Slowly varying function

In real analysis, a branch of mathematics, a slowly varying function is a function of a real variable whose behaviour at infinity is in some sense similar to the behaviour of a function converging at infinity. Similarly, a regularly varying function is a function of a real variable whose behaviour at infinity is similar to the behaviour of a power law function (like a polynomial) near infinity. These classes of functions were both introduced by Jovan Karamata,[1][2] and have found several important applications, for example in probability theory.

Basic definitions

Definition 1. A measurable function L : (0,+)  (0,+) is called slowly varying (at infinity) if for all a > 0,

Definition 2. A function L : (0,+)  (0,+) for which the limit

is finite but nonzero for every a > 0, is called a regularly varying function.

These definitions are due to Jovan Karamata.[1][2]

Note. In the regularly varying case, the sum of two slowly varying functions is again slowly varying function.

Basic properties

Regularly varying functions have some important properties:[1] a partial list of them is reported below. More extensive analyses of the properties characterizing regular variation are presented in the monograph by Bingham, Goldie & Teugels (1987).

Uniformity of the limiting behaviour

Theorem 1. The limit in definitions 1 and 2 is uniform if a is restricted to a compact interval.

Karamata's characterization theorem

Theorem 2. Every regularly varying function f : (0,+)  (0,+) is of the form

where

  • β is a real number, i.e. β  R
  • L is a slowly varying function.

Note. This implies that the function g(a) in definition 2 has necessarily to be of the following form

where the real number ρ is called the index of regular variation.

Karamata representation theorem

Theorem 3. A function L is slowly varying if and only if there exists B > 0 such that for all x B the function can be written in the form

where

Examples

  • If L has a limit
then L is a slowly varying function.
  • For any β R, the function L(x) = logβ x is slowly varying.
  • The function L(x) = x is not slowly varying, neither is L(x) = xβ for any real β  0. However, these functions are regularly varying.

See also

Notes

References

  • Bingham, N.H. (2001) [1994], "Slowly varying function", Encyclopedia of Mathematics, EMS Press
  • Bingham, N. H.; Goldie, C. M.; Teugels, J. L. (1987), Regular Variation, Encyclopedia of Mathematics and its Applications, 27, Cambridge: Cambridge University Press, ISBN 0-521-30787-2, MR 0898871, Zbl 0617.26001
  • Galambos, J.; Seneta, E. (1973), "Regularly Varying Sequences", Proceedings of the American Mathematical Society, 41 (1): 110–116, doi:10.2307/2038824, ISSN 0002-9939, JSTOR 2038824.
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.