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On an Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems

Probability 2010-06-17 v1 Classical Analysis and ODEs

Abstract

Karamata's integral representation for slowly varying functions is extended to a broader class of the so-called ψ\psi-locally constant functions, i.e. functions f(x)>0f(x)>0 having the property that, for a given non-decreasing function ψ(x)\psi (x) and any fixed vv, f(x+vψ(x))/f(x)1f (x+v\psi(x))/f(x) \to 1 as xx\to\infty. We consider applications of such functions to extending known results on large deviations of sums of random variables with regularly varying distribution tails.

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Cite

@article{arxiv.1006.3164,
  title  = {On an Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems},
  author = {A. A. Borovkov and K. A. Borovkov},
  journal= {arXiv preprint arXiv:1006.3164},
  year   = {2010}
}

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12 pages