arXiv subjects
Publications and source records attributed to Nico M. Temme.
We analyze the tail behavior of the maximum N of Brownian motion minus a parabola and give an asymptotic expansion for P(N>x) as x tends to infinity. This extends a first order result on the tail behavior, which can be deduced from Huesler and Piterbarg (1999). We also point out the relation between certain results in Groeneboom (2010) and Janson, Louchard and Martin-Löf (2010).
Asymptotic expansions are given for large values of $n$ of the generalized Bessel polynomials $Y_n^μ(z)$. The analysis is based on integrals that follow from the generating functions of the polynomials. A new simple expansion is given that is valid outside a compact neighborhood of the origin in the $z-$plane. New forms of expansions in terms of elementary functions valid in sectors not containing the turning points $z=\pm i/n$ are derived, and a new expansion in terms of modified Bessel functions is given. Earlier asymptotic expansions of the generalized Bessel polynomials by Wong and Zhang (1997) and Dunster (2001) are discussed.
We introduce the first analytical model of asymmetric community dynamics to yield Hubbell's neutral theory in the limit of functional equivalence among all species. Our focus centers on an asymmetric extension of Hubbell's local community dynamics, while an analogous extension of Hubbell's metacommunity dynamics is deferred to an appendix. We find that mass-effects may facilitate coexistence in asymmetric local communities and generate unimodal species abundance distributions indistinguishable from those of symmetric communities. Multiple modes, however, only arise from asymmetric processes and provide a strong indication of non-neutral dynamics. Although the exact stationary distributions of fully asymmetric communities must be calculated numerically, we derive approximate sampling distributions for the general case and for nearly neutral communities where symmetry is broken by a single species distinct from all others in ecological fitness and dispersal ability. In the latter case, our approximate distributions are fully normalized, and novel asymptotic expansions of the required hypergeometric functions are provided to make evaluations tractable for large communities. Employing these results in a Bayesian analysis may provide a novel statistical test to assess the consistency of species abundance data with the neutral hypothesis.
Asymptotic expansions are given for large values of $n$ of the generalized Bernoulli polynomials $B_n^μ(z)$ and Euler polynomials $E_n^μ(z)$. In a previous paper López and Temme (1999) these polynomials have been considered for large values of $μ$, with $n$ fixed. In the literature no complete description of the large $n$ asymptotics of the considered polynomials is available. We give the general expansions, summarize known results of special cases and give more details about these results. We use two-point Taylor expansions for obtaining new type of expansions. The analysis is based on contour integrals that follow from the generating functions of the polynomials.
The large $n$ behaviour of the hypergeometric polynomial $$\FFF{-n}{\sfrac12}{\sfrac12}{\sfrac12-n}{\sfrac12-n}{-1}$$ is considered by using integral representations of this polynomial. This ${}_3F_2$ polynomial is associated with the Catalan-Larcombe-French sequence. Several other representations are mentioned, with references to the literature, and another asymptotic method is described by using a generating function of the sequence. The results are similar to those obtained by Clark (2004) who used a binomial sum for obtaining an asymptotic expansion.
Taylor expansions of analytic functions are considered with respect to several points, allowing confluence of any of them. Cauchy-type formulas are given for coefficients and remainders in the expansions, and the regions of convergence are indicated. It is explained how these expansions can be used in deriving uniform asymptotic expansions of integrals. The method is also used for obtaining Laurent expansions in several points as well as Taylor-Laurent expansions.
Convergent expansions are derived for three types of orthogonal polynomials: Charlier, Laguerre and Jacobi. The expansions have asymptotic properties for large values of the degree. The expansions are given in terms of functions that are special cases of the given polynomials. The method is based on expanding integrals in one or two points of the complex plane, these points being saddle points of the phase functions of the integrands.
Each family of Gauss hypergeometric functions $$ f_n={}_2F_1(a+ε_1n, b+ε_2n ;c+ε_3n; z), $$ for fixed $ε_j=0,\pm1$ (not all $ε_j$ equal to zero) satisfies a second order linear difference equation of the form $$ A_nf_{n-1}+B_nf_n+C_nf_{n+1}=0. $$ Because of symmetry relations and functional relations for the Gauss functions, many of the 26 cases (for different $ε_j$ values) can be transformed into each other. We give a set of basic equations from which all other equations can be obtained. For each basic equation, we study the existence of minimal solutions and the character of $f_n$ (minimal or dominant) as $n\to \pm\infty$. A second independent solution is given in each basic case which is dominant when $f_n$ is minimal and vice-versa. In this way, satisfactory pairs of linearly independent solutions for each of the 26 second order linear difference equations can be obtained.
