I need help as soon as possible to understand the following :
For any non-negative random variable ζ : $\sum_{k=1}^{\infty}\mathbb{P}(\zeta\geq k)\leq\mathbb{E}(\zeta)\leq 1+\sum_{k=1}^{\infty}\mathbb{P}(\zeta\geq k)$.
Therefore, if $x_0,\dots,x_n$ are iid random variables and $\mathbb{E}(\ln{(1+|x_0|))}<\infty$, it follows that : $\sum_{k=1}^{\infty}\mathbb{P}(|x_k|\geq e^{\gamma k})<\infty$ for any positive constant $\gamma$.
I don't understand where the $\gamma>0$ is coming from? Isn't if for $\gamma\geq 1$?
Thanks !!