Mardi 19 décembre à 10h00 / salle 232 - Centrale Méditerranée
Abstract : The aim of this talk is to present dynamical systems evolving in continuous-time in semi-Markov media. We investigate both probabilistic modeling and statistical estimation of such models. This work was initially developed in order to study cracking problems for the confinement device in nuclear power plants, where a jump Markov process was used as the perturbing process. The new key element here is the use of semi-Markov processes instead of Markov ones for the randomization of the system. Stochastic approximation results are also given. Numerical illustrations in reliability are investigated.
Nikolaos Limnios LMAC / Université de Technologie de Compiègne