An Extension of the Class of Regularly Varying Functions
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 the properties of this new class
and discuss their applications to Extreme Value Theory.
KRATZ, M. et CADENA, M. (2014). An Extension of the Class of Regularly Varying Functions. ESSEC Business School.