Дисертації з теми "Filtrations à temps discret"
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Ceillier, Gaël. "Filtrations à temps discret." Grenoble, 2010. http://www.theses.fr/2010GRENM087.
Повний текст джерелаStandardness is an important invariant in the theory of filtrations indexed by negative integer times. The main purpose of this thesis is to determine whether some filtrations are standard or not. We first focus on the filtrations of split-word processes, introduced and studied by Smorodinsky and by Laurent. We prove that Laurent's sufficient condition for non standardness is also necessary. This yields a practical criterion of standardness. In turn, this criterion enables us to exhibit non standard filtrations which become standard when time is accelerated by omitting infinitely many instants of time. Secondly, we study the natural filtrations of stationary processes on finite state-spaces. Recently Bressaud et al. \ provided a sufficient condition for the natural filtration of such a process (Xk)k to be standard when the state-space has size 2. Their condition involves the conditional laws p(⋅|x) of X0 conditionally on (Xk)k≤−1=x and controls the influence of the remote past of the process on its present X0. Bressaud and al. \ measure the maximal strength of this influence. We provide sufficient conditions for standardness based on some average gaps between these conditional laws, instead of the maximal gaps
Laurent, Stéphane. "Filtrations à temps discret négatif." Université Louis Pasteur (Strasbourg) (1971-2008), 2004. https://publication-theses.unistra.fr/public/theses_doctorat/2004/LAURENT_Stephane_2004.pdf.
Повний текст джерелаNikeghbali, Cisakht Ashkan. "Temps aléatoires, filtrations et sousmartingales : quelques développements récents." Paris 6, 2005. http://www.theses.fr/2005PA066341.
Повний текст джерелаKchia, Younes. "Semimartingales et Problématiques Récentes en Finance Quantitative." Phd thesis, Ecole Polytechnique X, 2011. http://pastel.archives-ouvertes.fr/pastel-00635436.
Повний текст джерелаMagnin, Morgan. "Réseaux de Petri à chronomètres : temps dense et temps discret." Nantes, 2007. http://archive.bu.univ-nantes.fr/pollux/show.action?id=006a7b1c-26bd-451f-a65a-1ee889ff0f4c.
Повний текст джерелаIn this thesis, we compare the dense-time and discrete-time approaches for the verification real time systems modelled with an extension of time Petri nets, namely stopwatch Petri nets. In dense-time semantics, time is considered as a dense quantity while, in discrete-time semantics, it is considered as a discrete variable. The physical systems (the processes) follow a dense-time evolution. The observation of the process is however usually performed through an IT command system which pilots it only at some peculiar instants (digitalization or periodic observations). In addition, the command system is composed of tasks that are executed on one (or many) processor(s) for which physical time is discrete. Dense-time thus leads to an over-approximation of the IT system. The major advantage of dense-time lies in the symbolic abstractions it offers: they are easy to put into application and they avoid the combinatorial explosion of states. First we improved the dense-time state space computation of stopwatch Petri nets. We then established a complete classification of discrete-time models in terms of expressivity and decidability results. We proposed an efficient enumerative procedure for computing the state space of discrete-time nets. As every enumerative method, it however suffers from the combinatorial explosion of the number of states. That is why we finally focused on a symbolic method for computing the state space of discrete-time models by extending to discrete-time semantics the techniques usually applied for dense-time models
Dauphin, Gabriel. "Application des représentations diffusives à temps discret." Phd thesis, Télécom ParisTech, 2001. http://tel.archives-ouvertes.fr/tel-00005780.
Повний текст джерелаLe première partie consiste en la mise en place des représentations diffusives à temps discret. Certains filtres non-relationnels, notamment les différences frationnaires, sont une agrégation continue de dynamiques purement amorties. Les représentations diffusives s'appliquent à toutes les discrétisations de l'intégration fractionnaire y compris celles pour lesquelles la fonction de transfert n'est pas connue analytiquement. Les filtres diffusifs peuvent être réalisés par un système de dimension infinie. Cette structure est un cadre adapté à l'approximation par un filtre relationnel, à l'analyse asymptotique aux temps longs et à l'élaboration d'un critère de dissipativité.
