The Joint Law of Ages and Residual Lifetimes for Two Schemes of Regenerative Sets

Amaury Lambert (Université Pierre et Marie Curie)

Abstract


We are interested in the component intervals of the complements of a monotone sequence $R_n \subseteq \dots \subseteq R_1$ 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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Pages: 1-23

Publication Date: May 2, 2001

DOI: 10.1214/EJP.v6-92

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