Principales publications

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    Livre/Contribution à des ouvrages    Conférences internationales   

    Revues

  1. Limit theorems for stationary Markov processes with a spectral gap on L2
    Annales de l'Institut Henri Poincaré, Vol 48, No 2, 396-423, 2012
    (en collaboration avec D. Ferré et L. Hervé)

  2. A uniform Berry-Esseen theorem on M-estimators for geometrically ergodic Markov chains
    Bernoulli, Vol 18, No 2, 703-734, 2012
    (en collaboration avec L. Hervé et V. Patilea)

  3. On the relationships between lumpability and filtering of finite stochastic systems
    Journal of Applied Probability, Vol. 45(3), 650-669, 2008
    (en collaboration avec G. Brush et L. White).

  4. On a software reliability model by Koch and Spreij
    Statistics and Probability Letters, Vol. 78(7), 904-914, 2008

  5. Strong convergence of a class of non-homogeneous Markovian Arrival Processes to a Poisson process
    Statistics and Probability Letters, Vol. 78(4), 445-455, 2008

  6. EM-algorithm and filtering for the Markovian Arrival Process
    Communications in Statistics - Theory and Methods, Vol 36(14), 2577-2593, 2007

  7. A Poisson limit theorem for reliability models based on Markov chains
    Communications in Statistics - Theory and Methods, Vol. 35 (1), 173-196, 2006

  8. Recursive filters for partially observable finite Markov chains
    Journal of Applied Probability, Vol. 42 (3), 684-697, 2005

  9. Markov Property for a Function of a Markov chain: a linear algebra approach
    Linear Algebra and its Applications, Vol. 404C, 85-117, 2005
    (en collaboration avec L. Gurvits).

  10. Linear Dynamics for the state vector of Markov chain functions
    Advances in Applied Probability, Vol. 36 (4), 1198-1211, 2004

  11. Poisson approximation for some point processes in reliability
    Advances in Applied Probability, Vol. 36(2), 455–470, 2004
    (en collaboration avec J.-B. Gravereaux).

  12. Comparison and aggregation of max-plus linear systems
    Linear Algebra and its Applications, Vol. 378C, 245–272, 2004
    (en collaboration avec L. Truffet).

  13. Markovian bounds on functions of finite Markov chains
    Advances in Applied Probability, Vol. 33 (2), 505-519, 2001
    (en collaboration avec L. Truffet).

  14. Weak lumpability and Pseudo-stationarity of finite Markov chains
    Stochastic Models, Vol. 16 (1), 49-67, 2000
    (en collaboration avec P. Leguesdron)

  15. Availability modeling for modular software
    IEEE Transactions on Reliability, Vol. 48 (2), 159-168, 1999

  16. A geometric invariant in weak lumpability of finite Markov chains
    Journal of Applied Probability, Vol. 34 (4), 847-858, 1997

  17. Simple formulae for counting processes in reliability models
    Advances in Applied Probability, Vol. 29 (4), 1018-1038, 1997
    (en collaboration avec G. Rubino)

  18. A counting model for software reliability analysis
    International Journal of Modelling and Simulation, Vol. 17, 289-297, 1997
    (en collaboration avec G. Rubino)

  19. On Weak Lumpability of Denumerable Markov Chains.
    Statistics and Probability Letters, Vol. 25 (4), 329-339, 1995

  20. Exact aggregation of absorbing Markov processes using quasi-stationary distribution
    Journal of Applied Probability, Vol. 31 (3), 626-634, 1994
    (en collaboration avec G. Rubino et B. Sericola)

  21. A Necessary Condition for Weak Lumpability in Finite Markov Processes
    Operation Research Letters, Vol. 13 (3), 165-168, 1993

    Revues    Conférences internationales   

    Livre/Contribution à des ouvrages

  22. Modélisation aléatoire en fiabilité des logiciels    tdm détaillée
    Hermès Science Publications 2007 pour commander
    en collaboration avec O. Gaudoin (LJK-IMAG)
    Evaluation dans la base Zentralblatt Math

  23. Point processes in software reliability.
    Mathematical Methods for Survival Analysis, Reliability and Quality of Life tdm détaillée
    Editeurs C. Huber, N. Limnios, M. Besbah and M. Nikulin.
    Hermès-ISTE/J. Wiley & Sons, p 219-236, 2008. pour commander

  24. Chapitre 12: Software Reliability Modeling
    Handbook of Reliability Engineering
    Editeur H. Pham.
    Springer, 213-234, 2003

  25. On the asymptotic analysis of Littlewood's reliability model for modular software
    Mathematical and Statistical Methods in Reliability
    Editeurs B. H. Lindqvist et K. A. Doksum.
    Series in Quality, Reliability and Engineering Statistics, vol 7
    World Scientific, 521-536, 2003

    Revues    Livre/Contrib. ouvrages   

    Conférences internationales

  26. Limit theorems for stationary Markov additive processes
    5th Workshop on Applied Probability (IWAP10), Madrid 2010
    (en collaboration avec D. Ferré et L. Hervé)

  27. On the probability distribution of additive functionals of jump Markov processes
    4th Workshop on Applied Probability (IWAP08), Compiègne 2008
    (en collaboration avec B. Sericola)

  28. On a model by Koch and Spreij
    4th Conference on Mathematical Methods in Reliability (MMR07), Glasgow 2007

  29. EM-algorithm in software reliability modeling
    Int. Conference on Degradation, Damage, Fatigue and Accelerated Life Models in Reliability Testing (ALT06), p 278-286, Angers 2006

  30. Positive invariance of polyhedrons and comparison of Markov reward models with different state spaces
    2th Int. Symp. on Positive Systems: Theory and Appl. (POSTA06), Grenoble Août 2006
    Lecture Notes in Control and Information Sciences, Vol 341, p 153-160,
    (en collaboration avec M. Ahmane et L. Truffet)

  31. Towards a filter-based EM-algorithm for parameter estimation of Littlewood's software reliability model
    11th Int. Conf. on Applied Stochastic Models and Data Analysis, p 1224-1231, Brest 2005

  32. Parameter reestimation for a reliability model for modular software
    Supplementary Proceedings of the 15th Int. Symposium on Software Reliability Engineering, p 51-52, St-Malo (France) 2004

  33. Criteria for stochastic comparison of finite Markov chains
    Actes 13th Worshop on Matrices and Statistics, (Poland) 2004
    (en collaboration avec M. Ahmane et L. Truffet)

  34. Littlewood reliability model for modular software and Poisson approximation
    Actes 3th Conference on Mathematical Methods in Reliability, 367-370, Trondheim (Norway) 2002

  35. Une nouvelle description des possibilitées d'agrégation d'une chaîne de Markov
    28eme Journées Statistique de l'ASU, 483-485, 27-31 Mai 1996, Québec

  36. A Structural Software Reliability Model.
    Actes de IASTED Intern. Conference on Reliability, Quality Control and Risk Assessment, 34-37, Cambridge (USA) Oct. 1993
    (en collaboration avec G. Rubino)

  37. Weak Lumpability in Finite Markov Processes
    22nd Conference on Stochastic Processes and Their Applications, Amsterdam, Juin 1993,
    (en collaboration avec G. Rubino et B. Sericola)

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