Convergence to scale-invariant Poisson processes and applications in Dickman approximation (1911.06229v3)

Abstract: We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n){n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence $(X_k){k\in\mathbb{N}}$ of independent non-negative integer-valued random variables, we consider the sequence of point processes \begin{equation*} \nu_n=\sum_{k=1}^\infty X_k \delta_{z_k/z_n}, \quad n\in \mathbb{N}, \end{equation*} and prove that, under some general conditions, it converges vaguely in distribution to a scale-invariant Poisson process $\eta_c$ on $(0,\infty)$ with the intensity measure having the density $ct^{-1}$, $t\in(0,\infty)$. An important motivating example from probabilistic number theory relies on choosing $X_k \sim {\rm Geom}(1-1/p_k)$ and $z_k=\log p_k$, $k\in \mathbb{N}$, where $(p_k)_{k \in \mathbb{N}}$ is an enumeration of the primes in increasing order. We derive a general result on convergence of the integrals $\int_0^1 t \nu_n(dt)$ to the integral $\int_0^1 t \eta_c(dt)$, the latter having a generalized Dickman distribution, thus providing a new way of proving Dickman convergence results. We extend our results to the multivariate setting and provide sufficient conditions for vague convergence in distribution for a broad class of sequences of point processes obtained by mapping the points from $(0,\infty)$ to $\mathbb{R}^d$ via multiplication by i.i.d. random vectors. In addition, we introduce a new class of multivariate Dickman distributions which naturally extends the univariate setting.