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
Hauptverfasser: Iksanov, Alexander, Wachtel, Vitali
Format: Artikel
Sprache:eng
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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