Asymptotic analysis

In mathematical analysis, asymptotic analysis, also known as asymptotics, is a method of describing

limiting behavior.

As an illustration, suppose that we are interested in the properties of a function f (n) as n becomes very
large. If f(n) = n 2 + 3n , then as n becomes very large, the term 3n becomes insignificant compared to
n2. The function f(n) is said to be "asymptotically equivalent to n2, as n → ∞". This is often written
symbolically as f (n) ~ n 2, which is read as "f(n) is asymptotic to n 2".

An example of an important asymptotic result is the prime  number theorem. Let π(x) denote the prime-
counting function (which is not directly related to the constant pi), i.e. π(x) is the number of prime numbers
that are less than or equal to x. Then the theorem states that

Asymptotic analysis is commonly used in computer science as part of the analysis of algorithms and is often
expressed there in terms of big O notation.

Definition
Formally, given functions f (x) and g(x), we define a binary relation

if and only if (de Bruijn 1981, §1.4)

The symbol ~ is the tilde. The relation is an equivalence relation on the set of functions of x; the functions f
and g are said to be asymptotically equivalent. The domain of f and g can be any set for which the limit is
defined: e.g. real numbers, complex numbers, positive integers.

The same notation is also used for other ways of passing to a limit: e.g. x → 0 , x ↓ 0 , | x| → 0 . The way
of passing to the limit is often not stated explicitly, if it is clear from the context.

Although the above definition is common in the literature, it is problematic if g(x) is zero infinitely often as
x goes to the limiting value. For that reason, some authors use an alternative definition. The alternative
definition, in little-o notation, is that f ~ g if and only if
This definition is equivalent to the prior definition if g(x) is not zero in some neighbourhood of the limiting
value.[1][2]

Properties
If and , then, under some mild conditions, the following hold:

, for every real r

if

Such properties allow asymptotically-equivalent functions to be freely exchanged in many algebraic

expressions.

Examples of asymptotic formulas

Factorial

—this is Stirling's approximation

Partition function
For a positive integer n, the partition function, p(n), gives the number of ways of writing the
integer n as a sum of positive integers, where the order of addends is not considered.

Airy function
The Airy function, Ai(x), is a solution of the differential equation y″ − xy = 0 ; it has many
applications in physics.

Hankel functions

Asymptotic expansion
An asymptotic expansion of a function f(x) is in practice an expression of that function in terms of a series,
the partial sums of which do not necessarily converge, but such that taking any initial partial sum provides
an asymptotic formula for f. The idea is that successive terms provide an increasingly accurate description
of the order of growth of f.

In symbols, it means we have but also and for each

fixed k. In view of the definition of the symbol, the last equation means
in the little o notation, i.e., is much smaller than

The relation takes its full meaning if for all k, which means the
form an asymptotic scale. In that case, some authors may abusively write to denote
the statement One should however be careful that this is not a standard use
of the symbol, and that it does not correspond to the definition given in § Definition.

In the present situation, this relation actually follows from combining steps k and k−1; by
subtracting from
one gets i.e.

In case the asymptotic expansion does not converge, for any particular value of the argument there will be a
particular partial sum which provides the best approximation and adding additional terms will decrease the
accuracy. This optimal partial sum will usually have more terms as the argument approaches the limit value.

Examples of asymptotic expansions

Gamma function

Exponential integral

Error function

where m!! is the double factorial.

Worked example

Asymptotic expansions often occur when an ordinary series is used in a formal expression that forces the
taking of values outside of its domain of convergence. For example, we might start with the ordinary series
The expression on the left is valid on the entire complex plane , while the right hand side converges
only for . Multiplying by and integrating both sides yields

The integral on the left hand side can be expressed in terms of the exponential integral. The integral on the
right hand side, after the substitution , may be recognized as the gamma function. Evaluating both,
one obtains the asymptotic expansion

Here, the right hand side is clearly not convergent for any non-zero value of t. However, by keeping t
small, and truncating the series on the right to a finite number of terms, one may obtain a fairly good
approximation to the value of . Substituting and noting that results
in the asymptotic expansion given earlier in this article.

Asymptotic distribution
In mathematical statistics, an asymptotic distribution is a hypothetical distribution that is in a sense the
"limiting" distribution of a sequence of distributions. A distribution is an ordered set of random variables Z i
for i = 1, …, n , for some positive integer n . An asymptotic distribution allows i to range without bound,
that is, n is infinite.

