Nikolaos Limnios
Professor
Research interests
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Stochastic
processes: Diffusion and Poisson Approximation
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Statistical
Inference for Stochastic processes
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Semi-Markov
Processes
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Reliability,
Bioinformatics
Editorial Board of the
Journals
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Communications in
Statistics: Theory and Methods
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Communications in
Statistics: Simulation and Computation
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Methodology and
Computing in Applied Probability
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RAIRO Operation
Research
Some Recent Publications
Books
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V.S. Korolyuk, N. Limnios
Stochastic Systems in Merging Phase Space, World Scientific,
Imperial Coledge Press, 2005.
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N. Limnios, G. Oprisan
Semi-Markov Processes and Reliability, Birkhauser, 2001, Boston.
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V. Girardin, N. Limnios
Probabilités en vue des applications, Vuibert, 2001, Paris.
Corrections
Editing Books
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A. Wilson, N. Limnios, S.
Keller-McNulty, Y. Armijo (Eds),
Modern Statistical and Mathematical Methods in Reliability, World
Scientific, 2005, Singanpur.
M. Nikulin, N. Balakrishnan, M. Mesbah, N. Limnios (Eds),
Parametric and Semiparametric Models with Applications to Reliability,
Survival Analysis and Quality of Life, Birkhauser, 2004, Boston.
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N. Limnios, M. Nikulin (Eds),
Recent Advances in Reliability Theory: Methodology, Practice and
Inference,
Birkhauser, 2000, Boston.
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J. Janssen, N. Limnios (Eds),
Semi-Markov Models and Applications, Kluwer, 1999, Dordrecht.
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D.C. Ionescu, N. Limnios (Eds),
Statistical and Probabilistic Models in Reliability, Birkhauser,
1999, Boston.
Papers in journals
( after 2003)
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B. Ouhbi, N. Limnios, ``Semi-Markov Systems Reliability Estimation'', Journal of Statistical Planning and Inference, 2003,
109(1-2), 155-165.
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V. Girardin, N. Limnios, ``On the Entropy of Semi-Markov systems'', J. Appl. Probab., 40(4), pp 1060-1068, 2003.
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V. S.
Korolyuk, N. Limnios, ``Increment Processes and its Stochastic
Exponential with Markov Switching
in Poisson Approximation Scheme'', Computers and Mathematics Appl.,
2003;
46 (7) : 1073-1080.
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V. S. Korolyuk, N. Limnios, ``Average and diffusion approximation for
evolutionary systems in an asymptotic split phase space'', Ann. Appl. Probab., 2004, 14(1),
486-516.
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N. Limnios,
``A functional central limit theorem for the empirical estimatior of a
semi-Markov kernel'', J. Nonparametric Statist.., 2004, 16(1-2), pp 13-18.
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V. S.
Korolyuk, N. Limnios, ``Semi-Markov random walk in Poisson approximation
scheme'', Communications on Statistics - Theory and Methods., 2004, 33(3),
507-516.
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V.
Girardin, N. Limnios, ``Entropy rate and maximum entropy methods for
countable semi-Markov chains'',
Communications on Statistics - Theory and Methods., 2004, 33(3),
609-622.
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M. Boussemart, N. Limnios, ''Markov decision processes with asymptotic
average failure rate constraint'', Communications on Statistics - Theory and Methods., 2004, 33(7),
1689-1714.
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N. Limnios,
M. Mesbah, A. Sadek, ''A new index for longitudinal quality of life:
modelling and estimation'',
Environmetrics, 2004, 15, 483-490.
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V.S.
Korolyuk, N. Limnios, ``Diffusion Approximation of Evolutionary Systems
with Equilibrium in Asymptotic
Split Phase Space'', Theory of Probability and Mathematical
Statistics, 2005, 70, 71-82.
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V. Barbu, M. Boussemart, N.
Limnios, ''Discrete time semi-Markov processes for reliability and
survival analysis'', Communications on Statistics - Theory and Methods., 2004, 33(11),
2833-2868.
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V.S. Korolyuk, N. Limnios, ``Lévy
approximation of increment processes with Markov switching'', Stochastics and Stochastic Reports, 2004, 76(5), 383-394.
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V.S. Korolyuk, N. Limnios,
``Poisson Approximation of Increment Procesess with Markov switching'', (SIAM) Theory Probability Applications, 2005, 49(4), 629-644.
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V. S. Korolyuk, N. Limnios,
``Diffusion Approximation with Equilibrium of Evolutionary Systems
Switched
by Semi-Markov Processes'', Uktrainian Mathematical Journal, 2005,
27(9), 1253-1260
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A. Sadek, N. Limnios,
''Nonparametric estimation of reliability and survival function for
continuous-time finite
Markov processes'', J. Statistical Planning and Inference,
2005, 133, 1-21.
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N. Limnios, B. Ouhbi, A. Sadek, ''Empirical Estimator of Stationary
Distribution for Semi-Markov Processes''
Communications on Statistics - Theory and Methods.,
2005, 34(4), 987-995.
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V. Girardin, N. Limnios, "Entropy for semi-Markov processes
with Borel state spaces: asymptotic equirepartition properties and invariance principles", Bernoulli (to
appear).
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N. Limnios, B. Ouhbi,
''Nonparametric estimation of some important indicators in reliability
for semi-Markov processes'' Statistical
Methodology, (to
appear).
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V. Barbu, N. Limnios,
''Nonparametric estimation for discret time semi-Markov processes with
applications in reliability'', J. Nonparametric Statist., (to appear).
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N. Limnios, ''Estimation of the
stationary distribution of semi-Markov processes with Borel state
space'', Statist. Probab. Let.,
(to appear).
Professional Address
Université de Technologie
de Compiègne
Laboratoire de Mathématiques Appliquées Tel:
+33 (0)3 44 23 44 99
Centre de Recherches de Royallieu
Fax:+33 (0)3 44 23 44 77
BP 20529, 60205 COMPIEGNE CEDEX, France
e-mail:
Nikolaos.Limnios@utc.fr
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