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Conference Proceedings (2017), Proceedings of XXXIV International Seminar on Stability Problems for Stochastic Models, Journal of Mathematical Analysis and Applications

On Functions Bounded by Karamata Functions

CADENA M., KRATZ Marie , OMEY E.

We define a new class of positive and measurable functions in terms of their asymptotic behavior at infinity. This new class extends the class of regularly varying functions, for broader applications. We provide different characterizations of the new class and consider integrals, convolutions and Laplace transforms. We give some applications in probability theory. Some natural extensions of the new class are also derived.

CADENA, M., KRATZ, M. and OMEY, E. (2017). On Functions Bounded by Karamata Functions. In: Proceedings of XXXIV International Seminar on Stability Problems for Stochastic Models. Journal of Mathematical Analysis and Applications.