1
vote
1answer
36 views

Closed-form term for this expression

I have a normal Distribution $X \sim N(\mu, \sigma)$. Is there an easy way to give an asymptotic estimate with small error (I would prefer with relative error $\rightarrow 0$) for $P[X \geq k]$? We ...
0
votes
1answer
61 views

Is this possible or hopeless to try to prove?

If I have $x_1, ..., x_k=o(n)$ and $j=O(1)$. Is it possible to prove something like: $$\sum_{i=1}^k {n \choose j} \left(\frac{x_i}{n}\right)^j \left(1-\frac{x_i}{n}\right)^{k-j} \sim {n \choose j} ...
0
votes
0answers
63 views

Prove $Pr[X + Y \geq x] \sim Pr[X \geq x]$

We have two independent random variables $X_n$ and $Y_n$, where $$X_n=\sum_{i=0}^n x_i$$ and $$Y_n=\sum_{j=0}^n y_j,$$ where $x_i$,$y_j$ are (non-identically) Bernoulli distributed and independent. ...
1
vote
2answers
37 views

Does $E[X]\gg E[Y]$ for independent RV imply that $Pr[X+Y \geq x] \sim Pr[ X \geq x]$?

We have two independent random variables $X$ and $Y$, where we know that $E[X]\gg E[Y]$, thus $\frac{E[Y]}{E[X]}\rightarrow 0$. I am now interested in $Pr[X+Y \geq x]$ and would like to show that ...
1
vote
1answer
42 views

Poisson approximation of $X$ by $Poisson(E[X])$

I've tried to find something, but couldn't find anything about the following question. Is it possible to approximate any random variable $X$ with $E[X]=o(1)$ by a Poisson random variable ...
0
votes
0answers
27 views

relative error of Poisson approximation to sum of Binomial

We have given $X_i\sim Bin(n_i,p_i)$ for $i \in \{1,...,m\}$ and are interested in $$P[X \geq x]$$ for $X=\sum_{i} X_i$. As we can approximate $X_i$ by $Y_i \sim Poisson(n_i p_i)$, I wonder, ...
2
votes
0answers
18 views

Is $\frac{x^2(1-p)}{(n-x+1)p}\leq \frac{x^2}{(n-x)p}=O((np)^{-1})=o(1)$?

Is it true that for $n \rightarrow \infty$, $p \gg n^{-1}$, $0<p<1$ and $x=O(1)$, $$\frac{x^2(1-p)}{(n-x+1)p}\leq \frac{x^2}{(n-x)p}=O((np)^{-1})=o(1)?$$
1
vote
1answer
55 views

Meaning of $\sim$?

I often read $f(x) \sim g(x)$ and I wonder what the Standard Interpretation of this $\sim$ is. It seems to mean something like asymptotically equally distributed, something like $f(x)=g(x)(1+o(1))$. ...
1
vote
0answers
32 views

Help understanding this approximation

In a paper that I'm reading, the authors write:- $$N_e \approx \frac{3}{4} (e^{-y}+y)-1.04. \tag{4.31}$$ Now, an analytic approximation can be obtained by using the expansion with respect ...
3
votes
1answer
49 views

Asymptotic approximation to find the Barnes integral

In the following paper and in order to prove the Barnes integral $$\frac{1}{2\pi ...
0
votes
1answer
17 views

Asymptotics of a bounded function

We have given a function $f(x)$ where we know that $f(x)\leq 1$ for all $x$. Is it true that $$1+O(f(x))=O(f(x))$$ even though I know that $1 \geq f(x)$? We know that $O(f(x))=o(g(x))$. Is it true ...
4
votes
1answer
70 views

Applications of the Exponential Integral?

this is my first time asking a question on here so please forgive me if I have made any formatting mistakes. I have the integral $f(x) = \int_0^\infty \frac{e^{-t}}{x + t} \; dt$ and I have shown the ...
3
votes
1answer
35 views

Asymptotic approximation of a certain sum

During calculations of an expectation of some random variable, I have encountered the following sum: \begin{equation} \sum_{t=2}^{n+1} \frac{t(t-1) \cdot n!}{(n-t+1)!\cdot n^t} \end{equation} I ...
1
vote
1answer
33 views

Why does the asymptotic equation of the modified Bessel of the second kind (Iv) have an imaginary part?

