THE ASYMPTOTIC DISTRIBUTION OF TRACES OF WEAK MAASS FORMS

Mathematika ◽  
2021 ◽  
Vol 67 (4) ◽  
pp. 739-787
Author(s):  
Narissara Khaochim ◽  
Riad Masri ◽  
Wei‐Lun Tsai
Keyword(s):  
Asymptotic Distribution ◽  
Maass Forms

Properties of the beta coefficient of the global minimum variance portfolio

2020 ◽  
Vol 8 (1) ◽  
pp. 11-21
Author(s):  
S. M. Yaroshko ◽  
◽  
M. V. Zabolotskyy ◽  
T. M. Zabolotskyy ◽  
◽  
...  
Keyword(s):  
Confidence Interval ◽  
Asymptotic Distribution ◽  
Global Minimum ◽  
Asset Returns ◽  
Minimum Variance ◽  
Benchmark Portfolio ◽  
Beta Coefficient ◽  
Minimum Variance Portfolio ◽  
Global Minimum Variance Portfolio ◽  
Daily Returns

The paper is devoted to the investigation of statistical properties of the sample estimator of the beta coefficient in the case when the weights of benchmark portfolio are constant and for the target portfolio, the global minimum variance portfolio is taken. We provide the asymptotic distribution of the sample estimator of the beta coefficient assuming that the asset returns are multivariate normally distributed. Based on the asymptotic distribution we construct the confidence interval for the beta coefficient. We use the daily returns on the assets included in the DAX index for the period from 01.01.2018 to 30.09.2019 to compare empirical and asymptotic means, variances and densities of the standardized estimator for the beta coefficient. We obtain that the bias of the sample estimator converges to zero very slowly for a large number of assets in the portfolio. We present the adjusted estimator of the beta coefficient for which convergence of the empirical variances to the asymptotic ones is not significantly slower than for a sample estimator but the bias of the adjusted estimator is significantly smaller.

scholarly journals Higher depth mock theta functions and q-hypergeometric series

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Joshua Males ◽  
Andreas Mono ◽  
Larry Rolen
Keyword(s):  
Theta Function ◽  
Modular Forms ◽  
Hypergeometric Series ◽  
Theta Functions ◽  
Mock Theta Function ◽  
Mock Theta Functions ◽  
Maass Forms ◽  
Mock Modular Forms ◽  
Harmonic Maass Forms

Abstract In the theory of harmonic Maaß forms and mock modular forms, mock theta functions are distinguished examples which arose from q-hypergeometric examples of Ramanujan. Recently, there has been a body of work on higher depth mock modular forms. Here, we introduce distinguished examples of these forms, which we call higher depth mock theta functions, and develop q-hypergeometric expressions for them. We provide three examples of mock theta functions of depth two, each arising by multiplying a classical mock theta function with a certain specialization of a universal mock theta function. In addition, we give their modular completions, and relate each to a q-hypergeometric series.

scholarly journals EXTREME VALUES OF GEODESIC PERIODS ON ARITHMETIC HYPERBOLIC SURFACES

2020 ◽  
pp. 1-36
Author(s):  
Bart Michels
Keyword(s):  
Lower Bound ◽  
Closed Geodesic ◽  
Extreme Values ◽  
Theta Series ◽  
Hyperbolic Surface ◽  
Quadratic Fields ◽  
Maass Forms ◽  
Real Quadratic Fields ◽  
Central Values ◽  
Real Quadratic

Abstract Given a closed geodesic on a compact arithmetic hyperbolic surface, we show the existence of a sequence of Laplacian eigenfunctions whose integrals along the geodesic exhibit nontrivial growth. Via Waldspurger’s formula we deduce a lower bound for central values of Rankin-Selberg L-functions of Maass forms times theta series associated to real quadratic fields.

scholarly journals A matrix-less method to approximate the spectrum and the spectral function of Toeplitz matrices with real eigenvalues

2021 ◽  
Author(s):  
Sven-Erik Ekström ◽  
Paris Vassalos
Keyword(s):  
Distribution Function ◽  
Asymptotic Distribution ◽  
Numerical Experiments ◽  
Toeplitz Matrices ◽  
Future Research ◽  
Research Directions ◽  
Numerical Examples ◽  
Working Hypothesis ◽  
Wide Range ◽  
Future Research Directions

AbstractIt is known that the generating function f of a sequence of Toeplitz matrices {Tn(f)}n may not describe the asymptotic distribution of the eigenvalues of Tn(f) if f is not real. In this paper, we assume as a working hypothesis that, if the eigenvalues of Tn(f) are real for all n, then they admit an asymptotic expansion of the same type as considered in previous works, where the first function, called the eigenvalue symbol $\mathfrak {f}$ f , appearing in this expansion is real and describes the asymptotic distribution of the eigenvalues of Tn(f). This eigenvalue symbol $\mathfrak {f}$ f is in general not known in closed form. After validating this working hypothesis through a number of numerical experiments, we propose a matrix-less algorithm in order to approximate the eigenvalue distribution function $\mathfrak {f}$ f . The proposed algorithm, which opposed to previous versions, does not need any information about neither f nor $\mathfrak {f}$ f is tested on a wide range of numerical examples; in some cases, we are even able to find the analytical expression of $\mathfrak {f}$ f . Future research directions are outlined at the end of the paper.

scholarly journals Asymptotic distribution of the score test for detecting marks in hawkes processes

2021 ◽  
Author(s):  
Simon Clinet ◽  
William T. M. Dunsmuir ◽  
Gareth W. Peters ◽  
Kylie-Anne Richards
Keyword(s):  
Asymptotic Distribution ◽  
Score Test ◽  
Hawkes Processes

Consistency and asymptotic distribution of the Theil–Sen estimator

2008 ◽  
Vol 138 (6) ◽  
pp. 1836-1850 ◽  
Author(s):  
Hanxiang Peng ◽  
Shaoli Wang ◽  
Xueqin Wang
Keyword(s):  
Asymptotic Distribution
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