Convergence tests on constant Dirichlet series
Let \(\xi\) be a positive integer-valued random variable with probability distribution \(\mathbb{P}(\xi=n)=p(n),\;n\in\mathbb{N}\) and \(\psi:\mathbb{N}\rightarrow\mathbb{R}\), \(\delta:\mathbb{N}\rightarrow\mathbb{R}\) and \(\varphi:\mathbb{R}\rightarrow\mathbb{R}\) be some measurable functions. In the case of existence, the expectation of the random variable \(\varphi(\psi(\xi)+\delta(\xi))\) can be expressed by the following constant Dirichlet series \[ \mathbb{E}\,\varphi(\psi(\xi)+\delta(\xi))=\sum_{n=1}^\infty p(n)\,\varphi(\psi(n)+\delta(n)). \] Similarly, in the case of \(\psi: [1,\infty)\rightarrow\mathbb{R}\), \(\delta:[0,\infty)\rightarrow\mathbb{R}\) and an absolutely continuous random variable \(\eta\geq 1\) with the density function \(q(t)\), the mathematical expectation of \(\varphi(\psi(\eta)+\delta(\eta))\) can be expressed by the following improper integral: \[ \mathbb{E}\,\varphi(\psi(\eta)+\delta(\eta))=\int_1^\infty q(t)\,\varphi(\psi(t)+\delta(t))\,dt. \] The authors of the paper derive a realm of sufficient conditions for the convergence of the mentioned Dirichlet series and an improper integral: \[ \sum_{n=1}^\infty p(n)\,\varphi(\psi(n)+\delta(n)),\;\;\sum_{n=1}^\infty (-1)^{n-1}\,p(n)\,\varphi(\psi(n)+\delta(n)),\;\;\int_1^\infty q(t)\,\varphi(\psi(t)+\delta(t))\,dt. \] In addition, the authors give two assertions to demonstrate the effectiveness of the convergence tests obtained.
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