Dickman approximation in simulation, summations and perpetuities
Abstract
The generalized Dickman distribution with parameter is the unique solution to the distributional equality , where \begin{eqnarray} W^*=_d U^{1/\theta}(W+1) \qquad (1) \end{eqnarray} with non-negative with probability one, independent of , and 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 and \begin{eqnarray} W_n= \frac{1}{n} \sum_{i=1}^n Y_k B_k \qquad (2) \end{eqnarray} where are independent with and provide an application to the minimal directed spanning tree in , and also obtain such bounds when the Bernoulli variables in 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 is an enumeration of the prime numbers in increasing order and is Geometric with parameter , Bernoulli with success probability or Poisson with mean . 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 , that allows the use of non-identity utility functions in Vervaat perpetuities. We obtain distributional bounds for recursive methods that can be used to simulate from this family.
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