La deuxième partie consiste à appliquer ces outils pour l'étude des couplages formés de filtres diffusifs et de filtres rationnels positifs. L'application d'un critère de Nyquist prouve la stabilité énergétique. Ces couplages sont en fait la somme d'une partie entière et d'une partie diffusive, ce résultat de décomposition montre que certains couplages sont stables EBSB (entrée-bornée, sortie-bornée). La dissipativité de la réalisation diffusive ainsi que le lemme de Kalman-Yacubovich-Popov montrent notamment la stabilité interne de ces couplages ; une démonstration originale du caractère asymptotique de la stabilité interne est ainsi proposée. Les approches utilisées pour prouver ces stabiblités permettent une analyse asymptotique aux temps longs.
Bracquemond, Cyril. "Modélisation stochastique du vieillissement en temps discret." Phd thesis, Grenoble INPG, 2001. http://tel.archives-ouvertes.fr/tel-00004670.
Повний текст джерелаHarnpanichpun, Niruhn. "Reseaux de files d'attente a temps discret." Paris 6, 1994. http://www.theses.fr/1994PA066147.
Повний текст джерелаNguenamadji, Orntangar. "Dynamique walrasienne en temps discret avec myopie." Paris 1, 2011. http://www.theses.fr/2011PA010071.
Повний текст джерелаDauphin, Gabriel. "Application des représentations diffusives au temps discret." Paris, ENST, 2001. https://pastel.archives-ouvertes.fr/tel-00005780.
Повний текст джерелаDauphin, Gabriel. "Application des représentations diffusives au temps discret /." Paris : École nationale supérieure des télécommunications, 2002. http://catalogue.bnf.fr/ark:/12148/cb38946293p.
Повний текст джерелаPereira, Das Chagas Thiago. "Stabilisation d'orbites périodiques pour des systèmes en temps discret et en temps continu." Phd thesis, Université Paris Sud - Paris XI, 2013. http://tel.archives-ouvertes.fr/tel-00846887.
Повний текст джерелаAhnani, Mohamed. "Modèles de valorisation d'options exotiques : réflexions en temps continu et en temps discret." Paris 9, 1999. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1999PA090023.
Повний текст джерелаSouchet, Sandie. "Estimation paramétrique d'une diffusion ergodique observée à temps discret." Phd thesis, Université Panthéon-Sorbonne - Paris I, 1999. http://tel.archives-ouvertes.fr/tel-00276933.
Повний текст джерелаChapitre 1 : Schémas de discrétisation anticipatifs et estimation du paramètre de dérive d'une diffusion.
Pour estimer le paramètre de dérive d'une diffusion unidimensionnelle ergodique observée à pas d>0 et fixé, on construit des contrastes basés sur des schémas d'approximation anticipatifs (schéma du trapèze et de Simpson) couplés à la méthode d'estimation des moments généralisés. Les estimateurs obtenus présentent des biais d'estimation en d**2 pour le schéma du trapèze et en d**4 pour le schéma de Simpson. L'efficacité asymptotique est par ailleurs préservée à un facteur (1+O(d)) près.
Chapitre 2 : Schéma d'approximation adapté à l'ordre p et estimation de la dérive d'une diffusion.
Pour estimer le paramètre de dérive d'une diffusion ergodique observée à pas d, nous approximons la vraisemblance exacte de l'échantillon par celle d'un processus gaussien dont l'espérance conditionnelle est approchée à l'ordre d**p. L'estimateur obtenu est asymptotiquement biaisé. Ce biais est explicite et est de l'ordre de d**p. L'efficacité asymptotique est par ailleurs préservée à un facteur près.
Chapitre 3 : Estimation du paramètre de dérive d'une diffusion sous des conditions d'irrégularité de la dérive.
Le problème étudié est l'analogue de celui étudié par Chan pour les AR à seuil (Threshold, Ann. Stat. 1993). Ici, le temps n'est plus discret mais continu. La dérive de la diffusion est continue, mais à dérivées discontinues en un seuil r. Le problème étudié est celui de l'estimation de ce seuil r. Si le pas d'observation d_n tend vers 0 et si T=n*d_n tend vers l'infini, l'estimateur des Moindres carrés (associé au schéma d'Euler ) de r est consistant. Si de plus n*(d_n)**3 tend vers 0, il y a normalité asymptotique à une vitesse standard.
Chapitre 4 : Estimation d'un CAR(p) incomplètement observé à partir des équations de Yule-Walker.
