相关论文: Asympyotic expansions for infinite weighted convol…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
In this paper, asymptotic behavior of convolution of distributions belonging to two subclasses of distributions with exponential tails are considered, respectively. The precise second-order tail asymptotics of the convolutions are derived…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
In this paper, insight is given in the techniques used to compute asymptotic expansions. In a broad fashion the technique is described. Most of the results apply to the paper "An expansion for the maximum likelihood estimator and its…
In this paper, we derive new asymptotic expansions for the solutions of higher order elliptic equations in the presence of small inclusions. As a byproduct, we derive a topological derivative based algorithm for the reconstruction of…
An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution. Compared to previous…
Asymptotic expansions are derived for solutions of the parabolic cylinder and Weber differential equations. In addition the inhomogeneous versions of the equations are considered, for the case of polynomial forcing terms. The expansions…
We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…
Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…
In this paper, it is proved that, in a dual context, asymptotic expansions of ordinary linear time-differential equations which possess limiting equations to their limiting equations might be obtained by first discretizing them and then…
Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.
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…
The aim of this work is to analyze general infinite sums containing modified Bessel functions of the second kind. In particular we present a method for the construction of a proper asymptotic expansion for such series valid when one of the…
In this paper, we derive higher-order expansions of $L$-statistics of independent risks $X_1, \ldots, X_n$ under conditions on the underlying distribution function $F$. The new results are applied to derive the asymptotic expansions of…
Asymptotic expansions for generalised trigonometric integrals are obtained in terms of elementary functions, which are valid for large values of the parameter $a$ and unbounded complex values of the argument. These follow from new…
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…
Several asymptotic expansions and formulas for cubic exponential sums are derived. The expansions are most useful when the cubic coefficient is in a restricted range. This generalizes previous results in the quadratic case and helps to…
In this paper, we reconsider the large-argument asymptotic expansions of the Hankel, Bessel and modified Bessel functions and their derivatives. New integral representations for the remainder terms of these asymptotic expansions are found…
We derive the first exact, rigorous but practical, globally valid remainder terms for asymptotic expansions about saddles and contour endpoints of arbitrary order degeneracy derived from the method of steepest descents. The exact remainder…