Now showing items 1-6 of 6
Asymptotic Analysis of a Family of Polynomials Associated with the Inverse Error Function
(Rocky Mountain Mathematics Consortium, 2012)
We analyze the sequence of polynomials defined by the differential-difference equation Pn+1(x) = P'(n)(x)+x(n+1)P-n(x) asymptotically as n -> infinity. The polynomials P-n(x) arise in the computation of higher derivatives ...
An Asymptotic Form for the Stieltjes Constants (Gamma K)(A) and for A Sum S(Gamma)(N) Appearing Under the Li Criterion
(American Mathematical Society, 2011-10)
We present several asymptotic analyses for quantities associated with the Riemann and Hurwitz zeta functions. We first determine the leading asymptotic behavior of the Stieltjes constants γk(a). These constants appear in ...
Storage allocation under processor sharing II: Further asymptotic results
(Cambridge University Press, 2011-02)
We consider a processor-sharing storage allocation model, which has m primary holding spaces and infinitely many secondary ones, and a single processor servicing the stored items. All of the spaces are numbered and ordered. ...
Two Coupled Queues with Vastly Different Arrival Rates: Critical Loading Case
(Hindawi Publishing Corporation, 2011)
We consider two coupled queues with a generalized processor sharing service discipline. The second queue has a much smaller Poisson arrival rate than the first queue, while the customer service times are of comparable ...
An Effective Asymptotic Formula for the Stieltjes Constants
(American Mathematical Society, 2011-01)
The Stieltjes constants gamma(k) appear in the coefficients in the regular part of the Laurent expansion of the Riemann zeta function zeta(s) about its only pole at s = 1. We present an asymptotic expression for gamma(k) ...
On a Free Boundary Problem for an American Put Option Under the CEV Process
We consider an American put option under the CEV process. This corresponds to a free boundary problem for a PDE. We show that this free boundary satisfies a nonlinear integral equation, and analyze it in the limit of small ...