Strictly stable laws for multivariate residual lifetimes
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 \(R_{\vec p}(\vec x)\).
scientific article; zbMATH DE number 1281285