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Asymptotic expansions and extremals for the critical Sobolev and Gagliardo-Nirenberg inequalities on a torus
logarithmic Sobolev inequality sharp constants remainder terms lattice sums
2011/1/20
We give a comprehensive study of interpolation inequalities for periodic functions with zero mean, including the existence of and the asymptotic expansions for the extremals,best constants, various re...
What can asymptotic expansions tell us about large-scale quasi-geostrophic anticyclonic vortices?
asymptotic expansions large-scale quasi-geostrophic anticyclonic vortices
2009/11/16
The problem of the large-scale quasi-geostrophic anticyclonic vortices is studied in the framework of the baratropic rotating shallow- water equations on the β-plane. A systematic approach based on th...
Harmonic analysis, quadratic forms and asymptotic expansions of risk measures
Quadratic form Gaussian model stationary phase
2010/9/10
In this paper we develop asymptotic expansions of Conditional Value at Risk (CVaR), one of the most widely used risk measures in the financial industry, based on harmonic analysis and the method of st...
Asymptotic Expansions of Transition Densities for Hybrid Jump-diffusions
Markov chain jump diffusion hybrid model Poisson process asymptotic expansion
2007/12/11
A class of hybrid jump diffusions modulated by a Markovchain is considered in this work. The motivation stems frominsurance risk models, and emerging applications in productionplanning and wireless co...