Structural theorems for quasiasymptotics of distributions at the origin

An open question concerning the quasiasymptotic behavior of distributions at the origin is solved. The question is the following: Suppose that a tempered distribution has quasiasymptotic at the origin in S ′(?), then the tempered distribution has quasiasymptotic in D ′(?), does the converse implication hold? The second purpose of this article is to give complete structural theorems for quasiasymptotics at the origin. For this purpose, asymptotically homogeneous functions with respect to slowly varying functions are introduced and analyzed (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Quasiasymptotic expansion and the laplace transformation

The notion of quasiasymptotic expansion of distributions from S′₊ is investigated and applications on the Laplace transformation is given. Specially, an analogue of Watson lemma is given     

On the Quasiasymptotic of Schwartz Distributions

The quasiasymptotic of distributions with the supports in (0, ∞) was studied by the Soviet mathematicians Vladimirov, Dro?inov and Zavialov in several papers. Some essential questions on the quasiasymptotic behaviour of Schwartz distributions defined on R are posed and answered in this paper.     

Abelian and Tauberian results for the one-dimensional modified Stockwell transforms

The aim of this paper is to study the asymptotic behavior of one- dimensional modified Stockwell transform of a tempered distribution signal through the quasiasymptotic behavior at origin or infinity of the signal itself. More precisely, we give some Abelian results which mean that we derive the asymptotic properties of the S-transform of a tempered signal from the quasiasymptotic properties of the signal itself and we do also the opposite. So, we also give some Tauberian results which describe some quasiasymptotic properties of the tempered signal by means of the asymptotic properties of its Stockwell transform.     

G-Quasiasymptotics at Infinity

The G-quasiasymptotics at infinity in Colombeau's space G, its basic properties and the application to a Cauchy problem for a strictly semilinear hyperbolic system are given. Under suitable assumptions on the non-linear term the quasiasymptotic behaviour at infinity of the solution inherits the quasiasymptotic behaviour at infinity of the initial data.     

GI/G/1 Interdeparture time and queue-length distributions via the Laguerre transform

Queue length and interdeparture distributions for GI/G/1 are obtained using the Laguerre function expansion of the waiting time distribution. The expansion of the steady state waiting time distribution is obtained here by solving a small set of linear equations in the Laguerre function expansion coefficients. Examples show the accuracy of the results and illustrate purely numerical techniques for obtaining the necessary expansions of the arrival and service distributions.     

The Edgeworth expansion for distributions of extreme values

We present necessary and sufficient conditions of Edgeworth expansion for distributions of extreme values. As a corollary, rates of the uniform convergence for distributions of extreme values are obtained.     

Comparison of tails of distributions in models for estimating safe doses

Summary Heaviness of tail of distributions is compared each other analytically and systematically. Distributions under the study are the lognormal, loglogistic, Weibull, gamma, exponential-polynomial distributions. The beta loglogistic, which covers some of these distributions as its limits, is also discussed. Heaviness of tail is an important notion in life-test, robust estimation and rank test. Here the notion is studied to examine models for estimating safe doses. Some results about heaviness of tail are given, and a new notion of heaviness of tail at the origin is defined and discussed.     

Multiresolution expansion, approximation order and quasiasymptotic behavior of tempered distributions

Multiresolution analysis of tempered distributions is studied through multiresolution analysis on the corresponding test function spaces Sr(R), r∈N₀. For a function h, which is smooth enough and of appropriate decay, it is shown that the derivatives of its projections to the corresponding spaces Vj, j∈Z, in a regular multiresolution analysis of L²(R), denoted by hj, multiplied by a polynomial weight converge in sup norm, i.e., hj→h in Sr(R) as j→∞. Analogous result for tempered distributions is obtained by duality arguments. The analysis of the approximation order of the projection operator within the framework of the theory of shift-invariant spaces gives a further refinement of the results. The order of approximation is measured with respect to the corresponding space of test functions. As an application, we give Abelian and Tauberian type theorems concerning the quasiasymptotic behavior of a tempered distribution at infinity.     

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.     

Information Inequalities for the Bayes Risk for a Family of Non-Regular Distributions

For a family of non-regular distributions with a location parameter including the uniform and truncated distributions, the stochastic expansion of the Bayes estimator is given and the asymptotic lower bound for the Bayes risk is obtained and shown to be sharp. Some examples are also given.     

