Topological regular variation: I. Slow variation

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Topological regular variation. I. Slow variation

Motivated by the Category Embedding Theorem, as applied to convergent automorphisms [BOst11], we unify and extend the multivariate regular variation literature by a reformulation in the language of topological dynamics. Here the natural setting are metric groups, seen as normed groups (mimicking normed vector spaces). We brie‡y study their properties as a preliminary to establishing that the Un...

متن کامل

Topological regular variation: II. The fundamental theorems

This paper investigates fundamental theorems of regular variation (Uniform Convergence, Representation, and Characterization Theorems) some of which, in the classical setting of regular variation in R, rely in an essential way on the additive semi-group of natural numbers N (e.g. de Bruijn’s Representation Theorem for regularly varying functions). Other such results include Goldie’s direct proo...

متن کامل

Third Order Extended Regular Variation

A theory of third order extended regular variation is developed, somewhat similar to the corresponding theories of first and second order.

متن کامل

On Scaling and Regular Variation

We survey scaling arguments, both asymptotic (involving regular variation) and exact (involving self-similarity), in various areas of mathematical analysis and mathematical physics. 1. Scaling and Fechner’s law There is a sizeable body of theory to the effect that, where two related physically meaningful functions f and g have no natural scale in which to measure their units, and are reasonably...

متن کامل

Regular Variation and Smile Asymptotics

We consider risk-neutral returns and show how their tail asymptotics translate directly to asymptotics of the implied volatility smile, thereby sharpening Roger Lee’s celebrated moment formula. The theory of regular variation provides the ideal mathematical framework to formulate and prove such results. The practical value of our formulae comes from the vast literature on tail asymptotics and o...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Topology and its Applications

سال: 2010

ISSN: 0166-8641

DOI: 10.1016/j.topol.2010.04.001