Un travail de Hyndman (JTSA, 93) présente les équations de Yule-Walker pour un CAR(p), X, (qui est aussi une diffusion p-dimensionnelle, Y=(X, X(1),...,X(p-1))) et l'estimation des paramètres déduite sur la base de ces équations et de l'observation complète de Y (temps continu et observation des p-composantes de Y). Adoptant une méthodologie identique, nous étudions ce problème d'estimation lorsque l'on ne dispose que de l'observation de X, la première composante de Y, et ceci à des instants discrets (au pas d). Nous proposons
un estimateur convergent des paramètres à un biais près de l'ordre de d.
Chapitre 5 : Precision of systematic sampling and transitive methods.
Nous proposons une méthode d'estimation dérivée des méthodes transitives utilisées notamment dans le domaine de la stéréologie. Cette méthode permet d'estimer l'écart quadratique moyen d'estimateurs empiriques construits à partir d'un échantillonnage systématique.
Ben, Amor Selwa. "Observation et commande de systèmes non linéaires temps-discret." Lyon 1, 1997. http://www.theses.fr/1997LYO10124.
Повний текст джерелаNgo, Thoi-Nhan. "Contrôle optimal en temps discret et en horizon infini." Thesis, Paris 1, 2016. http://www.theses.fr/2016PA01E062/document.
Повний текст джерелаThis thesis contains original contributions to the optimal control theory in the discrete-time framework and in infinite horizon following the viewpoint of Pontryagin. There are 5 chapters in this thesis. In Chapter 1, we recall preliminary results on sequence spaces and on differential calculus in normed linear space. In Chapter 2, we study a single-objective optimal control problem in discrete-time framework and in infinite horizon with an asymptotic constraint and with autonomous system. We use an approach of functional analytic for this problem after translating it into the form of an optimization problem in Banach (sequence) spaces. Then a weak Pontyagin principle is established for this problem by using a classical multiplier rule in Banach spaces. In Chapter 3, we establish a strong Pontryagin principle for the problems considered in Chapter 2 using a result of Ioffe and Tihomirov. Chapter 4 is devoted to the problems of Optimal Control, in discrete time framework and in infinite horizon, which are more general with several different criteria. The used method is the reduction to finite-horizon initiated by J. Blot and H. Chebbi in 2000. The considered problems are governed by difference equations or difference inequations. A new weak Pontryagin principle is established using a recent result of J. Blot on the Fritz John multipliers. Chapter 5 deals with the multicriteria optimal control problems in discrete time framework and infinite horizon. New weak and strong Pontryagin principles are established, again using recent optimization results, under lighter assumptions than existing ones
Djeridane, Badis. "Sur la commandabilité des systèmes non linéaires à temps discret." Phd thesis, Université Paul Sabatier - Toulouse III, 2004. http://tel.archives-ouvertes.fr/tel-00009518.
Повний текст джерелаOliu-Barton, Miquel. "Jeux dynamiques à information incomplète en temps discret et continu." Paris 6, 2013. http://www.theses.fr/2013PA066486.
Повний текст джерелаIn this dissertation we study several aspects of two-player zero-sum games. Morespecifically, we are concerned with problems related to information and dynamics, both indiscrete and continuous time games. The manuscript is divided in two parts. The first part is devoted to discrete-time models such as stochastic games, introduced by Shapley (1953), repeated games with incomplete information on two sides, first studied by Aumann, Maschler and Stearns (1995, originally in 1967-68) and the general model of repeated games proposed by Mertens, Sorin et Zamir (1994). First, we provide a new proof of the convergence of the discounted values of stochastic games. Then, in the context of games with incomplete information, we extend the duality techniques of De Meyer (1996) to games where the players’ information is correlated. This result is used to establish exact recursive formulae in the two dual games, one for each player, in repeated games with incomplete information. One deduces then the construction of optimal, Markovian strategies in these games. Next, we prove the convergence (via two different approaches) of the values as the weight of each period goes to zero, to the unique solution of the system of functional equations of Mertens and Zamir (1971). Finally, we obtain the existence of the uniform value in repeated games with a more informed controller. This is a general repeated game in which one player is more informed than his opponent and controls the evolution of the information about the state. The second part deals with continuous-time models, such as optimal control problems and differential games. In a first paper, we study optimal control problems with both finite and infinite horizons. A Tauberian theorem is obtained in this framework. Second, we provide a short proof of the existence of the value in differential games, based on the construction of “extremal aiming” strategies, as in Krasovskii and Subbotin (1988). Last, we prove the existence and provide a characterization of the value function for differential games with incomplete information on both sides, extending the results from Cardaliaguet (2007) to the dependent case
MAES, JULES. "Statistique non parametrique des processus dynamiques reels en temps discret." Paris 6, 1999. http://www.theses.fr/1999PA066316.
