51 citations · 254 across the 54 of their papers we have counts for
55 papers
New asymptotic representations of the noncentral -distribution
Amparo Gil, Javier Segura, Nico M Temme
New asymptotic approximations of the non-central distribution are given, a generalization of the Student's distribution. Using new integral representations, we give new asy…
The leaky aquifer function revisited
Nico M. Temme
This papers discusses the leaky aquifer function considered in a recent paper by Frank Harris in the Journal of Computational and Applied Mathematics (2008). We describe properties…
Solution of integrals with fractional Brownian motion for different Hurst indices
Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee +1
In this paper, we will evaluate integrals that define the conditional expectation, variance and characteristic function of stochastic processes with respect to fractional Brownian…
Asymptotic expansions of Kummer hypergeometric functions with three asymptotic parameters , and
N. M. Temme, E. J. M. Veling
In a recent paper \cite{Temme:2021:AKH} new asymptotic expansions are given for the Kummer functions and for large positive values of and , with …
A distribution function from population genetics statistics using Stirling numbers of the first kind: Asymptotics, inversion and numerical evaluation
Swaine L. Chen, Nico M. Temme
Stirling numbers of the first kind are common in number theory and combinatorics; through Ewen's sampling formula, these numbers enter into the calculation of several population ge…
A new asymptotic representation and inversion method for the Student's t distribution
Amparo Gil, Javier Segura, Nico M. Temme
Some special functions are particularly relevant in applied probability and statistics. For example, the incomplete beta function is the cumulative central beta distribution. In th…