Asymptote

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Related to asymptotically: Asymptotically stable

Asymptote

In geometry, a line associated with a curve in such a way that the distance between the line and the curve approaches zero as both reach toward infinity. Asymptotes are used in calculus and are computed using limits.
References in periodicals archive ?
The formula of [GNP] for the mean total current between two vertically adjacent points is asymptotically
We numerically show that thanks to the theoretical work presented earlier in the paper, we are able to bring the proper adjustments to the Robin parameters so that our algorithm asymptotically maintains a good efficiency even in the presence of spatially variable coefficients.
Clearly, the class of asymptotically generalized [PHI]-hemicontractive mappings is the most general among those defined above.
Lemma 5 (Wo, 2004): Assume that the system (2) is regular, causal, and there exists a function v(Ex) which satisfies the following conditions, then the sub-equilibrium state of systems (2) Ex = 0 is asymptotically stable.
Similar to consumer surplus, the total surplus asymptotically approaches the perfectly competitive market values from below as n [right arrow] [infinity].
If in time the steady state motion approaches certain limit type motion, the later can be called asymptotically stable motion.
First, we can see that in the case without time-varying disturbances PID controller asymptotically stabilize rigid body attitude.
We will propose a set of weight functions such that the surface area estimator is asymptotically unbiased in the cases where X is a ball centred at the reference point or X is contained in such a ball of radius s; see Corollaries 8 and 9.
of Timisoara, Romania) text presents effective methods, which can be implemented using microcomputers, of estimation of the regions of attraction of asymptotically stable steady states in the case of autonomous analytical differential equations and in the case of discrete semi-dynamical systems.
1/2] outside of two transition bands centered at k = [+ or -]1/[sigma] the widths of which decay asymptotically at least as 1/[sigma] [square root of ln n/n].
This step is necessary for computing asymptotically efficient, second-order serial correlation tests (Arellano and Bond, 1991).
However, if the firm risk exposures are drawn from different parameter distributions, say for different sectors or countries, then further risk reduction is possible, even asymptotically, by changing the portfolio weights.