Повний текст джерелаSouchet, Sandie. "Estimation des paramètres d'une diffusion ergodique observée à temps discret." Paris 1, 1999. http://www.theses.fr/1999PA010035.
Повний текст джерелаMa, Yutao. "Grandes déviations et concentration convexe en temps continu et discret." La Rochelle, 2007. http://www.theses.fr/2007LAROS181.
Повний текст джерелаNõmm, Sven. "Réalisation et identification des systèmes non linéaires en temps discret." Nantes, 2004. http://www.theses.fr/2004NANT2066.
Повний текст джерелаThe majority of techniques for the analysis, modeling and control design of nonlinear discrete-time systems are based on classical state space form. By the way there is large variety of sophisticated results achieved in parameter identification of input-output systems. In spite of advances in both fields there is a great gap between the two, namely, while the parameters of model can be precisely identified by some identification technique, the model structure itself does not always admit a classical state-space realization, which makes it highly undesirable for further analysis and control design. The major contributions of the present work are made in solving the realization problem in terms of the structural properties of certain subclasses of systems and in the definition and characterization of different notions of identifiability. Also the problems of the reduction and input-output decoupling by static output feedback have been solved. An algebraic framework adapted to the problems of system analysis, modeling and control design were used as a main tool of the research. Linearization techniques were used as an approach for power consumption management for the power amplifier of mobile devices in telecommunications
Crouzy, Serge. "Méthodes d'analyse des signaux de Patch-Clamp à temps discret." Grenoble INPG, 1989. http://www.theses.fr/1989INPG0005.
Повний текст джерелаGeorgiadis, Stylianos. "Estimation des systèmes semi-markoviens à temps discret avec applications." Thesis, Compiègne, 2013. http://www.theses.fr/2013COMP2112/document.
Повний текст джерелаThe present work concerns the estimation of a discrete-time system whose evolution is governed by a semi-Markov chain (SMC) with finitely many states. We present the invariance principle in a multidimensional form for the semi-Markov kernel (SMK) and some associated measures of the process. Afterwards, we study the nonparametric estimation of the stationary distribution of the SMC, considering two different estimators, and we prove that they hold the same asymptotic behavior. We introduce also the first hitting probability. We propose an estimator and study its asymptotic properties : the strong consistency and the asymptotic normality. On the other hand, we focus on the study of the dependability of semi-Markovsystems. We introduce the interval reliability whose special cases are the reliability and the availability measures and we study the asymptotic properties of a proposed estimator. Moreover, we present a comparison of nonparametric estimation for various reliability measures based on two estimators of the SMK, realizing a unique trajectory and multiple independent observations.Furthermore, this work provides results on the discrete-time semi-Markov case with general state space. We evaluate the average and diffusion approximation of Markov renewal chains. Finally, we are also interested in another class of processes for which we obtain results in the framework of queueing systems. We establish the average approximationfor the Engset model in continuous time and we apply this result to retrial queues
Leblanc, Frédérique. "Estimation par ondelettes de la densité marginale d'un processus stochastique : temps discret, temps continu et discrétisation." Paris 6, 1995. http://www.theses.fr/1995PA066369.
Повний текст джерелаHuber, Olivier. "Analyse et implémentation du contrôle par modes glissants en temps discret." Thesis, Université Grenoble Alpes (ComUE), 2015. http://www.theses.fr/2015GREAT042.
