</script> We develop a framework for regularly varying measures on complete separable metric spaces (mathbb{S}) with a closed cone (mathbb{C}) removed, extending material in [15, 24]. Our framework provides a flexible way to consider hidden regular variation and allows simultaneous regular-variation properties to exist at different scales and provides potential for more accurate estimation of probabilities of risk regions. We apply our framework to iid random variables in (mathbb{R}_+^infty)() with marginal distributions having regularly varying tails and to càdlàg Lèvy processes whose Lèvy measures have regularly varying tails. In both cases, an infinite number of regular-variation properties coexist distinguished by different scaling functions and state spaces.">
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