An Extension of the Class of Regularly Varying Functions

نویسندگان

  • Meitner Cadena
  • Marie Kratz
چکیده

We define a new class of positive and Lebesgue measurable functions in termsof their asymptotic behavior, which includes the class of regularly varying functions.We also characterize it by transformations, corresponding to generalized momentswhen these functions are random variables. We study the properties of this new classand discuss their applications to Extreme Value Theory.

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تاریخ انتشار 2018