English

Large deviation asymptotics for a random variable with L\'evy measure supported by $[0, 1]$

Probability 2016-06-14 v1

Abstract

Asymptotics for Dickman's number theoretic function ρ(u)\rho(u), as uu \rightarrow \infty, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number theory. However, the function ρ()\rho(\cdot) also arises as a constant multiple of a certain probability density connected with a scale invariant Poisson process, and we observe that Dickman asymptotics can be interpreted as a Gaussian local limit theorem for the sum of arrivals in a tilted Poisson process, combined with untilting. In this paper we exploit and extend this reasoning to obtain analogous asymptotic formulas for a class of functions including, in addition to Dickman's function, the densities of random variables having L\'evy measure with support contained in [0,1][0,1], subject to mild regularity assumptions.

Keywords

Cite

@article{arxiv.1606.03524,
  title  = {Large deviation asymptotics for a random variable with L\'evy measure supported by $[0, 1]$},
  author = {Richard Arratia and Fred Kochman and Sandy Zabell},
  journal= {arXiv preprint arXiv:1606.03524},
  year   = {2016}
}

Comments

30 pages

R2 v1 2026-06-22T14:22:59.494Z