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Special functions, orthogonal polynomials, harmonic analysis, ordinary differential equations (ODE's), differential relations, calculus of variations, approximations, expansions, asymptotics.

8 votes
2 answers
889 views

Differentiating an integral that grows like log asymptotically

Suppose I have a continuous function $f(x)$ that is non-increasing and always stays between $0$ and $1$, and it is known that $$ \int_0^t f(x) dx = \log t + o(\log t), \qquad t \to \infty.$$ Unfortu …
random_person's user avatar
2 votes
1 answer
379 views

Product of independent random variables and tail deconvolution

Suppose $X, Y$ are two independent non-negative random variables. The conditions (i) $\mathbb{P}(X > t) = \frac{C}{t^p} + o(t^{-p})$ (ii) $\mathbb{P}(Y > t) = o(t^{-q})$ for any $q > 0$ imp …
random_person's user avatar