相关论文: Derangements and asymptotics of Laplace transforms…

We study the analytical properties of the Laplace transform of the lognormal distribution. Two integral expressions for the analytic continuation of the Laplace transform of the lognormal distribution are provided, one of which takes the…

We use the homological perturbation lemma to produce explicit formulas computing the class in the twisted de Rham complex represented by an arbitrary polynomial. This is a non-asymptotic version of the method of Feynman diagrams. In…

Asymptotic behavior (with respect to the number of trials) of symmetric generalizations of binomial distributions and their related entropies are studied through three examples. The first one derives from the q-exponential as a generating…

We consider the asymptotic behavior of the multidimensional Laplace-type integral with a perturbed phase function. Under suitable assumptions, we derive a higher-order asymptotic expansion with an error estimate, generalizing some previous…

In combinatorics, a derangement is a permutation that has no fixed points. The number of derangements of an n-element set is called the n-th derangement number. In this paper, as natural companions to derangement numbers and degenerate…

Laplace's method is one of the fundamental techniques in the asymptotic approximation of integrals. The coefficients appearing in the resulting asymptotic expansion, arise as the coefficients of a convergent or asymptotic series of a…

We give a new global presentation of our results on the asymptotic behavior of an iteration. This paper brings many improvements and corrections to our previous preprints on the subject. Among the applications, we use new methods to compute…

We deal with the asymptotic analysis for Laplace's integral. For this problem, the so-called Laplace's method by P.S. Laplace (1812) is well-known and it has been developed in various forms over many years of studies. In this paper, we…

Our goal is to find an asymptotic behavior as $n\to\infty$ of the orthogonal polynomials $P_{n}(z)$ defined by Jacobi recurrence coefficients $a_{n}$ (off-diagonal terms) and $ b_{n}$ (diagonal terms). We consider the case $a_{n}\to\infty$,…

We carry out the asymptotic analysis as $n \to \infty$ of a class of orthogonal polynomials $p_{n}(z)$ of degree $n$, defined with respect to the planar measure \begin{equation*} d\mu(z) = (1-|z|^{2})^{\alpha-1}|z-x|^{\gamma}\mathbf{1}_{|z|…

In this paper we study Appell polynomials by connecting them to random variables. This probabilistic approach yields, e.g., the mean value property which is fundamental in the sense that many other properties can be derived from it. We also…

We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…

The probabilistic interpretation of Laplace transforms is used to help to describe the Laplace Transform $L(s)$ of improper random variables. In particular, busy periods in queueing models are examined. The value of $L(0)$ is explained in…

We study the asymptotic behavior of Laguerre polynomials $L_n^{(\alpha_n)}(nz)$ as $n \to \infty$, where $\alpha_n$ is a sequence of negative parameters such that $-\alpha_n/n$ tends to a limit $A > 1$ as $n \to \infty$. These polynomials…

We present how a probabilistic model can describe the asymptotic behavior of the iterations, with applications for ODE and approach of some problems in mechanics in $\mathbb{R}^d$.

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an…

In this paper, we discuss asymptotic relations for the approximation of $\left\vert x\right\vert ^{\alpha},\alpha>0$ in $L_{\infty}\left[ -1,1\right] $ by Lagrange interpolation polynomials based on the zeros of the Chebyshev polynomials of…

We present expressions for the coefficients which arise in asymptotic expansions of multiple integrals of Laplace type (the first term of which is known as Laplace's approximation) in terms of asymptotic series of the functions in the…

We investigate a Riemann-Hilbert problem (RHP), whose solution corresponds to a group of $q$-orthogonal polynomials studied earlier by Ismail et al. Using RHP theory we determine new asymptotic results in the limit as the degree of the…