随机寿命剩余变熵的分析及应用
Analysis and applications of the residual varentropy of random lifetimes
摘要：
在可靠性理论和生存分析中，剩余熵是描述生存条件下随机系统动态信息含量的一种度量。为了分析这种信息含量的变异性，本文引入了剩余寿命的方差，简称“剩余变熵”。经过理论研究的一些性质的剩余变熵，我们说明了一定的应用相关的比例风险模型和首次通过时间的Ornstein-Uhlenbeck跳跃扩散过程。
英文摘要：
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such information content, in this paper we introduce the variance of the residual lifetimes, "residual varentropy" in short. After a theoretical investigation of some properties of the residual varentropy, we illustrate certain applications related to the proportional hazards model and the first-passage times of an Ornstein-Uhlenbeck jump-diffusion process.
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