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Dickman type stochastic processes with short- and long- range dependence

Danijel Grahovac et al.

Stochastics: an international journal of probability and stochastic processes2025https://doi.org/10.1080/17442508.2025.2522789article
ABDC B
Weight
0.44

What the paper says

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 Poisson process. In particular, we show that the marginal distribution of this solution is the Dickman distribution. Additionally, we investigate superpositions of Ornstein–Uhlenbeck processes which may have short- or long-range dependencies and marginal distribution of the form of the Dickman distribution. The numerical algorithm for simulation of these processes is presented.

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https://doi.org/https://doi.org/10.1080/17442508.2025.2522789

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@article{danijel2025,
  title        = {{Dickman type stochastic processes with short- and long- range dependence}},
  author       = {Danijel Grahovac et al.},
  journal      = {Stochastics: an international journal of probability and stochastic processes},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1080/17442508.2025.2522789},
}

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Dickman type stochastic processes with short- and long- range dependence

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Evidence weight

0.44

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.32 × 0.4 = 0.13
M · momentum0.57 × 0.15 = 0.09
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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