Asymptotic normality of test statistics under alternative hypotheses

The aim of this paper is to present a framework for asymptotic analysis of likelihood ratio and minimum discrepancy test statistics. First order asymptotics are presented in a general framework under minimal regularity conditions and for not necessarily nested models. In particular, these asymptotics give sufficient and in a sense necessary conditions for asymptotic normality of test statistics under alternative hypotheses. Second order asymptotics, and their implications for bias corrections, are also discussed in a somewhat informal manner. As an example, asymptotics of test statistics in the analysis of covariance structures are discussed in detail.     

Exterior dirichlet problem for the reduced wave equation: asymptotic analysis of low frequencies

The order of convergence for the low frequency asymptotics of the exterior Dirichlet problem for the Helmholtz equation with variable, possibly non-smooth coefficients is shown to be Ω², the square of the frequency, except of some singular cases. In these cases the asymptotics are characterized completely by some lower order terms in the spherical harmonics expansion of the solution to the static problem.     

The First Order Asymptotics of the Extreme Eigenvectors of Certain Hermitian Toeplitz Matrices

The paper is concerned with Hermitian Toeplitz matrices generated by a class of unbounded symbols that emerge in several applications. The main result gives the third order asymptotics of the extreme eigenvalues and the first order asymptotics of the extreme eigenvectors of the matrices as their dimension increases to infinity. This work was partially supported by CONACYT projects 60160 and 80504, Mexico.     

Eigenvalue asymptotics for an elliptic boundary problem involving an indefinite weight

We are concerned here with the eigenvalue asymptotics for a non-selfadjoint elliptic boundary problem involving an indefinite weight function which vanishes on a set of positive measure. The asymptotic behaviour of the eigenvalues is well known for the case of second order operators. However for higher order operators, results have only been established under the restriction that the order of the operator exceeds the dimension of the underlying Euclidean space in which the problem is set. In this paper we establish the eigenvalue asymptotics for the case of higher order operators without any such restriction.Supported in part by the John Knopfmacher Centre for Applicable Analysis and Number Theory, University of the Witwatersrand.     

On the Influence of the Lowest Terms on Dirichlet—Type Problems for Elliptic Systems Degenerate at a Point

We consider Dirichlet–type problems for weakly connected systems of elliptic equations of second order with a strong degeneracy at an inner point of the domain, when, in a neighborhood of this point, the asymptotics of a solution is additionally given. The form of the given asymptotics essentially depends on the properties of the coefficients at the first–order derivatives. We prove the existence and uniqueness of solutions of the problems considered in Hölder function classes.     

The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process

This paper investigates the asymptotics of the log likelihood ratio test for a unit root in an autoregressive (AR) process of general order. The main result is that the expectation and variance (in fact, all moments) of the test statistic may, to the order of T-1, where T is the number of observations, be approximated by the expectation and variance of the corresponding test in an AR(1) process. This result has obvious implications for the asymptotics of unit root tests for panels. An explicit formula for the approximation error of a test in an AR(2) process is also given.     

误差非线性回归模型基于几何方法的若干二阶渐近性质

该文用微分几何方法对AR(q)误差非线性回归模型若干二 阶渐近性质进行了研究. 作者基于Fisher信息阵在欧氏空间定义了内积，并在期望参数空间建立了几何结构. 基于上述几何结构，给出了AR(q)误差非线性回归模型若干二阶渐近性质的曲率表示. 将前人的一些结果推广到AR(q)误差非线性回归模型.      

一类非随机样本及随机样本的次序统计量的精致渐近性

对Φα-极值吸引场(α>0)的随机样本及非随机样本的次序统计量的精致渐近性进行了讨论,得到非随机样本的次序统计量的精致渐近性的结果是随机样本的结果当λ=1时的特况,特别地当p=r时两者的结果是完全一致的．     

Asymptotics of Eigenvalues of Differential Operator With Alternating Weight Function

We study a differential operator of the sixth order with an alternating weight function. The potential of the operator has a first-order discontinuity at some point of the segment, where the operator is being considered. The boundary conditions are separated. We study the asymptotics of solutions to the corresponding differential equations and the asymptotics of eigenvalues of the considered differential operator.     

Well-posedness and Large Deviations of the Stochastic Modified Camassa-Holm Equation

We derive the heat trace asymptotics of the generator of subordinate Brownian motion on Euclidean space for a class of Laplace exponents. The terms in the asymptotic expansion can be computed to arbitrary order and depend both on the geometry of Euclidean space and the short-time behaviour of the process. If the Blumenthal-Getoor index of the process is rational, then the asymptotics may contain logarithmic terms. The key assumption is the existence of a suitable density for the Lévy measure of the subordinator. The analysis is highly explicit.     

