Electronic Journal of Probability

The Joint Law of Ages and Residual Lifetimes for Two Schemes of Regenerative Sets

Amaury Lambert

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We are interested in the component intervals of the complements of a monotone sequence $R_n \subseteq \dots \subseteq R_1$ of regenerative sets, for two natural embeddings. One is based on Bochner's subordination, and one on the intersection of independent regenerative sets. For each scheme, we study the joint law of the so-called ages and residual lifetimes.

Article information

Electron. J. Probab., Volume 6 (2001), paper no. 19, 23 pp.

Accepted: 2 May 2001
First available in Project Euclid: 19 April 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60K05: Renewal theory
Secondary: 60G51: Processes with independent increments; Lévy processes

Multivariate renewal theory regenerative sets subordinator random covering intervals

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Lambert, Amaury. The Joint Law of Ages and Residual Lifetimes for Two Schemes of Regenerative Sets. Electron. J. Probab. 6 (2001), paper no. 19, 23 pp. doi:10.1214/EJP.v6-92. https://projecteuclid.org/euclid.ejp/1461097649

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