Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

The joint law of ages and residual lifetimes for two schemes of nested regenerative sets

Auteur(s):

Code(s) de Classification MSC:

Résumé: We are interested in the component intervals of the complementaries of a monotone sequence $\Regf{n}\subseteq\cdots\subseteq\Regf{1}$\ of \regset s, for two natural embeddings. One is based on Bochner's subordination, and one on the intersection of independent \regset s. For each scheme, we study the joint law of the so-called ages and residual lifetimes.

Mots Clés: Multivariate renewal theory ; regenerative set ; subordinator ; random covering intervals

Date: 2000-12-22

Prépublication numéro: PMA-631