scholarly journals Variants of Karamata’s iteration theorem

2006 ◽  
Vol 80 (94) ◽  
pp. 241-251
Author(s):  
Eugene Seneta

Karamata?s Iteration Theorem is used to refine the asymptotic behavior of iterates of a function, under a more restrictive assumption than Karamata?s, but still involving regular variation. A second result gives a necessary and sufficient integral condition for convergence of a series of iterates. Historical background to the idea of regularly varying sequence precedes a short concluding section on attribution of a probabilistic result.

2013 ◽  
Vol 11 (12) ◽  
Author(s):  
Jaroslav Jaroš ◽  
Kusano Takaŝi ◽  
Jelena Manojlović

AbstractPositive solutions of the nonlinear second-order differential equation $(p(t)|x'|^{\alpha - 1} x')' + q(t)|x|^{\beta - 1} x = 0,\alpha > \beta > 0,$ are studied under the assumption that p, q are generalized regularly varying functions. An application of the theory of regular variation gives the possibility of obtaining necessary and sufficient conditions for existence of three possible types of intermediate solutions, together with the precise information about asymptotic behavior at infinity of all solutions belonging to each type of solution classes.


Filomat ◽  
2019 ◽  
Vol 33 (9) ◽  
pp. 2751-2770
Author(s):  
Aleksandra Kapesic ◽  
Jelena Manojlovic

Positive decreasing solutions of the nonlinear difference equation ?(pn|?xn|?-1?xn)=qn|xn+1|?-1xn+1, n ? 1, ? > ? > 0, are studied under the assumption that p; q are regularly varying sequences. Necessary and sufficient conditions are established for the existence of regularly varying strongly decreasing solutions and it is shown that the asymptotic behavior of all such solutions is governed by a unique formula.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Kusano Takaŝi ◽  
Jelena V. Manojlović

AbstractWe study the asymptotic behavior of eventually positive solutions of the second-order half-linear differential equation(p(t)\lvert x^{\prime}\rvert^{\alpha}\operatorname{sgn}x^{\prime})^{\prime}+q(% t)\lvert x\rvert^{\alpha}\operatorname{sgn}x=0,where q is a continuous function which may take both positive and negative values in any neighborhood of infinity and p is a positive continuous function satisfying one of the conditions\int_{a}^{\infty}\frac{ds}{p(s)^{1/\alpha}}=\infty\quad\text{or}\quad\int_{a}^% {\infty}\frac{ds}{p(s)^{1/\alpha}}<\infty.The asymptotic formulas for generalized regularly varying solutions are established using the Karamata theory of regular variation.


2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Limei Dai

AbstractIn this paper, we study the Monge–Ampère equations $\det D^{2}u=f$ det D 2 u = f in dimension two with f being a perturbation of $f_{0}$ f 0 at infinity. First, we obtain the necessary and sufficient conditions for the existence of radial solutions with prescribed asymptotic behavior at infinity to Monge–Ampère equations outside a unit ball. Then, using the Perron method, we get the existence of viscosity solutions with prescribed asymptotic behavior at infinity to Monge–Ampère equations outside a bounded domain.


2020 ◽  
Vol 70 (6) ◽  
pp. 1457-1468
Author(s):  
Haroon M. Barakat ◽  
M. H. Harpy

AbstractIn this paper, we investigate the asymptotic behavior of the multivariate record values by using the Reduced Ordering Principle (R-ordering). Necessary and sufficient conditions for weak convergence of the multivariate record values based on sup-norm are determined. Some illustrative examples are given.


2001 ◽  
Vol 32 (3) ◽  
pp. 201-209 ◽  
Author(s):  
E. Thandapani ◽  
B. Ponnammal

The authors consider the two-dimensional difference system$$ \Delta x_n = b_n g (y_n) $$ $$ \Delta y_n = -f(n, x_{n+1}) $$where $ n \in N(n_0) = \{ n_0, n_0+1, \ldots \} $, $ n_0 $ a nonnegative integer; $ \{ b_n \} $ is a real sequence, $ f: N(n_0) \times {\rm R} \to {\rm R} $ is continuous with $ u f(n,u) > 0 $ for all $ u \ne 0 $. Necessary and sufficient conditions for the existence of nonoscillatory solutions with a specified asymptotic behavior are given. Also sufficient conditions for all solutions to be oscillatory are obtained if $ f $ is either strongly sublinear or strongly superlinear. Examples of their results are also inserted.


Complexity ◽  
2019 ◽  
Vol 2019 ◽  
pp. 1-6
Author(s):  
Yang Yang ◽  
Xinzhi Wang ◽  
Xiaonan Su ◽  
Aili Zhang

This paper considers a by-claim risk model under the asymptotical independence or asymptotical dependence structure between each main claim and its by-claim. In the presence of heavy-tailed main claims and by-claims, we derive some asymptotic behavior for ruin probabilities.


1982 ◽  
Vol 19 (04) ◽  
pp. 851-857 ◽  
Author(s):  
P.-C. G. Vassiliou

In this paper we study the asymptotic behavior of Markov systems and especially non-homogeneous Markov systems. It is found that the limiting structure and the relative limiting structure exist under certain conditions. The problem of weak ergodicity in the above non-homogeneous systems is studied. Necessary and sufficient conditions are provided for weak ergodicity. Finally, we discuss the application of the present results in manpower systems.


2020 ◽  
Vol 52 (3) ◽  
pp. 855-878
Author(s):  
Johan Segers

AbstractA Markov tree is a random vector indexed by the nodes of a tree whose distribution is determined by the distributions of pairs of neighbouring variables and a list of conditional independence relations. Upon an assumption on the tails of the Markov kernels associated to these pairs, the conditional distribution of the self-normalized random vector when the variable at the root of the tree tends to infinity converges weakly to a random vector of coupled random walks called a tail tree. If, in addition, the conditioning variable has a regularly varying tail, the Markov tree satisfies a form of one-component regular variation. Changing the location of the root, that is, changing the conditioning variable, yields a different tail tree. When the tails of the marginal distributions of the conditioning variables are balanced, these tail trees are connected by a formula that generalizes the time change formula for regularly varying stationary time series. The formula is most easily understood when the various one-component regular variation statements are tied up into a single multi-component statement. The theory of multi-component regular variation is worked out for general random vectors, not necessarily Markov trees, with an eye towards other models, graphical or otherwise.


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