Simulating the Dickman distribution

DOI10.1016/J.SPL.2009.10.013MaRDI QIDQ844881zbMATH OpenOpenAlexWikidataFDO

Authors Omar Fawzi, Luc Devroye

Publication date 5 February 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.10.013

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Sampling theory, sample surveys (62D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• Dickman approximation in simulation, summations and perpetuities
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• Some comments on: ``The density flatness phenomenon by Alhakim and Molchanov and the Dickman distribution

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• Asymptotic distribution theory for Hoare's selection algorithm
• Exact Sampling from a Continuous State Space
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• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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• On stochastic processes connected with certain physical recording apparatuses
• Perfect simulation and backward coupling^∗
• Perfect simulation of Vervaat perpetuities
• Perpetuities with thin tails
• Pesudo random numbers for the Landau and Vavilov distributions
• Quickselect and the Dickman Function
• Random difference equations and renewal theory for products of random matrices
• Random difference equations: An asymptotical result
• Random minimal directed spanning trees and Dickman-type distributions
• Simulating perpetuities

Cited in

(18)

• On exact sampling of nonnegative infinitely divisible random variables
• Non-asymptotic distributional bounds for the Dickman approximation of the running time of the Quickselect algorithm
• Some comments on: ``The density flatness phenomenon by Alhakim and Molchanov and the Dickman distribution
• Size biased sampling from the Dickman subordinator
• Fast perfect simulation of Vervaat perpetuities
• Complexity Questions in Non-Uniform Random Variate Generation
• Convergence to type I distribution of the extremes of sequences defined by random difference equation
• Almost sure local limit theorem for the Dickman distribution
• Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities
• Exact simulation of the extrema of stable processes
• Quickselect tree process convergence, with an application to distributional convergence for the number of symbol comparisons used by worst-case find
• On strong and almost sure local limit theorems for a probabilistic model of the Dickman distribution
• Exact simulation of generalised Vervaat perpetuities
• Dickman approximation in simulation, summations and perpetuities
• Density functions for \texttt{QuickQuant} and \texttt{QuickVal}
• Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models
• Appendix to ``Approximating perpetuities
• On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation

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