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The Joint Law of Ages and Residual Lifetimes for Two Schemes of Regenerative Sets
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Amaury Lambert, Université Pierre et Marie Curie |
Abstract
We are interested in the component intervals of the
complements of a monotone sequence
Rn subseteq ... subseteq R1
of regenerative sets, for two natural embeddings. One is based
on Bochner's subordination, and one on the intersection
of independent regenerative sets. For each scheme, we study the
joint law of the so-called ages and residual lifetimes.
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Full text: PDF
Pages: 1-23
Published on: May 2, 2001
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Electronic Journal of Probability. ISSN: 1083-6489 |
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