Exponentially small expansions in the asymptotics of the Wright function

We consider exponentially small expansions present in the asymptotics of the generalised hypergeometric function, or Wright function, pΨq(z) for large |z| that have not been considered in the existing theory. Our interest is principally with those functions of this class that possess either a finite algebraic expansion or no such expansion and with parameter values that produce exponentially small expansions in the neighbourhood of the negative real z axis. Numerical examples are presented to demonstrate the presence of these exponentially small expansions

The asymptotics of the generalised Bessel function

We demonstrate how the asymptotics for large |z| of the generalised Bessel function 0Ψ1(z) = X∞ n=0 z n Γ(an + b)n! , where a > −1 and b is any number (real or complex), may be obtained by exploiting the well-established asymptotic theory of the generalised Wright function pΨq(z). A summary of this theory is given and an algorithm for determining the coefficients in the associated exponential expansions is discussed in an appendix. We pay particular attention to the case a = − 1 2 , where the expansion for z → ±∞ consists of an exponentially small contribution that undergoes a Stokes phenomenon. We also examine the different nature of the asymptotic expansions as a function of arg z when −1 < a < 0, taking into account the Stokes phenomenon that occurs on the rays arg z = 0 and arg z = ±π(1 + a) for the associated function 1Ψ0(z). These regions are more precise than those given by Wright in his 1940 paper. Numerical computations are carried out to verify several of the expansions developed in the paper

Exponentially small expansions of the Wright function on the Stokes lines

We investigate a particular aspect of the asymptotic expansion of the Wright function pΨq(z) for large |z|. In the case p = 1, q ⩾ 0, we establish the form of the exponentially small expansion of this function on certain rays in the z-plane (known as Stokes lines). The importance of such exponentially small terms is encountered in analytic probability theory and in the theory of generalised linear models. In addition, the transition of the Stokes multiplier connected with the subdominant exponential expansion across the Stokes lines is shown to obey the familiar error-function smoothing law expressed in terms of an appropriately scaled variable. Some numerical examples which confirm the accuracy of the expansion are given

Asymptotic expansion of n-dimensional Faxén-type integrals

The asymptotic expansion of n-dimensional extensions of Faxén’s integral In(z) are derived for large complex values of the variable z. The theory relies on the asymptotics of the generalised hypergeometric, orWright, function. The coefficients in the exponential expansion are obtained by means of an algorithm applicable for arbitrary n. Numerical examples are given to illustrate the accuracy of the expansions

Asymptotic and structural properties of special cases of the Wright function arising in probability theory

This analysis paper presents previously unknown properties of some special cases of the Wright function whose consideration is necessitated by our work on probability theory and the theory of stochastic processes. Specifically, we establish new asymptotic properties of the particular Wright function 1Ψ1(ρ, k; ρ, 0; x) = X∞ n=0 Γ(k + ρn) Γ(ρn) x n n! (|x| <∞) when the parameter ρ ∈ (−1, 0)∪(0, ∞) and the argument x is real. In the probability theory applications, which are focused on studies of the Poisson-Tweedie mixtures, the parameter k is a non-negative integer. Several representations involving well-known special functions are given for certain particular values of ρ. The asymptotics of 1Ψ1(ρ, k; ρ, 0; x) are obtained under numerous assumptions on the behavior of the arguments k and x when the parameter ρ is both positive and negative. We also provide some integral representations and structural properties involving the ‘reduced’ Wright function 0Ψ1(−−; ρ, 0; x) with ρ ∈ (−1, 0) ∪ (0, ∞), which might be useful for the derivation of new properties of members of the power-variance family of distributions. Some of these imply a reflection principle that connects the functions 0Ψ1(−−;±ρ, 0; ·) and certain Bessel functions. Several asymptotic relationships for both particular cases of this function are also given. A few of these follow under additional constraints from probability theory results which, although previously available, were unknown to analysts

The asymptotics of a generalised Struve function

A generalised Struve function has recently been introduced by Ali, Mondal and Nisar [J. Korean Math. Soc. 54 (2017) 575–598] as ( 1 2 z) ν+1 X∞ n=0 ( 1 2 z) 2n Γ(n + 3 2 )Γ(an + ν + 3 2 ) , where a is a positive integer. In this paper, we obtain the asymptotic expansions of this function for large complex z when a is a real parameter satisfying a > −1. Some numerical examples are presented to confirm the accuracy of the expansions

The discrete analogue of Laplace’s method

We give a justification of the discrete analogue of Laplace’s method applied to the asymptotic estimation of sums consisting of positive terms. The case considered is the series related to the hypergeometric function pFq−1(x) (with q≥p+1) as x→+∞ discussed by Stokes [G.G. Stokes, Note on the determination of arbitrary constants which appear as multipliers of semi-convergent series, Proc. Camb. Phil. Soc. 6 (1889) 362–366]. Two examples are given in which it is shown how higher order terms in the asymptotic expansion may be derived by this procedure