Exponential Asymptotics
نویسندگان
چکیده
منابع مشابه
Asymptotics for M/G/1 Low-Priority Waiting-Time Tail Probabilities
We consider the classical M/G/1 queue with two priority classes and the nonpreemptive and preemptive-resume disciplines. We show that the low-priority steady-state waiting-time can be expressed as a geometric random sum of i.i.d. random variables, just like the M/G/1 FIFO waiting-time distribution. We exploit this structures to determine the asymptotic behavior of the tail probabilities. Unlike...
متن کاملZeros of Sections of Exponential Sums
We derive the large n asymptotics of zeros of sections of a generic exponential sum. We divide all the zeros of the nth section of the exponential sum into “genuine zeros,” which approach, as n → ∞, the zeros of the exponential sum, and “spurious zeros,” which go to infinity as n → ∞. We show that the spurious zeros, after scaling down by the factor of n, approach a “rosette,” a finite collecti...
متن کاملTail asymptotics for exponential functionals of Lévy processes
Motivated by recent studies in financial mathematics and other areas, we investigate the exponential functional Z = ∫∞ 0 e−X(t)dt of a Lévy process X(t), t ≥ 0. In particular, we investigate its tail asymptotics. It is shown that, depending on the right tail of X(1), the tail behavior of Z is exponential, Pareto, or extremely heavy-tailed.
متن کاملTail-sensitive Gaussian asymptotics for marginals of concentrated measures in high dimension
If the Euclidean norm | · | is strongly concentrated with respect to a measure μ, the average distribution of an average marginal of μ has Gaussian asymptotics that captures tail behaviour. If the marginals of μ have exponential moments, Gaussian asymptotics for the distribution of the average marginal implies Gaussian asymptotics for the distribution of most individual marginals. We show appli...
متن کاملAsymptotics for Sparse Exponential Random Graph Models
We study the asymptotics for sparse exponential random graph models where the parameters may depend on the number of vertices of the graph. We obtain a variational principle for the limiting free energy, an associated concentration of measure, the asymptotics for the mean and variance of the limiting probability distribution, and phase transitions in the edge-triangle model. Similar analysis is...
متن کاملExponential Estimate for the asymptotics of Bergman kernels
We prove an exponential estimate for the asymptotics of Bergman kernels of a positive line bundle under hypotheses of bounded geometry. We give further Bergman kernel proofs of complex geometry results, such as separation of points, existence of local coordinates and holomorphic convexity by sections of positive line bundles.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1998