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Precise Tail Behaviour of Some Dirichlet Series

Author

Listed:
  • Alexander Iksanov

    (Taras Shevchenko National University of Kyiv)

  • Vitali Wachtel

    (University of Bielefeld)

Abstract

Let $$\eta _1$$ η 1 , $$\eta _2,\ldots $$ η 2 , … be independent copies of a random variable $$\eta $$ η with zero mean and finite variance which is bounded from the right, that is, $$\eta \le b$$ η ≤ b almost surely for some $$b>0$$ b > 0 . Considering different types of the asymptotic behaviour of the probability $$\mathbb {P}\{\eta \in [b-x,b]\}$$ P { η ∈ [ b - x , b ] } as $$x\rightarrow 0+$$ x → 0 + , we derive precise tail asymptotics of the random Dirichlet series $$\sum _{k\ge 1}k^{-\alpha }\eta _k$$ ∑ k ≥ 1 k - α η k for $$\alpha \in (1/2, 1]$$ α ∈ ( 1 / 2 , 1 ] .

Suggested Citation

  • Alexander Iksanov & Vitali Wachtel, 2024. "Precise Tail Behaviour of Some Dirichlet Series," Journal of Theoretical Probability, Springer, vol. 37(3), pages 2704-2737, September.
  • Handle: RePEc:spr:jotpro:v:37:y:2024:i:3:d:10.1007_s10959-024-01318-4
    DOI: 10.1007/s10959-024-01318-4
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