Equivalence classes of regularly varying functions |
| |
Authors: | Laurens De Haan |
| |
Affiliation: | Econometric Institute, Erasmus University, Rotterdam, The Netherlands |
| |
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 |
本文献已被 ScienceDirect 等数据库收录! |
|