On a subclass of regularly varying functions (Q1890885)

From MaRDI portal
Revision as of 05:07, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
On a subclass of regularly varying functions
scientific article

    Statements

    On a subclass of regularly varying functions (English)
    0 references
    0 references
    13 November 1995
    0 references
    The author studies positive measurable functions \(f,a\) for which \(\displaystyle\lim \sup_{t \to \infty} | f(x + t) - f(t) |/a(t) < \infty\), or \(\displaystyle\lim_{t \to \infty}\) \((f(x + t) - f(t))/a(t) = \mu(x)\) exists, for all \(x \geq 0\). This is useful in studying asymptotic behaviour of the convolution product of functions. The probability application is to extreme value theory, and second-order results for subexponential distribution functions.
    0 references
    0 references
    asymptotic behaviour of the convolution product of functions
    0 references
    extreme value theory
    0 references
    subexponential distribution functions
    0 references

    Identifiers