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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Defocusing NLS equation with nonzero background: Painleve asymptotics in transition region
非零背景 散焦NLS方程 过渡区 疼痛渐近
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2023/5/5
Consider to the Cauchy problem of the defocusing NLS equation with a nonzero background. With the Dbar steepest descent method and double scaling limit, we obtain Painleve asymptotics in two transitio...
Exact Solutions to the Six-Vertex Model with Domain Wall Boundary Conditions and Uniform Asymptotics of Discrete Orthogonal Polynomials on an Infinite Lattice
Statistical Mechanics Random Matrices Orthogonal Polynomials Asymptotics Riemann-Hilbert Problems
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2015/1/19
In this dissertation the partition function, $Z_n$, for the six-vertex model with domain wall boundary conditions is solved in the thermodynamic limit in various regions of the phase diagram. In the f...
Asymptotics for minimisers of convex processes
argmin lemma approximation convexity Cox regression LAD regression log-concavity logistic regression
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2011/9/15
Abstract: By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex c...
Asymptotics of coefficients of multivariate generating functions: improvements for multiple points
analytic combinatorics multivariate higher-order terms singularity analysis
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2010/12/14
Let F(x) = P 2Nd Fx be a multivariate power series with complex coefficients that converges in a neighborhood of the origin. Assume F = G/H for some functions G and H holomorphic in a neighborhood ...
Small-time asymptotics for fast mean-reverting stochastic volatility models
Stochastic volatility multi-scale asymptotic large deviation principle implied volatility smile/skew
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2010/12/15
In this paper, we study stochastic volatility models in regimes where the maturity is small but large compared to the mean-reversion time of the stochastic volatility factor.
A remark on the subleading order in the asymptotics of the nonequilibrium emptiness formation probability
Nonequilibrium steady state emptiness formation probability Toeplitz theory
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2010/12/1
We study the asymptotic behavior of the emptiness formation probability for large spin
strings in a translation invariant quasifree nonequilibrium steady state of the isotropic
XY chain. Besides the...
Asymptotics and Exact Pricing of Options on Variance
Asymptotics Exact Pricing Options
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2010/4/27
We consider the pricing of derivatives written on the discrete realized variance of an underlying security. In the literature, the realized variance is usually approximated by its continuous-time limi...