Simulating the Dickman distribution

DOI10.1016/j.spl.2009.10.013zbMath1180.62028OpenAlexW1989148351WikidataQ62556727 ScholiaQ62556727MaRDI QIDQ844881

Omar Fawzi, Luc P. 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

Related Items (17)

On Exact Sampling of Nonnegative Infinitely Divisible Random Variables ⋮ QuickSelect Tree Process Convergence, With an Application to Distributional Convergence for the Number of Symbol Comparisons Used by Worst-Case Find ⋮ Exact simulation of generalised Vervaat perpetuities ⋮ Fast perfect simulation of Vervaat perpetuities ⋮ Appendix to ``Approximating perpetuities ⋮ Density functions for \texttt{QuickQuant} and \texttt{QuickVal} ⋮ Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models ⋮ Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities ⋮ Complexity Questions in Non-Uniform Random Variate Generation ⋮ On strong and almost sure local limit theorems for a probabilistic model of the Dickman distribution ⋮ Non-asymptotic distributional bounds for the Dickman approximation of the running time of the Quickselect algorithm ⋮ Convergence to type I distribution of the extremes of sequences defined by random difference equation ⋮ Almost sure local limit theorem for the Dickman distribution ⋮ Exact simulation of the extrema of stable processes ⋮ On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation ⋮ Dickman approximation in simulation, summations and perpetuities ⋮ Some comments on: ``The density flatness phenomenon by Alhakim and Molchanov and the Dickman distribution

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