Filtrage d'un signal. Markovien modulant un processus ponctuel et les équations approchees

Nous dérivons les équations de filtrage d'un signal markovien modulant un processus ponctuel (SMPP) sous une forme vraiment récursive en adaptant une métriode déjà connue en théorie du filtrage d'un signal markovien mélangé de façon . additive à du bruit blanc (SMBB). Ces équations permettent d'obtenir des estimations de fonctions d'une intensité aléatoire avec une précision arbitraire. Aussi, l'analogie formelle qui existe entre les équations de filtrage pour les problèmes SMPP et SMBB est expliquée

Discrete Probability Models and Methods: Probability on Graphs and Trees, Markov Chains and Random Fields, Entropy and Coding

International audienceThe emphasis in this book is placed on general models (Markov chains, random fields, random graphs), universal methods (the probabilistic method, the coupling method, the Stein-Chen method, martingale methods, the method of types) and versatile tools (Chernoff's bound, Hoeffding's inequality, Holley's inequality) whose domain of application extends far beyond the present text. Although the examples treated in the book relate to the possible applications, in the communication and computing sciences, in operations research and in physics, this book is in the first instance concerned with theory.The level of the book is that of a beginning graduate course. It is self-contained, the prerequisites consisting merely of basic calculus (series) and basic linear algebra (matrices). The reader is not assumed to be trained in probability since the first chapters give in considerable detail the background necessary to understand the rest of the book

Fourier Analysis and Stochastic Processes

International audienceThis work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes).It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications.Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). Each chapter has an exercise section, which makes Fourier Analysis and Stochastic Processes suitable for a graduate course in applied mathematics, as well as for self-study

Virtual customers in sensitivity and light traffic analysis via Campbell's formula for point processes

Disponible dans les fichiers attachés à ce documen

Elements of queueing theory: Palm-Martingale calculus and stochastic recurrences

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Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem

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Stationary IPA estimates for non-smooth functions of the GI/G1/#infinity# workload

Programme 1 : architectures paralleles, bases de donnees, reseaux et systemes distribuesSIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : 14802 E, issue : a.1992 n.1677 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc