# Slowly varying function

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{{Short description|Function in mathematics}}
In [real analysis](/source/real_analysis), a branch of [mathematics](/source/mathematics), a '''slowly varying function''' is a [function of a real variable](/source/function_of_a_real_variable) whose behaviour at [infinity](/source/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](/source/power_law) function (like a [polynomial](/source/polynomial)) near infinity. These classes of functions were both introduced by [Jovan Karamata](/source/Jovan_Karamata),<ref name="GaSe" >See {{harv|Galambos|Seneta|1973}}</ref><ref name="BiGoTe">See {{harv|Bingham|Goldie|Teugels|1987}}.</ref> and have found several important applications, for example in [probability theory](/source/probability_theory) and [extreme value theory](/source/extreme_value_theory).

== Basic definitions ==

{{EquationRef|1|Definition 1}}. A [measurable function](/source/measurable_function) {{math|''L''&nbsp;:&nbsp;(0, +&infin;)&nbsp;&rarr;&nbsp;(0, +&infin;)}} is called ''slowly varying'' (at infinity) if for all {{math|''a'' > 0}},
:<math>\lim_{x \to \infty} \frac{L(ax)}{L(x)}=1.</math>

{{EquationRef|2|Definition 2}}. Let {{math|''L''&nbsp;:&nbsp;(0, +&infin;)&nbsp;&rarr;&nbsp;(0, +&infin;)}}. Then {{math|''L''}} is a regularly varying function if and only if <math>\forall a > 0, g_L(a) = \lim_{x \to \infty} \frac{L(ax)}{L(x)} \in \mathbb{R}^{+}</math>. In particular, the [limit](/source/limit_of_a_function) must be finite.

These definitions are due to [Jovan Karamata](/source/Jovan_Karamata).<ref name="GaSe" /><ref name="BiGoTe" />

== Basic properties ==

Regularly varying functions have some important properties:<ref name="GaSe" /> a partial list of them is reported below. More extensive analyses of the properties characterizing regular variation are presented in the monograph by {{harvtxt|Bingham|Goldie|Teugels|1987}}.

===Uniformity of the limiting behaviour===
{{EquationRef|3|Theorem 1}}. The limit in {{EquationNote|1|definitions&nbsp;1}} and {{EquationNote|2|2}} is [uniform](/source/uniform_convergence) if {{mvar|''a''}} is restricted to a compact [interval](/source/Interval_(mathematics)).

===Karamata's characterization theorem===
{{EquationRef|4|Theorem 2}}. Every regularly varying function {{math|''f''&nbsp;:&nbsp;(0, +&infin;)&nbsp;&rarr;&nbsp;(0, +&infin;)}} is of the form 
:<math>f(x)=x^\beta L(x)</math> 
where 
*{{mvar|β}} is a [real number](/source/real_number),
*{{mvar|L}} is a slowly varying function. 
'''Note'''. This implies that the function {{math|''g''(''a'')}} in {{EquationNote|2|definition 2}} has necessarily to be of the following form 
:<math>g(a)=a^\rho</math>
where the real number {{mvar|''&rho;''}} is called the ''index of regular variation''.

===Karamata representation theorem===
{{EquationRef|5|Theorem 3}}. A function {{mvar|''L''}} is slowly varying if and only if there exists {{math|''B'' > 0}} such that for all {{math|''x'' ≥ ''B''}} the function can be written in the form

:<math>L(x) = \exp \left( \eta(x) + \int_B^x \frac{\varepsilon(t)}{t} \,dt \right)</math>

where 
*{{math|''&eta;''(''x'')}} is a [bounded](/source/Bounded_function) [measurable function](/source/measurable_function) of a real variable converging to a finite number as {{mvar|''x''}} goes to infinity
*{{math|''&epsilon;''(''x'')}} is a bounded measurable function of a real variable converging to zero as {{mvar|''x''}} goes to infinity.

== Examples ==
* If {{mvar|''L''}} is a measurable function and has a limit
::<math>\lim_{x \to \infty} L(x) = b \in (0,\infty),</math> 
:then {{mvar|''L''}} is a slowly varying function.
* For any {{math|''&beta;'' &isin; '''R'''}}, the function {{math|''L''(''x'')&nbsp;{{=}}&nbsp;log<sup>{{hairsp}}''&beta;''</sup>{{hairsp}}''x''}} is slowly varying.
* The function {{math|''L''(''x'')&nbsp;{{=}}&nbsp;''x''}} is not slowly varying, nor is {{math|''L''(''x'')&nbsp;{{=}}&nbsp;''x''<sup>{{hairsp}}''&beta;''</sup>}} for any real {{math|''&beta;&nbsp;''≠&nbsp;0}}.  However, these functions are regularly varying.

==See also==
*[Analytic number theory](/source/Analytic_number_theory)
*[Hardy–Littlewood tauberian theorem](/source/Hardy%E2%80%93Littlewood_tauberian_theorem) and its treatment by Karamata

==Notes==
{{reflist|30em}}

==References==
* {{SpringerEOM|title=Karamata theory|oldid=25937|first=N.H.|last=Bingham}}
* {{Citation
| last=Bingham
| first=N. H.
| last2=Goldie
| first2=C. M.
| last3=Teugels
| first3=J. L.
| title=Regular Variation
| place=[Cambridge](/source/Cambridge)
| publisher=[Cambridge University Press](/source/Cambridge_University_Press)
| series=Encyclopedia of Mathematics and its Applications
| volume=27
| year=1987
| edition=
| url=https://archive.org/details/regularvariation0000bing
| doi=
| isbn=0-521-30787-2
| mr=0898871
| zbl=0617.26001
| url-access=registration
}}
* {{Citation |author2-link=Eugene Seneta | last1=Galambos | first1=J. | last2=Seneta | first2=E. | title=Regularly Varying Sequences | year=1973 | journal=[Proceedings of the American Mathematical Society](/source/Proceedings_of_the_American_Mathematical_Society) | issn=0002-9939 | volume=41 | issue=1 | pages=110–116 | doi=10.2307/2038824 | jstor=2038824| doi-access=free }}.

Category:Real analysis
Category:Tauberian theorems
Category:Types of functions

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