Questions tagged [asymptotics]
Asymptotic behavior of functions, asymptotic series and related topics
947
questions
3
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For a random sequence $X_0, X_1, X_2, \ldots$ and $F_n$ the empirical CDF, does $F_n(X_0)$ converge to a uniform random variable?
Let $X_0, X_1, X_2, \ldots$ be a sequence of i.i.d. real-valued random variables on some probability space $(\Omega, \mathcal{F}, \mathbb{P})$ with continuous CDF $F(x)$ and define a sequence of ...
3
votes
1
answer
245
views
Another large noise limit
Note: Here all processes take values in $[0, 1]$.
Let $W$ be a standard one dimensional Brownian motion, and $\sigma > 0$ a constant.
Let $X$ be the solution to the SDE
$$dX_t = \sigma X_t \, dW_t$$...
2
votes
0
answers
148
views
Closeness of a rational approximation
What is
$$p_*:=\inf\big\{p\in\mathbb R\colon\,\inf_{n\in\mathbb N}n^p\,\inf_{k\in\mathbb N}
|2\sqrt{3n}-9\pi/4-k\pi|>0\big\},$$
where $\mathbb N:=\{1,2,\dots\}$?
In other words, I would like to ...
6
votes
2
answers
259
views
Asymptotics of error function integral with square root
I am interested in the asymptotics of the integral
$$I(a):=\int_0^\infty \sqrt{x}\operatorname{Erfc}(x+a)\,\mathrm{d}x$$
for $a>0$. I think that $I(a)$ should be decaying exponentially as $I(a)\...
1
vote
1
answer
140
views
Sum of an arithmetic sequence involving Euler factors
I am trying to find an asymptotic formula for the following sum as $T \to \infty$.
$$ \sum_{t = 1}^{T} \prod_{\substack{p \; \textrm{prime} \\ p | t}} \rho(p) \frac{1 - \frac{1}{p^2}}{1 - \frac{\rho(p)...
3
votes
1
answer
134
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On an asymptotic integral
Let $\phi, a \in C^{\infty}([0,1])$ and assume $a(0)=1$. Suppose that
$$
\int_0^1 e^{\tau \,\phi(t)}\,a(t)\,dt =0 \qquad \text{for all $\tau \in \mathbb R$}.
$$
Does it follow that $\phi$ is a ...
17
votes
1
answer
605
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How hard is it to say "not exactly $p$" with a Horn sentence?
EDIT: immediately after bountying the question (whoops ...) I found, while looking for something else entirely, that Sauro Tulipani gave an explicit algorithm for producing a Horn sentence $\varphi_p$ ...
1
vote
0
answers
148
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Number-theoretic proof of integrality of a fraction and asymptotics of sum over partitions related to symmetric group
Consider $\;\alpha=(\alpha_1,...,\alpha_n)\in\mathbb{Z}_+^n\;$ such that $\;1\alpha_1+...+n\alpha_n=n.\;$ Let $\varphi$ denote Euler totient-function.
Let $\;T_\alpha\;$ be a set of permutations in $...
4
votes
1
answer
229
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Relation between $\pi$, area and the sides of Pythagorean triangles whose hypotenuse is a prime number
Consider all Pythagorean triangles $a^2 + b^2 = p^2$ in which the hypotenuse $p$ is a prime number. Let $h(x) = \sum_{p \le x}p^2$, $a(x) = \sum_{p \le x}ab$ and $r(x) = \sum_{p \le x}(a+b)^2$. Is it ...
5
votes
2
answers
179
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Limit of the extremal process of i.i.d. Gaussians see from the tip
I'm trying to calculate the weak limit of $\mathcal{E}_N(x)=\sum_{k=1}^{2^N}\delta_{x-Z_k}$ , with $Z_k=X_k-\max_{k\leq 2^N}X_k$, $\{X_k\}$ being $2^N$ copies of i.i.d. Gaussians with mean zero and ...
0
votes
1
answer
314
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The exploration of the asymptotic behavior of a simple sum. $\sum_{k=1}^{\infty} (k^{1/k} - 1)$ [closed]
An informal investigation of a sum.
Consider this sum:
$$S =\sum_{k=2}^{\infty}(k^{1/k} -1)$$
Does this converge? How does it behave as it diverges, if it diverges? If $k$ equaled $1$ we would get $0$ ...
