## 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

Permanent link to this document
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
links.jstor.org

Subjects
Primary: 60F05: Central limit and other weak theorems
Secondary: 62N05: Reliability and life testing [See also 90B25]

#### Citation

Balkema, A. A.; de Haan, L. Residual Life Time at Great Age. Ann. Probab. 2 (1974), no. 5, 792--804. doi:10.1214/aop/1176996548. http://projecteuclid.org/euclid.aop/1176996548.