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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
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