English

Dickman approximation in simulation, summations and perpetuities

Probability 2018-11-26 v6

Abstract

The generalized Dickman distribution Dθ{\cal D}_\theta with parameter θ>0\theta>0 is the unique solution to the distributional equality W=dWW=_d W^*, where \begin{eqnarray} W^*=_d U^{1/\theta}(W+1) \qquad (1) \end{eqnarray} with WW non-negative with probability one, UU[0,1]U \sim {\cal U}[0,1] independent of WW, and =d=_d denoting equality in distribution. Members of this family appear in number theory, stochastic geometry, perpetuities and the study of algorithms. We obtain bounds in Wasserstein type distances between Dθ{\cal D}_\theta and \begin{eqnarray} W_n= \frac{1}{n} \sum_{i=1}^n Y_k B_k \qquad (2) \end{eqnarray} where B1,,Bn,Y1,,YnB_1,\ldots,B_n, Y_1, \ldots, Y_n are independent with BkBer(1/k),E[Yk]=k,Var(Yk)=σk2B_k \sim {\rm Ber}(1/k), E[Y_k]=k, {\rm Var}(Y_k)=\sigma_k^2 and provide an application to the minimal directed spanning tree in R2\mathbb{R}^2, and also obtain such bounds when the Bernoulli variables in (2)(2) are replaced by Poissons. We also give simple proofs and provide bounds with optimal rates for the Dickman convergence of the weighted sums, arising in probabilistic number theory, of the form \begin{eqnarray} S_n=\frac{1}{\log(p_n)} \sum_{k=1}^n X_k \log(p_k) \end{eqnarray} where (pk)k1(p_k)_{k \ge 1} is an enumeration of the prime numbers in increasing order and XkX_k is Geometric with parameter (11/pk)(1-1/p_k), Bernoulli with success probability 1/(1+pk)1/(1+p_k) or Poisson with mean λk\lambda_k. In addition, we broaden the class of generalized Dickman distributions by studying the fixed points of the transformation \begin{eqnarray*} s(W^*)=_d U^{1/\theta}s(W+1) \end{eqnarray*} generalizing (1)(1), that allows the use of non-identity utility functions s()s(\cdot) in Vervaat perpetuities. We obtain distributional bounds for recursive methods that can be used to simulate from this family.

Keywords

Cite

@article{arxiv.1706.08192,
  title  = {Dickman approximation in simulation, summations and perpetuities},
  author = {Chinmoy Bhattacharjee and Larry Goldstein},
  journal= {arXiv preprint arXiv:1706.08192},
  year   = {2018}
}

Comments

Added optimality of bounds in Theorems 1.3 and 1.4, final version, to appear in Bernoulli Journal

R2 v1 2026-06-22T20:29:08.706Z