On the order of functions at infinity (Q2400645)
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English | On the order of functions at infinity |
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On the order of functions at infinity (English)
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29 August 2017
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It is well known that a regularly varying function \(U(x)\) of index \(\rho\) satisfies the relations \(\lim_{x\to\infty}U(x)/x^{\rho+\varepsilon}=0\) and \(\lim_{x\to\infty} U(x)/x^{\rho-\varepsilon}=\infty\) for all \(\varepsilon>0\). The authors take this property as a definition for new class, denoted as \(\mathcal{M}(\rho)\). This class is bigger than the class \(RV_\rho\) of regularly varying functions of index \(\rho\). Various characterizations and properties of the functions in \(\mathcal{M}(\rho)\) are derived, including the Karamata type integration theorem and the Karamata type Tauberian theorem. Applications in the probability theory are given. Some natural extensions of the new class are also introduced and studied in the paper.
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regular variation
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Karamata integration theorem
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Karamata Tauberian theorem
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