相关论文: Asymptotic expansions for sums of block-variables …

We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…

We establish higher-order nonasymptotic expansions for a difference between probability distributions of sums of i.i.d. random vectors in a Euclidean space. The derived bounds are uniform over two classes of sets: the set of all Euclidean…

We obtain asymptotic expansions for probabilities $\mathbb{P}(S_N=k)$ of partial sums of uniformly bounded integer-valued functionals $S_N=\sum_{n=1}^N f_n(X_n)$ of uniformly elliptic inhomogeneous Markov chains. The expansions involve…

We study the distribution of the length of longest monotone subsequences in random (fixed-point free) involutions of $n$ integers as $n$ grows large, establishing asymptotic expansions in powers of $n^{-1/6}$ in the general case and in…

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like…

We obtain non-uniform Edgeworth expansions for several classes of weakly dependent (non-stationary) sequences of random variables, including uniformly elliptic inhomogeneous Markov chains, random and time-varying (partially) hyperbolic or…

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…

In earlier stages in the introduction to asymptotic methods in probability theory, the weak convergence of sequences $(X_n)_{n\geq 1}$ of Binomial of random variables (\textit{rv}'s) to a Poisson law is classical and easy-to prove. A…

In this paper, we derive valid Edgeworth expansions for studentized versions of a large class of statistics when the data are generated by a strongly mixing process. Under dependence, the asymptotic variance of such a statistic is given by…

We obtain asymptotic expansions for local probabilities of partial sums for uniformly bounded independent but not necessarily identically distributed integer-valued random variables. The expansions involve products of polynomials and…

Reformulated uniform asymptotic expansions are derived for ordinary differential equations having a large parameter and a simple turning point. These involve Airy functions, but not their derivatives, unlike traditional asymptotic…

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…

Let $X=(X_1,\ldots,X_n)$ be a vector of i.i.d. random variables where $X_i$'s take values over $\mathbb{N}$. The purpose of this paper is to study the number of weakly increasing subsequences of $X$ of a given length $k$, and the number of…

We demonstrate how the asymptotics for large $|z|$ of the generalised Bessel function \[{}_0\Psi_1(z)=\sum_{n=0}^\infty\frac{z^n}{\Gamma(an+b) n!},\] where $a>-1$ and $b$ is any number (real or complex), may be obtained by exploiting the…

Asymptotic expansions are given for large values of $n$ of the generalized Bessel polynomials $Y_n^\mu(z)$. The analysis is based on integrals that follow from the generating functions of the polynomials. A new simple expansion is given…

Asymptotic expansion of a variation with anticipative weights is derived by the theory of asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion formula is expressed with the quasi-torsion, quasi-tangent and…

Asymptotic expansions are derived for Gegenbauer (ultraspherical) polynomials for large order $n$ that are uniformly valid for unbounded complex values of the argument $z$, including the real interval $0 \leq z \leq 1$ in which the zeros in…

Uniform asymptotic expansions are derived for the zeros of the reverse generalized Bessel polynomials of large degree $n$ and real parameter $a$. It is assumed that $-\Delta_{1} n+\frac{3}{2} \leq a \leq \Delta_{2} n$ for fixed arbitrary…

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…

For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…