Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function

ABSTRACT

The Laplace transforms of the transition probability density and distribution functions of the Feller process contain products of a Kummer and a Tricomi confluent hypergeometric function. The intricacies caused by the singularity at 0 of the Feller process imply that ultimately seven new inverse Laplace transforms can be derived of which four contain the Marcum Q function. The results of this paper together with a scarcely used link between the Marcum and Nuttall Q functions also provide two alternative proofs for an existing identity involving two Marcum Q functions with reversed arguments. The paper also expands the existing expression for the Marcum Q function with identical arguments and order 1. In particular, the new formula applies to all integer and fractional values of the order and is expressed in terms of the generalized hypergeometric function.     

New asymptotic representations of the noncentral t-distribution

New asymptotic approximations of the noncentral t distribution are given a generalization of the Student's t distribution. Using new integral representations, we give new asymptotic expansions not only for large values of the noncentrality parameter but also for large values of the degrees of freedom parameter. In some cases, we accept more than one large parameter. These results are not only in terms of elementary functions, but also in terms of the complementary error function and the incomplete gamma function. A number of numerical tests demonstrate the performance of the asymptotic approximations.     

A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model

We propose a score statistic to test the null hypothesis that the two-component density functions are equal under a semiparametric finite mixture model. The proposed score test is based on a partial empirical likelihood function under an I-sample semiparametric model. The proposed score statistic has an asymptotic chi-squared distribution under the null hypothesis and an asymptotic noncentral chi-squared distribution under local alternatives to the null hypothesis. Moreover, we show that the proposed score test is asymptotically equivalent to a partial empirical likelihood ratio test and a Wald test. We present some results on a simulation study.     

Generalized mixtures in reliability modelling: Applications to the construction of bathtub shaped hazard models and the study of systems

In this paper, we obtain and discuss some general properties of hazard rate (HR) functions constructed via generalized mixtures of two members. These results are applied to determine the shape of generalized mixtures of an increasing hazard rate (IHR) model and an exponential model. In addition, we note that these kind of generalized mixtures can be used to construct bathtub‐shaped HR models. As examples, we study in detail two cases: when the IHR model chosen is a linear HR function and when the IHR model is the extended exponential‐geometric distribution. Finally, we apply the results and show the utility of generalized mixtures in determining the shape of the HR function of different systems, such as mixed systems or consecutive k‐out‐of‐n systems. Copyright © 2008 John Wiley & Sons, Ltd.     

Asymptotic purity for very general hypersurfaces of ℙ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript> × ℙ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript> of bidegree (<Emphasis Type="Italic">k,k</Emphasis>)

For a complex irreducible projective variety, the volume function and the higher asymptotic cohomological functions have proven to be useful in understanding the positivity of divisors as well as other geometric properties of the variety. In this paper, we study the vanishing properties of these functions on hypersurfaces of ℙ ⁿ × ℙ ⁿ . In particular, we show that very general hypersurfaces of bidegree (k, k) obey a very strong vanishing property, which we define as asymptotic purity: at most one asymptotic cohomological function is nonzero for each divisor. This provides evidence for the truth of a conjecture of Bogomolov and also suggests some general conditions for asymptotic purity.     

Asymptotic Solution of a Differential System Related to the Generalized Hypergeometric Equation

We introduce a first‐order differential system Y′(x) =A(x)Y(x) on [a, ∞) particular cases of which are equivalent to standard forms of the generalized hypergeometric equation. Our purpose is to obtain the asymptotic solution of the system as x → ∞ by defining suitable transformations of the solution vector Y and using ideas from a unified asymptotic theory of differential systems. Thus our methods place the system within the scope of this unified theory, and they are independent of specialized properties of the Meijer G‐function solutions of generalized hypergeometric equations. As such, our methods are also capable of extension to other situations not covered by these special functions.     

Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity

The asymptotic distributions of the elementary symmetric functions (esf's) of the characteristic roots of a noncentral multivariate beta matrix and of the generalized correlation matrix (noncentral under the assumption of linearity) are derived.     

