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
Dickman type stochastic processes with short- and long- range dependence
Danijel Grahovac, Anastasiia Kovtun, Nikolai N. Leonenko +1
We study properties of the (generalized) Dickman distribution with two parameters and the stationary solution of the Ornstein-Uhlenbeck stochastic differential equation driven by a…