On the asymptotic spectra of the bounded solutions of a nonlinear Volterra equation

We consider the asymptotic behavior of the bounded solutions of a nonlinear Volterra integrodifferential equation with a positive definite convolution kernel. Our main result states that (under appropriate assumptions) the asymptotic spectra of the solutions are contained in the set where the real part of the Fourier transform of the kernel vanishes. We also give a new asymptotic stability theorem, and present a new proof of a known result on the asymptotic behavior of the bounded solutions of a nonlinear, nondifferentiated Volterra equation.     

On a singularly perturbed initial value problem in the case of a double root of the degenerate equation

We study the initial value problem of a singularly perturbed first order ordinary differential equation in case that the degenerate equation has a double root. We construct the formal asymptotic expansion of the solution such that the boundary layer functions decay exponentially. This requires a modification of the standard procedure. The asymptotic solution will be used to construct lower and upper solutions guaranteeing the existence of a unique solution and justifying its asymptotic expansion.     

On the asymptotics of a solution to an equation with a small parameter at some of the highest derivatives

We study the asymptotic behavior of a solution of the first boundary value problem for a second-order elliptic equation in a nonconvex domain with smooth boundary in the case where a small parameter is a factor at only some of the highest derivatives and the limit equation is an ordinary differential equation. Although the limit equation has the same order as the initial equation, the problem is singulary perturbed. The asymptotic behavior of its solution is studied by the method of matched asymptotic expansions.     

Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

We consider a one-dimensional ballistic random walk evolving in a parametric independent and identically distributed random environment. We study the asymptotic properties of the maximum likelihood estimator of the parameter based on a single observation of the path till the time it reaches a distant site. We prove asymptotic normality for this consistent estimator as the distant site tends to infinity and establish that it achieves the Cramér-Rao bound. We also explore in a simulation setting the numerical behavior of asymptotic confidence regions for the parameter value.     

A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case

We consider the asymptotic distribution of the maximum likelihood estimator (MLE), when the log-likelihood ratio statistic weakly converges to the non-degenerated Gaussian process. We provide a simple expression for the density function of the asymptotic distribution by fundamental stochastic results. This note is helpful to investigate asymptotic properties of the MLE in a certain non-regular case.     

Asymptotic expansions for the distributions of functions of a correlation matrix

This paper deals with asymptotic expansions for the non-null distributions of certain test statistics concerning a correlation matrix in a multivariate normal distribution. For this purpose an asymptotic expansion is given for the distribution of a function of the sample correlation matrix. As special cases of the resulting expansion, asymptotic expansions for the distributions of the sample correlation coefficient, Fisher's z-transformation and arcsine transformation are also given.     

Asymptotics of the eigenvalues of a boundary value problem for a vector singular differential equation

By analyzing a system of integro-differential equations of the Volterra-Stieltjes type, for large parameter values, we obtain asymptotic formulas for a linearly independent system of solutions of ordinary differential equations with generalized functions in coefficients. These solutions permit one to construct asymptotic formulas for the eigenvalues of a boundary value problem in the case of regular boundary conditions.     

The stability boundaries of the steady motion of a satellite with a gyroscope

Parts of the asymptotic stability boundaries of the uniform motion of the centre of mass of a system of bodies consisting of an asymmetrical satellite with a three-axis gyroscope in a circular orbit are investigated by the second Lyapunov method. Terms of the Lyapunov function that are higher than the second order are enlisted for the investigation. The sign-definiteness criterion of inhomogeneous forms is employed for the corresponding function. Parts of the stability boundaries in which the steady motion investigated is asymptotically stable are established using the Lyapunov asymptotic stability theorem. Application of the Barbashin and Krasovskii theorems reveals parts of the stability boundaries in which the steady motion is unstable. It is established that the asymptotic stability of the steady motion investigated is solved by expanding the Lyapunov function to sixth-order terms.     

On the efficiency of estimators of a spectral density multivariate parameter

Asymptotic properties of the Whittle estimator are considered. The asymptotic efficiency in the minimax sense, as well as in the Bahadur sense, are proved. The asymptotic behavior of the Whittle estimator and the maximum likelihood estimator is compared.     

The asymptotic manifold of a perturbed linear differential equation as determined by the comparison principle

The asymptotic properties of the solutions of a linear homogeneous system of differential equations determine, under suitable restrictions, the asymptotic properties of a set of solutions of a nonlinear perturbation of this linear equation. The comparison principle is used here to generate an asymptotic manifold of the perturbed equation. The majorant function that is used in connection with the comparison technique is usually assumed to be nondecreasing in the dependent variable. However, properties of the asymptotic manifold are discussed here under the opposite monotonicity assumption, namely, that the majorant function is nonincreasing in the dependent variable. This type of majorant, function arises, for example, in certain gravitation problems. The main result on the structure of asymptotic manifolds which have an asymptotic uniformity is that solutions close to the manifold are either in the manifold or do not exist in the future. This research was supported in part by the National Science Foundation under grant GP-11543. Entrata in Redazione il 6 giugno 1970.     

