Convergence to scale-invariant Poisson processes and applications in Dickman approximation

DOI10.1214/20-EJP482MaRDI QIDQ2201493zbMATH OpenOpenAlexFDO

Authors Chinmoy Bhattacharjee, Ilya S. Molchanov

Publication date 29 September 2020

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.06229, https://projecteuclid.org/euclid.ejp/1594432887

Poisson processes scale invariance random measures vague convergence Dickman distributions

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Random measures (60G57)

Abstract: We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence

(z_{n})_{n i n m a t h b b N}

of positive real numbers increasing to infinity as

n o i n f t y

and a sequence

(X_{k})_{k i n m a t h b b N}

of independent non-negative integer-valued random variables, we consider the sequence of point processes �egin{equation*} u_n=sum_{k=1}^infty X_k delta_{z_k/z_n}, quad nin mathbb{N}, end{equation*} and prove that, under some general conditions, it converges vaguely in distribution to a scale-invariant Poisson process

e t a_{c}

on

(0, i n f t y)

with the intensity measure having the density

c t^{- 1}

,

t i n (0, i n f t y)

. An important motivating example from probabilistic number theory relies on choosing

X_{k} s i m m G e o m (1 - 1 / p_{k})

and

z_{k} = l o g p_{k}

,

k i n m a t h b b N

, where

(p_{k})_{k i n m a t h b b N}

is an enumeration of the primes in increasing order. We derive a general result on convergence of the integrals

i n t_{0}^{1} t u_{n} (d t)

to the integral

i n t_{0}^{1} t e t a_{c} (d t)

, the latter having a generalized Dickman distribution, thus providing a new way of proving Dickman convergence results. We extend our results to the multivariate setting and provide sufficient conditions for vague convergence in distribution for a broad class of sequences of point processes obtained by mapping the points from

(0, i n f t y)

to

m a t h b b R^{d}

via multiplication by i.i.d. random vectors. In addition, we introduce a new class of multivariate Dickman distributions which naturally extends the univariate setting.

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