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Queueing approximation of suprema of spectrally positive Lévy process
International audience -
Several problems linked with the estimation of Shannon entropy of a distribut...
This PhD report deals with the estimation of both Shannon entropy of distributions from independent and Markovian data and entropy rate of pure jump Markov processes... -
Markov chains with discontinuous drifts have differential inclusions limits. ...
In this paper, we study deterministic limits of Markov processes having discontinuous drifts. While most results assume that the limiting dynamics is continuous, we... -
Perfect Sampling of Markov Chains with Piecewise Homogeneous Events
International audience -
Control policies for single-stage production systemls with perishable invento...
International audience