On positive definite quadratic forms in correlatedt variables

Summary In this paper we extend Ruben's [4] result for quadratic forms in normal variables. He represented the distribution function of the quadratic form in normal variables as an infinite mixture of chi-square distribution functions. In the central case, we show that the distribution function of a quadratic form int-variables can be represented as a mixture of beta distribution functions. In the noncentral case, the distribution function presented is an infinite series in beta distribution functions. An application to quadratic discrimination is given.     

Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions

Asymptotic expansions for large deviation probabilities are used to approximate the cumulative distribution functions of noncentral generalized chi-square distributions, preferably in the far tails. The basic idea of how to deal with the tail probabilities consists in first rewriting these probabilities as large parameter values of the Laplace transform of a suitably defined function f_k; second making a series expansion of this function, and third applying a certain modification of Watson's lemma. The function f_k is deduced by applying a geometric representation formula for spherical measures to the multivariate domain of large deviations under consideration. At the so-called dominating point, the largest main curvature of the boundary of this domain tends to one as the large deviation parameter approaches infinity. Therefore, the dominating point degenerates asymptotically. For this reason the recent multivariate asymptotic expansion for large deviations in Breitung and Richter (1996, J. Multivariate Anal.58, 1–20) does not apply. Assuming a suitably parametrized expansion for the inverse g⁻¹ of the negative logarithm of the density-generating function, we derive a series expansion for the function f_k. Note that low-order coefficients from the expansion of g⁻¹ influence practically all coefficients in the expansion of the tail probabilities. As an application, classification probabilities when using the quadratic discriminant function are discussed.     

Pseudo asymptotically periodic mild solutions of semilinear functional integro‐differential equations in Banach spaces

In this paper, we introduce and investigate the functions of (μ,ν)‐pseudo S‐asymptotically ω‐periodic of class r(class infinity). We systematically explore the properties of these functions in Banach space including composition theorems. As applications, we establish some sufficient criteria for (μ,ν)‐pseudo S‐asymptotic ω‐periodicity of (nonautonomous) semilinear integro‐differential equations with finite or infinite delay. Finally, some interesting examples are presented to illustrate the main findings.     

On Asymptotics for the Signless Noncentral q-Stirling Numbers of the First Kind

In this paper, we derive asymptotic formulas for the signless noncentral q -Stirling numbers of the first kind and for the corresponding series. The signless noncentral q -Stirling numbers of the first kind appear as coefficients of a polynomial of q -number [ t ] _q , expressing the noncentral ascending q -factorial of t of order m and noncentrality parameter k . In this paper, we have two main purposes. The first is to give an expression by which we obtain the asymptotic behavior of these coefficients, using the saddle point method . The second main purpose is to derive an asymptotic expression for the signless noncentral q -Stirling of the first kind series by using the singularity analysis method. We then apply our first formula to provide asymptotic expressions for probability functions of the number of successes in m trials and of the number of trials until the occurrence of the n th success in sequences of Bernoulli trials with varying success probability which are both written in terms of the signless noncentral q -Stirling numbers of the first kind. In addition, we present some numerical calculations using the computer program MAPLE indicating that our expressions are close to the actual values of the signless noncentral q -Stirling numbers of the first kind and of the corresponding series even for moderate values of m .     

Asymptotic expansions for classical and generalized divided differences including applications

It is a well-known fact that the classical (i.e. polynomial) divided difference of orderm, when applied to a functiong, converges to themth-derivative of this function, if the evaluation points all collapse to a single one.In the first part of this paper we shall sharpen this result in the sense that we prove the existence of an asymptotic expansion with limitg ^(m) /m!. This result allows the application of extrapolation methods for the numerical differentiation of funtions.Moreover, in the second and main part of the paper we study generalized divided differences, which were introduced by Popoviciu [10] and further investigated for example by Karlin [2], Walz [15] and, mainly, Mühlbach [6–8]; we prove the existence of an asymptotic expansion also for these generalized divided differences, if the underlying function space is a Polya space. As a by-product, our results show that the generalized divided difference of orderm converges to the value of a certainmth order differential operator.     

