Process

Using the Bethe ansatz we obtain the determinant expression for the time dependent transition probabilities in the totally asymmetric exclusion process with parallel update on a ring. Developing a method of summation over the roots of Bethe…

Leading terms of asymptotic expansions for the general complex solutions of the fifth Painlev\'e equation as $t\to\imath\infty$ are found. These asymptotics are parameterized by monodromy data of the associated linear ODE. $$…

We consider parameterized exponential integrals coming from the time evolution of the probability distribution of Brownian motion on globally subanalytic sets. We establish definability results and asymptotic expansions.

We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for L\'evy processes and isotropic L\'evy processes. Under some mild conditions on the characteristic exponent we calculate…

This paper deals with the process $X = (X_t)_{t\in [0,T]}$ defined by the stochastic differential equation (SDE) $dX_t = (a(X_t) + b(Y_t))dt +\sigma(X_t)dW_1(t)$, where $W_1$ is a Brownian motion and $Y$ is an exogenous process. The first…

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

The discrete Chebyshev polynomials $t_n(x,N)$ are orthogonal with respect to a distribution function, which is a step function with jumps one unit at the points $x=0,1,..., N-1$, N being a fixed positive integer. By using a double integral…

Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…

Using the Riemann-Hilbert approach, the $\Psi$-function corresponding to the solution of the first Painleve equation, $y_{xx}=6y^2+x$, with the asymptotic behavior $y\sim\pm\sqrt{-x/6}$ as $|x|\to\infty$ is constructed. The exponentially…

The upper bound for asymptotic behavior of the coefficients of expansion of the evolution operator kernel in powers of the time interval $\Dt$ was obtained. It is found that for the nonpolynomial potentials the coefficients may increase as…

For a time dependent family of probability measures $(\rho_t)_{t\ge 0}$ we consider a kinetic-type evolution equation $\partial \phi_t/\partial t + \phi_t = \widehat{Q} \phi_t$ where $\widehat{Q}$ is a smoothing transform and $\phi_t$ is…

A semilinear reaction-diffusion two-point boundary value problem, whose second-order derivative is multiplied by a small positive parameter $\eps^2$, is considered. It can have multiple solutions. An asymptotic expansion is constructed for…

A perturbation series solution is constructed in terms of Airy functions for a nonlinear two-point boundary-value problem arising in an established model of steady electrodiffusion in one dimension, for two ionic species carrying equal and…

We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $\Psi$-function associated with the Hastings-McLeod…

We obtain asymptotic expansions for Toeplitz determinants corresponding to a family of symbols depending on a parameter $t$. For $t$ positive, the symbols are regular so that the determinants obey Szeg\H{o}'s strong limit theorem. If $t=0$,…

Uniform asymptotic expansions involving exponential and Airy functions are obtained for Laguerre polynomials $L_{n}^{(\alpha)}(x)$, as well as complementary confluent hypergeometric functions. The expansions are valid for $n$ large and…

We consider a family of linear operators, diagonalized by the Hankel transform. The Fredholm determinants of these operators, restricted to $L_2[0, R]$, are expressed in a convenient form for asymptotic analysis as $R\to\infty$. The result…

We further study the orthogonal polynomials with respect to the generalized Airy weight based on the work of Clarkson and Jordaan [{\em J. Phys. A: Math. Theor.} {\bf 54} ({2021}) {185202}]. We prove the ladder operator equations and…

We obtain asymptotics for sums of the form $$ \sum_{n=1}^P e(\alpha_kn^k + \alpha_1n), $$ involving lower order main terms. As an application, we show that for almost all $\alpha_2 \in [0,1)$ one has $$ \sup_{\alpha_1 \in [0,1)} \Big|…

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…