Title: Processus de Markov � temps continu et applications: Quelques contributions � la th�orie des files d'attente et � la th�orie de la ruine (Omn.Univ.Europ.) (French Edition)
Publisher: Editions universitaires europeennes
Publication Date: 2012
Language: French
ISBN 10: 384178948X
ISBN 13: 9783841789488
Binding: Soft cover
Condition: New

About this title

Synopsis

De nombreux probl�mes pratiques relevant des domaines des files d’attente et du risque d�bouchent tr�s souvent sur des mod�lisations markoviennes dont la r�solution exacte et m�me asymptotique est consid�rablement difficile. Dans ce livre, nous proposons des solutions analytiques qui font usage de deux approches: le num�rique (avec deux contributions � la th�orie des files d’attente) et le symbolique-num�rique (avec une contribution � la th�orie des files d’attente et une contribution � la th�orie de la ruine). Ces deux domaines sont en effet intimement li�s l’un � l’autre, en tant qu’applications d'un m�me outil � savoir les processus de Markov � temps continu. L'approximation de la probabilit� de ruine d'une compagnie d'assurance et la r�solution des processus de quasi-naissance-et-mort infinis en constituent les principales applications. La solution propos�e dans ce dernier cas est ensuite utilis�e dans la mod�lisation des syst�mes de files d'attente avanc�s incluant le ph�nom�ne de r�essai.

About the Author

est n� le 18 Avril 1983 � Meiganga dans le nord du Cameroun. Docteur en Math�matiques Appliqu�es de l'Universit� de Pau et en Informatique de l'Universit� de Yaound� I o� il occupe un poste d'enseignant-chercheur au D�partement d'Informatique, il est actuellement chercheur postdoctoral en bio-informatique au TGAC de Norwich au Royaume-Uni.

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