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An Extension of the Class of Regularly Varying Functions

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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.
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Dates and versions

hal-01097780 , version 1 (22-12-2014)

Identifiers

  • HAL Id : hal-01097780 , version 1

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Meitner Cadena, Marie Kratz. An Extension of the Class of Regularly Varying Functions. 2014. ⟨hal-01097780⟩
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