This is a follow up to this question. How does one arrive at the asymptotic expressions for the bessel functions? After looking at: G. N. Watson, "A Treatise on the Theory of Bessel Functions", 2nd ...
1
vote
1answer
100 views

Asymptotics of sum of Binomial Coefficients (Binomial distribution) - Poisson approximation?

Let $$f(n):=\sum_{i=k}^n {n \choose i } p^i (1-p)^{n-i}$$ where $k\geq 2$ is a fixed Parameter and $p=p(n) \in (0,1]$ depends on $n$ where $np\leq 1$. We consider $n \rightarrow \infty$. I've found ...
1
vote
2answers
72 views

How does one arrive at the asymptotic expressions for the bessel functions?

It is known that Bessel functions for large arguments will behave as exp or cos/sin however I was wondering how does one arrive at those results. The motivation being that I would like to use these ...
10
votes
2answers
445 views

How prove this sequence $a_{n}=\sqrt{n}+\frac{1}{2}-\frac{1}{8\sqrt{n}}+o\left(\frac{1}{\sqrt{n}}\right)?$

let sequence $\{a_{n}\}$ such $$a_{1}=1,a_{n+1}=1+\dfrac{n}{a_{n}}$$ show that: $$a_{n}=\sqrt{n}+\dfrac{1}{2}-\dfrac{1}{8\sqrt{n}}+o\left(\dfrac{1}{\sqrt{n}}\right)?$$ This result is china student ...
1
vote
1answer
100 views

Mysterious subleading corrections to sums with internal dependence on limit

Is there a standard method for finding expansions in $N$ of sums like $$S(N)=\sum_{n=0}^N \sqrt{N^2-n^2}$$ beyond the first term? It is easy to compute here that $$S(N)=N^2 \int_0 ^1 \sqrt{1-x^2} ...
1
vote
1answer
117 views

Showing (1 - polynomial fraction) raised to a polynomial power is a negligible function

Let $P(k)$ and $Q(k)$ be two polynomials ($k>0$). Let $\mathrm{neg}(k)$ be a negligible function for sufficiently large $k$ (see Appendix on question for definition). Does someone know how to show ...
0
votes
1answer
35 views

Check my short proof - asymptotic approximation, which function is bigger

The goal of this exercise is to show that $\ln(n+1)-\ln(n) = O(\frac{1}{n})$ what I did is: I used the fact that if $f=O(g)$ then $\frac{f}{g}=O(1)$. $\ln(n+1)-\ln(n)=\ln(\frac{n+1}{n}) = \ln(O(1))$ ...
2
votes
1answer
40 views

Asymptotic behaviour of the area of a 2-dimensional flat subset of $\mathbb{R}^3$

I am interested by the area of the $2$-dimensional flat subset of $\mathbb{R}^3$ defined by the following equations with one parameter $t>1$: $x,y,z>0$ (positive octant) $x+y+z=t$ (hyperplane ...
3
votes
1answer
198 views

Asymptotic approximation of sum $\sum_{k=0}^{n}\frac{{n\choose k}}{2^{2^k}}$

I need to find the asymptotic approximation of this sum $$\sum_{k=0}^{n}\frac{{n\choose k}}{2^{2^k}}$$ Can you please share a link to theory or hint how it can be solved? Here is my attempt $n ...
0
votes
1answer
96 views

Which form of Euler-Maclaurin formula to use?

This question may be rather elementary, but I am sort of confused about various forms of the Euler-Maclaurin summation formula and their use. For instance, let us suppose that we want to approximate ...
0
votes
0answers
46 views

Asymptotic for Taxicab number.

The taxicab numbers are sums of 2 cubes in more than 1 way. First few are - 1729, 4104, 13832, 20683, 32832, 39312, 40033, 46683, 64232, 65728, 110656, 110808, 134379, 149389, 165464, 171288, ...
1
vote
1answer
364 views

Bounding the modified Bessel function of the first kind

i'm looking for an upper bound for the modified Bessel function of the first kind of a +ive real argument. It seems that it satisfies the inequality : $$I_{n}(x)\leqslant \frac{x^{n}}{2^{n}n!}e^{x}$$ ...
8
votes
3answers
449 views

the following inequality is true, but I can't prove it

The inequality $$\sum_{k=1}^{2d}\left(1-\frac{1}{2d+2-k}\right)\frac{d^k}{k!}>e^d\left(1-\frac{1}{d}\right)$$ holds for all integer $d\geq 1$. I use computer to verify it for $d\leq 50$, and find ...
2
votes
0answers
88 views