Controlling the nonlinear dynamics of a beam system

Control based on linear error feedback is applied to reduce vibration amplitudes in a piecewise linear beam system. Hereto small amplitude 1-periodic solutions are stabilized wherever they coexist with two or more long-term solutions. In theory, no control effort is required to maintain the 1-periodic response once it has been stabilized. For the beam system, 1-periodic solutions are stabilized by feedback at one location along the beam. Feedback is represented by servo-stiffness or servo-damping which results from increasing two corresponding control parameters. At appropriate levels of these parameters local, or global, asymptotic stability (of the zero-equilibrium) of the error dynamics, i.e. stability of the underlying 1-periodic solutions, can be guaranteed. Local asymptotic stability can be guaranteed for a large range of actuator locations and excitation frequencies and is indicated by bifurcations. Global asymptotic stability can only be guaranteed for a limited range of actuator locations on the basis of the well-known circle criterion. The difference between local and global asymptotic stability in terms of the required values for the control parameters can be significant, and may result in large differences in control performance.     

Asymptotic integration of a system of differential equations with a large parameter in the critical case

For a linear normal system of ordinary differential equations with rapidly oscillating coefficients in a critical case, the existence of a unique periodic solution is proved, its complete asymptotic expansion is constructed and justified, and Lyapunov stability and instability conditions are found. The asymptotic series constructed is shown to converge absolutely and uniformly to the solution.     

Asymptotic normality of a variance estimator of a linear combination of a function of order statistics

Summary An estimator of the asymptotic variance of (a randomly stopped) linear combination of a function of order statistics is considered and its asymptotic normality is studied under appropriate regularity conditions. A comparative study of the regularity conditions pertaining to the asymptotic normality and strong convergence of linear combinations of functions of order statistics and their estimated asymptotic variances is also made.Research supported by the Office of Naval Research under ONR Contract N00014-79-C-0522This research is dedicated to Professor Leopold Schmetterer on the occasion of his 60th birthday     

Asymptotic expansion of the solution to the convective diffusion problem in the wake of a spherical particle

The exterior boundary value problem of steady-state diffusion around a spherical particle placed in a Stokes flow is considered at high Peclet numbers. A complete asymptotic expansion of the solution in the wake of the particle is constructed by the method of matched asymptotic expansions.     

Asymptotic behavior of the eigenvalues of a boundary-value problem for a second-order elliptic operator-differential equation

We study the asymptotic behavior of the eigenvalues of a boundary-value problem with spectral parameter in the boundary conditions for a second-order elliptic operator-differential equation. The asymptotic formulas for the eigenvalues are obtained. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 8, pp. 1146–1152, August, 2006.     

Weight of a link in a shortest path tree and the Dedekind Eta function

The weight of a randomly chosen link in the shortest path tree on the complete graph with exponential i.i.d. link weights is studied. The corresponding exact probability generating function and the asymptotic law are derived. As a remarkable coincidence, this asymptotic law is precisely the same as the distribution of the cost of one “job” in the random assignment problem. We also show that the asymptotic (scaled) maximum interattachment time to that shortest path tree, which is a uniform recursive tree, equals the square of the Dedekind Eta function, a central function in modular forms, elliptic functions, and the theory of partitions. © 2010 Wiley Periodicals, Inc. Random Struct. Alg., 2010     

Semiclassical asymptotic spectrum of a Hartree-type operator near the upper boundary of spectral clusters

We consider the problem for eigenvalues of a perturbed two-dimensional oscillator in the case of a resonance frequency. The exciting potential is given by a Hartree-type integral operator with a smooth self-action potential. We find asymptotic eigenvalues and asymptotic eigenfunctions near the upper boundary of spectral clusters, which form around energy levels of the nonperturbed operator. To calculate them, we use asymptotic formulas for quantum means.     

Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model

Summary In this paper we obtain asymptotic expansions for the distribution function and the density function of a linear combination of the MLE in a GMANOVA model, and for the density function of the MLE itself. We also obtain certain error bounds for the asymptotic expansions.     

On the principal eigenvalue of a Robin problem with a large parameter

We study the asymptotic behaviour of the principal eigenvalue of a Robin (or generalised Neumann) problem with a large parameter in the boundary condition for the Laplacian in a piecewise smooth domain. We show that the leading asymptotic term depends only on the singularities of the boundary of the domain, and give either explicit expressions or two‐sided estimates for this term in a variety of situations. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Asymptotic behavior of the wave function of three particles in a continuum

We study the wave function of a system of three particles in a continuum. The Faddeev equations are used to explicitly identify the singularities of the wave function in the momentum space. We obtain the asymptotic behavior of the wave function in the configuration space by calculating the asymptotic behavior of the Fourier transform of the wave function in the momentum space. Our attention is focused on configurations in which two particles are at a relatively small distance from each other while the third particle is significantly remote from the center of mass of the pair. We show that the coordinate asymptotic form of the wave function for such a configuration contains scattered waves of a new type in addition to the standard terms. We use the obtained exact data concerning the coordinate asymptotic form of the wave function to critically analyze the multiplicative ansatz used in several works to describe systems of three particles in a continuum.