4 Search Results for "Latouche, Guy"

Document
DOI: 10.4230/DagSemProc.07461.9
Matrix Analytic Methods in Branching processes

Authors: Sophie Hautphenne, Guy Latouche, and Marie-Ange Remiche

Published in: Dagstuhl Seminar Proceedings, Volume 7461, Numerical Methods for Structured Markov Chains (2008)

Abstract
We examine the question of solving the extinction probability of a particular class of continuous-time multi-type branching processes, named Markovian binary trees (MBT). The extinction probability is the minimal nonnegative solution of a fixed point equation that turns out to be quadratic, which makes its resolution particularly clear. We analyze first two linear algorithms to compute the extinction probability of an MBT, of which one is new, and, we propose a quadratic algorithm arising from Newton's iteration method for fixed-point equations. Finally, we add a catastrophe process to the initial MBT, and we analyze the resulting system. The extinction probability turns out to be much more difficult to compute; we use a $G/M/1$-type Markovian process approach to approximate this probability.
Cite as

Sophie Hautphenne, Guy Latouche, and Marie-Ange Remiche. Matrix Analytic Methods in Branching processes. In Numerical Methods for Structured Markov Chains. Dagstuhl Seminar Proceedings, Volume 7461, pp. 1-3, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2008)

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@InProceedings{hautphenne_et_al:DagSemProc.07461.9,
  author =	{Hautphenne, Sophie and Latouche, Guy and Remiche, Marie-Ange},
  title =	{{Matrix Analytic Methods in Branching processes}},
  booktitle =	{Numerical Methods for Structured Markov Chains},
  pages =	{1--3},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2008},
  volume =	{7461},
  editor =	{Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.9},
  URN =		{urn:nbn:de:0030-drops-13935},
  doi =		{10.4230/DagSemProc.07461.9},
  annote =	{Keywords: Branching Processes, Matrix Analytic Methods, Extinction Probability, Catastrophe Process}
}
Document
DOI: 10.4230/DagSemRep.272
Advanced Stochastic Modelling in Telecommunications (Dagstuhl Seminar 00151)

Authors: Ulrich Herzog, Guy Latouche, Vaidyanathan Ramaswami, and Phuoc Tran-Gia

Published in: Dagstuhl Seminar Reports. Dagstuhl Seminar Reports, Volume 1 (2021)

Abstract
Cite as

Ulrich Herzog, Guy Latouche, Vaidyanathan Ramaswami, and Phuoc Tran-Gia. Advanced Stochastic Modelling in Telecommunications (Dagstuhl Seminar 00151). Dagstuhl Seminar Report 272, pp. 1-20, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2001)

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@TechReport{herzog_et_al:DagSemRep.272,
  author =	{Herzog, Ulrich and Latouche, Guy and Ramaswami, Vaidyanathan and Tran-Gia, Phuoc},
  title =	{{Advanced Stochastic Modelling in Telecommunications (Dagstuhl Seminar 00151)}},
  pages =	{1--20},
  ISSN =	{1619-0203},
  year =	{2001},
  type = 	{Dagstuhl Seminar Report},
  number =	{272},
  institution =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemRep.272},
  URN =		{urn:nbn:de:0030-drops-151572},
  doi =		{10.4230/DagSemRep.272},
}
Document
DOI: 10.4230/DagSemRep.206
Advanced Stochastic Modelling Applied to Telecommunication-Networks and Distributed Systems (Dagstuhl Seminar 98131)

Authors: Ulrich Herzog, Guy Latouche, Vaidyanat Ramaswami, and Phuoc Tran-Gia

Published in: Dagstuhl Seminar Reports. Dagstuhl Seminar Reports, Volume 1 (2021)

Abstract
Cite as

Ulrich Herzog, Guy Latouche, Vaidyanat Ramaswami, and Phuoc Tran-Gia. Advanced Stochastic Modelling Applied to Telecommunication-Networks and Distributed Systems (Dagstuhl Seminar 98131). Dagstuhl Seminar Report 206, pp. 1-18, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (1998)

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@TechReport{herzog_et_al:DagSemRep.206,
  author =	{Herzog, Ulrich and Latouche, Guy and Ramaswami, Vaidyanat and Tran-Gia, Phuoc},
  title =	{{Advanced Stochastic Modelling Applied to Telecommunication-Networks and Distributed Systems (Dagstuhl Seminar 98131)}},
  pages =	{1--18},
  ISSN =	{1619-0203},
  year =	{1998},
  type = 	{Dagstuhl Seminar Report},
  number =	{206},
  institution =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemRep.206},
  URN =		{urn:nbn:de:0030-drops-150927},
  doi =		{10.4230/DagSemRep.206},
}
Document
DOI: 10.4230/DagSemRep.127
Applied Stochastic Modelling in Telecommunication and Manufacturing Systems (Dagstuhl Seminar 9539)

Authors: Ulrich Herzog, Guy Latouche, Phuoc Tran-Gia, and Vaydanat Ramaswami

Published in: Dagstuhl Seminar Reports. Dagstuhl Seminar Reports, Volume 1 (2021)

Abstract
Cite as

Ulrich Herzog, Guy Latouche, Phuoc Tran-Gia, and Vaydanat Ramaswami. Applied Stochastic Modelling in Telecommunication and Manufacturing Systems (Dagstuhl Seminar 9539). Dagstuhl Seminar Report 127, pp. 1-27, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (1995)

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@TechReport{herzog_et_al:DagSemRep.127,
  author =	{Herzog, Ulrich and Latouche, Guy and Tran-Gia, Phuoc and Ramaswami, Vaydanat},
  title =	{{Applied Stochastic Modelling in Telecommunication and Manufacturing Systems (Dagstuhl Seminar 9539)}},
  pages =	{1--27},
  ISSN =	{1619-0203},
  year =	{1995},
  type = 	{Dagstuhl Seminar Report},
  number =	{127},
  institution =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops-dev.dagstuhl.de/entities/document/10.4230/DagSemRep.127},
  URN =		{urn:nbn:de:0030-drops-150158},
  doi =		{10.4230/DagSemRep.127},
}
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