Let $\eta_1$, $\eta_2,\ldots$ be independent copies of a random variable $\eta$ with zero mean and finite variance which is bounded from the right, that is, $\eta\leq b$ almost surely for some $b>0$. Considering different types of the asymptotic behaviour of the probability $\mathbb{ P}\{ \eta\in[b-x,b]\}$ as $x\to 0+$ we derive precise tail asymptotics of the random Dirichlet series $\sum_{ k\geq 1}k^{ -\alpha}\eta_k$ for $\alpha\in (1/2, 1]$.
Categories: math.PR