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arXiv · 2305.18634

Representation and Simulation of Multivariate Dickman Distributions and Vervaat Perpetuities

Michael Grabchak·Xingnan Zhang
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Abstract

A multivariate extension of the Dickman distribution was recently introduced, but very few properties have been studied. We discuss several properties with an emphasis on simulation. Further, we introduce and study a multivariate extension of the more general class of Vervaat perpetuities and derive a number of properties and representations. Most of our results are presented in the even more general context of so-called $\alpha$-times self-decomposable distributions.

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Michael Grabchak, Xingnan Zhang. 2023-05-29. Representation and Simulation of Multivariate Dickman Distributions and Vervaat Perpetuities. https://arxiv.org/abs/2305.18634

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