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Regular variation for measures on metric spaces. (English) Zbl 1164.28005

The authors develop the theory of regular variation for measures on general metric spaces, extending the notion of regular variation for Borel measures on the Euclidean space \(\mathbb{R}^d\). To this end, they present an appropriate notion of convergence of measures, including a Portmanteau theorem, a mapping theorem and characterizations of relative compactness. They prove the equivalence of several definitions of regular variation for measures on a complete separable metric space. To illustrate the theory, they derive results concerning regular variation for measures on the spaces \({\mathbb{R}}^{d}\), on the space of continuous functions \({\mathbf C}([0,1];\mathbb{R}^d)\) with the uniform topology, and on the space \(\mathbf D([0,1];\mathbb{R}^d)\) of càdlàg functions with the Skorohod \(J_1\) topology.

MSC:

28A33 Spaces of measures, convergence of measures