3 papers
math.PR2026
Multidimensional Dickman distribution and operator selfdecomposability
Anastasiia S. Kovtun, Nikolai N. Leonenko, Andrey Pepelyshev
The one-dimensional Dickman distribution arises in various stochastic models across number theory, combinatorics, physics, and biology. Recently, a definition of the multidimension…
math.ST2025
Numerical computation of the Rosenblatt distribution and applications
Nikolai N. Leonenko, Andrey Pepelyshev
The Rosenblatt distribution plays a key role in the limit theorems for non-linear functionals of stationary Gaussian processes with long-range dependence. We derive new expressions…
math.PR2025
High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence
N. N. Leonenko, M. D. Ruiz-Medina
The asymptotic behavior of an extended family of integral geometric random functionals, including spatiotemporal Minkowski functionals under moving levels, is analyzed in this pape…