Asymptotic and Spectral Analysis of the Spatially Nonhomogeneous Timoshenko Beam Model

We develop spectral and asymptotic analysis for a class of nonselfadjoint operators which are the dynamics generators for the systems governed by the equations of the spatially nonhomogeneous Timoshenko beam model with a 2–parameter family of dissipative boundary conditions. Our results split into two groups. We prove asymptotic formulas for the spectra of the aforementioned operators (the spectrum of each operator consists of two branches of discrete complex eigenvalues and each branch has only two points of accumulation: +∞ and —∞), and for their generalized eigenvectors. Our second main result is the fact that these operators are Riesz spectral. To obtain this result, we prove that the systems of generalized eigenvectors form Riesz bases in the corresponding energy spaces. We also obtain the asymptotics of the spectra and the eigenfunctions for the nonselfadjoint polynomial operator pencils associated with these operators. The pencil asymptotics are essential for the proofs of the spectral results for the aforementioned dynamics generators.     

Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest

In the paper, we study three types of finite-time ruin probabilities in a diffusion-perturbed bidimensional risk model with constant force of interest, pairwise strongly quasi-asymptotically independent claims and two general claim arrival processes, and obtain uniformly asymptotic formulas for times in a finite interval when the claims are both long-tailed and dominatedly-varying-tailed. In particular, with a certain dependence structure among the inter-arrival times, these formulas hold uniformly for all times when the claims are pairwise quasi-asymptotically independent and consistently-varying-tailed.     

A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains

Masuyama (2011) obtained the subexponential asymptotics of the stationary distribution of an M/G/1 type Markov chain under the assumption related to the periodic structure of G-matrix. In this note, we improve Masuyama’s result by showing that the subexponential asymptotics holds without the assumption related to the periodic structure of G-matrix.     

Global attraction to solitary waves for Klein–Gordon equation with mean field interaction

We consider a U(1)$\mathbf{U}(1)$-invariant nonlinear Klein–Gordon equation in dimension n?1$n?1$, self-interacting via the mean field mechanism. We analyze the long-time asymptotics of finite energy solutions and prove that, under certain generic assumptions, each solution converges as t→±∞$t\to \pm \infty$ to the two-dimensional set of all “nonlinear eigenfunctions” of the form ?(x)e−iωt$?(x)e^{-i\omega t}$. This global attraction is caused by the nonlinear energy transfer from lower harmonics to the continuous spectrum and subsequent dispersive radiation.     

Asymptotics in the Baum—Katz formula for random fields

In 1996, D. Deng established an analog of the Baum—Katz theorem on the convergence rate in the law of large numbers for multi-indexed random variables. The series describing the convergence rate depends, in a natural way, on the parameter characterizing the excess of the normalized sums over some level. In this paper, we find the precise asymptotics of the sum of this series with respect to the above-mentioned parameter. Thus, a generalization of a recent result due to A. Gut and A. Spataru is obtained.     

Precise asymptotics of complete moment convergence on moving average

Let {ξi,-∞i∞} be a doubly infinite sequence of identically distributed-mixing random variables with zero means and finite variances,{ai,-∞i∞} be an absolutely summable sequence of real numbers and X k =∑i=-∞+∞ aiξi+k be a moving average process.Under some proper moment conditions,the precise asymptotics are established for     

Small-Maturity Asymptotics for the At-The-Money Implied Volatility Slope in Lévy Models

We consider the at-the-money (ATM) strike derivative of implied volatility as the maturity tends to zero. Our main results quantify the behaviour of the slope for infinite activity exponential Lévy models including a Brownian component. As auxiliary results, we obtain asymptotic expansions of short maturity ATM digital call options, using Mellin transform asymptotics. Finally, we discuss when the ATM slope is consistent with the steepness of the smile wings, as given by Lee’s moment formula.     

Asymptotics of simple eigenvalues and eigenfunctions for the Laplace operator in a domain with an oscillating boundary

The asymptotic behavior of solutions to spectral problems for the Laplace operator in a domain with a rapidly oscillating boundary is analyzed. The leading terms of the asymptotic expansions for eigenelements are constructed, and the asymptotics are substantiated for simple eigenvalues. The text was submitted by the authors in English.     

Sizes of Critical Graphs with Small Maximum Degrees

In this paper, we give new lower bounds for the size of Δ-critical graphs with Δ=8,9 which improve the partial results of Luo [6] and Y. Zhao [12].     

Special simplices and Gorenstein toric rings

Athanasiadis [Ehrhart polynomials, simplicial polytopes, magic squares and a conjecture of Stanley, J. Reine Angew. Math., to appear.] studies an effective technique to show that Gorenstein sequences coming from compressed polytopes are unimodal. In the present paper we will use such the technique to find a rich class of Gorenstein toric rings with unimodal h-vectors arising from finite graphs.