Повний текст джерелаSliding Mode Control is a control technique with a long history, with research efforts dating back to the 50's. The basic idea is to define the control input as a discontinuous function of the sliding variable, which solely depends on the state, and to constraint the system to evolve on a manifold, hence the term sliding. Over the years a strong theory was build around this technique, but only in continuous time. In our context, this means that control input value can change value at any time. The discrete-time case is when the control input can only change at isolated time instants and the dynamical system on which the control is still a continuous-time process. The control input is therefore a step function. This case appears when the controller is digitally implemented, for instance with the help of a microcontroller. This kind of setup is nowadays ubiquitous in benchmarks and industrial applications. One of the main limitation of the applicability of sliding mode control is the chattering phenomenon that is witnessed when this control technique is applied in practice, but already in simulations. In contrast to previous approaches, we single out the chattering that is already witnessed in simulation, even with no disturbance and with perfect knowledge of the dynamics. This is called the numerical chattering and one of its distinct feature is the constant chattering, or high-frequency bang-bang behavior, of the control input. This naturally induces a chattering of the sliding variable. The claim that this type of chattering is usually predominant and that it is due to a bad discretization of the signum multifunction. The approach developed in this work was inspired by the research effort in the nonsmooth mechanical to properly simulate some systems like those with dry friction and/or unilateral constraints. The main point is to discretize the signum in an implicit fashion, that is its argument is the value of the sliding variable at the end of the next sampling period. With this change, the numerical chattering can be removed in the simplest cases, largely attenuated. The research effort was focused on classical sliding mode controller, rather than the higher order ones. The frameworks used to perform the analysis are convex analysis and variational inequalities. This discrete-time controller enjoys several interesting theoretical properties. First it is finite-time Lyapunov stable: the sliding variable goes to 0 in finite-time. The discrete-time control input converges to the continuous-time one as the sampling period goes to 0. The control action also attenuates the effect of matched perturbations. Also the increase of the gain of the controller does not affect the performances when the system is sliding. The twisting controller can be discretized in the same way and is also finite-time Lyapunov stable. This good theoretical properties have been verified in simulations, but also on experimental setups. Two tests were conducted: the first one on an electropneumatic system, where both the classical first-order sliding mode controller and the twisting algorithm were tested. The objective was to track a reference trajectory. The second one was an inverted pendulum on a cart with only the classical SMC. The goal was to stabilize the system at the unstable equilibrium. The analysis from the data collected during those experiments shows that the proposed controllers perform better than the their explicitly discretized versions. The performances are better and the chattering is effectively reduced
Pegoraro, Fulvio. "Modèles à facteurs en temps discret pour la valorisation d'actifs financiers." Paris 9, 2006. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=2006PA090063.
Повний текст джерелаThe general purpose of this thesis is to propose a discrete time dynamic modelling of several financial asset and commodity prices : stock options, zero-coupon bonds, coupon bonds, interest rate derivatives (swaps, caps, floors, options on zero-coupon), forward and futures contracts written on financial assets or commodities, options on forward and futures. These models can be applied to price derivatives, to forecast asset prices and returns, or to build hedging strategies. The proposed models are characterized by the following important common features : the definition of the factors, the specification of the historical factor dynamics, the introduction of a Stochastic Discount Factor, the imposition of absence of arbitrage restrictions, the derivation of the risk-neutral dynamics and asset pricing formulas, and the statistical inference on model parameters
Montano, Duran Alejandro Julián. "Sur la commande adaptative des systèmes non linéaires en temps discret." Grenoble INPG, 1989. http://www.theses.fr/1989INPG0030.
Повний текст джерелаGasmi, Noussaiba. "Observation et commande d'une classe de systèmes non linéaires temps discret." Thesis, Université de Lorraine, 2018. http://www.theses.fr/2018LORR0177/document.
Повний текст джерелаThe analysis and synthesis of dynamic systems has undergone significant development in recent decades, as illustrated by the considerable number of published works in this field, and continue to be a research theme regularly explored. While most of the existing work concerns linear and nonlinear continuous-time systems, few results have been established in the discrete-time case. This thesis deals with the observation and control of a class of nonlinear discrete-time systems. First, the problem of state observer synthesis using a sliding window of measurements is discussed. Non-restrictive stability and robustness conditions are deduced. Two classes of discrete time nonlinear systems are studied: Lipschitz systems and one-side Lipschitz systems. Then, a dual approach was explored to derive a stabilizing control law based on observer-based state feedback. The conditions for the existence of an observer and a controller stabilizing the studied classes of nonlinear systems are expressed in term of LMI. The effectiveness and validity of the proposed approaches are shown through numerical examples
Bedini, Matteo. "Information on a default time : Brownian bridges on a stochastic intervals and enlargement of filtrations." Thesis, Brest, 2012. http://www.theses.fr/2012BRES0032.
