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Jul 3, 2019 at 2:27 vote accept neverevernever
Jul 1, 2019 at 1:50 comment added fedja @neverevernever "Comparable" means "bounded from both sides". I have estimated the probability from both above and below.
Jul 1, 2019 at 1:43 comment added neverevernever I understand that we only need to look at $[0,t_0]$. I also know that on this interval, $\beta^{-q}$ is the upper bound of the integral. But why is $\beta^{-q}$ also the lower bound?
Jul 1, 2019 at 1:19 comment added fedja @neverevernever By the integral identity I wrote. It does not matter what to integrate from $t_0$ to $\infty$: with either $t^q$ or some probability, the integral is exponentially small in $\beta$. And on $[0,t_0]$ the quantities are comparable.
Jul 1, 2019 at 0:54 comment added neverevernever And how do we see $\mathbb{E}[\exp(-\beta Z)]$ is comparable to $\beta^{-q}$?
Jul 1, 2019 at 0:07 comment added fedja @neverevernever The whole point is that it is the same.
Jun 30, 2019 at 23:55 comment added neverevernever If $\mathbb{E}[\exp(-\beta Z)]$ is comparable to $\beta^{-q}$, the $q$ for the nominator and the denominator should be different right?
Jun 28, 2019 at 18:58 history answered fedja CC BY-SA 4.0