scholarly journals Asymptotic expansions for the first hitting times of Bessel processes

2021 ◽  
Vol 41 (4) ◽  
pp. 509-537
Author(s):  
Yuji Hamana ◽  
Ryo Kaikura ◽  
Kosuke Shinozaki

We study a precise asymptotic behavior of the tail probability of the first hitting time of the Bessel process. We deduce the order of the third term and decide the explicit form of its coefficient.

Risks ◽  
2019 ◽  
Vol 7 (2) ◽  
pp. 63
Author(s):  
Yiqing Chen

We investigate a shot noise process with subexponential shot marks occurring at renewal epochs. Our main result is a precise asymptotic formula for its tail probability. In doing so, some recent results regarding sums of randomly weighted subexponential random variables play a crucial role.


2019 ◽  
Vol 7 ◽  
Author(s):  
DANIEL M. KANE ◽  
ROBERT C. RHOADES

Our main result establishes Andrews’ conjecture for the asymptotic of the generating function for the number of integer partitions of$n$without$k$consecutive parts. The methods we develop are applicable in obtaining asymptotics for stochastic processes that avoid patterns; as a result they yield asymptotics for the number of partitions that avoid patterns.Holroyd, Liggett, and Romik, in connection with certain bootstrap percolation models, introduced the study of partitions without$k$consecutive parts. Andrews showed that when$k=2$, the generating function for these partitions is a mixed-mock modular form and, thus, has modularity properties which can be utilized in the study of this generating function. For$k>2$, the asymptotic properties of the generating functions have proved more difficult to obtain. Using$q$-series identities and the$k=2$case as evidence, Andrews stated a conjecture for the asymptotic behavior. Extensive computational evidence for the conjecture in the case$k=3$was given by Zagier.This paper improved upon early approaches to this problem by identifying and overcoming two sources of error. Since the writing of this paper, a more precise asymptotic result was established by Bringmann, Kane, Parry, and Rhoades. That approach uses very different methods.


2019 ◽  
Vol 123 (25) ◽  
Author(s):  
Gabriel Mercado-Vásquez ◽  
Denis Boyer

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