English

On a conjecture of Seneta

Probability 2020-07-10 v1

Abstract

In this short note we prove that hβ(x)=β0xyβ1F(y)dyh_\beta(x) = \beta \int_0^x y^{\beta-1} \overline F(y) \mathrm{d} y is regularly varying with index ρ[0,β)\rho \in [0,\beta) if and only if Vβ(x)=[0,x]yβdF(y)V_\beta (x) = \int_{[0,x]} y^\beta \mathrm{d} F(y) is regularly varying with the same index. This implies an extended version of a recent conjecture by Seneta.

Cite

@article{arxiv.2007.04668,
  title  = {On a conjecture of Seneta},
  author = {Peter Kevei},
  journal= {arXiv preprint arXiv:2007.04668},
  year   = {2020}
}

Comments

6 pages

R2 v1 2026-06-23T16:58:42.923Z