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
Schlagworte:	Asymptotic properties Mathematics Mathematics and Statistics Probability Theory and Stochastic Processes Random variables Series (mathematics) Statistics
Online-Zugang:	Volltext
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