On a subclass of regularly varying functions
type: Item
instance of: scholarly article
title: On a subclass of regularly varying functions
zbMATH Open document ID: 0824.60044
DOI: 10.1016/0378-3758(94)00077-8
author: Edward Omey
published in: Journal of Statistical Planning and Inference
publication date: 1995-11-13T00:00:00Z
review text: The author studies positive measurable functions \(f,a\) for which \(\displaystyle\lim \sup_{t \to \infty} | f(x + t) - f(t) |/a(t) < \infty\), or \(\displaystyle\lim_{t \to \infty}\) \((f(x + t) - f(t))/a(t) = \mu(x)\) exists, for all \(x \geq 0\). This is useful in studying asymptotic behaviour of the convolution product of functions. The probability application is to extreme value theory, and second-order results for subexponential distribution functions.
reviewed by: Eugene Seneta
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 26A12
zbMATH DE Number: 758086
zbMATH Keywords: asymptotic behaviour of the convolution product of functions
zbMATH Keywords: extreme value theory
zbMATH Keywords: subexponential distribution functions
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)00077-8
OpenAlex ID: W2066464875
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description: scientific article; zbMATH DE number 758086