The asymptotic behaviour of the residual life time at time $t$ is investigated (for $t \rightarrow \infty$). We derive weak limit laws and their domains of attraction and treat rates of convergence and moment convergence. The presentation exploits the close similarity with extreme value theory.
Publié le : 1974-10-14
Classification:
Residual life time,
regular variation,
distribution tail,
extreme value theory,
60F05,
62N05
@article{1176996548,
author = {Balkema, A. A. and de Haan, L.},
title = {Residual Life Time at Great Age},
journal = {Ann. Probab.},
volume = {2},
number = {6},
year = {1974},
pages = { 792-804},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996548}
}
Balkema, A. A.; de Haan, L. Residual Life Time at Great Age. Ann. Probab., Tome 2 (1974) no. 6, pp. 792-804. http://gdmltest.u-ga.fr/item/1176996548/