Precise Tail Behaviour of Some Dirichlet Series
Let η 1 , η 2 , … be independent copies of a random variable η with zero mean and finite variance which is bounded from the right, that is, η ≤ b almost surely for some b > 0 . Considering different types of the asymptotic behaviour of the probability P { η ∈ [ b - x , b ] } as x → 0 + , we deriv...
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Veröffentlicht in: | Journal of theoretical probability 2024, Vol.37 (3), p.2704-2737 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
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Zusammenfassung: | Let
η
1
,
η
2
,
…
be independent copies of a random variable
η
with zero mean and finite variance which is bounded from the right, that is,
η
≤
b
almost surely for some
b
>
0
. Considering different types of the asymptotic behaviour of the probability
P
{
η
∈
[
b
-
x
,
b
]
}
as
x
→
0
+
, we derive precise tail asymptotics of the random Dirichlet series
∑
k
≥
1
k
-
α
η
k
for
α
∈
(
1
/
2
,
1
]
. |
---|---|
ISSN: | 0894-9840 1572-9230 |
DOI: | 10.1007/s10959-024-01318-4 |