The goal of this thesis is the study of rare events in stochastic networks, i.e. events with very small probability. The one dimensional example of such an event is the tail of the stationary workload W of a stable single server queue, P(W> x) as x!1: The main tool to extend this kind of results to a network setting is the monotone separable framework. The rst merit of the algebraic framework advocated here is to allow for a mathematical representation of networks re-gardless of their dimension. This formalism also allows one to dene classes of networks (e.g. event graphs, free choice nets etc.) for which similar meth-ods of analysis work. Based on this mathematical representation, one can then design controls or evaluate analytically pe...
The stochastic properties of a class of communication networks whose dynamics are Markovian are anal...
Stochastic Petri nets are a general formalism for describing the dynamics of discrete event systems....
\u3cp\u3eWe consider a linear stochastic fluid network under Markov modulation, with a focus on the ...
In this thesis, we study rare events in communication networks. We first introduce the class of mono...
This paper deals with the estimation of rare event probabil-ities in finite capacity queueing networ...
Cross entropy, Importance sampling, Rare events, Shortest path, Exponential and beta distribution,
A network belongs to the monotone separable class if its state variables are homogeneous and monoton...
This monograph focuses on rare events. Even though they are extremely unlikely, they can still occur...
We consider the problem of extinction processes on random networks with a given structure. For suffi...
National audienceWe present a new method to analyse the performance of networks. First, we show how ...
International audienceIn this paper we consider static models in network reliability, that cover a h...
The work presented in this thesis lies on the interface of two key areas in probability theory, name...
International audienceWe present an extension of a methodology based on monotonicity of various netw...
Abstract—The aim of the stochastic network calculus is to comprehend statistical multiplexing and sc...
We present a survey of the main ergodic theory techniques which are used in the study of iterates of...
The stochastic properties of a class of communication networks whose dynamics are Markovian are anal...
Stochastic Petri nets are a general formalism for describing the dynamics of discrete event systems....
\u3cp\u3eWe consider a linear stochastic fluid network under Markov modulation, with a focus on the ...
In this thesis, we study rare events in communication networks. We first introduce the class of mono...
This paper deals with the estimation of rare event probabil-ities in finite capacity queueing networ...
Cross entropy, Importance sampling, Rare events, Shortest path, Exponential and beta distribution,
A network belongs to the monotone separable class if its state variables are homogeneous and monoton...
This monograph focuses on rare events. Even though they are extremely unlikely, they can still occur...
We consider the problem of extinction processes on random networks with a given structure. For suffi...
National audienceWe present a new method to analyse the performance of networks. First, we show how ...
International audienceIn this paper we consider static models in network reliability, that cover a h...
The work presented in this thesis lies on the interface of two key areas in probability theory, name...
International audienceWe present an extension of a methodology based on monotonicity of various netw...
Abstract—The aim of the stochastic network calculus is to comprehend statistical multiplexing and sc...
We present a survey of the main ergodic theory techniques which are used in the study of iterates of...
The stochastic properties of a class of communication networks whose dynamics are Markovian are anal...
Stochastic Petri nets are a general formalism for describing the dynamics of discrete event systems....
\u3cp\u3eWe consider a linear stochastic fluid network under Markov modulation, with a focus on the ...