English

Multidimensional Dickman distribution and operator selfdecomposability

Probability 2026-04-30 v3 Statistics Theory Statistics Theory

Abstract

The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature, together with its application to approximating the small jumps of multidimensional L\'evy processes. In this paper, we extend this definition to a class of vector-valued random elements, which we characterise as fixed points of a specific affine transformation involving a random matrix obtained from the matrix exponential of a uniformly distributed random variable. We prove that these new distributions possess the key properties of infinite divisibility and operator selfdecomposability. Furthermore, we identify several cases where this new distribution arises as a limiting distribution.

Keywords

Cite

@article{arxiv.2602.12988,
  title  = {Multidimensional Dickman distribution and operator selfdecomposability},
  author = {Anastasiia S. Kovtun and Nikolai N. Leonenko and Andrey Pepelyshev},
  journal= {arXiv preprint arXiv:2602.12988},
  year   = {2026}
}

Comments

31 pages

R2 v1 2026-07-01T10:35:24.965Z