Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
ESAIM: Probability and Statistics, Tome 19 (2015), pp. 395-413.

This paper studies some examples of weighted means of random variables. These weighted means generalize the logarithmic means. We consider different kinds of random variables and we prove that they converge weakly to a Dickman distribution; this extends some known results in the literature. In some cases we have interesting connections with number theory. Moreover we prove large deviation principles and, arguing as in [R. Giuliano and C. Macci, J. Math. Anal. Appl. 378 (2011) 555–570], we illustrate how the rate function can be expressed in terms of the Hellinger distance with respect to the (weak) limit, i.e. the Dickman distribution.

Reçu le :
DOI : 10.1051/ps/2014030
Classification : 60F10, 60F05, 11K99
Mots clés : Almost sure central limit theorem, Dickman function, Hellinger distance, large deviations, prime numbers, square-free numbers
Giuliano, Rita 1 ; Macci, Claudio 2

1 Dipartimento di Matematica, Università di Pisa, Largo Bruno Pontecorvo 5, 56127 Pisa, Italy
2 Dipartimento di Matematica, Università di Roma Tor Vergata, Via della Ricerca Scientifica, 00133 Rome, Italy
@article{PS_2015__19__395_0,
     author = {Giuliano, Rita and Macci, Claudio},
     title = {Asymptotic results for weighted means of random variables which converge to a {Dickman} distribution, and some number theoretical applications},
     journal = {ESAIM: Probability and Statistics},
     pages = {395--413},
     publisher = {EDP-Sciences},
     volume = {19},
     year = {2015},
     doi = {10.1051/ps/2014030},
     zbl = {1333.60031},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/ps/2014030/}
}
TY  - JOUR
AU  - Giuliano, Rita
AU  - Macci, Claudio
TI  - Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
JO  - ESAIM: Probability and Statistics
PY  - 2015
SP  - 395
EP  - 413
VL  - 19
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/ps/2014030/
DO  - 10.1051/ps/2014030
LA  - en
ID  - PS_2015__19__395_0
ER  - 
%0 Journal Article
%A Giuliano, Rita
%A Macci, Claudio
%T Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
%J ESAIM: Probability and Statistics
%D 2015
%P 395-413
%V 19
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/ps/2014030/
%R 10.1051/ps/2014030
%G en
%F PS_2015__19__395_0
Giuliano, Rita; Macci, Claudio. Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications. ESAIM: Probability and Statistics, Tome 19 (2015), pp. 395-413. doi : 10.1051/ps/2014030. http://www.numdam.org/articles/10.1051/ps/2014030/

R. Arratia and S. Tavaré, Independent processes approximations for random combinatorial structures. Adv. Math. 104 (1994) 90–154. | Zbl

M. Atlagh and M. Weber, Le théorème central limite presque sûr. Exp. Math. 18 (2000) 97–126. | Zbl

I. Berkes and E. Csáki, A universal result in almost sure central limit theory. Stoch. Process Appl. 94 (2001) 105–134. | Zbl

G.A. Brosamler, An almost everywhere central limit theorem. Math. Proc. Camb. Philos Soc. 104 (1988) 561–574. | Zbl

F. Cellarosi and Y.G. Sinai, Non-Standard Limit Theorems in Number Theory. Prokhorov and Contemporary Probability Theory. Edited by A.N. Shiryaev, S.R.S. Varadhan and E.L. Presman. Springer, Heidelberg (2013) 197–213. | Zbl

S. Cheng, L. Peng and L. Qi, Almost sure convergence in extreme value theory. Math. Nachr. 190 (1998) 43–50. | Zbl

J.-M. De Koninck, I. Diouf and N. Doyon, On the truncated kernel function. J. Integer Seq. 15 (2012) Article 12.3.2. | Zbl

A. Dembo and O. Zeitouni, Large Deviations Techniques and Applications. 2nd edition. Springer, New York (1998). | Zbl

K. Dickman, On the frequency of numbers containing prime factors of a certain relative magnitude. Ark. Mat. Astron. Fys. 22 (1930) 1–14. | JFM

P. Erdös and P. Turán, On some new questions on the distribution of prime numbers. Bull. Amer. Math. Soc. 54 (1948) 371–378. | Zbl

