Results 1 to 10 of about 1,706 (286)
A note on the convergence rates in precise asymptotics [PDF]
Journal of Inequalities and Applications, 2019 Let {X,Xn,n≥1} $\{X, X_{n}, n\geq1\}$ be a sequence of i.i.d. random variables with EX=0 $EX=0$, EX2=σ2 $EX^{2}=\sigma^{2}$. Set Sn=∑k=1nXk $S_{n}=\sum_{k=1}^{n}X_{k}$ and let N ${\mathcal {N} }$ be the standard normal random variable. Let g(x) $g(x)$ be
Yong Zhang
doaj +5 more sources
Precise asymptotics in the law of logarithm under dependence assumptions [PDF]
Computers and Mathematics With Applications, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li-Xin Zhang
exaly +3 more sources
Precise asymptotics: Robust stochastic volatility models [PDF]
The Annals of Applied Probability, 2021 We present a new methodology to analyze large classes of (classical and rough) stochastic volatility models, with special regard to short-time and small noise formulae for option prices. Our main tool is the theory of regularity structures, which we use in the form of [Bayer et al; A regularity structure for rough volatility, 2017].
Friz, P. K., Gassiat, P., Pigato, P.
core +11 more sources
Precise asymptotics – A general approach [PDF]
Acta Mathematica Hungarica, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gut, A., Steinebach, J.
core +9 more sources
On Small Deviation Asymptotics In L2 of Some Mixed Gaussian Processes [PDF]
Mathematics, 2018 We study the exact small deviation asymptotics with respect to the Hilbert norm for some mixed Gaussian processes. The simplest example here is the linear combination of the Wiener process and the Brownian bridge.
Alexander I. Nazarov +1 more
doaj +2 more sources
Precise asymptotics for a random walker’s maximum [PDF]
Journal of Statistical Mechanics: Theory and Experiment, 2005 We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum E[M_n] of the walk up to n steps behaves asymptotically for large n as, E[M_n]/σ=\sqrt{2n/π}+ γ+O(n^{-1/2 ...
Comtet, Alain, Majumdar, Satya N.
openaire +3 more sources
On random trees and forests [PDF]
ESAIM: Proceedings and Surveys, 2023 The first talk at the session Random trees and random forests “Journée MAS” (27/08/2021) was presented by I. Kortchemski. After a general up-to-date introduction to local and scaling limits of Bienaymé trees (which are discrete branching trees), he ...
Contat Alice +4 more
doaj +1 more source
Precise Asymptotics for Bifurcation Curve of Nonlinear Ordinary Differential Equation
Mathematics, 2020 We study the following nonlinear eigenvalue problem −u″(t)=λf(u(t)),u(t)>0,t∈I:=(−1,1),u(±1)=0, where f(u)=log(1+u) and λ>0 is a parameter. Then λ is a continuous function of α>0, where α is the maximum norm α=∥uλ∥∞ of the solution uλ associated with λ ...
Tetsutaro Shibata
doaj +1 more source
Towards elliptic deformation of q,t-matrix models
Physics Letters B, 2021 As a necessary step in construction of elliptic matrix models, which preserve the superintegrability property ∼char, we suggest an elliptic deformation of the peculiar loci pkΔn, which play an important role in precise formulation of this property.
Andrei Mironov, Alexei Morozov
doaj +1 more source
Precise Large Deviations for Subexponential Distributions in a Multi Risk Model
Risks, 2018 The precise large deviations asymptotics for the sums of independent identical random variables when the distribution of the summand belongs to the class S ∗ of heavy tailed distributions is studied.
Dimitrios G. Konstantinides
doaj +1 more source