Повний текст джерелаIn this PhD thesis the information process concerning a default time τ in a credit risk model is described by a Brownian bridge over the random time interval [0, τ]. Such a bridge process is characterised as to be a more adapted model than the classical one considering the indicator function I[0,τ]. After the study of related Bayes formulas, this approach of modelling information concerning the default time is related with other financial information. This is done with the help of the theory of enlargement of filtration, where the filtration generated by the information process is enlarged with a reference filtration modelling other information not directly associated with the default. A particular attention is paid to the classification of the default time with respect to the minimal filtration but also with respect to the enlarged filtration. Sufficient conditions under which τ is totally inaccessible are discussed, but also an example is given of a τ avoiding the stopping times of the reference filtration, which is totally inaccessible with respect to its own filtration and predictable with respect to the enlarged filtration. Finally, common financial contracts like defaultable bonds and credit default swaps are considered in the above described settings
Lambert-Lacroix, Sophie. "Fonction d'autocorrélation partielle des processus à temps discret non stationnaires et applications." Phd thesis, Université Joseph Fourier (Grenoble), 1998. http://tel.archives-ouvertes.fr/tel-00004893.
Повний текст джерелаToldo, Sandrine. "Convergence de filtrations ; application à la discrétisation de processus et à la stabilité de temps d'arrêt." Phd thesis, Université Rennes 1, 2005. http://tel.archives-ouvertes.fr/tel-00011277.
Повний текст джерелаBréhonnet, Cloastre Pascale. "Modélisation et réduction de systèmes à temps discret via une matrice de Gram." Brest, 1993. http://www.theses.fr/1993BRES2029.
Повний текст джерелаBouazza, Kheir-Eddine. "Commande basée sur des observateurs pour les systèmes non-linéaires en temps discret." Nancy 1, 2004. http://www.theses.fr/2004NAN10171.
Повний текст джерелаResearch activities presented in this thesis concerne the stabilisation, with obserber-based controllers, of discrete-time nonlinear systems. The approach which we proposed doesn't require a particular structure of the output contrary to the methods based on the the passivity theory. Unlike the jurdjevic-quinn method, it doesn't need the stability of the free dynamics. A lyapunov function common to a great number of systems is used for the analysis of stability. Moreover it has the advantage of being simply implementable. Using the results established previously, synthesis of a control law based on an extended kalman observer was given. The third section presents an observer based controller which stabilizes globally exponentially a class of nonlinear systems. An extension to delay systems was established. In the last section, we present a simple conditions in linear matrix inequalities form, which stbilizes asymptotically a large class of delay nonlinear systems. Some other conditions allowing the synthesis of observers for different classes of nonlinear systems were presented
Monnerie, Guillaume. "Etude et modélisation de sources de bruit dans les structures à temps discret." Bordeaux 1, 2005. http://www.theses.fr/2005BOR12996.
Повний текст джерелаKaâniche, Mohamed. "Modèle hyperexponentiel en temps continu et en temps discret pour l'évaluation de la croissance de la sûreté de fonctionnement." Phd thesis, Institut National Polytechnique de Toulouse - INPT, 1992. http://tel.archives-ouvertes.fr/tel-00142181.
Повний текст джерелаmodélisation et l'évaluation de la croissance de fiabilité et de la croissance de disponibilité des
systèmes informatiques. Nous considérons deux types de représentation du comportement des
systèmes : d'abord, en fonction du temps, et ensuite en fonction du nombre d'exécutions effectuées.
Les travaux présentés dans ce mémoire s'articulent autour de deux modèles de croissance de fiabilité : le
modèle hyperexponentiel en temps continu et le modèle hyperexponentiel en temps discret. Pour
chacun de ces deux modèles, nous étudions d'abord, le cas d'un système mono-composant, puis nous
considérons le cas d'un système multi-composant qui est tel que la croissance de fiabilité de chacun de
ses composants est représentée par un modèle hyperexponentiel. Le modèle hyperexponentiel en
temps discret est également utilisé pour prendre en compte certaines caractéristiques de
l'environnement d'utilisation du logiciel dans l'évaluation de son comportement tel qu'il est perçu
dans le temps par ses utilisateurs dans chacun des environnements dans lequel il est mis en oeuvre.
Paszkiewicz, Daroslaw P. "Commande des procédés non linéaires en temps continu et en temps discret application à un réacteur chimique de neutralisation /." Grenoble 2 : ANRT, 1987. http://catalogue.bnf.fr/ark:/12148/cb37608725k.
Повний текст джерелаSavéant, Pierre. "Raisonnement hypothetique et temps multiforme discret dans les systemes de production : etude et implementation." Paris 6, 1990. http://www.theses.fr/1990PA066684.
Повний текст джерелаAdam, Etienne. "Persistance et vitesse d'extinction pour des modèles de populations stochastiques multitypes en temps discret." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLX019/document.
