Strictly stable laws for multivariate residual lifetimes
type: Item
instance of: scholarly article
title: Strictly stable laws for multivariate residual lifetimes
zbMATH Open document ID: 0930.60007
DOI: 10.1007/BF02432357
published in: Journal of Mathematical Sciences (New York)
publication date: 1999-04-29T00:00:00Z
review text: 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 \(R_{\vec p}(\vec x)\).
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 1281285
zbMATH Keywords: multivariate residual life-times
zbMATH Keywords: asymptotic properties
author: August A. Balkema
reviewed by: Moshe Shaked
MaRDI profile type: Publication
cites work: Residual life time at great age
cites work: Q4863604
cites work: A Multivariate Exponential Distribution
full work available at URL: https://doi.org/10.1007/bf02432357
OpenAlex ID: W1974539172
description: scientific article; zbMATH DE number 1281285