On a subclass of regularly varying functions

Abstract:

In this paper we study properties of the classes of measurable functions f for which {A figure is presented} or {A figure is presented} exists for all x ≥ 0. We use these classes to obtain best possible local limit theorems in extreme value theory. We also apply the results to obtain some new second-order results for sub-exponential distribution functions. © 1995.

Año de publicación:

1995

Keywords:

• Regular variation
• Local limit theorem
• Extreme value theory
• Subexponential distributions
• O-regular variation

Fuente:

scopus