Nikolaos Limnios

  • Ce cours complet contient les bases théoriques rigoureuses des probabilités et de leurs applications :
    Fiabilité, information et risque. Il est Illustré par plus d'une centaine de cas concrets et par de nombreux exercices et problèmes de synthèse résolus. En fin d'ouvrage un index d'un millier d'entrées et une bibliographie classée viennent compléter l'ensemble.
    Son contenu correspond au programme de probabilités du Master ainsi qu'à celui de l'Agrégation de mathématiques option Probabilités et statistiques. Les principales notions du volume Probabilités de niveau L3 des mêmes auteurs nécessaires à la compréhension de l'ensemble sont reprises dans le Chapitre 1 sous forme de boîte à outils, ce qui rend cet ouvrage autonome.

  • Ce cours complet contient les bases théoriques rigoureuses des probabilités et de leurs applications :
    Fiabilité, information et risque. Il est Illustré par plus d'une centaine de cas concrets et par de nombreux exercices et problèmes de synthèse résolus. En fin d'ouvrage un index d'un millier d'entrées et une bibliographie classée viennent compléter l'ensemble.
    Son contenu correspond au programme de probabilités de la 3e année de Licence ainsi qu'à celui du CAPES et de l'Agrégation de mathématiques (écrit d'analyse et oral de modélisation).

  • Nonparametric statistics has probably become the leading methodology for researchers performing data analysis. It is nevertheless true that, whereas these methods have already proved highly effective in other applied areas of knowledge such as biostatistics or social sciences, nonparametric analyses in reliability currently form an interesting area of study that has not yet been fully explored.

    Applied Nonparametric Statistics in Reliability is focused on the use of modern statistical methods for the estimation of dependability measures of reliability systems that operate under different conditions. The scope of the book includes:
    smooth estimation of the reliability function and hazard rate of non-repairable systems;
    study of stochastic processes for modelling the time evolution of systems when imperfect repairs are performed;
    nonparametric analysis of discrete and continuous time semi-Markov processes;
    isotonic regression analysis of the structure function of a reliability system, and
    lifetime regression analysis.

    Besides the explanation of the mathematical background, several numerical computations or simulations are presented as illustrative examples. The corresponding computer-based methods have been implemented using R and MATLAB®. A concrete modelling scheme is chosen for each practical situation and, in consequence, a nonparametric inference procedure is conducted.

    Applied Nonparametric Statistics in Reliability will serve the practical needs of scientists (statisticians and engineers) working on applied reliability subjects.

  • The study of earthquakes is a multidisciplinary field, an amalgam of geodynamics, mathematics, engineering and more. The overriding commonality between them all is the presence of natural randomness. Stochastic studies (probability, stochastic processes and statistics) can be of different types, for example, the black box approach (one state), the white box approach (multi-state), the simulation of different aspects, and so on. This book has the advantage of bringing together a group of international authors, known for their earthquake-specific approaches, to cover a wide array of these myriad aspects. A variety of topics are presented, including statistical nonparametric and parametric methods, a multi-state system approach, earthquake simulators, post-seismic activity models, time series Markov models with regression, scaling properties and multifractal approaches, selfcorrecting models, the linked stress release model, Markovian arrival models, Poisson-based detection techniques, change point detection techniques on seismicity models, and, finally, semi-Markov models for earthquake forecasting.

  • Earthquake occurrence modeling is a rapidly developing research area. This book deals with its critical issues, ranging from theoretical advances to practical applications.
    The introductory chapter outlines state-of-the-art earthquake modeling approaches based on stochastic models. Chapter 2 presents seismogenesis in association with the evolving stress field. Chapters 3 to 5 present earthquake occurrence modeling by means of hidden (semi-)Markov models and discuss associated characteristic measures and relative estimation aspects. Further comparisons, the most important results and our concluding remarks are provided in Chapters 6 and 7.

  • The aim of this book is to reflect the current cutting-edge thinking and established practices in the investigation of queueing systems and networks. This second volume includes eight chapters written by experts wellknown in their areas. The book conducts a stability analysis of certain types of multiserver regenerative queueing systems; a transient evaluation of Markovian queueing systems, focusing on closed-form distributions and numerical techniques; analysis of queueing models in service sectors using analytical and simulation approaches; plus an investigation of probability distributions in queueing models and their use in economics, industry, demography and environmental studies. This book also considers techniques for the control of information in queueing systems and their impact on strategic customer behavior, social welfare and the revenue of monopolists. In addition, applications of maximum entropy methods of inference for the analysis of a stable M/G/1 queue with heavy tails, and inventory models with positive service time - including perishable items and stock supplied using various algorithmic control policies ((s; S); (r;Q), etc.).

  • The aim of this book is to reflect the current cutting-edge thinking and established practices in the investigation of queueing systems and networks. This first volume includes ten chapters written by experts well-known in their areas. The book studies the analysis of queues with interdependent arrival and service times, characteristics of fluid queues, modifications of retrial queueing systems and finite-source retrial queues with random breakdowns, repairs and customers' collisions. Some recent tendencies in the asymptotic analysis include the average and diffusion approximation of Markov queueing systems and networks, the diffusion and Gaussian limits of multi-channel queueing networks with rather general input flow, and the analysis of two-time-scale nonhomogenous Markov chains using the large deviations principle. The book also analyzes transient behavior of infinite-server queueing models with a mixed arrival process, the strong stability of queueing systems and networks, and applications of fast simulation methods for solving high-dimension combinatorial problems.

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