Sophie Mercier

Documents

Publications

	A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process Sophie Mercier , Carmen Sangüesa Metrika, 2023, 86 (1), pp.91-129. ⟨10.1007/s00184-022-00864-3⟩ Article dans une revue hal-03662102v1
	A model for stochastic dependence implied by failures among deteriorating components Emilio Casanova Biscarri , Sophie Mercier , Carmen Sangüesa Applied Stochastic Models in Business and Industry, inPress, ⟨10.1002/asmb.2831⟩ Article dans une revue hal-04288442v1
	On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function Sophie Mercier , Ghislain Verdier Applied Stochastic Models in Business and Industry, 2022, ⟨10.1002/asmb.2726⟩ Article dans une revue hal-03844979v1
	Two Reliability Acceptance Sampling Plans for Items Subject to Wiener Process of Degradation Ji Hwan Cha , Sophie Mercier Methodology and Computing in Applied Probability, 2022, 24, pp.1651-1668. ⟨10.1007/s11009-021-09879-1⟩ Article dans une revue hal-03268547v1
	STOCHASTIC COMPARISONS AND AGING PROPERTIES OF AN EXTENDED GAMMA PROCESS Zeina Al Masry , Sophie Mercier , Ghislain Verdier Journal of Applied Probability, 2021, 58 (1), pp.140-163. ⟨10.1017/jpr.2020.74⟩ Article dans une revue hal-02894591v1
	Poisson Generalized Gamma Process and Its Properties Ji Hwan Cha , Sophie Mercier Stochastics: An International Journal of Probability and Stochastic Processes, 2021, 93 (8), pp.1123-1140. ⟨10.1080/17442508.2020.1868469⟩ Article dans une revue hal-03085128v1
	Semiparametric estimate of the efficiency of imperfect maintenance actions for a gamma deteriorating system Gabriel Salles , Sophie Mercier , Laurent Bordes Journal of Statistical Planning and Inference, 2020, 206, pp.278-297. ⟨10.1016/j.jspi.2019.09.014⟩ Article dans une revue hal-02297709v1
	Trend-transformed independent vectors: construction and stochastic comparison results F. G Badía , Sophie Mercier , C. Sangüesa Statistics, 2020, 54 (4), pp.778-804. ⟨10.1080/02331888.2020.1803322⟩ Article dans une revue hal-02917652v1
	Extensions of the Generalized Pólya Process Francisco Germán Badía , Sophie Mercier , Carmen Sangüesa Methodology and Computing in Applied Probability, 2019, 21 (4), pp.1057-1085. ⟨10.1007/s11009-018-9663-y⟩ Article dans une revue hal-01861268v1
	Transformed Lévy processes as state-dependent wear models Ji Hwan Cha , Sophie Mercier Advances in Applied Probability, 2019, 51 (2), pp.468-486. ⟨10.1017/apr.2019.21⟩ Article dans une revue hal-02063966v1
	Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system Sophie Mercier , I. T. Castro European Journal of Operational Research, 2019, 273 (1), pp.237-248. ⟨10.1016/j.ejor.2018.06.020⟩ Article dans une revue hal-01812028v1
	Generalized method of moments for an extended gamma process Zeina Al Masry , Sophie Mercier , Ghislain Verdier Communications in Statistics - Theory and Methods, 2018, 47 (15), pp.3687-3714. ⟨10.1080/03610926.2017.1361988⟩ Article dans une revue hal-01576969v1
	A bivariate failure time model with random shocks and mixed effects Sophie Mercier , Ha Pham Journal of Multivariate Analysis, 2017, 153, pp.33-51. ⟨10.1016/j.jmva.2016.09.008⟩ Article dans une revue hal-01361399v1
	Modelling and numerical assessment of a maintenance strategy with stock through Piecewise Deterministic Markov Processes and Quasi Monte Carlo methods Jeanne Demgne , Sophie Mercier , William Lair , Jérôme Lonchampt Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2017, 231 (4), pp.429-445. ⟨10.1177/1748006X17712121⟩ Article dans une revue hal-01576962v1
	Approximate simulation techniques and distribution of an extended Gamma process Zeina Al Masry , Sophie Mercier , Ghislain Verdier Methodology and Computing in Applied Probability, 2017, 19 (1), pp.213-235. ⟨10.1007/s11009-015-9474-3⟩ Article dans une revue hal-01247062v1
