ON THE UBIQUITY OF THE LÉVY INTEGRAL — ITS RELATIONSHIP WITH THE GENERALIZED EULER-JACOBI SERIES AND THEIR ASYMPTOTICS BEYOND ALL ORDERS

DOI10.1142/S0218348X03001446MaRDI QIDQ4474611zbMATH OpenFDO

Authors Timothy M. Garoni, N. E. Frankel

Publication date 12 July 2004

Published in Fractals (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math-ph/0211011

zbMATH Keywords

asymptotic expansionasymptotics beyond all ordersgeneralized Euler-Jacobi seriesLévy integralrandom matrix theoryWaring's problem

Mathematics Subject Classification ID

Waring's problem and variants (11P05) Other functions defined by series and integrals (33E20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Gaussian processes (60G15)

Abstract: We present here an overview of the history, applications and important properties of a function which we refer to as the Levy integral. For certain values of its characteristic parameter the Levy integral defines the symmetric Levy stable probability density function. As we discuss however the Levy integral has applications to a number of other fields besides probability, including random matrix theory, number theory and asymptotics beyond all orders. We exhibit a direct relationship between the Levy integral and a number theoretic series which we refer to as the generalised Euler-Jacobi series. The complete asymptotic expansions for all natural values of its parameter are presented, and in particular it is pointed out that the intricate exponentially small series become dominant for certain parameter values.

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Cited in

(4)

• Order and chaos in some deterministic infinite trigonometric products
• Exact and explicit evaluation of Brézin-Hikami kernels
• Lévy flights: Exact results and asymptotics beyond all orders
• Euler's divergent series and an elementary model in statistical physics

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