Probability Seminar: Anastasiia Kovtun
| Dates: | 11 November 2026 |
| Times: | 15:00 - 16:00 |
| What is it: | Seminar |
| Organiser: | Department of Mathematics |
| Who is it for: | University staff, External researchers, Current University students |
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Anastasiia Kovtun (University of Manchester) will speak at the Probability seminar.
Title: The Dickman Distribution: Historical Perspectives and New Multidimensional Generalisations
Abstract: Since its introduction in the 1930s, the Dickman function has found applications in various fields, giving rise to several related objects, including the Dickman distribution, which in turn arises in a variety of stochastic models across number theory, combinatorics, physics and biology. Recently, a definition of the multidimensional Dickman distribution has appeared in the literature, together with an application to approximating the small jumps of multidimensional Lévy processes.
However, this newly defined distribution lacks the important property of operator selfdecomposability.
This talk begins with the introduction of the one-dimensional Dickman distribution, providing a historical perspective on the topic. A new definition of the multidimensional Dickman distributions is then introduced as a class of vector-valued random elements characterised as fixed points of a specific affine transformation.
The new distributions are shown to possess the key properties of infinite divisibility and operator selfdecomposability. Furthermore, several settings are identified in which the members of this class arise as limiting distributions.
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