The asymptotics of the generalised Hermite-Bell polynomials

The Hermite-Bell polynomials are defined by for n=0,1,2,… and integer r≥2 and generalise the classical Hermite polynomials corresponding to r=2. We obtain an asymptotic expansion for as n→∞ using the method of steepest descents. For a certain value of x, two saddle points coalesce and a uniform approximation in terms of Airy functions is given to cover this situation. An asymptotic approximation for the largest positive zeros of is derived as n→∞. Numerical results are presented to illustrate the accuracy of the various expansions.     

Asymptotic expansions for the coefficients of analytic generating functions

PairsF(x), G(x) of analytic generating functions that satisfy relations such as 1+G(x)=exp(F(x)) are studied. It is shown that, ifF(x) satisfies fairly mild regularity conditions, such as those imposed by Hayman in his study of coefficients of some general classes of functions, thenG(x) satisfies the much stricter conditions imposed by Harris and Schoenfeld. This enables one to obtain complete asymptotic expansions for the coefficients ofG(x). Applications of this result are made to enumerations of trees.Dedicated to Professor Janos Aczél on his 60th birthday     

Asymptotic expansions for derivatives of stable laws

For the derivativesp ^(k)(x; α, γ) of the stable density of index α asymptotic formulae (of Plancherel Rotach type) are computed ask→∞ thereby exhibiting the detailed analytic structure for large orders of derivatives. Generalizing known results for the special case of the one-sided stable laws (O<α<1, γ=-α) the whole range for the index of stability and the asymmetry parameter γ is covered.     

On the asymptotics of numbers of observations in random regions determined by order statistics

In this paper, we consider random variables counting numbers of observations that fall into regions determined by extreme order statistics and Borel sets. We study multivariate asymptotic behavior of these random variables and express their joint limiting law in terms of independent multinomial and negative multinomial laws. First, we give our results for samples with deterministic size; next we explain how to generalize them to the case of randomly indexed samples.     

Solving the hypergeometric system of Okubo type in terms of a certain generalized hypergeometric function

We introduce one scalar function f of a complex variable and finitely many parameters, which allows to represent all solutions of the so-called hypergeometric system of Okubo type under the assumption that one of the two coefficient matrices has all distinct eigenvalues. In the simplest non-trivial situation, f is equal to the hypergeometric function, while in other more complicated cases it is related, but not equal, to the generalized hypergeometric functions. In general, however, this function appears to be a new higher transcendental one. The coefficients of the power series of f about the origin can be explicitly given in terms of a generalized version of the classical Pochhammer symbol, involving two square matrices that in general do not commute. The function can also be characterized by a Volterra integral equation, whose kernel is expressed in terms of the solutions of another hypergeometric system of lower dimension.     

The role of the Fox–Wright functions in fractional sub-diffusion of distributed order

The fundamental solution of the fractional diffusion equation of distributed order in time (usually adopted for modelling sub-diffusion processes) is obtained based on its Mellin–Barnes integral representation. Such solution is proved to be related via a Laplace-type integral to the Fox–Wright functions. A series expansion is also provided in order to point out the distribution of time-scales related to the distribution of the fractional orders. The results of the time fractional diffusion equation of a single order are also recalled and then re-obtained from the general theory.     

A uniform asymptotic expansion for weighted sums of exponentials

We consider the random variable Z_n,α=Y₁+2^αY₂+?+n^αY_n, with α∈R and Y₁,Y₂,… independent and exponentially distributed random variables with mean one. The distribution function of Z_n,α is in terms of a series with alternating signs, causing great numerical difficulties. Using an extended version of the saddle point method, we derive a uniform asymptotic expansion for P(Z_n,α<x) that remains valid inside (α≥−1/2) and outside (α<−1/2) the domain of attraction of the central limit theorem. We discuss several special cases, including α=1, for which we sharpen some of the results in Kingman and Volkov (2003).     

Exponentially small expansions of the Wright function on the Stokes lines

We investigate a particular aspect of the asymptotic expansion of the Wright function pΨq(z) for large |z|. In the case p?=?1, q ? 0, we establish the form of the exponentially small expansion of this function on certain rays in the z-plane (known as Stokes lines). The importance of such exponentially small terms is encountered in analytic probability theory and in the theory of generalised linear models. In addition, the transition of the Stokes multiplier connected with the subdominant exponential expansion across the Stokes lines is shown to obey the familiar error-function smoothing law expressed in terms of an appropriately scaled variable. Some numerical examples which confirm the accuracy of the expansion are given.     

On the use of Hadamard expansions in hyperasymptotic evaluation of Laplace-type integrals—III: Clusters of saddle points

It is shown how the recently developed Hadamard expansion procedure can be applied to the hyperasymptotic evaluation of Laplace-type integrals containing a large variable when the phase function has a cluster of close-lying saddle points. The modification to this procedure that is required when the saddles in the cluster coalesce to form a single higher-order saddle is discussed. An example is also considered in which there is both a coalescence of saddles and a Stokes phenomenon as the phase of the large variable is allowed to vary. Numerical examples are given to illustrate the accuracy that can be obtained with this new procedure.     

