On the existence of a regularly varying majorant of an integrable monotone function (Q2473644): Difference between revisions

The author proves the following result: If \(f:\mathbb{R}^{+}\rightarrow \mathbb{R}^{+}\) is a nonincreasing function and \(\int_{0}^{\infty }f(t)dt<\infty ,\) then there exists a continuous function \(h:\mathbb{R} ^{+}\rightarrow \mathbb{R}^{+}\) such that \(f(t)\leq h(t)\) for all \(t\geq 0,\) \(\int_{0}^{\infty }h(t)dt<\infty ,\) and \(h\) is a function of regular variation with exponent \(-1,\) i.e. \(f(\lambda x)/f(x)\rightarrow \lambda ^{-1},x\rightarrow \infty ,\) for all \(\lambda >0.\)