Tail Probability and Divergent Series
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Publication:6339596
arXiv2004.13541MaRDI QIDQ6339596FDOQ6339596
Publication date: 27 April 2020
Abstract: From mostly a measure-theoretic consideration, we show that for every nonnegative, finite, and function on a given finite measure space there is some nontrivial sequence of real numbers such that the series, obtained from summing over the term-by-term products of the reals and the summands of any divergent series with positive, vanishing summands such as the harmonic series, is convergent and no greater than the integral of the function. In terms of inequalities, the implications add additional information on mathematical expectation and the behavior of divergent series with positive, vanishing summands, and establish in a broad sense some new, unexpected connections between probability theory and, for instance, number theory.
Probability distributions: general theory (60E05) Classical measure theory (28A99) Sums over primes (11L20) Convergence and divergence of series and sequences of functions (40A30)
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