Asymptotic formulas for g-gonal sequence factorials

In this note, we provide basic asymptotic formulas for approximating large g-gonal sequence factorials by using Stirling and Burnside asymptotic approximation formulas for large factorials. More accurate asymptotic approximation formulas for large g-gonal sequence factorials resulting from some recent, more accurate asymptotic formulas for large factorials that have appeared in the literature are presented.     

A Note on Asymptotic Expansions to Approximate Eigenvalues of Integral Operators with Green's Kernels using the Iterated Galerkin Method

In this article, we consider approximation of eigenvalues of integral operators with Green's function-type kernels using the iterated Galerkin method. We obtain asymptotic expansions for approximate eigenvalues. The Richardson extrapolation is used to obtain eigenvalue approximations of higher order. A numerical example is considered in order to illustrate our theoretical results.     

Additive blending of local approximations into a globally-valid approximation with application to the dilogarithm

We show how local approximations, each accurate on a subinterval, can be blended together to form a global approximation which is accurate over the entire interval. The blending functions are smoothed approximations to a step function, constructed using the error function. The local approximations may be power series, asymptotic expansion, or other more exotic species. As an example, for the dilogarithm function, we construct a one-line analytic approximation which is accurate to one part in 700. This can be generalized to higher order merely by adding more terms in the local approximations. We also show the failure of the alternative strategy of subtracting singularities.     

Asymptotic Expansions for Approximate Eigenvalues of Integral Operators with Nonsmooth Kernels

We consider approximation of eigenvalues of integral operators with Green's function kernels using the Nyström method and the iterated collocation method and obtain asymptotic expansions for approximate eigenvalues. We show that the Richardson extrapolation is applicable to find eigenvalue approximations of higher order and illustrate our results by numerical examples.     

Asymptotic properties of neutral stochastic differential delay equations

This paper discusses asymptotic properties, especially asymptotic stability of neutral stochastic differential delay equations. New techniques are developed to cope with the neutral delay case, and the results of this paper are more general than the author's earlier work within the delay equations     

Asymptotic formulas for sequence factorial of arithmetic progression

This note provides asymptotic formulas for approximating the sequence factorial of members of a finite arithmetic progression by using Stirling, Burnside and other more accurate asymptotic formulas for large factorials that have appeared in the literature.     

Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales

In this paper, we shall use multiple Lyapunov functions to establish some sufficient criteria for locating the limit sets of solutions of stochastic differential equations with respect to semimartingales. From them follow many useful results on stochastic asymptotic stability and boundedness, including some classical results as special cases. In particular, our new asymptotic stability criteria do not require the diffusion operator associated with the underlying stochastic differential equation be negative definite, while most of the existing results do require this negative definite property essentially.     

Asymptotic behavior of a Lotka–Volterra food chain stochastic model in the Chemostat

This article studies the asymptotic behavior of a stochastic Chemostat model with Lotka–Volterra food chain in which the dilution rate was influenced by white noise. The long-time behavior of the model is studied. Using Lyapunov function and Itô's formula, we show that there is a unique positive solution to the system. Moreover, the sufficient conditions for some population dynamical properties including the boundedness in mean and the stochastically asymptotic stability of the washout equilibrium were obtained. Furthermore, we show how the solutions spiral around the predator-free equilibrium and the positive equilibrium of deterministic system. Besides, the existence of the stationary distribution is proved for the considered model. Numerical simulations are introduced finally to support the obtained results.     

Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems

Abstract

In the present investigation, shooting methods are described for numerically solving nonlinear stochastic boundary-value problems. These stochastic shooting methods are analogous to standard shooting methods for numerical solution of ordinary deterministic boundary-value problems. It is shown that the shooting methods provide accurate approximations. An error analysis is performed and computational simulations are described.     

Inequalities between some large deviation rates

In some cases it is interesting to have inequalities between asymptotic rates. Here, we consider asymptotic rates in the fashion of large deviations. We present inequalities between large deviation rate functions for telegrapher processes in the first part, and inequalities between Lundberg parameters for Markov‐additive processes in the second part. Copyright © 2007 John Wiley & Sons, Ltd.     