	Performance measures for a deteriorating system subject to imperfect maintenance and delayed repairs I. T. Castro , Sophie Mercier Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2016, 230 (4), pp.364-377. ⟨10.1177/1748006X16641789⟩ Article dans une revue hal-01331121v1
	A random shock model with mixed effect, including competing soft and sudden failures, and dependence Sophie Mercier , H.H. Pham Methodology and Computing in Applied Probability, 2016, 18 (2), pp.377-400. ⟨10.1007/s11009-014-9423-6⟩ Article dans une revue hal-01059774v1
	Partially observed competing degradation processes: modeling and inference Laurent Bordes , Sophie Mercier , Emmanuel Remy , Emilie Dautrême Applied Stochastic Models in Business and Industry, 2016, ⟨10.1002/asmb.2187⟩ Article dans une revue hal-01355043v1
	A condition-based imperfect replacement policy for a periodically inspected system with two dependent wear indicators Sophie Mercier , Ha Pham Applied Stochastic Models in Business and Industry, 2014, ⟨10.1002/asmb.2011⟩ Article dans une revue hal-00984779v1
	On the modelling of imperfect repairs for a continuously monitored gamma wear process through age reduction Sophie Mercier , I. T. T Castro Journal of Applied Probability, 2013, 50 (4), pp.1057-1076. ⟨10.1239/jap/1389370099⟩ Article dans une revue hal-00984773v1
	Extended geometric processes: Semiparametric estimation and application to reliability Laurent Bordes , Sophie Mercier Journal of The Iranian Statistical Society, 2013, 12 (1), pp.1-34 Article dans une revue hal-00867031v1
	Bivariate Gamma wear processes for track geometry modelling, with application to intervention scheduling Sophie Mercier , Carolina Meier-Hirmer , Michel Roussignol Structure and Infrastructure Engineering, 2012, 8 (4), pp.357-366. ⟨10.1080/15732479.2011.563090⟩ Article dans une revue hal-01576989v1
	A preventive maintenance policy for a continuously monitored system with correlated wear indicators Sophie Mercier , Ha Pham European Journal of Operational Research, 2012, 222 (2), pp.263-272. ⟨10.1016/j.ejor.2012.05.011⟩ Article dans une revue hal-00864795v1
	Importance and Sensitivity Analysis in Dynamic Reliability Robert Eymard , Sophie Mercier , Michel Roussignol Methodology and Computing in Applied Probability, 2011, 13 (1), pp.75-104. ⟨10.1007/s11009-009-9122-x⟩ Article dans une revue hal-00692992v1
	Piecewise Deterministic Markov Processes and maintenance modelling: application to maintenance of a train air conditioning system William Lair , Sophie Mercier , M. Roussignol , R. Ziani Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2011, 225 (2), pp.199-209. ⟨10.1177/1748006XJRR347⟩ Article dans une revue hal-00914631v1
	Bounds and approximations for continuous-time Markovian transition probabilities and large systems Sophie Mercier European Journal of Operational Research, 2008, 185 (1), pp.216--234. ⟨10.1016/j.ejor.2006.12.036⟩ Article dans une revue hal-00693075v1
	Comparison of numerical methods for the assessment of production availability of a hybrid system Robert Eymard , Sophie Mercier Reliability Engineering and System Safety, 2008, 93 (1), pp.168-177. ⟨10.1016/j.ress.2006.12.001⟩ Article dans une revue hal-00693079v1
	Numerical bounds for semi-Markovian quantities and application to reliability Sophie Mercier Methodology and Computing in Applied Probability, 2008, 10 (2), pp.179--198. ⟨10.1007/s11009-007-9035-5⟩ Article dans une revue hal-00693069v1
	An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes Robert Eymard , Sophie Mercier , Alain Prignet Journal of Computational and Applied Mathematics, 2008, 222 (2), pp.293-323. ⟨10.1016/j.cam.2007.10.053⟩ Article dans une revue hal-00693134v1
