We study the distribution of the length of longest increasing subsequences in random permutations of n integers as n grows large and establish an asymptotic expansion in powers of $n^{-1/3}$. Whilst the limit law was already shown by Baik, Deift and Johansson to be the GUE Tracy–Widom distribution F, we find explicit analytic expressions of the first few finite-size correction terms as linear combinations of higher order derivatives of F with rational polynomial coefficients. Our proof replaces Johansson’s de-Poissonization, which is based on monotonicity as a Tauberian condition, by analytic de-Poissonization of Jacquet and Szpankowski, which is based on growth conditions in the complex plane; it is subject to a tameness hypothesis concerning complex zeros of the analytically continued Poissonized length distribution. In a preparatory step an expansion of the hard-to-soft edge transition law of LUE is studied, which is lifted to an expansion of the Poissonized length distribution for large intensities. Finally, expansions of Stirling-type approximations and of the expected value and variance of the length distribution are given.

In this article, we obtain transformation formulas analogous to the identity of Ramanujan, Hardy and Littlewood in the setting of primitive Maass cusp form over the congruence subgroup $\Gamma _0(N)$ and also provide an equivalent criterion of the grand Riemann hypothesis for the $L$-function associated with the primitive Maass cusp form over $\Gamma _0(N)$.

We consider two sequences $a(n)$ and $b(n)$, $1\leq n<\infty $, generated by Dirichlet series

$$ \begin{align*}\sum_{n=1}^{\infty}\frac{a(n)}{\lambda_n^{s}}\qquad\text{and}\qquad \sum_{n=1}^{\infty}\frac{b(n)}{\mu_n^{s}},\end{align*} $$

satisfying a familiar functional equation involving the gamma function $\Gamma (s)$. Two general identities are established. The first involves the modified Bessel function $K_{\mu }(z)$, and can be thought of as a ‘modular’ or ‘theta’ relation wherein modified Bessel functions, instead of exponential functions, appear. Appearing in the second identity are $K_{\mu }(z)$, the Bessel functions of imaginary argument $I_{\mu }(z)$, and ordinary hypergeometric functions ${_2F_1}(a,b;c;z)$. Although certain special cases appear in the literature, the general identities are new. The arithmetical functions appearing in the identities include Ramanujan’s arithmetical function $\tau (n)$, the number of representations of n as a sum of k squares $r_k(n)$, and primitive Dirichlet characters $\chi (n)$.

Cogdell et al. [‘Evaluating the Mahler measure of linear forms via Kronecker limit formulas on complex projective space’, Trans. Amer. Math. Soc. (2021), to appear] developed infinite series representations for the logarithmic Mahler measure of a complex linear form with four or more variables. We establish the case of three variables by bounding an integral with integrand involving the random walk probability density $a\int _0^\infty tJ_0(at) \prod _{m=0}^2 J_0(r_m t)\,dt$ , where $J_0$ is the order-zero Bessel function of the first kind and a and $r_m$ are positive real numbers. To facilitate our proof we develop an alternative description of the integral’s asymptotic behaviour at its known points of divergence. As a computational aid for numerical experiments, an algorithm to calculate these series is presented in the appendix.

Let $p_{n}(x)=\int _{0}^{\infty }J_{0}(xt)[J_{0}(t)]^{n}xt\,dt$ be Kluyver’s probability density for $n$-step uniform random walks in the Euclidean plane. Through connection to a similar problem in two-dimensional quantum field theory, we evaluate the third-order derivative $p_{5}^{\prime \prime \prime }(0^{+})$ in closed form, thereby giving a new proof for a conjecture of J. M. Borwein. By further analogies to Feynman diagrams in quantum field theory, we demonstrate that $p_{n}(x),0\leq x\leq 1$ admits a uniformly convergent Maclaurin expansion for all odd integers $n\geq 5$, thus settling another conjecture of Borwein.

Linear second order differential equations of the form d2w/dz2 − {u2f(u, z) + g(z)}w = 0 are studied, where |u| → ∞ and z lies in a complex bounded or unbounded domain D. If f(u, z) and g(z) are meromorphic in D, and f(u, z) has no zeros, the classical Liouville-Green/WKBJ approximation provides asymptotic expansions involving the exponential function. The coefficients in these expansions either multiply the exponential or in an alternative form appear in the exponent. The latter case has applications to the simplification of turning point expansions as well as certain quantum mechanics problems, and new computable error bounds are derived. It is shown how these bounds can be sharpened to provide realistic error estimates, and this is illustrated by an application to modified Bessel functions of complex argument and large positive order. Explicit computable error bounds are also derived for asymptotic expansions for particular solutions of the nonhomogeneous equations of the form d2w/dz2 − {u2f(z) + g(z)}w = p(z).

