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October, 1974 Residual Life Time at Great Age
A. A. Balkema, L. de Haan
Ann. Probab. 2(5): 792-804 (October, 1974). DOI: 10.1214/aop/1176996548

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.

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A. A. Balkema. L. de Haan. "Residual Life Time at Great Age." Ann. Probab. 2 (5) 792 - 804, October, 1974. https://doi.org/10.1214/aop/1176996548

Information

Published: October, 1974
First available in Project Euclid: 19 April 2007

zbMATH: 0295.60014
MathSciNet: MR359049
Digital Object Identifier: 10.1214/aop/1176996548

Subjects:
Primary: 60F05
Secondary: 62N05

Rights: Copyright © 1974 Institute of Mathematical Statistics

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Vol.2 • No. 5 • October, 1974
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