Equivalence classes of regularly varying functions
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.
Year of publication: |
1974
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Authors: | De Haan, Laurens |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 2.1974, 3, p. 243-259
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Publisher: |
Elsevier |
Keywords: | regularly varying functions equivalence classes inverses record values partial maxima |
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