A discrete-time system with service control and repairs
A dynamical characterization of Poisson-Dirichlet distributions.
A filtered renewal process as a model for a river flow.
A finite capacity bulk service queue with single vacation and Markovian arrival process.
A finite capacity queue with Markovian arrivals and two servers with group services.
A first passage problem and its applications to the analysis of a class of stochastic models.
A fixed-size batch service queue with vacations.
A functional approach for random walks in random sceneries.
A functional limit theorem for a 2D-random walk with dependent marginals.
A further study of an approximation for last-exit and first-passage probabilities of a random walk.
A generalization of the Erlang's B formula
A Generalization of the M/G/1 Queue
A generalized Biane process
A geometric derivation of the linear Boltzmann equation for a particle interacting with a Gaussian random field, using a Fock space approach
In this article the linear Boltzmann equation is derived for a particle interacting with a Gaussian random field, in the weak coupling limit, with renewal in time of the random field. The initial data can be chosen arbitrarily. The proof is geometric and involves coherent states and semi-classical calculus.
A heavy-traffic theorem for the GI/G/1 queue with a Pareto-type service time distribution.
A hidden Markov model for an inventory system with perishable items.
A -out-of- reliability system with an unreliable server and phase type repairs and services: The policy.
A large deviation result for the subcritical Bernoulli percolation
A lattice gas model for the incompressible Navier–Stokes equation
We recover the Navier–Stokes equation as the incompressible limit of a stochastic lattice gas in which particles are allowed to jump over a mesoscopic scale. The result holds in any dimension assuming the existence of a smooth solution of the Navier–Stokes equation in a fixed time interval. The proof does not use nongradient methods or the multi-scale analysis due to the long range jumps.
A limited queuing problem with any number of arrivals and departures