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Large deviation asymptotics for a random variable with L\'evy measure supported by $[0, 1]$
- Publication Year :
- 2016
-
Abstract
- Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number theory. However, the function $\rho(\cdot)$ also arises as a constant multiple of a certain probability density connected with a scale invariant Poisson process, and we observe that Dickman asymptotics can be interpreted as a Gaussian local limit theorem for the sum of arrivals in a tilted Poisson process, combined with untilting. In this paper we exploit and extend this reasoning to obtain analogous asymptotic formulas for a class of functions including, in addition to Dickman's function, the densities of random variables having L\'evy measure with support contained in $[0,1]$, subject to mild regularity assumptions.<br />Comment: 30 pages
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1606.03524
- Document Type :
- Working Paper