	Optimal replacement policy for obsolete components with general failure rates Sophie Mercier Applied Stochastic Models in Business and Industry, 2008, 24 (3), pp.221--235. ⟨10.1002/asmb.706⟩ Article dans une revue hal-00693070v1
	Discrete random bounds for general random variables and applications to reliability Sophie Mercier European Journal of Operational Research, 2007, 177 (1), pp.378--405. ⟨10.1016/j.ejor.2005.09.043⟩ Article dans une revue hal-00693092v1
	Characterization of the marginal distributions of Markov processes used in dynamic reliability Christiane Cocozza-Thivent , Robert Eymard , Sophie Mercier , Michel Roussignol Journal of Applied Mathematics and Stochastic Analysis, 2006, 2006, pp.1-18. ⟨10.1155/jamsa/2006/92156⟩ Article dans une revue hal-02004712v1
	A finite-volume scheme for dynamic reliability models Christiane Cocozza-Thivent , Robert Eymard , Sophie Mercier IMA Journal of Numerical Analysis, 2005, 26 (3), pp.446-471. ⟨10.1093/imanum/drl001⟩ Article dans une revue hal-00693102v1
	Optimal replacement policy for a series system with obsolescence Sophie Mercier , Pe Labeau Applied Stochastic Models in Business and Industry, 2004, 20 (1), pp.73--91. ⟨10.1002/asmb.516⟩ Article dans une revue hal-00693137v1
	Asymptotic failure rate of a Markov deteriorating system with preventive maintenance Sophie Mercier , Michel Roussignol Journal of Applied Probability, 2003, 40 (1), pp.1--19 Article dans une revue hal-00693116v1
	Monotone Markov processes with respect to the reversed hazard rate ordering: An application to reliability Sophie Mercier Journal of Applied Probability, 2001, 38 (1), pp.195--208 Article dans une revue hal-00693742v1
	Optimal restarting distribution after repair for a Markov deteriorating system Sophie Mercier Reliability Engineering and System Safety, 2001, 74 (2), pp.181--191. ⟨10.1016/S0951-8320(01)00076-X⟩ Article dans une revue hal-00693686v1

	Return Periods of Extreme Events in the Changing Climate: LEYP Model M.D. Pandey , Sophie Mercier 33rd European Safety and Reliability Conference (ESREL 2023), Sep 2023, Southampton (U.K.), United Kingdom. pp.2099-2106, ⟨10.3850/978-981-18-8071-1_P546-cd⟩ Communication dans un congrès hal-04227774v1
	On non negative multivariate additive processes in reliability Sophie Mercier 12th International Conference on Mathematical Methods in Reliability (MMR2023 - ), Department of Statistics and Operational Research, University of Murcia, May 2023, Murcie, Spain Communication dans un congrès hal-04117018v1
	A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process Sophie Mercier , Carmen Sangüesa Sixteenth International Conference Zaragoza-Pau on Mathematics and its Applications, University of Pau and Pays de l'Adour and University of Zaragoza, Sep 2022, Jaca, Spain Communication dans un congrès hal-04090314v1
	A model for stochastic dependence implied by failures among deteriorating components Carmen Sangüesa , Sophie Mercier Sixteenth International Conference Zaragoza-Pau on Mathematics and its Applications, University of Pau and Pays de l'Adour and University of Zaragoza, Sep 2022, Jaca, Spain Communication dans un congrès hal-04090323v1
	On the modelling of dependence between univariate Lévy wear processes and impact on the reliability function Sophie Mercier , Ghislain Verdier ENBIS Spring Meeting 2022, European Network for Business and Industrial Statistics, May 2022, Grenoble, France Communication dans un congrès hal-04090299v1
	Semiparametric Estimate of the Efficiency of Imperfect Maintenance Actions for a Gamma Deteriorating System Gabriel Salles , Sophie Mercier , Laurent Bordes MMR 2019 (11th International Conference on Mathematical Methods in Reliability), Jun 2019, Hong-Kong, Hong Kong SAR China Communication dans un congrès hal-02192655v1