Effects of transformations in higher order asymptotic expansions

Summary Approximate formulae using a large number of terms of Edgeworth type asymptotic expansions for the distributions of statistics often produce spurious oscillations and give poor fits to the exact distribution functions in parts of the tails. A general method for suppressing these oscillations and evoking more accurate approximations is introduced here. This work was supported in part by Ministry of Education Grant 59530016 and 60530017. The Institute of Statistical Mathematics     

On the Asymptotic Expansion of Hadamard Products

We consider functions f and g which are holomoxphic on closed sectors in C where they admit an asymptotic representation at ∞ in the form of power series in z^-1. We give a simple geometrical condition under which the Hadamard product f*g of f and g porsesses again an asymp totic expansion at ∞. It turns out that the asymptotic expansion of f*g is essentially the formal Hsdamd product of the asymptotic expansions of f and g. Our result yields a slight generaliestion of a well known theorem of W. B. Ford.     

Case study projects for college mathematics courses based on a particular function of two variables

Based on a sequence of number pairs, a recent paper (Mauch, E. and Shi, Y., 2005, Using a sequence of number pairs as an example in teaching mathematics, Mathematics and Computer Education, 39(3), 198–205) presented some interesting examples that can be used in teaching high school and college mathematics classes such as algebra, geometry, calculus, and linear algebra. In this paper, this study is generalized further to develop a few interesting case study proposals that can be used for student projects in college mathematics courses such as real functions, analytic geometry, and complex variables. In addition to using them in individual courses, these studies may also be combined to offer seminars or workshops to college mathematics students. Projects like these are likely to promote student interest and get students more involved in the learning process, and therefore make the learning process more effective.     

Stirling公式的一个推广

关于n!的S tirling渐近式,无论在理论上或者实际上,都有重要应用.应用Eu ler-M aclau lrin求和公式及Γ函数的性质,推导出一般等差级数连乘积并有余项估计式的类似表达式.     

Asymptotic Approximations for Prolate Spheroidal Wave Functions

Uniformly valid (with respect to the independent variable) asymptotic approximations to the radial, prolate spheroidal wave functions are constructed from Bessel-function and Coulomb-wave-function models for large values of the wave number c. The prolate angular functions also are considered, but more briefly. The emphasis is on qualitative accuracy (such as might be useful to the physicist), rather than on efficient algorithms for very accurate numerical computation, and the error factor for most of the approximations is 1 + O (1/c) as c↑∞.     

Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations

We prove Girsanov-type theorems for Hilbert space-valued stochastic differential equations and apply them to a parameter estimation problem for linear infinite dimensional stochastic differential equations. In particular we construct the asymptotic statistical theory of the estimator, proving strong consistency and asymptotic normality.     

On Hill's operator with a matrix potential

In this article we obtain asymptotic formulas for eigenvalues and eigenfunctions of the self‐adjoint operator generated by a system of Sturm–Liouville equations with summable coefficients and quasiperiodic boundary conditions. Then using these asymptotic formulas, we find conditions on the potential for which the number of gaps in the spectrum of the Hill's operator with matrix potential is finite. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Closed‐form approximations for spread options in Lévy markets

We provide new closed‐form approximations for the pricing of spread options in three specific instances of exponential Lévy markets, ie, when log‐returns are modeled as Brownian motions (Black‐Scholes model), variance gamma processes (VG model), or normal inverse Gaussian processes (NIG model). For the specific case of exchange options (spread options with zero strike), we generalize the well‐known Margrabe formula (1978) that is valid in a Black‐Scholes model to the VG model under a homogeneity assumption.     

Boundary layer approximate approximations and cubature of potentials in domains

In this article we present a new approach to the computation of volume potentials over bounded domains, which is based on the quasi‐interpolation of the density by almost locally supported basis functions for which the corresponding volume potentials are known. The quasi‐interpolant is a linear combination of the basis function with shifted and scaled arguments and with coefficients explicitly given by the point values of the density. Thus, the approach results in semi‐analytic cubature formulae for volume potentials, which prove to be high order approximations of the integrals. It is based on multi‐resolution schemes for accurate approximations up to the boundary by applying approximate refinement equations of the basis functions and iterative approximations on finer grids. We obtain asymptotic error estimates for the quasi‐interpolation and corresponding cubature formulae and provide some numerical examples. This revised version was published online in June 2006 with corrections to the Cover Date.     

Asymptotic Approximations to the Nodes and Weights of Gauss–Hermite and Gauss–Laguerre Quadratures

Asymptotic approximations to the zeros of Hermite and Laguerre polynomials are given, together with methods for obtaining the coefficients in the expansions. These approximations can be used as a stand‐alone method of computation of Gaussian quadratures for high enough degrees, with Gaussian weights computed from asymptotic approximations for the orthogonal polynomials. We provide numerical evidence showing that for degrees greater than 100, the asymptotic methods are enough for a double precision accuracy computation (15–16 digits) of the nodes and weights of the Gauss–Hermite and Gauss–Laguerre quadratures.