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 -locally constant functions, i.e. functions having the property that, for a given non-decreasing function and any fixed , as . 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