2
votes
1
answer
403
views
Weakly dependent central limit theorem
Say I have $N$ random variables $X_1,\cdots,X_i,\cdots,X_N$, with zero mean and finite variance. $X_i$ and $X_j$ are independent iif $|i-j|>m$, and positively correlated otherwise (say the ...
0
votes
1
answer
259
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Bounds on the number of integer compositions with parts bounded from above and below
I'm looking for asymptotic bounds (as n goes to infinity) on the number of integer compositions of $n$ with parts in $[a,n]$ and separately for parts in $[a,b]$, with $1 < a < b < n$.
(To ...
4
votes
0
answers
160
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Branch cuts, inverse Fourier transform and large time asymptotics
Let the Fourier transform of $f(t)$ be defined as $F(\omega) = \int_{-\infty}^\infty dt f(t) e^{i\omega t}$ for values of $\omega$ where the integral exists. What are the precise conditions on $F(\...
2
votes
1
answer
92
views
Decay rate for a small perturbation of a simple linear ODE
MOTIVATION.
Let $f:[0,+\infty)\to \mathbb{R}$.
Solutions to $\partial_tf(t) = -\lambda f(t)$, $f(0)\neq 0$ approach zero exactly as $e^{-\lambda t}$.
This property is preserved if we apply an ...
1
vote
0
answers
88
views
Asymptotics through generating functions
I am working on the asymptotics of a sequence and wanted to use the method of subtracted singularities (Darboux's method) for its generating function $f$. But it turns out that the function has $1$ as ...
2
votes
1
answer
212
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Identity involving double sum with binomials
(asked previously in MSE here)
In the course of a calculation, I have met the following complicated identity. Let $A$ and $a$ be positive integers. Then I believe that
$$ \sum_{B\ge A,b\ge a} (-1)^{a+...
2
votes
0
answers
120
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Average length of consecutive integers which have an increasing number of divisors
Consider the nine consecutive natural numbers starting from $1584614377$.
...
5
votes
2
answers
203
views
Integrals can sometimes be computed through their saddle points. Are there examples of converse, when saddle points are found via integrals?
Under some reasonable assumptions integrals with large exponents can often be computed via saddle point approximations, e.g.
$$\int e^{-\lambda f(x)}\approx e^{-\lambda f(x_0)},\qquad \lambda\to\infty$...
1
vote
1
answer
147
views
Estimates of product of eigenvalues gaps for Wigner matrices
Let $W_n$ be an $n\times n$ Wigner matrix$^{1}$, and let $\lambda_1\le \lambda_2\le \cdots \le \lambda_n$ be the eigenvalues of $\frac{W_n}{\sqrt{n}}$.
My question. For any fixed $i\in\{1,\dots,n\}$, ...
20
votes
1
answer
586
views
Distinct exponents in the factorization of the factorial, a problem of Erdős
In the 1982 paper below, Paul Erdős proved that if $h(n)$ is the number of distinct exponents in the prime factorization of $n!$ then $$c_1\Big(\frac{n}{\log n}\Big)^{1/2} < h(n) < c_2\Big(\frac{...
2
votes
1
answer
236
views
Maximum nearest neighbor distance for a Poisson point process
Is the maximum nearest neighbor distance between points of the process, over all the infinitely many points of a stationary Poisson point process of intensity $\lambda$ in $\mathbb{R}^d$, almost ...
7
votes
2
answers
467
views
Asymptotic behavior of $\sum_{k=1}^{\infty} \sqrt{\max\{1 - k^2/x^2,0\}}$ as $x\to\infty$
Let $f:\mathbb{R}\to\mathbb{R}$ be the function $$f(x) = \sum_{k=1}^{\infty} \sqrt{\max\left\{1 -\frac{k^2}{x^2},0\right\}}.$$
Numerical experiments suggests that there exists $n\in\mathbb{N}$ and a $...
5
votes
0
answers
200
views
Number of solutions of linear congruence with bounded variables
Fix some nonzero integers $a_1, \dots, a_k$, with $k \geq 2$, and some real numbers $c_1, \dots, c_k \in (0,1)$.
For every positive integer $m$, let $N(m)$ be the number of $k$-tuple of integers $(x_1,...
6
votes
1
answer
495
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Rate of decrease of the Fourier transform of standard mollifiers
What is the the rate of decrease of $|\widehat{f_p}(t)|$ (as $t\to\infty$), where $p\in(0,\infty)$,
$$\widehat{f_p}(t):=\int_{\mathbb R} e^{itx}f_p(x)\,dx,$$
and
$$f_p(x):=e^{-1/(1-x^2/p)^p}1(|x|<\...
