| Publication | Date of Publication | Type |
|---|
| An introduction to applied probability | 2024-03-06 | Paper |
| Pythagoras in India. The dawn of mathematics | 2021-06-22 | Paper |
Point Process Calculus in Time and Space
Probability Theory and Stochastic Modelling | 2021-01-07 | Paper |
Markov chains. Gibbs fields, Monte Carlo simulation and queues
Texts in Applied Mathematics | 2020-05-18 | Paper |
Probability theory and stochastic processes
Universitext | 2020-04-09 | Paper |
Discrete probability models and methods. Probability on graphs and trees, Markov chains and random fields, entropy and coding
Probability Theory and Stochastic Modelling | 2016-10-27 | Paper |
| Sampling cluster point processes: a review | 2016-04-22 | Paper |
Fourier analysis and stochastic processes
Universitext | 2014-09-05 | Paper |
| The Pythagoras dossier. From shamanism to quantum mechanics | 2011-07-28 | Paper |
Ergodicity of a stress release point process seismic model with aftershocks
(available as arXiv preprint) | 2010-09-20 | Paper |
| Initiation aux Probabilités | 2008-08-26 | Paper |
Power spectra of random spike fields and related processes
Advances in Applied Probability | 2006-06-19 | Paper |
Rate of convergence to equilibrium of marked Hawkes processes
Journal of Applied Probability | 2003-02-13 | Paper |
Power spectra of general shot noises and Hawkes point processes with a random excitation
Advances in Applied Probability | 2003-01-07 | Paper |
| scientific article; zbMATH DE number 1829849 (Why is no real title available?) | 2002-11-17 | Paper |
Hawkes branching point processes without ancestors
Journal of Applied Probability | 2002-04-21 | Paper |
An insensitivity property of Lundberg's estimate for delayed claims
Journal of Applied Probability | 2001-09-17 | Paper |
| scientific article; zbMATH DE number 1460450 (Why is no real title available?) | 2000-06-18 | Paper |
Markov Chains
Texts in Applied Mathematics | 1999-07-06 | Paper |
Stability of nonlinear Hawkes processes
The Annals of Probability | 1997-09-01 | Paper |
A manufacturing system with general stationary failure process: stability and IPA of hedging control policies
IEEE Transactions on Automatic Control | 1997-05-12 | Paper |
Maximal coupling rare perturbation analysis with a random horizon
Discrete Event Dynamic Systems | 1996-09-16 | Paper |
Imbedded construction of stationary sequences and point processes with a random memory
Queueing Systems | 1995-07-27 | Paper |
| scientific article; zbMATH DE number 557946 (Why is no real title available?) | 1994-04-27 | Paper |
Stationary IPA estimates for nonsmooth \(G/G/1/\infty\) functionals via Palm inversion and level-crossing analysis
Discrete Event Dynamic Systems | 1994-04-26 | Paper |
A Swiss Army formula of Palm calculus
Journal of Applied Probability | 1993-06-29 | Paper |
Virtual customers in sensitivity and light traffic analysis via Campbell's formula for point processes
Advances in Applied Probability | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 193599 (Why is no real title available?) | 1993-06-05 | Paper |
Maximal coupling and rare perturbation sensitivity analysis
Queueing Systems | 1993-04-01 | Paper |
Event and time averages: a review
Advances in Applied Probability | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 42090 (Why is no real title available?) | 1992-09-17 | Paper |
On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
Queueing Systems | 1992-06-28 | Paper |
An elementary proof of Sengupta's invariance relation and a remark on Miyazawa's conservation principle
Journal of Applied Probability | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 4215073 (Why is no real title available?) | 1990-01-01 | Paper |
Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probability
Queueing Systems | 1989-01-01 | Paper |
An averaging principle for filtering a jump process with point process observations
IEEE Transactions on Information Theory | 1988-01-01 | Paper |
Palm probabilities and stationary queues
Lecture Notes in Statistics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3876277 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3844792 (Why is no real title available?) | 1982-01-01 | Paper |
Point processes and queues. Martingale dynamics
Springer Series in Statistics | 1981-01-01 | Paper |
Optimal Thinning of a Point Process
SIAM Journal on Control and Optimization | 1979-01-01 | Paper |
Changes of filtrations and of probability measures
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
Streams of a M/M/1 feedback queue in statistical equilibrium
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
On the output theorem of queueing theory, via filtering
Journal of Applied Probability | 1978-01-01 | Paper |
Streams of a M/M/1 feedback queue in statistical equilibrium
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
Advances in Applied Probability | 1977-01-01 | Paper |
Bang-bang controls of point processes
Advances in Applied Probability | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3594377 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3594377 (Why is no real title available?) | 1976-01-01 | Paper |
An extension of watanabe's theorem of characterization of poisson processes over the positive real half line
Journal of Applied Probability | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3579718 (Why is no real title available?) | 1975-01-01 | Paper |
Estimation de l'État d'une file d'attente et du temps de panne d'une machine par la méthode de semi-martingales
Advances in Applied Probability | 1975-01-01 | Paper |
