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Residual Life Time at Great Age

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The Annals of Probability, 2 (5): pp. 792-804 (1974)
DOI: 10.1214/aop/1176996548

Аннотация

The asymptotic behaviour of the residual life time at time $t$ is investigated (for $t ınfty$). 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.

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