2
votes
2
answers
226
views
Asymptotics of a delay differential equation
Say we have the line segment $L(t) = [0,t]$, and randomly remove open intervals of length $1$ from $L(t)$ until no more open intervals of length $1$ remain. Define $u(t)$ as the expected measure of ...
3
votes
0
answers
90
views
Probability of winning a $k$-rounds coin toss game
Let $p,q \in [0,1]$ with $p>q$. I denote by $B_k(p), B_k(q)$ two independent random variables following the binomial distribution, with parameters $(k,p)$ and $(k,q)$ respectively.
Informal ...
6
votes
1
answer
221
views
Convergence speed of the tail of distribution using Tauberian remainder theorem
This question may be related to this one.
Now I try to make some statistical estimator using Laplace transform, but I face the following serious problem.
Let $f$ be some one-sided probability ...
5
votes
1
answer
158
views
Asymptotics for repulsive aggregation(-diffusion) equation
Consider the aggregation-diffusion equation
$$
\frac{\partial \rho}{\partial t} = \nabla (\rho \nabla(W\star \rho)) + \nu \Delta \rho,
$$
where $W:\mathbb{R}^d \to \mathbb{R}$ is a twice continuously ...
4
votes
0
answers
176
views
As increasingly higher degree terms are added to a "random" polynomial, how fast do the roots approach the unit circle?
As increasingly higher degree terms are added to a "random" polynomial, the roots of a polynomial can be proven to approach the unit circle. For example, see the MathOverflow question Why ...
1
vote
1
answer
258
views
Asymptotic lower bound for the number of square free with at least two prime factors
In one of Soundararajan's papers, he claims without proof that it is a standard exercise to show that the number $N(X)$ of positive square-free integers $d \equiv 1 \; \bmod \; 8$ less than $X$, with ...
1
vote
0
answers
94
views
A sampling problem
I have a suspicion that the question I am about to ask is classical. I could not trace a reference, and I am really curious about the answer. Here is the question,
An urn contains $m$ balls ...
0
votes
0
answers
242
views
Singularity of inverse exponential integral function
The exponential integral function is defined by
$$ Ei(z) = \int_{-\infty}^z dw \frac{e^w}{w} \,.$$
Away from the negative real axis the exponential integral function has a Taylor series about $z=0$:
$$...
3
votes
1
answer
103
views
Asymptotic growth of ternary partitions of integers $3n$
Consider the binary partitions of $2n$ in powers of $2$, denoted by $b(2n)$, with the generating function
$$\sum_{n\geq0}b(2n)\,x^n=\frac1{1-x}\prod_{k\geq0}\frac1{1-x^{2^n}}.$$
A result of De Bruijn ...
1
vote
1
answer
102
views
Integral of $J_1\left(Ae^{-\lambda t}-Ae^{-\lambda s}\right)e^{-\epsilon(t-s)}$ with respect to $s$?
Consider the integral
$$\mathcal{I}=\int_0^t\left(\frac{Ae^{-\lambda t}-Ae^{-\lambda s}}{2}\right)^{2m+1}e^{-\epsilon(t-s)}ds,\tag{1}$$
for constants $A,\lambda,\epsilon,t\in\mathbb{R}$ and $m\in\...
8
votes
1
answer
352
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Is there a real-analytic way to derive the asymptotics of $\int_{-\infty}^\infty e^{ikx} e^{-k^4}\,dk$ as $|x|\to\infty$?
In The Fourier Transform of the quartic Gaussian $\exp(-Ax^4)$: Hypergeometric functions, power series, steepest descent asymptotics and hyperasymptotics and extensions to $\exp(-Ax^{2n})$, Boyd ...
0
votes
0
answers
194
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Subgroups generated by two random elements
Suppose that we have a finite group $G$ and choose elements $a, b \in G$ at random. What can be said about the order of the subgroup generated by $a$ and $b$? Mainly, what is the expected order, $\...
2
votes
1
answer
202
views
Largest asymptotic growth for $2f(x)-f(2x)$
I am trying to find smooth functions $f : \mathbb{R}_+ \to \mathbb{R}_+$ such that the quantity $$\Delta_f(x) := 2f(x)-f(2x)$$
is positive for $x$ large enough and has the greatest asymptotic growth.
...