Valiron-type and valiron-titchmarsh-type theorems for entire functions of order zero

By using known asymptotics of the counting function of zeros of an entire functionf of order zero, we determine the asymptotics of Inf under the condition that all zeros off lie on the same ray. The inverse problem is also analyzed.     

Asymptotics of Brownian integrals and pressure: Bose-Einstein statistics

The paper studies the asymptotics of the Brownian integrals with paths restricted to a bounded domain of ? ^v , when the domain is dilated to infinity. The framework is that of the Bose-Einstein statistics with paths observed within random time intervals which are integer multiplies of some fixed β > 0. The three first terms of the asymptotics are found explicitly via the functional integrals. In the case of a gas of interacting Brownian loops an expression for the volume term of the asymptotics of the log-partition function is found and the correction term is proved to by order be the boundary area of the domain.     

On asymptotic behavior of probabilities of large and moderate deviations for some iterated stochastic processes

We derive logarithmic asymptotics for probabilities of large deviations for some iterated processes. We show that under appropriate conditions, these asymptotics are the same as those for sums of independent random variables. When these conditions do not hold, the asymptotics of large deviations for iterated processes are quite different. When the iterated process is a homogeneous process with independent increments in which time is replaced by random one, the behavior of large and moderate deviations is studied in the case of finite variance. For this case, the following one-sided moment restriction are considered: the Cramèr condition, the Linnik condition, and the existence of moment of order p > 2 for a positive part. Bibliography: 6 titles.     

Asymptotic summation of perturbed linear difference systems in critical case

We propose an asymptotic summation method for certain class of linear difference systems. Both the ideas of the centre manifold theory and the averaging method are used to construct the asymptotics for solutions. We illustrate the asymptotic summation method by constructing the asymptotics for solutions of certain higher order scalar difference equation with an oscillatory decreasing coefficient.     

Spectral Shift Function of the Schrödinger Operator in the Large Coupling Constant Limit

The spectral shift function of a Schrödinger operator with a perturbation of definite sign is considered. The asymptotics of the spectral shift function for large coupling constant is studied, and results concerning positive and negative perturbations are compared. A more general case of unperturbed operator given by a function of the Laplacian is discussed. This case explains the dependence of the asymptotics of the spectral shift function on the perturbation potential on the one hand and on the order of the unperturbed operator on the other hand.     

The asymptotics of the eigenvalues of a fourth order differential operator with summable coefficients

A fourth order differential operator with summable coefficients and some boundary conditions is considered. Asymptotics of solutions to a fourth order differential equation is studied. The equation for eigenvalues is also studied and an asymptotics of the eigenvalues of the considered boundary value problem is obtained.     

An estimate for the remainder term of the asymptotics of the fundamental solution to parabolic equations with a small parameter

In this paper we deal with an asymptotics of the fundamental solution to parabolic equations of second order with a small parameter. We obtain a uniform multiplicative estimate of the difference between the fundamental solution and its asymptotics. We point out the asymptotics of the logarithmic limit in a special case when the matrix defining the principle term of the parabolic equation depends on the spatial variables and time.     

Spectral asymptotics for the third order operator with periodic coefficients

We consider the self-adjoint third order operator with 1-periodic coefficients on the real line. The spectrum of the operator is absolutely continuous and covers the real line. We determine the high energy asymptotics of the periodic, antiperiodic eigenvalues and of the branch points of the Lyapunov function. Furthermore, in the case of small coefficients we show that either whole spectrum has multiplicity one or the spectrum has multiplicity one except for a small spectral nonempty interval with multiplicity three. In the last case the asymptotics of this small interval is determined.     

Asymptotics of solutions of partial differential equations with higher degenerations and the Laplace equation on a manifold with a cuspidal singularity

We study the asymptotics of solutions of partial differential equations with higher degenerations. Such equations arise, for example, when studying solutions of elliptic equations on manifolds with cuspidal singular points. We construct the asymptotics of a solution of the Laplace equation defined on a manifold with a cuspidal singularity of order k.     

Self-similarity and spectral asymptotics for the continuum random tree

We use the random self-similarity of the continuum random tree to show that it is homeomorphic to a post-critically finite self-similar fractal equipped with a random self-similar metric. As an application, we determine the mean and almost-sure leading order behaviour of the high frequency asymptotics of the eigenvalue counting function associated with the natural Dirichlet form on the continuum random tree. We also obtain short time asymptotics for the trace of the heat semigroup and the annealed on-diagonal heat kernel associated with this Dirichlet form.