New versions of the Colombeau algebras

We construct some versions of the Colombeau theory. In particular, we construct the Colombeau algebra generated by harmonic (or polyharmonic) regularizations of distributions connected with a half‐space and by analytic regularizations of distributions connected with an octant. Unlike the standard Colombeau's scheme, our theory has new generalized functions that can be easily represented as weak asymptotics whose coefficients are distributions, i.e., in form of asymptotic distributions . The algebra of asymptotic distributions generated by the linear span of associated homogeneous distributions (in the one‐dimensional case) which we constructed earlier [9] can be embedded as a subalgebra into our version of Colombeau algebra. The representation of distributional products in the form of weak asymptotic series proved very useful in solving problems which arise in the theory of discontinuous solutions of hyperbolic systems of conservation laws [10]–[16], [49] and [50]. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Error Bounds for the Large‐Argument Asymptotic Expansions of the Lommel and Allied Functions

In this paper, we reconsider the large‐z asymptotic expansion of the Lommel function and its derivative. New representations for the remainder terms of the asymptotic expansions are found and used to obtain sharp and realistic error bounds. We also give re‐expansions for these remainder terms and provide their error estimates. Applications to the asymptotic expansions of the Anger–Weber‐type functions, the Scorer functions, the Struve functions, and their derivatives are provided. The sharpness of our error bounds is discussed in detail, and numerical examples are given.     

Existence and uniqueness of v-asymptotic expansions and Colombeau's generalized numbers

We define a type of generalized asymptotic series called v-asymptotic. We show that every function with moderate growth at infinity has a v-asymptotic expansion. We also describe the set of v-asymptotic series, where a given function with moderate growth has a unique v-asymptotic expansion. As an application to random matrix theory we calculate the coefficients and establish the uniqueness of the v-asymptotic expansion of an integral with a large parameter. As another application (with significance in the non-linear theory of generalized functions) we show that every Colombeau's generalized number has a v-asymptotic expansion. A similar result follows for Colombeau's generalized functions, in particular, for all Schwartz distributions.     

Blending type approximation by q‐generalized Boolean sum of Durrmeyer type

This paper is in continuation of the work performed by Kajla et al. (Applied Mathematics and Computation 2016; 275 : 372–385.) wherein the authors introduced a bivariate extension of q‐Bernstein–Schurer–Durrmeyer operators and studied the rate of convergence with the aid of the Lipschitz class function and the modulus of continuity. Here, we estimate the rate of convergence of these operators by means of Peetre's K‐functional. Then, the associated generalized Boolean sum operator of the q‐Bernstein–Schurer–Durrmeyer type is defined and discussed. The smoothness properties of these operators are improved with the help of mixed K‐functional. Furthermore, we show the convergence of the bivariate Durrmeyer‐type operators and the associated generalized Boolean sum operators to certain functions by illustrative graphics using Maple algorithm. Copyright © 2017 John Wiley & Sons, Ltd.     

Asymptotics and numerics of polynomials used in Tricomi and Buchholz expansions of Kummer functions

Expansions in terms of Bessel functions are considered of the Kummer function ₁ F ₁(a; c, z) (or confluent hypergeometric function) as given by Tricomi and Buchholz. The coefficients of these expansions are polynomials in the parameters of the Kummer function and the asymptotic behavior of these polynomials for large degree is given. Tables are given to show the rate of approximation of the asymptotic estimates. The numerical performance of the expansions is discussed together with the numerical stability of recurrence relations to compute the polynomials. The asymptotic character of the expansions is explained for large values of the parameter a of the Kummer function.     

Mapping properties of generalized Fourier transforms and applications to Kirchhoff equations

We prove the differentiability of generalized Fourier transforms associated with a self-adjoint and strictly elliptic perturbation A of the Laplacian with variable coefficients in an exterior domain, using results on the spectral differentiability of the resolvent of A. Moreover we show that differentiable functions with bounded support and vanishing near the origin are mapped by the generalized Fourier transform into polynomially weighted L ²-spaces. As an application of the generalized Fourier transform and exploiting the previous results, we deal with equations of Kirchhoff type. We will not only show the global (in t) existence and uniqueness of solutions for a class of small data, but also an assertion on its time asymptotic behavior. In addition, we obtain amplified results for Schr?dinger operators . Received March 1999