# Dickman approximation in simulation, summations and perpetuities

**Authors:** Chinmoy Bhattacharjee, Larry Goldstein

arXiv: 1706.08192 · 2018-11-26

## TL;DR

This paper studies the generalized Dickman distribution, providing bounds on its approximation in various sums and perpetuities, with applications in number theory, stochastic geometry, and algorithms, and introduces broader classes of these distributions.

## Contribution

It introduces new bounds for Dickman approximation in sums and perpetuities, extends the class of generalized Dickman distributions, and offers practical recursive methods for simulation.

## Key findings

- Bounds in Wasserstein distances for Dickman approximation.
- Application to minimal directed spanning trees in .
- Extension to broader classes of Dickman distributions with utility functions.

## Abstract

The generalized Dickman distribution ${\cal D}_\theta$ with parameter $\theta>0$ is the unique solution to the distributional equality $W=_d W^*$, where \begin{eqnarray} W^*=_d U^{1/\theta}(W+1) \qquad (1) \end{eqnarray} with $W$ non-negative with probability one, $U \sim {\cal U}[0,1]$ independent of $W$, and $=_d$ 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 ${\cal D}_\theta$ and \begin{eqnarray} W_n= \frac{1}{n} \sum_{i=1}^n Y_k B_k \qquad (2) \end{eqnarray} where $B_1,\ldots,B_n, Y_1, \ldots, Y_n$ are independent with $B_k \sim {\rm Ber}(1/k), E[Y_k]=k, {\rm Var}(Y_k)=\sigma_k^2$ and provide an application to the minimal directed spanning tree in $\mathbb{R}^2$, and also obtain such bounds when the Bernoulli variables in $(2)$ 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 $(p_k)_{k \ge 1}$ is an enumeration of the prime numbers in increasing order and $X_k$ is Geometric with parameter $(1-1/p_k)$, Bernoulli with success probability $1/(1+p_k)$ or Poisson with mean $\lambda_k$.   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 $(1)$, that allows the use of non-identity utility functions $s(\cdot)$ in Vervaat perpetuities. We obtain distributional bounds for recursive methods that can be used to simulate from this family.

## Full text

_Full body text omitted from this summary view._ Fetch the complete paper as Markdown: https://tomesphere.com/paper/1706.08192/full.md

## References

40 references — full list in the complete paper: https://tomesphere.com/paper/1706.08192/full.md

---
Source: https://tomesphere.com/paper/1706.08192