Asymptotic expansions using blow-up

The method of matched asymptotic expansions and geometric singular perturbation theory are the most common and successful approaches to singular perturbation problems. In this work we establish a connection between the two approaches in the context of the simple fold problem. Using the blow-up technique [5], [12] and the tools of geometric singular perturbation theory we derive asymptotic expansions of slow manifolds continued beyond the fold point. Our analysis explains the structure of the expansion and gives an algorithm for computing its coefficients.*Research supported by the Austrian Science Foundation under grant Y 42-MAT.Received: February 1, 2001; revised: November 22, 2002     

Asymptotic expansions for oscillatory integrals using inverse functions

We treat finite oscillatory integrals of the form ∫ _a ^b F(x)e ^ikG(x) dx in which both F and G are real on the real line, are analytic over the open integration interval, and may have algebraic singularities at either or both interval end points. For many of these, we establish asymptotic expansions in inverse powers of k. No appeal to the theories of stationary phase or steepest descent is involved. We simply apply theory involving inverse functions and expansions for a Fourier coefficient ∫ _a ^b φ(t)e ^ikt dt. To this end, we have assembled several results involving inverse functions. Moreover, we have derived a new asymptotic expansion for this integral, valid when , −1<σ ₁<σ ₂<⋅⋅⋅. The authors were supported by the Office of Advanced Scientific Computing Research, Office of Science, US Department of Energy, under Contract DE-AC02-06CH11357.     

Asymptotic expansions of logarithmic-exponential functions

The aim of this paper is to study the asymptotic expansion of real functions which are finite compositions of globally subanalytic maps with the exponential function and the logarithmic function. This is done thanks to a preparation theorem in the spirit of those that exist for analytic functions (Weierstrass) or subanalytic functions (Parusinśki). The main consequence is that logarithmic-exponential functions admit convergent asymptotic expansion in the scale of real power functions. We also deduce a partial answer to a conjecture of van den Dries and Miller. Received: 19 March 2002     

Asymptotic expansions for trace functionals

We obtain Taylor approximations for functionals V?Tr(f(_H0+V))$V?\mathrm{Tr}(f(H_0+V))$ defined on the bounded self-adjoint operators, where _H0$H_0$ is a self-adjoint operator with compact resolvent and f is a sufficiently nice scalar function, relaxing assumptions on the operators made in [17], and derive estimates and representations for the remainders of these approximations.     

Asymptotic expansions for conditional distributions

It is shown that—under appropriate regularity conditions—the conditional distribution of the first p components of a normalized sum of i.i.d. m-dimensional random vectors, given the complementary subvector, admits a Chebyshev-Cramér asymptotic expansion of order $\text{o(n}{}^{\mathrm{<mtext>?(s?2)</mtext><mtext>2</mtext>}}\text{)}$, uniformly over all Borelsets in $\text{R}$^p and uniformly in a region of the conditioning subvector that includes moderate deviations.     

Asymptotic expansions for parabolic systems

We consider a parabolic system in a half space. A theorem, similar to one proved by Meyers and Pazy for elliptic equations outside the unit ball is proved, namely, if the coefficients, the right side, and the initial conditions of the parabolic system have asymptotic expansions at infinity with respect to the space variable, then so does the solution of the corresponding Cauchy problem. Some generalizations and examples are given.     

Asymptotic expansions of generalized functions

The definition is formulated of the asymptotic expansion of a generalized function depending on a parameter. A number of theorems are proved about the properties of asymptotic expansions and operations on them, in particular, theorems on differentiation and integration. For generalized functions of the formf (x)e^ixt,f (x) S', t ± the relation is investigated between the singularity carrierf and the carrier of coefficient functionals.Translated from Matematicheskie Zametki, Vol. 12, No. 2, pp. 131–138, August, 1972.     

Asymptotic expansions for two-stage rank tests

Stein's two-stage procedure produces a t-test which can realize a prescribed power against a given alternative, regardless of the unknown variance of the underlying normal distribution. This is achieved by determining the size of a second sample on the basis of a variance estimate derived from the first sample. In the paper we introduce a nonparametric competitor of this classical procedure by replacing the t-test by a rank test. For rank tests, the most precise information available are asymptotic expansions for their power to order n ^-1, where n is the sample size. Using results on combinations of rank tests for sub-samples, we obtain the same level of precision for the two-stage case. In this way we can determine the size of the additional sample to the natural order and moreover compare the nonparametric and the classical procedure in terms of expected additional numbers of observations required.     

