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Regular Variation


A positive measurable function f is regularly varying at infinity with index rho if

 lim_(x->infty)(f(tx))/(f(x))=t^rho

for every t>0. The case rho=0 is called slow variation. Every regularly varying function can be written f(x)=x^rhoL(x) for a slowly varying function L.

Regular variation provides a precise language for power-law asymptotics and is widely used in Tauberian theory, extreme-value theory, and the study of heavy-tailed distributions.


See also

Asymptotic, Power Law, Tauberian Theorem

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References

Bingham, N. H.; Goldie, C. M.; and Teugels, J. L. Regular Variation. Cambridge, England: Cambridge University Press, 1987.

Cite this as:

Weisstein, Eric W. "Regular Variation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/RegularVariation.html

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