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arXiv · 1006.3164

On an Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems

A. A. Borovkov·K. A. Borovkov
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Abstract

Karamata's integral representation for slowly varying functions is extended to a broader class of the so-called $\psi$-locally constant functions, i.e. functions $f(x)>0$ having the property that, for a given non-decreasing function $\psi (x)$ and any fixed $v$, $f (x+v\psi(x))/f(x) \to 1 $ as $x\to\infty$. We consider applications of such functions to extending known results on large deviations of sums of random variables with regularly varying distribution tails.

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BibTeXRIS

A. A. Borovkov, K. A. Borovkov. 2010-06-16. On an Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems. https://arxiv.org/abs/1006.3164

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