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This article is cited in 7 scientific papers (total in 7 papers)
The Dickman–Goncharov distribution
S. A. Molchanovab, V. A. Panovb a University of North Carolina at Charlotte, Charlotte, NC, USA
b International Laboratory of Stochastic Analysis and Its Applications,
National Research University Higher School of Economics, Moscow, Russia
Abstract:
In the 1930s and 40s, one and the same delay differential equation appeared in papers by two mathematicians, Karl Dickman and Vasily Leonidovich Goncharov, who dealt with completely different problems. Dickman investigated the limit value of the number of natural numbers free of large prime factors, while Goncharov examined the asymptotics of the maximum cycle length in decompositions of random permutations. The equation obtained in these papers defines, under a certain initial condition, the density of a probability distribution now called the Dickman–Goncharov distribution (this term was first proposed by Vershik in 1986). Recently, a number of completely new applications of the Dickman–Goncharov distribution have appeared in mathematics (random walks on solvable groups, random graph theory, and so on) and also in biology (models of growth and evolution of unicellular populations), finance (theory of extreme phenomena in finance and insurance), physics (the model of random energy levels), and other fields. Despite the extensive scope of applications of this distribution and of more general but related models, all the mathematical aspects of this topic (for example, infinite divisibility and absolute continuity) are little known even to specialists in limit theorems. The present survey is intended to fill this gap. Both known and new results are given.
Bibliography: 62 titles.
Keywords:
Dickman–Goncharov distribution, Vershik chain, Erdős problem, random energy model, cell growth model, random walks on solvable groups.
Received: 02.09.2020
Citation:
S. A. Molchanov, V. A. Panov, “The Dickman–Goncharov distribution”, Russian Math. Surveys, 75:6 (2020), 1089–1132
Linking options:
https://www.mathnet.ru/eng/rm9976https://doi.org/10.1070/RM9976 https://www.mathnet.ru/eng/rm/v75/i6/p107
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