An extension of the class of regularly varying functions
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Publication:6256567
arXiv1411.5276MaRDI QIDQ6256567FDOQ6256567
Authors: Meitner Cadena, Marie Kratz 
Publication date: 19 November 2014
Abstract: We define a new class of positive and Lebesgue measurable functions in terms of their asymptotic behavior, which includes the class of regularly varying functions. We also characterize it by transformations, corresponding to generalized moments when these functions are random variables. We study the properties of this new class and discuss their applications to Extreme Value Theory.
Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99) Integrals of Riemann, Stieltjes and Lebesgue type (26A42)
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