A special case of an asymptotic distribution is when the late entries go to zero—that is, the Z i go to 0 as i
goes to infinity. Some instances of "asymptotic distribution" refer only to this special case.

This is based on the notion of an asymptotic function which cleanly approaches a constant value (the
asymptote) as the independent variable goes to infinity; "clean" in this sense meaning that for any desired
closeness epsilon there is some value of the independent variable after which the function never differs
from the constant by more than epsilon.

An asymptote is a straight line that a curve approaches but never meets or crosses. Informally, one may
speak of the curve meeting the asymptote "at infinity" although this is not a precise definition. In the
equation y becomes arbitrarily small in magnitude as x increases.

Applications
Asymptotic analysis is used in several mathematical sciences. In statistics, asymptotic theory provides
limiting approximations of the probability distribution of sample statistics, such as the likelihood ratio
statistic and the expected value of the deviance. Asymptotic theory does not provide a method of evaluating
the finite-sample distributions of sample statistics, however. Non-asymptotic bounds are provided by
methods of approximation theory.
Examples of applications are the following.

In applied mathematics, asymptotic analysis is used to build numerical methods to

approximate equation solutions.
In mathematical statistics and probability theory, asymptotics are used in analysis of long-run
or large-sample behaviour of random variables and estimators.
In computer science in the analysis of algorithms, considering the performance of
algorithms.
The behavior of physical systems, an example being statistical mechanics.
In accident analysis when identifying the causation of crash through count modeling with
large number of crash counts in a given time and space.

Asymptotic analysis is a key tool for exploring the ordinary and partial differential equations which arise in
the mathematical modelling of real-world phenomena.[3] An illustrative example is the derivation of the
boundary layer equations from the full Navier-Stokes equations governing fluid flow. In many cases, the
asymptotic expansion is in power of a small parameter, ε: in the boundary layer case, this is the
nondimensional ratio of the boundary layer thickness to a typical length scale of the problem. Indeed,
applications of asymptotic analysis in mathematical modelling often[3] center around a nondimensional
parameter which has been shown, or assumed, to be small through a consideration of the scales of the
problem at hand.

Asymptotic expansions typically arise in the approximation of certain integrals (Laplace's method, saddle-
point method, method of steepest descent) or in the approximation of probability distributions (Edgeworth
series). The Feynman graphs in quantum field theory are another example of asymptotic expansions which
often do not converge.

See also
Asymptote
Asymptotic computational complexity
Asymptotic density (in number theory)
Asymptotic theory (statistics)
Asymptotology
Big O notation
Leading-order term
Method of dominant balance (for ODEs)
Method of matched asymptotic expansions
Watson's lemma

Notes
1. "Asymptotic equality" (https://www.encyclopediaofmath.org/index.php?title=Asymptotic_equ
ality), Encyclopedia of Mathematics, EMS Press, 2001 [1994]
2. Estrada & Kanwal (2002, §1.2)
 3. Howison, S. (2005), Practical Applied Mathematics (https://books.google.com/books?id=A2
Hy_54Y1MsC&q=%22asymptotic+analysis%22), Cambridge University Press

References
Balser, W. (1994), From Divergent Power Series To Analytic Functions (https://books.google.
com/books?id=V-17CwAAQBAJ), Springer-Verlag, ISBN 9783540485940
de Bruijn, N. G. (1981), Asymptotic Methods in Analysis (https://books.google.com/books?id
=Oqj9AgAAQBAJ), Dover Publications, ISBN 9780486642215
Estrada, R.; Kanwal, R. P. (2002), A Distributional Approach to Asymptotics (https://books.go
ogle.com/books?id=X3cECAAAQBAJ), Birkhäuser, ISBN 9780817681302
Miller, P. D. (2006), Applied Asymptotic Analysis (https://books.google.com/books?id=KQvqB
wAAQBAJ), American Mathematical Society, ISBN 9780821840788
Murray, J. D. (1984), Asymptotic Analysis (https://books.google.com/books?id=PC3rBwAAQ
BAJ), Springer, ISBN 9781461211228
Paris, R. B.; Kaminsky, D. (2001), Asymptotics and Mellin-Barnes Integrals (https://www.rese
archgate.net/publication/39064661), Cambridge University Press

External links
Asymptotic Analysis (https://www.iospress.nl/journal/asymptotic-analysis/)  —home page of
the journal, which is published by IOS Press
A paper on time series analysis using asymptotic distribution (https://web.archive.org/web/20
070422145944/http://swan.econ.ohio-state.edu/econ840/note4.pdf)

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