Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities
From MaRDI portal
Publication:6190646
DOI10.1007/s11222-023-10349-6zbMath1529.62019arXiv2305.18634MaRDI QIDQ6190646
Michael Grabchak, Xingnan Zhang
Publication date: 6 February 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2305.18634
simulationself-decomposable distributionsmultivariate Dickman distributionmultivariate Vervaat perpetuities
Computational methods for problems pertaining to statistics (62-08) Probability distributions: general theory (60E05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
- Approximation of multidimensional stable densities
- Simulating the Dickman distribution
- Perfect simulation of Vervaat perpetuities
- Limit distributions of norms of vectors of positive i. i. d. random variables
- A method for simulating stable random vectors
- Convergence to scale-invariant Poisson processes and applications in Dickman approximation
- Fast perfect simulation of Vervaat perpetuities
- Fractional Integrals and Extensions of Selfdecomposability
- On Exact Sampling of Nonnegative Infinitely Divisible Random Variables
- On Approximations of Small Jumps of Subordinators with Particular Emphasis on a Dickman-Type Limit
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- Estimation and simulation for multivariate tempered stable distributions
- Limit Theorems for Random Exponentials: The Bounded Support Case
- Random minimal directed spanning trees and Dickman-type distributions
- Financial Modelling with Jump Processes
- Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition
- Exact simulation of generalised Vervaat perpetuities
- Heavy-Tail Phenomena
- The Dickman–Goncharov distribution
- Simulating perpetuities
This page was built for publication: Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities