Multidimensional Dickman distribution and operator selfdecomposability

Read full text
Authors: Anastasiia S. Kovtun, Nikolai N. Leonenko, Andrey Pepelyshev
Cited by: 0

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 Lévy 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.

Fields of Study & Subjects

Probability and Statistical Research Probability and Risk Models Stochastic processes and statistical mechanics

Publication details

Journal / source
arXiv (Cornell University)
Publication date
13 February 2026
Language
EN
Document type
Preprint