Developments in the Khintchine-Meinardus probabilistic method for asymptotic enumeration

A theorem of Meinardus provides asymptotics of the number of weighted partitions under certain assumptions on associated ordinary and Dirichlet generating functions. The ordinary generating functions are closely related to Euler's generating function $\prod_{k=1}^\infty S(z^k)$ for partitions, where $S(z)=(1-z)^{-1}$. By applying a method due to Khintchine, we extend Meinardus' theorem to find the asymptotics of the coefficients of generating functions of the form $\prod_{k=1}^\infty S(a_kz^k)^{b_k}$ for sequences $a_k$, $b_k$ and general $S(z)$. We also reformulate the hypotheses of the theorem in terms of generating functions. This allows us to prove rigorously the asymptotics of Gentile statistics and to study the asymptotics of combinatorial objects with distinct components.Comment: 28 pages, This is the final version that incorporated referee's remarks.The paper will be published in Electronic Journal of Combinatoric

Coagulation processes with Gibbsian time evolution

We prove that time dynamics of a stochastic process of pure coagulation is given by a time dependent Gibbs distribution if and only if rates of single coagulations have the form $\psi(i,j)=if(j)+jf(i)$, where $f$ is an arbitrary nonnegative function on the set of integers $\ge 1$. We also obtained a recurrence relation for weights of these Gibbs distributions, that allowed explicit solutions in three particular cases of the function $f$. For the three corresponding models, we study the probability of coagulation into one giant cluster, at time $t>0.$Comment: 22 pages. Changes made implementing referee's suggestions and remarks.This is a final version to be published in the Advances of Applied probabilit

A Meinardus theorem with multiple singularities

Meinardus proved a general theorem about the asymptotics of the number of weighted partitions, when the Dirichlet generating function for weights has a single pole on the positive real axis. Continuing \cite{GSE}, we derive asymptotics for the numbers of three basic types of decomposable combinatorial structures (or, equivalently, ideal gas models in statistical mechanics) of size $n$, when their Dirichlet generating functions have multiple simple poles on the positive real axis. Examples to which our theorem applies include ones related to vector partitions and quantum field theory. Our asymptotic formula for the number of weighted partitions disproves the belief accepted in the physics literature that the main term in the asymptotics is determined by the rightmost pole.Comment: 26 pages. This version incorporates the following two changes implied by referee's remarks: (i) We made changes in the proof of Proposition 1; (ii) We provided an explanation to the argument for the local limit theorem. The paper is tentatively accepted by "Communications in Mathematical Physics" journa

Uncertainty relations in models of market microstructure

This paper presents a new interacting particle system and uses it as a spin model for financial market microstructure. The asymptotic analysis of this stochastic process exhibits a lower bound to the contemporaneous measurement of price and trading volume under the invariant measure in the `frozen' phase of the supercritical regime.Comment: 7 pages, 3 figures, presented at the 1st Bonzenfreies Colloquium on Market Dynamics and Quantitative Economic