On a subclass of regularly varying functions
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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.
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Cites work
- A unified theory of regularly varying sequences
- Extensions of Regular Variation, I: Uniformity and Quatifiers
- Extensions of Regular Variation, II: Rerpresentations and Indices
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- Local limit theorems for sample extremes
- Rates of convergence for densities in extreme value theory
- Second order tail behaviour of a subordinated probability distribution
- Theory prob. appl.
- Uniform rates of convergence in extreme-value theory
Cited in
(23)- New limit formulas for the convolution of a function with a measure and their applications
- Regularly varying functions in the model \(M|G|1|\infty\)
- Asymptotically balanced functions and the asymptotic behaviour of the complementary function and the Laplace transform
- An application of regularly varying functions
- Characterization of a general class of tail probability distributions
- On functions bounded by Karamata functions
- On the order of functions at infinity
- On the convergence to infinity of positive increasing functions
- scientific article; zbMATH DE number 3873957 (Why is no real title available?)
- scientific article; zbMATH DE number 4168969 (Why is no real title available?)
- The extended gamma class and applications
- On de Haan's uniform convergence theorem
- scientific article; zbMATH DE number 4055944 (Why is no real title available?)
- scientific article; zbMATH DE number 1200271 (Why is no real title available?)
- Multivariable Regular Variation of Functions and Measures
- scientific article; zbMATH DE number 554802 (Why is no real title available?)
- Asymptotic behaviour of the convolution tail of distributions each having a first or second order regularly varying tail
- scientific article; zbMATH DE number 1026035 (Why is no real title available?)
- On the classes of rapidly varying functions
- scientific article; zbMATH DE number 5036113 (Why is no real title available?)
- Regularly varying functions
- A note on Blackwell's renewal theorem
- Subexponential distribution functions in \(R^{d}\)
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