On the tails of Dickman-like perpetuities
Using a probabilistic technique based on exponential change of measure, we derive precise tail asymptotics of some perpetuities with distributions close to the Dickman distribution.
math.PR↗
arXiv subjects
Publications and source records attributed to Oleh Iksanov.
Using a probabilistic technique based on exponential change of measure, we derive precise tail asymptotics of some perpetuities with distributions close to the Dickman distribution.