Representation and Simulation of Multivariate Dickman Distributions and Vervaat Perpetuities
Probability
2023-05-31 v1
Abstract
A multivariate extension of the Dickman distribution was recently introduced, but very few properties have been studied. We discuss several properties with an emphasis on simulation. Further, we introduce and study a multivariate extension of the more general class of Vervaat perpetuities and derive a number of properties and representations. Most of our results are presented in the even more general context of so-called -times self-decomposable distributions.
Keywords
Cite
@article{arxiv.2305.18634,
title = {Representation and Simulation of Multivariate Dickman Distributions and Vervaat Perpetuities},
author = {Michael Grabchak and Xingnan Zhang},
journal= {arXiv preprint arXiv:2305.18634},
year = {2023}
}