Pierre Bremaud

Swiss Federal Institute of Technology - Lausanne (EPFL), Switzerland

Articles in Scholarly Journals [Incomplete List]

  1. Power spectra of random spike fields and related processes
    Advances in Applied Probability, vol. 37, no. 4, pp. 1116–1146, 2005
  2. Rate of convergence to equilibrium of marked Hawkes processes
    Journal of Applied Probability, vol. 39, no. 1, pp. 123–136, 2002
  3. Power spectra of general shot noises and Hawkes point processes with a random excitation
    Advances in Applied Probability, vol. 34, no. 1, pp. 205–222, 2002
  4. Hawkes branching point processes without ancestors
    Journal of Applied Probability, vol. 38, no. 1, pp. 122–135, 2001
  5. An insensitivity property of Lundberg's estimate for delayed claims
    Journal of Applied Probability, vol. 37, no. 3, pp. 914–917, 2000
  6. Cloud influence on ozone diurnal cycle in the marine boundary layer at R?union Island
    Atmospheric Research, vol. 47-48, pp. 285–298, 1998
  7. Ozone nighttime recovery in the marine boundary layer: Measurement and simulation of the ozone diurnal cycle at Reunion Island
    Journal of Geophysical Research, vol. 103, no. D3, pp. 3463–3473, 1998
  8. A manufacturing system with general stationary failure process: stability and IPA of hedging control policies
    IEEE Transactions on Automatic Control, vol. 42, no. 2, pp. 155–170, 1997
  9. Stability of nonlinear Hawkes processes
    The Annals of Probability, vol. 24, no. 3, pp. 1563–1588, 1996
  10. Maximal coupling Rare Perturbation Analysis with a random horizon
    Discrete Event Dynamic Systems: Theory and Applications, vol. 5, no. 4, pp. 319–342, 1995
  11. Imbedded construction of stationary sequences and point processes with a random memory
    Queueing Systems, vol. 17, no. 1-2, pp. 213–234, 1994
  12. Stationary IPA estimates for nonsmooth G/G/1/? functionals via palm inversion and level-crossing analysis
    Discrete Event Dynamic Systems: Theory and Applications, vol. 3, no. 4, pp. 347–374, 1993
  13. Forecasting heavy rainfall from rain cell motion using radar data
    Journal of Hydrology, vol. 142, no. 1-4, pp. 373–389, 1993
  14. Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem
    ACM Transactions on Modeling and Computer Simulation, vol. 3, no. 2, pp. 134–161, 1993
  15. Virtual Customers in Sensitivity and Light Traffic Analysis via Campbell's Formula for Point Processes
    Advances in Applied Probability, vol. 25, no. 1, p. 221, 1993
  16. Event and Time Averages: A Review
    Advances in Applied Probability, vol. 24, no. 2, p. 377, 1992
  17. On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
    Queueing Systems, vol. 10, no. 3, pp. 249–269, 1992
  18. Maximal coupling and rare perturbation sensitivity analysis
    Queueing Systems, vol. 11, no. 4, pp. 307–333, 1992
  19. Characteristics of queueing systems observed at events and the connection between stochastic intensity and palm probability
    Queueing Systems, vol. 5, no. 1-3, pp. 99–111, 1989
  20. An averaging principle for filtering a jump process with point process observations
    IEEE Transactions on Information Theory, vol. 34, no. 3, pp. 582–586, 1988
  21. SIAM Journal on Control and Optimization, vol. 17, no. 2, Article ID 0317017, 1979
  22. Changes of filtrations and of probability measures
    Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol. 45, no. 4, pp. 269–295, 1978
  23. Streams of a M/M/1 feedback queue in statistical equilibrium
    Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol. 45, no. 1, pp. 21–33, 1978
  24. Bang-Bang Controls of Point Processes
    Advances in Applied Probability, vol. 8, no. 2, p. 385, 1976