Strictly stable laws for multivariate residual lifetimes (Q1286602)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Strictly stable laws for multivariate residual lifetimes
scientific article

    Statements

    Strictly stable laws for multivariate residual lifetimes (English)
    0 references
    0 references
    29 April 1999
    0 references
    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 \(R_{\vec p}(\vec x)\).
    0 references
    0 references
    multivariate residual life-times
    0 references
    asymptotic properties
    0 references
    0 references
    0 references
    0 references