86 citations · 383 across the 61 of their papers we have counts for
5 papers · 1 filter
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…
Flow properties of differential equations driven by fractional Brownian motion
L. Decreusefond, D. Nualart
We prove that solutions of stochastic differential equations driven by fractional Brownian motion for define flows of homeomorphisms on .
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…
Fluid limit of a heavily loaded EDF queue with impatient customers
Laurent Decreusefond, Pascal Moyal
In this paper we present the fluid limit of an heavily loaded Earliest Deadline First queue with impatient customers, represented by a measure-valued process keeping track of resid…