Edward Omey Mathematics
Wiskunde

Regular Variation


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Regular Variation


Q. What is regular variation?

A positive and meaurable function f(x) is regularly varying with index a if as t tends to infinity we have that
f(tx)/f(t) tends to xa , for all x > 0.

Examples
f(x) = log(x)
f(x) = xa
f(x) = xalog(x)

f(x) = exp(x) is NOT regularly varying
f(x) = 2 + sin(x) is NOT regularly varying


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