Numerical algorithms for uniform Airy-type asymptotic expansions

Airy-type asymptotic representations of a class of special functions are considered from a numerical point of view. It is well known that the evaluation of the coefficients of the asymptotic series near the transition point is a difficult problem. We discuss two methods for computing the asymptotic series. One method is based on expanding the coefficients of the asymptotic series in Maclaurin series. In the second method we consider auxiliary functions that can be computed more efficiently than the coefficients in the first method, and we do not need the tabulation of many coefficients. The methods are quite general, but the paper concentrates on Bessel functions, in particular on the differential equation of the Bessel functions, which has a turning point character when order and argument of the Bessel functions are equal.     

Analogues of Jacobi's inversion formula for the incomplete elliptic integral of the first kind

In this article, we revisit Ramanujan's cubic analogue of Jacobi's inversion formula for the classical elliptic integral of the first kind. Our work is motivated by the recent work of Milne (Ramanujan J. 6(1) (2002) 7-149), Chan and Chua (Ramanujan J., to appear) on the representations of integers as sums of even squares.     

Series expansions for the third incomplete elliptic integral via partial fraction decompositions

We find convergent double series expansions for Legendre's third incomplete elliptic integral valid in overlapping subdomains of the unit square. Truncated expansions provide asymptotic approximations in the neighborhood of the logarithmic singularity (1,1)$(1,1)$ if one of the variables approaches this point faster than the other. Each approximation is accompanied by an error bound.     

Mellin-type differential equations and associated sampling expansions

This paper is devoted to a self-contained approach to Mellin-type differential equations and associated ssampling expansions. Here the first order differential operator is not the normal d/dx but D_M,c=xd/dx+c,c E R being connected with the definition of the Mellin transform. Existence and uniqueness theorems are established for a system of first order Mellin equations and the properties of nth order linear equations are investigated. Then self adjoint Mellin-type second order Sturm-Liouville eigenvalue problems are considered and properties of the eigenvalues, eigenfunctions and Green's functions are derived. As applications. sampling representations for two classes of integral transforms arising from the eigenvalue problem are introduced. In the first class the kernesl are solutions of the problem and in the second they are expressed in terms of green's function.     

Algebraic solutions of the Lamé equation, revisited

A minor error in the necessary conditions for the algebraic form of the Lamé equation to have a finite projective monodromy group, and hence for it to have only algebraic solutions, is pointed out (see Baldassarri, J. Differential Equations 41 (1) (1981) 44). It is shown that if the group is the octahedral group S₄, then the degree parameter of the equation may differ by ±1/6 from an integer; this possibility was missed. The omission affects a recent result on the monodromy of the Weierstrass form of the Lamé equation (see Churchill, J. Symbolic Comput. 28 (4-5) (1999) 521). The Weierstrass form, which is a differential equation on an elliptic curve, may have, after all, an octahedral projective monodromy group.     

High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus

We prove a multivariate CLT for skewness and kurtosis of the wavelets coefficients of a stationary field on the torus. The results are in the framework of the fixed-domain asymptotics, i.e. we refer to observations of a single field which is sampled at higher and higher frequencies. We consider also studentized statistics for the case of an unknown correlation structure. The results are motivated by the analysis of high-frequency financial data or cosmological data sets, with a particular interest towards testing for Gaussianity and isotropy.     

Analytic normalization of analytically integrable differential systems near a periodic orbit

For an analytic differential system in Rⁿ${\mathbb{R}}^n$ with a periodic orbit, we will prove that if the system is analytically integrable around the periodic orbit, i.e. it has n−1$n-1$ functionally independent analytic first integrals defined in a neighborhood of the periodic orbit, then the system is analytically equivalent to its Poincaré–Dulac type normal form. This result is an extension of analytically integrable differential systems around a singularity to the ones around a periodic orbit.     

Fractional integral operators in the complex matrix variate case

A formal definition of fractional integrals in the complex matrix variate case is given here. This definition will encompass all the various fractional integral operators introduced by various authors in the real scalar and matrix cases. The new definition is introduced in terms of M-convolutions of products and ratios of matrices in the complex domain. Their connections to statistical distribution theory, Mellin convolutions, M-transforms and Mellin transform are pointed out. Some basic properties are given and a pathway extension of the new definition is also given. The pathway extension will provide a switching mechanism to move among three different families of functions.     

Rational interpolation to solutions of Riccati difference equations on elliptic lattices

It is shown how to define difference equations on particular lattices {x_n}, n∈Z, where the x_ns are values of an elliptic function at a sequence of arguments in arithmetic progression (elliptic lattice). Solutions to special difference equations (elliptic Riccati equations) have remarkable simple (!) interpolatory continued fraction expansions.     

A proximal-like method for a class of second order measure-differential inclusions describing vibro-impact problems

We are interested in the study of discrete mechanical systems subjected to frictionless unilateral constraints. The dynamics is described by a second order measure-differential inclusion for the unknown positions, completed by a Newton's impact law describing the transmission of the velocities when the constraints are saturated.By using another formulation of the problem at the velocity level, we introduce a time-stepping algorithm, inspired by the proximal methods for differential inclusions, and we prove the convergence of the approximate solutions to a solution of the Cauchy problem.     

Expectation of random polytopes

A random polytopeP _n in a convex bodyC is the convex hull ofn identically and independently distributed points inC. Its expectation is a convex body in the interior ofC. We study the deviation of the expectation ofP _n fromC asn→∞: while forC of classC ^k+1,k≥1, precise asymptotic expansions for the deviation exist, the behaviour of the deviation is extremely irregular for most convex bodiesC of classC ¹. Dedicated to my teacher and friend Professor Edmund Hlawka on the occasion of his 80^th birthday