Повний текст джерелаThis thesis is devoted to the mathematical study of stochastic modelds of structured populations dynamics.In the first chapter, we introduce a discrete time stochastic process taking into account various ecological interactions between individuals, such as competition, migration, mutation, or predation. We first prove a ``law of large numbers'': where we show that if the initial population tends to infinity, then, on any finite interval of time, the stochastic process converges in probability to an underlying deterministic process. We also quantify the discrepancy between these two processes by a kind of ``central limit theorem''. Finally, we give a criterion of persistence/extinction in order to determine the long time behavior of the process. This criterion highlights a critical case which will be studied in more detail in the following chapters.In the second chapter, we give a criterion for the possible unlimited growth in the critical case mentioned above. We apply this criterion to the example of a source-sink metapopulation with two patches of type source, textit{i.e.} the population of each patch goes to extinction if we do not take into account the migration. We prove that there is a possible survival of the metapopulation.In the third chapter, we focus on the behavior of our critical process when it tends to infinity. We prove a convergence in distribution of the scaled process to a gamma distribution, and in a more general framework, by also rescaling time, we obtain a distribution limit of a function of our process to the solution of a stochastic differential equation called a squared Bessel process.In the fourth and last chapter, we study hitting times of some compact sets when our process does not tend to infinity. We give nearly optimal bounds for the tail of these hitting times. If the process goes to extinction almost surely, we deduce from these bounds precise estimates of the tail of the extinction time. Moreover, if the process is a Markov chain, we give a criterion of null recurrence or positive recurrence and in the latter case, we obtain a subgeometric convergence of its transition kernel to its invariant probability measure
Boulkroune, Boulaïd. "Estimation de l'état des systèmes non linéaires à temps discret : Application à une station d'épuration." Phd thesis, Université Henri Poincaré - Nancy I, 2008. http://tel.archives-ouvertes.fr/tel-00347465.
Повний текст джерелаWeber, Philippe. "Diagnostic de procédé par l'analyse des estimations paramétriques de modèles de représentation à temps discret." Grenoble INPG, 1999. http://www.theses.fr/1999INPG0139.
Повний текст джерелаPantalos, Nikolaos. "Systemes non lineaires regulierement et singulierement perturbes; analyse et commande en temps continu et discret." Paris 11, 1991. http://www.theses.fr/1991PA112358.
Повний текст джерелаZozor, Steeve. "Sur la théorie de la résonance stochastique à temps discret et son application en détection." Grenoble INPG, 1999. http://www.theses.fr/1999INPG0170.
Повний текст джерелаMeyroneinc, Arnaud. "Réseaux de régulation génétiques et exclusion allélique : des modèles à temps discret linéaires par morceaux." Aix-Marseille 2, 2006. http://theses.univ-amu.fr.lama.univ-amu.fr/2006AIX22023.pdf.
Повний текст джерелаBoulkroune, Boulaïd Darouach Mohamed Zasadzinski Michel. "Estimation de l'état des systèmes non linéaires à temps discret Application à une station d'épuration /." S. l. : Nancy 1, 2008. http://www.scd.uhp-nancy.fr/docnum/SCD_T_2008_0136_BOULKROUNE.pdf.
Повний текст джерелаGuillard, Hervé. "Sur la commande h infini en temps discret et sous echantillonnage : une approche par espace d'etat." Paris 11, 1996. http://www.theses.fr/1996PA112033.
Повний текст джерелаZhao, Jing-Yun. "Méthode itérative de détermination de la commande quasi-optimale d'un processus non-linéaire à temps discret." Lille 1, 1990. http://www.theses.fr/1990LIL10187.
Повний текст джерелаRásonyi, Miklós. "Sur certains problèmes de la théorie d'arbitrage dans des modèles de marchés financiers en temps discret." Besançon, 2002. http://www.theses.fr/2002BESA2013.
Повний текст джерелаLaggoune, Nadhir. "Commande linéarisante et observation en temps continu et discret de certaines classes de systèmes non-linéaires." Lyon 1, 1987. http://www.theses.fr/1987LYO10142.
Повний текст джерелаLaggoune, Nadhir. "Commande linéarisante et observation en temps continu et discret de certaines classes de systèmes non-linéaires." Grenoble 2 : ANRT, 1987. http://catalogue.bnf.fr/ark:/12148/cb376068570.
Повний текст джерела