An extension of the class of regularly varying functions
Probability
2014-12-02 v2
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.
Keywords
Cite
@article{arxiv.1411.5276,
title = {An extension of the class of regularly varying functions},
author = {Meitner Cadena and Marie Kratz},
journal= {arXiv preprint arXiv:1411.5276},
year = {2014}
}
Comments
41 pages