论文标题
随机寿命的残余变化的分析和应用
Analysis and applications of the residual varentropy of random lifetimes
论文作者
论文摘要
在可靠性理论和生存分析中，残留的熵被称为一种适合描述随机系统中的动态信息内容的度量。旨在分析此类信息内容的可变性，在本文中，我们介绍了剩余寿命的差异，简而言之“残留变化”。经过对残余变异拷贝的某些特性进行的理论研究，我们说明了某些与比例危害模型和Ornstein-Uhlenbeck跳跃过程中的第一阶段时间有关的应用。
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.
