We reprove a result of J. Bergin on the continuity of the correspondences of probability measures on a product space with restricted marginals. The proof is based on some functorial properties of probability measures. It works also for arbitrary number of coordinate spaces and for non-metrizable...

Nous etablissons que toute suite d'observations issue d'un systeme dynamique faiblement bernoullien est une suite de realisations d'un processus stochastique ergodique presentant la propriete d'etre approximable par une suite de processus "beta"-melangeants. Sous des hypotheses additionnelles,...

Dans cet article, nous menons une inference bayesienne sur deux processus de vie et de mort a croissance lineaire. Nous considerons d'une part ceux d'immigration (voir Karlin & Taylor [11]) et ceux avec taille de population limitee (voir Kleinrock [13]).

This paper develops an extension of the Riemann sum techniques of Philippe (1997b) in the setup of MCMCC algorithms. It shows that the technique applies equally well to the output of these algorithms, with similar speeds of convergence which improve upon the regular estimator. The restriction on...

In facility layout problems, a major concern is the optimal design or remodeling of the facilities of an organization. The decision maker’s objective is to arrange the facility in an optimal way, so that the interaction among functions (i.e. machines, inventories, persons) and places (i.e....

Linear Methods are often used to compute approximate solutions to dynamic models, as these models often cannot be solved analytically. Linear methods are very popular, as they can easily be implemented. Also, they provide a useful starting point for understanding more elaborate numerical...

This paper develops a formal framework based on multivariate spectral techniques for assesssing the performance of multivariate dynamic models whose solution is approximated through simulation. The approach is especially suitable for models that focus on a particular frequency range , such as...

Galois connections (or residuated mapping) are of growing interest in various domains related with or relevant from Classification. Among their many uses, we select some topics related with modelization and aggregation of dissimilarities and conceptual classification. We partially revist them in...

We introduce the notion of a convex measure of risk, an extension of the concept of a coherent risk measure defined in Artzner et al. (1999), and we prove a corresponding extension of the representation theorem in terms of probability measures on the underlying space of scenarios. As a case...

Nous abordons dans ce cahier une autres facon de modeliser l'imprecision: la modelisation gaussienne. La modelisation gaussienne a pour principal interet, celui de n'utiliser que deux valeurs pour definir un nombre flou: le mode (qui est aussi la moyenne pour une distribution symetrique) et...