Electronic Journal of Probability
- Electron. J. Probab.
- Volume 6 (2001), paper no. 19, 23 pp.
The Joint Law of Ages and Residual Lifetimes for Two Schemes of Regenerative Sets
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.
Electron. J. Probab., Volume 6 (2001), paper no. 19, 23 pp.
Accepted: 2 May 2001
First available in Project Euclid: 19 April 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60K05: Renewal theory
Secondary: 60G51: Processes with independent increments; Lévy processes
This work is licensed under aCreative Commons Attribution 3.0 License.
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