Références
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Quantitative approximation of the invariant distribution of a Markov chain. A new approach. (2022)
(en collaboration avec L. Hervé)
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Additional material on V-geometrical ergodicity of Markov kernels via finite-rank approximations (2019)
(en collaboration avec L. Hervé)
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Polynomial convergence rates for Markov kernels under nested modulated drift conditions (2023)
(en collaboration avec L. Hervé)
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Computable bounds for solutions to Poisson's equation and perturbation of Markov kernels
Accepté pour publication dans Bernoulli, 2024
(en collaboration avec L. Hervé)
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Tweedie-type stability estimates for the invariant probability
measures of perturbed Markov chains under drift conditions (2022)
(en collaboration avec L. Hervé)
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Quantitative approximation of the invariant distribution of a Markov chain. A new approach. (2022)
(en collaboration avec L. Hervé)
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Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications
Bernoulli, Vol 30(1), 581-609,2024
(en collaboration avec L. Hervé)
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Rate of convergence of Nummelin-type representation of the invariant distribution of a Markov chain via the residual kernel
Electronic Communications in Probability, Vol 28, 1-13, 2023
(en collaboration avec L. Hervé)
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Robustness of iterated function systems of Lipschitz maps
Journal of Applied Probability, Vol 60(3), 921-944, 2023
(en collaboration avec L. Hervé)
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Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products
Statistic and Probability Letters, Vol 179(12), 2021
(en collaboration avec L. Hervé)
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V-geometrical ergodicity of Markov kernels via finite-rank approximations
Electronic Communications in Probability, Vol 25, No 23, 1-12, 2020
(en collaboration avec L. Hervé)
Des compléments sur les relations entre l'ergodicité V-géométrique et la quasi-compacité ici
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State-discretization of V-geometrically ergodic Markov chains and convergence to the stationary distribution
Methodology and Computing in Applied Probability, Vol 22, No 3, 905-925, 2020
(en collaboration avec L. Hervé)
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On a software reliability model by Koch and Spreij
Statistics and Probability Letters, Vol. 78(7), 904-914, 2008
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Point processes in software reliability
Mathematical Methods for Survival Analysis, Reliability and Quality of Life   
detailed toc   
to order
Editeurs C. Huber, N. Limnios, M. Besbah and M. Nikulin. Hermès-ISTE/J. Wiley & Sons, p 219-236, 2008.
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Modélisation aléatoire en fiabilité des logiciels  
tdm détaillée    pour commander
Hermès Science Publications 2007
(en collaboration avec O. Gaudoin (LJK-Grenoble)).
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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
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EM-algorithm and filtering for the Markovian Arrival Process
Communications in Statistics - Theory and Methods, vol 36(14), 2577-2593, 2007
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Recursive filters for partially observable finite Markov chains
Journal of Applied Probability, vol 42(3), 684-697, 2005
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Towards a filter-based EM-algorithm for parameter estimation of Littlewood's software reliability model
11th Conf. on Applied Stochastic Models and Data Analysis, p 1224-1231, Brest, 2005
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Parameter reestimation for a reliability model for modular software
Supplementary Proceedings of the 15th IEEE International Symposium on Software Reliability Engineering, p 51-52, St Malo.
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A Poisson limit theorem for reliability models based on Markov chains
Communications in Statistics - Theory and Methods, vol 35(1), 173-196, 2006
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Comparison and aggregation of max-plus linear systems
Linear Algebra and its Applications, vol 378C, 245-272, 2004
(en collaboration avec L. Truffet).
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On the asymptotic analysis of Littlewood's reliability model for modular software
In Mathematical and Statistical Methods in Reliability, World
Scientific, 521-536, 2003
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Littlewood reliability model for modular software and Poisson approximation
Actes 3th Conference on Mathematical Methods in Reliability,
367-370, Trondheim (Norway) 2002
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Markovian bounds on functions of finite Markov chains
Advances in Applied Probability, Vol. 33, 505-519, 2001
(en collaboration avec L. Truffet).
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Linear dynamics for the state vector of Markov chain functions
Advances in Applied Probability vol 36(4), 1198-1211, (2004)
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Poisson approximation for some point processes in reliability
Advances in Applied Probability, Vol. 32, 455-470, 2004
(en collaboration avec J.-B. Gravereaux)
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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)
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Chapitre 12: Software Reliability Modeling
Handbook of Reliability Engineering, Springer, 213-234, 2003
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Weak lumpability and Pseudo-stationarity of finite Markov chains
Stochastic Models, Vol. 16, 49-67, 2000
(en collaboration avec P. Leguesdron)
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Robust filtering for the Markov modulated Poisson Process (2006)
Non publié. Voir Discrete-Time Expectation Maximization Algorithms for Markov-Modulated Poisson Processes par R. J. Elliott and W. P. Malcolm, IEEE Trans. Automatic Control 2008
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Availability modeling for modular
software
IEEE Transactions on Reliability, Vol. 48, 159-168, 1999
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On the probability distribution of additive functionals of jump Markov processes
2008 Workshop on Applied Probability (IWAP08), Compiègne 2008
(en collaboration avec B. Sericola)
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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)
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Approximating Markov chains and V-geometric ergodicity via weak perturbation theory
Stochastic Processes and their Applications, Vol 124 (1), 613-638, 2014
(en collaboration avec L. Hervé)
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Spectral analysis of Markov kernels and application to the convergence rate of discrete random walks
Advances in Applied Probability Vol 46(4), 1036-1058, 2014
(en collaboration avec L. Hervé)
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Limit theorems for stationary Markov processes with a L2-spectral gap
Annales de l'Institut Henri Poincaré, Vol 48, p 396-423, 2012
(en collaboration avec D. Ferré et L. Hervé)
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Regular perturbation of V -geometrically ergodic Markov chains
Journal of Applied Probability, vol 50 (1), p184-194, 2013
(en collaboration avec D. Ferré et L. Hervé)
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Quasi-compactness of Markov kernels on weighted-supremum
spaces and geometrical ergodicity (2011)
(en collaboration avec D. Guibourg et L. Hervé)
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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).
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Geometric rho-mixing property of the interarrival times of a stationary Markovian Arrival Process
Journal of Applied Probability, Vol. 50, 598-601, 2013
(en collaboration avec L. Hervé)
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Local limit theorem for densities of the additive component of a finite Markov additive process
Statistics and Probability Letters, Vol. 83, 2119-2128, 2013; Complément ici
(en collaboration avec L. Hervé)
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