Equivalence classes of regularly varying functions

Laurens De Haan

Stochastic Processes and their Applications, 1974, vol. 2, issue 3, 243-259

Abstract: A useful method to derive limit results for partial maxima and record values of independent, identically distributed random variables is to start from one specific probability distribution and to extend the result for this distribution to a class of distributions.This method involves an extended theory of regularly varying functions. In this paper, equivalence classes of regularly varying functions (in the extended sense) are studied, which is relevant to the problems mentioned above.

Keywords: regularly; varying; functions; equivalence; classes; inverses; record; values; partial; maxima (search for similar items in EconPapers)
Date: 1974
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Citations: View citations in EconPapers (5)

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