Weighted sum of ratio of partial sum of binomial coefficients

I would like to approximate the following sum when $n \rightarrow \infty$ and $n \gg k$, $$\sum_{x = k}^n \sum_{y > x}^n \frac{\sum_{m = 0}^{k - 1} {y - 2 \choose m}}{\sum_{m = 0}^k {y - 1 \choose ...
1
vote
2answers
64 views

Roots of the equation $I_1(b x) - x I_0(b x) = 0$

I'm interested in the roots of the equation: $I_1(bx) - x I_0(bx) = 0$ Where $I_n(x)$ is the modified Bessel function of the first kind and $b$ is real positive constant. More specifically, I'm ...
5
votes
3answers
229 views

“$O$” notation in Stirling approximation

In the Stirling approximation the formula as typically used in applications is $$\ln n! = n\ln n - n +O(\ln(n))$$ I'm confused about the last term "$O$" . What does it mean actually, and when do we ...
2
votes
1answer
609 views

Method of dominant balance

Find the leading asymptotic behaviour as $x \rightarrow \infty$ of $$x^2y'' + (1 + 3x)y' + y = 0 $$ Can someone kindly explain me how to solve this problem? Im learning asymptotic analysis, and I ...
0
votes
1answer
212 views

Techniques for bounding a sum

I have a very messy function. It consists sums four levels deep, and the inner-most term is itself quite messy. $$ \sum \sum \sum \sum (\mbox{stuff})$$ I can't find a closed form for this function. ...
0
votes
0answers
119 views

When does distribution bootstrap mean converge to distribution sample mean?

Let $\bar{X}_n$ denote the sample mean of n iid random variables. Let $\bar{X}^*_n$ be the bootstrap sample mean. Does $\left|\mathbb{P}\left(n^{1/2}\bar{X}_n\leq ...
3
votes
1answer
193 views

Laplace's method with unknown exponent.

Given the integral: $$I = \int_0^a{e^{-\lambda g(x)}f(x)dx}$$ Where $g(x)$ and $f(x$) are both low order positive polynomials, and $\lambda \gg 1$, Laplace's method is commonly used to approximate ...
2
votes
1answer
79 views

Finding the asymptotic limit of an integral.

I'm having trouble finding the asymptotic of the integral $$ \int^{1}_{0} \ln^\lambda \frac{1}{x} dx$$ as $\lambda \rightarrow + \infty$. Can anyone help? Thank you!
1
vote
0answers
76 views

Describe growth of $\epsilon n$

For all $\epsilon$ we have that $f(n)\le \epsilon n$ where n is a natural number. What can we say about the growth of $f(n)$? Clearly $f(n)=O(n)$, can we say anything sharper?
0
votes
1answer
110 views

asymptotic limit of $\int_0^{\infty}\left(1-\frac{t^2}{2(2k+3)}+\frac{t^4}{2\cdot 4\cdot(2k+3)\cdot(2k+5)}\right)^qdt$

Help me please with the following integral. I've asked this question before Asymptotic limit of the integral with polynomial, but it turns out that it was incorrect question. I should get an ...
2
votes
1answer
75 views

asymptotic limit at the integral

I would like to get an asymptotic limit at the following integral: for $p\ge 2, n \in N$, $t \ge 0$ $$ \int_{0}^{\frac 12 \sqrt{(n+1)!}}\left(1-\frac{t^2}{2^2(n+1)!}\right)^p \mathrm{d} t $$ I think ...
2
votes
0answers
66 views

On bounding the average cost of top-down merge sort

Let $A_n$ be the average number of comparisons to sort $n$ keys by merging them in a top-down fashion (see any algorithm textbook). It can he shown that $$ A_0 = A_1 = 0;\quad A_n = ...
21
votes
9answers
3k views

What is the purpose of Stirling's approximation to a factorial?

Stirling approximation to a factorial is $$ n! \sim \sqrt{2 \pi n} \left(\frac{n}{e}\right)^n. $$ I wonder what benefit can be got from it? From computational perspective (I admit I don't ...