Regular Variation

Michikazu Hirata 📧

September 11, 2026

Abstract

This entry formalizes regularly varying functions. Roughly speaking, a regularly varying function is a function whose behavior at infinity is similar to that of a power-law function. Regularly varying functions are typically used in extreme value theory, a branch of statistics. We formalize the definition of regularly varying functions and standard results about them, including:
  • the uniform convergence theorem,
  • Karamata's representation theorem, and
  • Karamata's theorem.

License

BSD License

Topics

Session Regular_Variation