Strictly stable laws for multivariate residual lifetimes (Q1286602)

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scientific article; zbMATH DE number 1281285
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Strictly stable laws for multivariate residual lifetimes
scientific article; zbMATH DE number 1281285

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    Strictly stable laws for multivariate residual lifetimes (English)
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    29 April 1999
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    For a random vector \(X\) in \(\mathbb{R}^d\), the right tail function \(R\) is defined by \(R(\vec x)= \mathbb{P}\{X\geq\vec x\}\). For any point \(\vec p\), where the tail function is positive, the residual lifetime tail function \(R_{\vec p}\) is defined by \(R_{\vec p}(\vec x)= R(\vec p+\vec x)/R(\vec p)\), \(\vec x\geq \vec 0\). The authors study the asymptotic behavior, after a proper normalization, of \(R_{\vec p}(\vec x)\).
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    multivariate residual life-times
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    asymptotic properties
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