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Ok. in this case we are able to show that [\limsup_{z\to 0^+}\frac{g(x)}{-x\ln x}=\limsup_{n\to\infty}\frac{g(M^{-n})}{M^{-n}\ln M^{-n}}] for any $M>1$ and the same is true for the lower limit
Another problem which is connected with this limit - is the following equality true for $g$, which fullfills the above assumptions [ \limsup_{x\to 0^+}\frac{g(x)}{-x\ln x}= \sup_{M\in\mathbb{N}}\limsup_{n\to\infty}\frac{g(M^{-n})}{M^{-n}\ln M^{-n}}.] The crucial assuption seems to be concavity of $g$ (of course if the equality is true)