Asymptotic expansions for degenerate parabolic equations

We prove asymptotic convergence results for some analytical expansions of solutions to degenerate PDEs with applications to financial mathematics. In particular, we combine short-time and global-in-space error estimates, previously obtained in the uniformly parabolic case, with some a priori bounds on “short cylinders”, and we achieve short-time asymptotic convergence of the approximate solution in the degenerate parabolic case.     

Asymptotic expansions of the Robbins-Monro process

Assume that the function values f(x) of an unknown regression function f: ℝ → ℝ can be observed with some random error V. To estimate the zero ϑ of f, Robbins and Monro suggested to run the recursion X _n+1 = X _n − a/n Y _n with Y _n = f(X _n ) − V _n . Under regularity assumptions, the normalized Robbins-Monro process, given by (X _n+1 − ϑ)/√Var(X _n+1, is asymptotically standard normal. In this paper Edgeworth expansions are presented which provide approximations of the distribution function up to an error of order o(1/√n) or even o(1/n). As corollaries asymptotic confidence intervals for the unknown parameter ϑ are obtained with coverage probability errors of order O(1/n). Further results concern Cornish-Fisher expansions of the quantile function, an Edgeworth correction of the distribution function and a stochastic expansion in terms of a bivariate polynomial in 1/√n and a standard normal random variable. The proofs of this paper heavily rely on recently published results on Edgeworth expansions for approximations of the Robbins-Monro process.      

Asymptotic expansions in functional limit theorems

Asymptotic expansions for a class of functional limit theorems are investigated. It is shown that the expansions in this class fit into a common scheme, defined by a sequence of functions h_n (ε₁,…, ε_n), n ≥ 1, of “weights” (for n observations), which are smooth, symmetric, compatible and have vanishing first derivatives at zero. Then $\text{h}{}_{\mathrm{n}}\text{(n}{}^{\mathrm{<mtext>?1</mtext><mtext>2</mtext>}}\text{,…, n}{}^{\mathrm{<mtext>?1</mtext><mtext>2</mtext>}}\text{)}$ admits an asymptotic expansion in powers of $\text{n}{}^{\mathrm{<mtext>?1</mtext><mtext>2</mtext>}}$. Applications to quadratic von Mises functionals, the C.L.T. in Banach spaces, and the invariance principle are discussed.     

Asymptotic error expansions for hypersingular integrals

This paper presents quadrature formulae for hypersingular integrals $\int_a^b\frac{g(x)}{|x-t|^{1+\alpha }}\mathrm{d}x$ , where a?<?t?<?b and 0?<?α?≤?1. The asymptotic error estimates obtained by Euler–Maclaurin expansions show that, if g(x) is 2m times differentiable on [a,b], the order of convergence is O(h ^2μ ) for α?=?1 and O(h ^2μ???α ) for 0?<?α?<?1, where μ is a positive integer determined by the integrand. The advantages of these formulae are as follows: (1) using the formulae to evaluate hypersingular integrals is straightforward without need of calculating any weight; (2) the quadratures only involve g(x), but not its derivatives, which implies these formulae can be easily applied for solving corresponding hypersingular boundary integral equations in that g(x) is unknown; (3) more precise quadratures can be obtained by the Richardson extrapolation. Numerical experiments in this paper verify the theoretical analysis.     

Asymptotic expansions of the Mehler-Fock transform

Asymptotic expansions in the two limitsx → + ∞ andx → 0+ are obtained for the Mehler-Fock transform

Asymptotic expansions for anisotropic heat kernels

We obtain the asymptotic expansion of the solutions of some anisotropic heat equations when the initial data belong to polynomially weighted L ^p -spaces. We mainly address two model examples. In the first one, the diffusivity is of order two in some variables but higher in the other ones. In the second one, we consider the heat equation on the Heisenberg group.     

Asymptotic expansions forL- andR-statistics under alternatives

In this paper we establish asymptotic expansions (a.e.) under alternatives for the distribution functions of sums of independent identically distributed random variables (i.i.d.r.v.'s.), linear combinations of order statistics, and one-sample rank statistics (L- and R-statistics). The general Lemma from [V. E. Bening,Bull. Moscow State Univ., Ser. 15, 2 36–44 (1994)] is applied to these statistics. Section 1 contains the statement of the theorem, in Sec. 2 the theorems is proved; its proof involves four auxiliary lemmas, also contained in Sec. 2. Finally Sec. 3 contains the proofs of these lemmas. Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, 1993.     

Asymptotic expansions of some arithmetic sums

Translated from Matematicheskie Zametki, Vol. 51, No. 2, pp. 109–116, February, 1992.     

Asymptotic expansions of the binomial coefficients

A general formulae for the asymptotic expansion of not centered binomial coefficients are derived and some useful estimates of the binomial coefficients are presented. The sum of the binomial coefficients is also studied.