Université Paris Dauphine-PSL

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20022015

most citedInferring population history with DIYABC: a user-friendly approach to Approximate Bayesian Computation

688 citations

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Showing 2006 · math.PRShow all

3 papers · 2 filters

math.PR2006★ 33 cited

A functional central limit theorem for the M/GI/ $\infty$ 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/ $\infty$ . The system is represented b…

math.PR2006★ 3 cited

A central limit theorem for stochastic recursive sequences of topical operators

Glenn Merlet

Let $(A_{n})_{n \in N}$ be a stationary sequence of topical (i.e., isotone and additively homogeneous) operators. Let $x (n, x_{0})$ be defined by $x (0, x_{0}) = x_{0}$ and $x(n+1,x_0)=A…

math.PR2006★ 30 cited

Maturity randomization for stochastic control problems

Bruno Bouchard, Nicole El Karoui, Nizar Touzi

We study a maturity randomization technique for approximating optimal control problems. The algorithm is based on a sequence of control problems with random terminal horizon which…

A functional central limit theorem for the M/GI/∞ queue

A central limit theorem for stochastic recursive sequences of topical operators

Maturity randomization for stochastic control problems

A functional central limit theorem for the M/GI/ $\infty$ queue