462 citations
- Télécom ParisFR49 papers
- Centre National de la Recherche ScientifiqueFR36 papers
- Institut national de recherche en sciences et technologies du numériqueFR6 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR6 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR5 papers
- Institut Mines-TélécomFR5 papers
- Institut Polytechnique de ParisFR5 papers
- Strateji Araşdırmalar MərkəziAZ5 papers
- Télécom SudParisFR5 papers
- Université Paris CitéFR4 papers
- Université Paris Dauphine-PSLFR4 papers
- Université Paris NanterreFR4 papers
4 papers · 2 filters
A functional central limit theorem for the M/GI/ queue
Laurent Decreusefond, Pascal Moyal
In this paper, we present a functional fluid limit theorem and a functional central limit theorem for a queue with an infinity of servers M/GI/. The system is represented b…
The ODE method for stability of skip-free Markov chains with applications to MCMC
Gersende Fort, Sean Meyn, Eric Moulines +1
Fluid limit techniques have become a central tool to analyze queueing networks over the last decade, with applications to performance analysis, simulation and optimization. In this…
Hitting times for Gaussian processes
Laurent Decreusefond, David Nualart
We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownia…
Wasserstein distance on configuration space
L. Decreusefond
We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is fin…