The computational work and storage of numerically solving the time fractional PDEs are generally huge for the traditional direct methods since they require total memory and work, where NT and NS represent the total number of time steps and grid points in space, respectively. To overcome this difficulty, we present an efficient algorithm for the evaluation of the Caputo fractional derivative of order α∈(0,1). The algorithm is based on an efficient sum-of-exponentials (SOE) approximation for the kernel t–1–α on the interval [Δt, T] with a uniform absolute error ε. We give the theoretical analysis to show that the number of exponentials Nexp needed is of order for T≫1 or for TH1 for fixed accuracy ε. The resulting algorithm requires only storage and work when numerically solving the time fractional PDEs. Furthermore, we also give the stability and error analysis of the new scheme, and present several numerical examples to demonstrate the performance of our scheme.

We consider the Steklov eigenvalues of the Laplace operator as limiting Neumann eigenvalues in a problem of mass concentration at the boundary of a ball. We discuss the asymptotic behaviour of the Neumann eigenvalues and find explicit formulae for their derivatives in the limiting problem. We deduce that the Neumann eigenvalues have a monotone behaviour in the limit and that Steklov eigenvalues locally minimize the Neumann eigenvalues.

For a normalized analytic function $f(z)=z+\sum _{n=2}^{\infty }a_{n}z^{n}$ in the unit disk $\mathbb{D}:=\{z\in \mathbb{C}:|z|<1\}$, the estimate of the integral means

$$\begin{eqnarray}L_{1}(r,f):=\frac{r^{2}}{2{\it\pi}}\int _{-{\it\pi}}^{{\it\pi}}\frac{d{\it\theta}}{|f(re^{i{\it\theta}})|^{2}}\end{eqnarray}$$

$f(z)$

$\mathbb{D}\setminus \{0\}$

${\rm\Delta}(r,f)$

$\mathbb{D}_{r}:=\{z\in \mathbb{C}:|z|<r\}$

$f$

$0<r\leq 1$

$L_{1}(r,f)$

${\rm\Delta}(r,z/f)$

$r$

$f$

$m$

The finite Fourier transform of a family of orthogonal polynomials is the usual transform of these polynomials extended by $0$ outside their natural domain of orthogonality. Explicit expressions are given for the Legendre, Jacobi, Gegenbauer and Chebyshev families.

We give an approximation for the value of the Bessel function $J_\nu (x)$ in the transition region with an explicit sharp error term.

Using the paths of steepest descent, we prove precise bounds with numerical implied constants for the modified Bessel function ${K}_{ir} (x)$ of imaginary order and its first two derivatives with respect to the order. We also prove precise asymptotic bounds on more general (mixed) derivatives without working out numerical implied constants. Moreover, we present an absolutely and rapidly convergent series for the computation of ${K}_{ir} (x)$ and its derivatives, as well as a formula based on Fourier interpolation for computing with many values of $r$. Finally, we have implemented a subset of these features in a software library for fast and rigorous computation of ${K}_{ir} (x)$.

In this paper we derive formulas for summation of series involving J. Bourget's generalization of Bessel functions of integer order, as well as the analogous generalizations by H. M. Srivastava. These series are expressed in terms of the Riemann $\zeta$ function and Dirichlet functions $\eta$, $\lambda$, $\beta$, and can be brought into closed form in certain cases, which means that the infinite series are represented by finite sums.

The paper offers a study of the inverse Laplace transforms of the functions ${{I}_{n}}\left( rs \right)\,{{\{sI_{n}^{\prime }\,\left( s \right)\}}^{-1}}$ where ${{I}_{n}}$ is the modified Bessel function of the first kind and $r$ is a parameter. The present study is a continuation of the author's previous work on the singular behavior of the special case of the functions in question, $r=1$. The general case of $r\,\in \,\left[ 0,\,1 \right]$ is addressed, and it is shown that the inverse Laplace transforms for such $r$ exhibit significantly more complex behavior than their predecessors, even though they still only have two different types of points of discontinuity: singularities and finite discontinuities. The functions studied originate from non-stationary fluid-structure interaction, and as such are of interest to researchers working in the area.

Let Mn denote the size of the largest amongst the first n generations of a simple branching process. It is shown for near critical processes with a finite offspring variance that the law of Mn/n, conditioned on no extinction at or before n, has a non-defective weak limit. The proof uses a conditioned functional limit theorem deriving from the Feller-Lindvall (CB) diffusion limit for branching processes descended from increasing numbers of ancestors. Subsidiary results are given about hitting time laws for CB diffusions and Bessel processes.

We introduce a sequence of polynomials which are extensions of the classic Bernoulli polynomials. This generalization is obtained by using the Bessel functions of the first kind. We use these polynomials to evaluate explicitly a general class of series containing an entire function of exponential type.

We offer here a substantial simplification and shortening of a proof of the monotonicity of the abscissae of the points of inflection of Bessel functions of the first kind and positive order.

By using the principle of mathematical induction a simple algebraic formula is derived for an m-dimensional Schlömilch series. The result yields a countably infinite number of representations for null-functions on increasingly larger open intervals.