The Annals of Probability

Residual Life Time at Great Age

Abstract

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.

Article information

Source
Ann. Probab. Volume 2, Number 5 (1974), 792-804.

Dates
First available in Project Euclid: 19 April 2007

http://projecteuclid.org/euclid.aop/1176996548

Digital Object Identifier
doi:10.1214/aop/1176996548

Mathematical Reviews number (MathSciNet)
MR359049

Zentralblatt MATH identifier
0295.60014

JSTOR