Distributional Properties of Exceedance Statistics

Behaviour of a sequence of independent identically distributed random variables with respect to a random threshold is investigated. Three statistics connected with exceeding the threshold are introduced, their exact and asymptotic distributions are derived. Also distribution-free properties, leading to some common and some new discrete distributions, are considered. Identification of equidistribution of observations and the threshold are discussed. In this context relations between the exponential and gamma distributions are studied and a new derivation of the celebrated Laplace expansion for the standard normal distribution function is given.     

Effect of viscosity on internal waves from a source in a wall

The solution for a line source of oscillatory strength kept at the origin in a wall bounding a semi-infinite viscous imcompressible stratified fluid is presented in an integral form. The behaviour of the flow at far field and near field is studied by an asymptotic expansion procedure. The streamlines for different parameters are drawn and discussed. The real characteristic straight lines present in the inviscid problem are modified by the viscosity and the solutions obtained are valid even at the resonance frequency.     

Stokes Flow in Cylindrical Containers With Rotating Ends北大核心CSCD

该文以端部旋转的圆柱形容器内的Stokes流为研究对象,根据流动的特点,将轴向坐标模拟为时间,则问题归结为Hamilton对偶方程的本征值和本征解问题.利用本征解空间的完备性和本征解之间的共轭辛正交关系,给出了问题解的展开形式,并建立了展开系数的数值求解方法.采用该方法研究了单端旋转、两端以相同或相反角速度旋转时不同外形比(容器的高度与半径之比)时圆柱形容器内流动速度和应力的分布情况,展示了不同边界条件下流场的一些特点.     

Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality

Asymptotic expansions of the distributions of typical estimators in canonical correlation analysis under nonnormality are obtained. The expansions include the Edgeworth expansions up to order O(1/n) for the parameter estimators standardized by the population standard errors, and the corresponding expansion by Hall's method with variable transformation. The expansions for the Studentized estimators are also given using the Cornish-Fisher expansion and Hall's method. The parameter estimators are dealt with in the context of estimation for the covariance structure in canonical correlation analysis. The distributions of the associated statistics (the structure of the canonical variables, the scaled log likelihood ratio and Rozeboom's between-set correlation) are also expanded. The robustness of the normal-theory asymptotic variances of the sample canonical correlations and associated statistics are shown when a latent variable model holds. Simulations are performed to see the accuracy of the asymptotic results in finite samples.     

ON THE SPH-DISTRIBUTION CLASS

Following up Neuts‘ idea, the SPH-distribution class associated with bounded Q matrices for infinite Markov chains is defined. The main result in this paper is to characterize the SPH class through the derivatives of the distribution functions. Based on the characterization theorem, closure properties, the expansion, uniform approximation,and the matrix representations of the SPH class are also discussed by the derivatives of the distribution functions at origin.Key words Phase type distribution, absorbing Markov chain, operator theory, SPH- distribution, properties     

Series representations for densities functions of a family of distributions—Application to sums of independent random variables

Series representations for several density functions are obtained as mixtures of generalized gamma distributions with discrete mass probability weights, by using the exponential expansion and the binomial theorem. Based on these results, approximations based on mixtures of generalized gamma distributions are proposed to approximate the distribution of the sum of independent random variables, which may not be identically distributed. The applicability of the proposed approximations are illustrated for the sum of independent Rayleigh random variables, the sum of independent gamma random variables, and the sum of independent Weibull random variables. Numerical studies are presented to assess the precision of these approximations.     

The asymptotic behavior of solutions of the sine-gordon equation with singularities at zero

The problem of asymptotic analysis of radially symmetric solutions of the sine-Gordon equation reducible to the third Painlevé transcendent is posed. Solutions with singularities at the origin are studied. For finite values of the independent variable, an asymptotic expansion of such a solution is obtained; the leading term of this expansion is a modulated elliptic function. The corresponding modulation equation and phase shift are written out. Translated fromMatematicheskie Zametki, Vol. 67, No. 3, pp. 329–342, March, 2000.     

离散型与连续型分布互为对偶的根源

互为对偶的离散型分布与连续型分布,可以看作是由同一个函数——源函数产生的。源函数的正线性组合、乘积和负导数,仍然是源函数。源函数揭示了互为对偶的分布的分布函数之间的相互关系,并能用来求随机变量的数字特征、特征函数、概率母函数、分布的最大值和参数的极大似然估计.     

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.