Search Results - subject:"Karamata’s theorem"

An Extension of the Class of Regularly Varying Functions

Cadena, Meitner; Kratz, Marie - ESSEC Business School - 2014

We define a new class of positive and Lebesgue measurable functions in terms of their asymptotic behavior, which includes the class of regularly varying functions. We also characterize it by transformations, corresponding to generalized moments when these functions are random variables. We study...

Persistent link: https://www.econbiz.de/10011107025

The second-order version of Karamata’s theorem with applications

Pan, Xiaoqing; Leng, Xuan; Hu, Taizhong - In: Statistics & Probability Letters 83 (2013) 5, pp. 1397-1403

Karamata’s theorem is well known, which examines the integral properties of regular variation functions. In this paper …, we obtain the second-order version of Karamata’s theorem, and give its one application in characterizing the second …

Persistent link: https://www.econbiz.de/10010662342