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Residual Life Time at Great Age
A. A. Balkema and L. de Haan
The Annals of Probability
Vol. 2, No. 5 (Oct., 1974), pp. 792-804
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2959306
Page Count: 13
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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.
The Annals of Probability © 1974 Institute of Mathematical Statistics