arXiv subjects
Publications and source records attributed to Ph. Barbe.
We give a systematic study of q-algebraic equations. The questions of existence, uniqueness and regularity of the solutions are solved in the space of grid-based Hahn series. The regularity is understood in terms of asymptotic behavior of coefficients, and is the main focus of this work. The results and algorithms are illustrated by many examples.
We study the existence of formal power series solutions to q-algebraic equations. When a solution exists, we give a sufficient condition on the equation for this solution to have a positive radius of convergence. We emphasize on the case where the solution is divergent, giving a sharp estimate on the growth of the coefficients. As a consequence, we obtain a bound on the q-Gevrey order of the formal solution, which is optimal in some cases. Various examples illustrate our main results.
We consider formal power series defined through the functional q-equation of the q-Lagrange inversion. Under some assumptions, we obtain the asymptotic behavior of the coefficients of these power series. As a by-product, we show that, via the 1/q-Borel transform, the q-Lagrange inversion formula provides an interpolation between the usual Lagrange inversion (q=1) and the probabilistic theory of renewal sequences (q tends to 0). We also discuss some new solutions of the q-Lagrange inversion equation which do not vanish at 0.
We consider a real random variable X represented through a random pair of real random variables (R,T) and a deterministic function u as X=Ru(T). Under some additional assumptions, we prove a limit theorem for (R,T) given X>x, as x tends to infinity. As a consequence, we derive conditional limit theorems for random pairs (X,Y)=(Ru(T),Rv(T)) given that X is large. These results imply earlier ones which were obtained in the literature under stronger assumptions.
We define q-Catalan bases which are a generalization of the q-polynomials z^n(z,q)_n. The determination of their dual bases involves some q-power series termed dual coefficients. We show how these dual coefficients occur in the solution of some equations with q-commuting coefficients and solve an abstract q-Segner recursion. We study the connection between this theory and Garsia's (1981). The overall flavor of this work is to show how some properties of q-Catalan numbers are in fact instances of much more general results on dual coefficients.
Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for processes which encompass the fractionally differentiated random walk as well as some FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution.
Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for process which encompass the fractionally integrated random walk as well as some FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution.
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional Lévy processes. The technique used is interesting in itself; it extends an older idea of splitting a sample into a central part and an extreme one, analyzing each part with different techniques, and then combining the results. This technique seems to have the potential to be useful in other problems in the domain of nonGaussian stable distributions.
Cramer's theorem provides an estimate for the tail probability of the maximum of a random walk with negative drift and increments having a moment generating function finite in a neighborhood of the origin. The class of (g,F)-processes generalizes in a natural way random walks and fractional ARIMA models used in time series analysis. For those (g,F)-processes with negative drift, we obtain a logarithmic estimate of the tail probability of their maximum, under conditions comparable to Cramer's. Furthermore, we exhibit the most likely paths as well as the most likely behavior of the innovations leading to a large maximum.
We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs to have a general way to calculate higher order expansions, due to possible cancellations of terms. An algebraic methodology is employed to obtain the results.
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.