1
vote
0
answers
135
views
Fourier transform of the Bochner-Riesz multipliers
How to obtain the decay of Fourier transform of the Bochner-Riesz multipliers? For $\lambda>0$ define:
$$
\hat{m_{\lambda}}(x)=\int\limits_{\mathbb{R}^d} (1-|\xi|^2)_{+}^{\lambda}e^{2\pi i x\cdot \...
2
votes
0
answers
82
views
Approximate solution of nonlinear ODE
Investigating some problem in optics I am faced with a nonlinear differential equation of the form
$$ - y(x)\frac{{{d^2}}}{{d{x^2}}}\left( {\frac{1}{{y(x)}}} \right) + {y^2}(x) = f(x)$$
with initial ...
3
votes
1
answer
203
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asymptotic growth of a sum involving partitions
Let $\lambda\vdash n$ denote the integer partition of $n$. Define the product $\mathcal{N}(\lambda)=\lambda_1\lambda_2\cdots\lambda_r$ when $\lambda=(\lambda_1\geq\lambda_2\geq\cdots\geq\lambda_r>0)...
6
votes
3
answers
1k
views
Is there an entropy proof for bounding a weighted sum of binomial coefficients?
Given a probability $p \in (0,1)$ and parameter $\alpha \in (0,1)$, is there an entropy-based proof which yields a good upper bound for the sum
$$\sum_{\ell = 0}^{\alpha n} \binom{n}{\ell}p^\ell(1-p)^{...
5
votes
1
answer
355
views
A bound for the number of integer solutions to a simple inequality
I am interested in proving an upper bound (expressed as a power of $N$, with $N\rightarrow\infty$ ) for the number of elements of the set
$$
A_N=\{(k,l,m,n)\in([N,2N]\cap\mathbb{Z})^4: |k^2+l^2-m^2-n^...
2
votes
1
answer
78
views
Asymptotic behavior of the moments of non-negative sequences
We consider a sequence $u = (u_k)_{k\geq 1}$ such that $u_k \geq 0$ for any $k \geq 1$. We assume that there exists a critical $p_c \in \mathbb{R}$ such that, for any $q<p_c <p$,
$$\sum_{k=1}^\...
1
vote
0
answers
44
views
Asymptotic solution of wrinkle amplitude
I have encountered an equation determining amplitude of sinusoidal wrinkle
$\int_{0}^{\lambda_0} \sqrt{1+[(A_0\sin{\frac{2\pi x}{\lambda_0}})']^2} \,dx = \int_{0}^{\lambda_0(1+\epsilon_a)} \sqrt{1+[(A\...
1
vote
2
answers
340
views
Is this relationship, $\sum^{\infty}_{N=1}\frac{N^{-\alpha} \, x^{N-1}}{\Gamma(N)}\sim e^{x}x^{-\alpha}$, true?
According to numerical simulation, the relationship
$$\sum^{\infty}_{N=1}\frac{N^{-\alpha} \, x^{N-1}}{\Gamma(N)}\sim e^{x}x^{-\alpha}$$
where $\Gamma$ is the Gamma function seems to be true.
Do you ...
3
votes
1
answer
218
views
An Euler-Mascheroni double sum
An interesting representation of the Euler-Mascheroni constant
$$ \gamma~=~ \lim \limits_{n\to \infty} \sum \limits_{k,s=1}^n \frac{s-k}{k\left( s\,n +k\right)},\label{1}\tag{$*$}$$
can be proved ...
3
votes
0
answers
144
views
On an inequality for the arithmetic function counting the number of primes $\lfloor n^c\rfloor$ in the spirit of Ramanujan's prime counting inequality
In page 3 of [1] (please see if you need it the book by Berndt) Axler refers an inequality that involves the prime-counting function $\pi(x)$ and that was deduced by Ramanujan. I'm curious to know if ...
4
votes
0
answers
94
views
Is this conjecture about the binomial and beta distributions true?
Let $X$ follow a binomial distribution with parameters $n$ and $p$, and also fix $k$ such that $1<k<n$. Define
$$a = \mathbb{E}(X-k)^+$$
and
$$b = \mathbb{E}\log\binom{X}{(X-k)^+}$$
where the ...
1
vote
0
answers
44
views
Is there a local limit theorem for functions of Gaussian random vectors?
Assume that $\sqrt{n} (\boldsymbol{Z}_n - \boldsymbol{\mu}) \stackrel{\mathcal{D}}{\longrightarrow} \mathcal{N}(\boldsymbol{0},\Sigma)$, as $n\to \infty$, for some $\boldsymbol{\mu}\in \mathbb{R}^d$ ...