The asymptotic behaviour of the residual life time at time t is investigated (for t rightarrow infty). 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.
CITATION STYLE
McLeish, D. L. (2007). Dependent Central Limit Theorems and Invariance Principles. The Annals of Probability, 2(4). https://doi.org/10.1214/aop/1176996608
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