Dear @robjohn,
Could you explain your reasoning to equation 4 (https://math.stackexchange.com/questions/4188804/a-little-oh-dilemma-or-the-expectation-of-kde/4200496?noredirect=1#comment8718105_4200496) some more? We have already conversed somewhat about it and I'm not questioning it. However, I claimed that it should be $f(hu)=u^{m+1}g(h)$ for $f(x),g(x)\in o(x^m)$, since the first function that comes to mind is $f(x)=x^{m+1}\in o(x^m)$ and for this function it seems more natural to just write it as $f(hu)=u^{m+1}g(h)$ where $g(h)=h^{m+1}$. It also seemed like one could pull out a factor $…