Nikolaos LIMNIOS   Professor  Version française

Professional Address

Stochastic processes: Diffusion and Poisson Approximation

Statistical Inference for Stochastic processes

Semi-Markov Processes

Reliability, Bioinformatics, Insurance and Finance

    Editorial Board of the Journals

        - Communications in Statistics: Theory and Methods

             - Communications in Statistics: Simulation and Computation

            V. Barbu, N. Limnios
            Semi-Markov Chains and Hidden Semi-Markov Models toward Applications: Their use in Reliability and DNA Analysis
            Series: Lecture Notes in Statistics , Vol. 191, 2008, Springer

            A. Wilson, N. Limnios, S. Keller-McNulty, Y. Armijo  (Eds),
            Modern Statistical and Mathematical Methods in Reliability
            World Scientific, 2005, Singanpur.

            M. Nikulin,  N. Balakrishnan, M. Mesbah, N. Limnios  (Eds),
            Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis and Quality of Life
            Birkhauser, 2004, Boston.

       V. S. Korolyuk, N. Limnios, ``Average and diffusion approximation for evolutionary systems in an asymptotic
       split phase space'', Ann. Appl. Probab., 2004, 14(1), 486-516.

       N. Limnios, ``A functional central limit theorem for the empirical estimatior of a semi-Markov kernel'',
       J. Nonparametric Statist.., 2004, 16(1-2), pp 13-18.

       V. S. Korolyuk, N. Limnios, ``Semi-Markov random walk in Poisson approximation scheme'',
       Communications on Statistics - Theory and Methods., 2004,  33(3), 507-516.

       V. Girardin, N. Limnios, ``Entropy rate and maximum entropy methods for countable semi-Markov chains'',
       Communications on Statistics - Theory and Methods., 2004, 33(3), 609-622.

      M. Boussemart, N. Limnios, ''Markov decision processes with asymptotic average failure rate constraint'',  
       Communications on Statistics - Theory and Methods.,  2004, 33(7), 1689-1714.

      N. Limnios, M. Mesbah,  A. Sadek, ''A new index for longitudinal quality of life: modelling and estimation'', 
       Environmetrics, 2004, 15,  483-490.

      V.S. Korolyuk, N. Limnios, ``Diffusion Approximation of Evolutionary Systems with Equilibrium in Asymptotic
      Split Phase Space'',  Theory of Probability and Mathematical Statistics, 2005, 70, 71-82.

       V. Barbu, M. Boussemart, N. Limnios, ''Discrete time semi-Markov processes for reliability and survival analysis'',
       Communications on Statistics - Theory and Methods., 2004, 33(11), 2833-2868.

      V.S. Korolyuk, N. Limnios, ``Lévy approximation of increment processes with Markov switching'',
       Stochastics and Stochastic Reports, 2004, 76(5),  383-394.

      V.S. Korolyuk, N. Limnios, ``Poisson Approximation of Increment Procesess with Markov switching'',
       (SIAM) Theory Probability Applications, 2005, 49(4), 629-644.

       V. S. Korolyuk, N. Limnios, ``Diffusion Approximation with Equilibrium of Evolutionary Systems Switched
       by Semi-Markov Processes'', Uktrainian Mathematical Journal, 2005, 27(9), 1253-1260

      A. Sadek, N. Limnios, ''Nonparametric estimation of reliability and survival function for continuous-time finite
      Markov processes'',  J. Statistical Planning and Inference,  2005, 133, 1-21.

       N. Limnios, B. Ouhbi, A. Sadek, ''Empirical Estimator of Stationary Distribution for Semi-Markov Processes''
       Communications on Statistics - Theory and Methods., 2005, 34(4), 987-995.

       V. Girardin, N. Limnios, "Entropy for semi-Markov  processes with Borel state spaces: asymptotic equirepartition
        properties and invariance principles", Bernoulli, 2006, 12(3), 515-533.

       V. Barbu, N. Limnios, ''Maximum likelihood estimation for hidden semi-Markov models'',
       CRAS, 2006, 342(3), 201-205.

       N. Limnios, ''Estimation of the stationary distribution of semi-Markov processes with Borel state space'',
       Statist. Probab. Let.,  2006, 76, 1536-1542.

       N. Limnios, B. Ouhbi, ''Nonparametric estimation of some important indicators in reliability for semi-Markov processes''
         Statistical Methodology, 3(4), 2006, 341-350.

       V. Barbu, N. Limnios, ''Nonparametric estimation for discret time semi-Markov processes with applications in reliability'',
       J. Nonparametric Statist., 18(7-8), 2006, 483-498.

       J. Chiquet, N. Limnios, "Estimating stochastic dynamical systems driven by a continuous-time jump Markov process",
        Methodol. Comput. Appl. Probab., 8, 2006, 431-447.

       O. Chryssaphinou, M. Karaliopoulou, N. Limnios ''On discrete time semi-Markov chains and applications in words occurrences''
       Communication in Statistics - Theory and Methods, 37(8), 2008, 1306-22.

       V. S. Koroliuk, N. Limnios, ''First integrals in the diffusion approximation scheme''
       Applied Mathematics Letters, 21(3), 2008, 227-231.

       Y. Chabaniuk, V. S. Koroliuk, N. Limnios, ''Fluctuation of stochastic systems with average equilibrium point'',
       C. R. Acad. Sci. Paris, Ser. I, 335 (2007), 405--510.

        J. Chiquet, N. Limnios, M. Eid,  ''Piecewise deterministic Markov processes applied to fatigue crack growth modelling'',
        J. Statist. Plann. Inf., 139, 2009, 1657-1667.

        J. Chiquet, N. Limnios, ''A method to compute the reliability  of a piecewise deterministic Markov process'',
        Statist. Probab. Let.., 78, 2008, 1397-1403.

        V. S. Koroliuk, V.V. Koroliuk, N. Limnios, ''Queuing systems with semi-Markov flow in the average and diffusion approximation
        schemes'', Meth. Comput. Appl. Probab., 11, 2009, 201-209.

       S. Trevezas, N. Limnios, ''Variance Estimation in the Central Limit
       Theorem for Markov Chains'', J. Statist. Plann. Inf., 139(7), 2009, 2242-2253

        S. Malefaki, S. Trevezas, N. Limnios, ''An EM and a stochastic version EM algorithm for nonparametric hidden semi-Markov  models'',
        Communication in Statistics - Computing & Silulation (to appear).

Encyclopedias:

       V. S. Koroliuk, N. Limnios, ''Random evolutions'',
       In Encyclopedia of Statistical Sciences, Wiley, 2007.

       V. S. Koroliuk, N. Limnios, ''Random evolutions toward applications'',
       In Encyclopedia of Statistics in Quality and Reliability, Wiley 2008.

       V. Barbu, N. Limnios, ''Reliability of semi-Markov systems in discrete time:
       modeling and estimation'', In Handbook in Performability, K.B. Misra (Ed), Springer, 2008.

       N. Limnios, ''Semi-Markov processes and hidden models'',
       In Encyclopedia of  Operations Research and Management  Science, Wiley, 2009.