I. Fahrner, An extension of the almost sure max-limit theorem. Stat. Probab. Lett. 49 (2000) 93–103. | Zbl

I. Fahrner and U. Stadtmüller, On almost sure max-limit theorems. Stat. Probab. Lett. 37 (1998) 229–236. | Zbl

A. Fisher, Convex-invariant means and a pathwise central limit theorem. Adv. Math. 63 (1987) 213–246. | Zbl

A. Fisher, A pathwise central limit theorem for random walk. Preprint (1989).

M. Ghosh, G.J. Babu and N. Mukhopadhyay, Almost sure convergence of sums of maxima and minima of positive random variables. Z. Wahrsch. Verw. Gebiete 33 (1975) 49–54. | Zbl

R. Giuliano and C. Macci, Large deviation principles for sequences of logarithmically weighted means. J. Math. Anal. Appl. 378 (2011) 555–570. | Zbl

D.A. Goldston, J. Pintz and C.M. Yıldırım, Primes in tuples. I. Ann. Math. 170 (2009) 819–862. | Zbl

G.H. Hardy and E.M. Wright. An Introduction to the Theory of Numbers. 5th edition. The Clarendon Press, Oxford University Press, New York (1979). | Zbl

M.K. Heck, The principle of large deviations for the almost everywhere central limit theorem. Stoch. Process. Appl. 76 (1998) 61–75. | Zbl

D. Hensley, The convolution powers of the Dickman function. J. London Math. Soc. 33 (1986) 395–406. | Zbl

A. Hildebrand and G. Tenenbaum, Integers without large prime factors. J. Théor. Nombres Bordeaux 5 (1993) 411–484. | Zbl

S. Hörmann, On the universal a.s. central limit theorem. Acta Math. Hung. 116 (2007) 377–398. | Zbl

H.-K. Hwang and T.-H. Tsai, Quickselect and Dickman function. Combin. Probab. Comput. 11 (2002) 353–371. | Zbl

R. Kiesel and U. Stadtmüller, A large deviation principle for weighted sums of independent identically distributed random variables. J. Math. Anal. Appl. 251 (2000) 929–939. | Zbl

M.T. Lacey and W. Philipp, A note on the almost everywhere central limit theorem. Stat. Probab. Lett. 9 (1990) 201–205. | Zbl

L. Le Cam and G.L. Yang, Asymptotics in Statistics. Some Basic Concepts. Springer-Verlag, New York (1990). | Zbl

P. Lévy. Sur certain processus stochastiques homogenes. Composition Math. 7 (1939) 283–339. | JFM

M.A. Lifshits and E.S. Stankevich, On the large deviation principle for the almost sure CLT. Stat. Probab. Lett. 51 (2001) 263–267. | Zbl

M. Loève, Probability Theory I, 4th edition. Springer-Verlag, New York (1977). | Zbl

P. March and T. Seppäläinen, Large deviations from the almost everywhere central limit theorem. J. Theoret. Probab. 10 (1997) 935–965. | Zbl

A. Rouault, M. Yor and M. Zani, A large deviations principle related to the strong arc-sine law. J. Theoret. Probab. 15 (2002) 793–815. | Zbl

P. Schatte, On strong versions of the central limit theorem. Math. Nachr. 137 (1988) 249–256. | Zbl

K. Soundararajan, Small gaps between prime numbers: the work of Goldston-Pintz-Yıldırım. Bull. Amer. Math. Soc. (N.S.) 44 (2007) 1–18. | Zbl

G. Tenenbaum, Introduction to Analytic and Probabilistic Number Theory. Translated from the second French edition by C. B. Thomas. Cambridge University Press, Cambridge (1995). | Zbl

A.W. van der Vaart, Asymptotic Statistics. Cambridge University Press, New York (1998). | Zbl

S.R.S. Varadhan, Large deviations and entropy. Entropy. Edited by A. Greven, G. Keller and G. Warnecke. Princeton University Press (2003) 199–214. | Zbl

E. Westzynthius, Über die Verteilung der Zahlen die zu den n ersten Primzahlen teilerfremd sind, Commun. Phys. Math. Helingsfors 5 (1931) 1–37. | JFM | Zbl

Cité par Sources :