Fortran 77 programs for the computation of modified Bessel functions of purely imaginary order are presented. The codes compute the functions $K_{ia}(x)$, $L_{ia}(x)$ and their derivatives for real $a$ and positive $x$; these functions are independent solutions of the differential equation $x^2 w'' +x w' +(a^2 -x^2)w=0$. The code also computes exponentially scaled functions. The range of computation is $(x,a)\in (0,1500]\times [-1500,1500]$ when scaled functions are considered and it is larger than $(0,500]\times [-400,400]$ for standard IEEE double precision arithmetic. The relative accuracy is better than $10^{-13}$ in the range $(0,200]\times [-200,200]$ and close to $10^{-12}$ in $(0,1500]\times [-1500,1500]$.
We describe a variety of methods to compute the functions $K_{ia}(x)$, $L_{ia}(x)$ and their derivatives for real $a$ and positive $x$. These functions are numerically satisfactory independent solutions of the differential equation $x^2 w'' +x w' +(a^2 -x^2)w=0$. In an accompanying paper (Algorithm xxx: Modified Bessel functions of imaginary order and positive argument) we describe the implementation of these methods in Fortran 77 codes.
Integral representations are derived for the parabolic cylinder functions $U(a,x)$, $V(a,x)$ and $W(a,x)$ and their derivatives. The new integrals will be used in numerical algorithms based on quadrature. They follow from contour integrals in the complex plane, by using methods from asymptotic analysis (saddle point and steepest descent methods), and are stable starting points for evaluating the functions $U(a,x)$, $V(a,x)$ and $W(a,x)$ and their derivatives by quadrature rules. In particular, the new representations can be used for large parameter cases. Relations of the integral representations with uniform asymptotic expansions are also given. The algorithms will be given in a future paper.
Taylor expansions of analytic functions are considered with respect to two points. Cauchy-type formulas are given for coefficients and remainders in the expansions, and the regions of convergence are indicated. It is explained how these expansions can be used in deriving uniform asymptotic expansions of integrals. The method is also used for obtaining Laurent expansions in two points.
We consider the asymptotic behaviour of the Gauss hypergeometric function when several of the parameters a, b, c are large. We indicate which cases are of interest for orthogonal polynomials (Jacobi, but also Krawtchouk, Meixner, etc.), which results are already available and which cases need more attention. We also consider a few examples of 3F2-functions of unit argument, to explain which difficulties arise in these cases, when standard integrals or differential equations are not available.
Several asymptotic expansions of parabolic cylinder functions are discussed and error bounds for remainders in the expansions are presented. In particular Poincar{é}-type expansions for large values of the argument $z$ and uniform expansions for large values of the parameter are considered. The expansions are based on those given in Olver(1959) and on modifications of these expansions given in Temme(2000). Computer algebra techniques are used for obtaining representations of the bounds and for numerical computations.
Integral representations are considered of solutions of the inhomogeneous Airy differential equation $w''-z w=\pm1/π$. The solutions of these equations are also known as Scorer functions. Certain functional relations for these functions are used to confine the discussion to one function and to a certain sector in the complex plane. By using steepest descent methods from asymptotics, the standard integral representations of the Scorer functions are modified in order to obtain non-oscillating integrals for complex values of $z$. In this way stable representations for numerical evaluations of the functions are obtained. The methods are illustrated with numerical results.
Several uniform asymptotics expansions of the Weber parabolic cylinder functions are considered, one group in terms of elementary functions, another group in terms of Airy functions. Starting point for the discussion are asymptotic expansions given earlier by F.W.J. Olver. Some of his results are modified to improve the asymptotic properties and to enlarge the intervals for using the expansions in numerical algorithms. Olver's results are obtained from the differential equation of the parabolic cylinder functions; we mention how modified expansions can be obtained from integral representations. Numerical tests are given for three expansions in terms of elementary functions. In this paper only real values of the parameters will be considered.
Many limits are known for hypergeometric orthogonal polynomials that occur in the Askey scheme. We show how asymptotic representations can be derived by using the generating functions of the polynomials. For example, we discuss the asymptotic representation of the Meixner-Pollaczek, Jacobi, Meixner, and Krawtchouk polynomials in terms of Laguerre polynomials.
Computer algebra algorithms are developed for evaluating the coefficients in Airy-type asymptotic expansions that are obtained from integrals with a large parameter. The coefficients are defined from recursive schemes obtained from integration by parts. An application is given for the Weber parabolic cylinder function.