	Two imperfect repair models for a gamma deteriorating system: A comparison Sophie Mercier , I T Castro ESREL 2018 (Annual European Safety and Reliability Conference), Jun 2018, Trondheim, Norway Communication dans un congrès hal-01812171v1
	Probabilistic construction and properties of gamma processes, and extensions Sophie Mercier 16th Workshop on Quality Improvement Methods, Jun 2018, Dortmund, Germany Communication dans un congrès hal-01812177v1
	OR03: A NEW BAYESIAN ESTIMATOR OF FAILURE RATES TO DEAL WITH HETEROGENEOUS DATA FROM THE OREDA DATABASE Sophie Mercier , Laurent Bordes , Nicolas Clavé , Pierre-Joseph Cacheux Congrès Lambda Mu 21 « Maîtrise des risques et transformation numérique : opportunités et menaces », Oct 2018, Reims, France Communication dans un congrès hal-02074960v1
	Parametric inference for two imperfect repair models for gamma deteriorating systems Gabriel Salles , Sophie Mercier , Laurent Bordes Fifteenth International Conference Zaragoza-Pau on Mathematics and its Applications, Sep 2018, Jaca, Spain Communication dans un congrès hal-02192678v1
	PROBABILISTIC CONSTRUCTION AND PROPERTIES OF GAMMA PROCESSES AND EXTENSIONS Sophie Mercier MMR 2017 (International Conference on Mathematical Methods on Reliability), 2017, Grenoble, France Communication dans un congrès hal-01577025v1
	A bivariate failure time model with random shocks and mixed effects Sophie Mercier , Ha Pham Congreso Bienal de la Real Sociedad Matemática Española, Jan 2017, Zaragoza, Spain Communication dans un congrès hal-01731445v1
	A CONDITION-BASED DYNAMIC MAINTENANCE POLICY FOR AN EXTENDED GAMMA PROCESS Zeina Al Masry , Sophie Mercier , Ghislain Verdier MMR 2017 (International Conference on Mathematical Methods on Reliability), 2017, Grenoble, France Communication dans un congrès hal-01577016v1
	Generalized method of moments for an extended gamma process Zeina Al Masry , Sophie Mercier , Ghislain Verdier ESREL 2016 (Annual European Safety and Reliability Conference), 2016, Glasgow, United Kingdom Communication dans un congrès hal-01577010v1
	On the stochastic comparison of two models of imperfect repairs for a gamma deteriorating system Sophie Mercier , I. T. Castro Fourteenth International Conference Zaragoza-Pau on Mathematics and its Applications, Sep 2016, Jaca, Spain Communication dans un congrès hal-01770453v1
	Probabilistic construction and properties of gamma processes Sophie Mercier SADA'16 - Conférence Internationale de Statistique Appliquée pour le Développement en Afrique, Nov 2016, Cotonou, Benin Communication dans un congrès hal-01770447v1
	A BIVARIATE FAILURE TIME MODEL, WITH DEPENDENCE DUE TO SHOCKS AND MIXED EFFECT Ha Pham , Sophie Mercier MMR 2015: Ninth International Conference on Mathematical Methods in Reliability, 2015, Tokyo, Japan Communication dans un congrès hal-01355146v1
	An application of quasi Monte Carlo methods for the numerical assessment of maintenance strategies Jeanne Demgne , William Lair , Jérome Lonchampt , Sophie Mercier 25th European Safety and Reliability Conference, ESREL 2015, 2015, Zurich, Switzerland. pp.907-916, ⟨10.1201/b19094-122⟩ Communication dans un congrès hal-01355100v1
	Technical tools for the use of extended gamma processes in reliability Sophie Mercier , Zeina Al Masry , Ghislain Verdier CMStatistics 2015 (8th International Conference of the ERCIM WG on Computational and Methodological Statistics), 2015, London, France Communication dans un congrès hal-01355162v1
	SIMULATION TECHNIQUES AND APPROXIMATED DISTRIBUTION OF AN EXTENDED GAMMA PROCESS Zeina Al Masry , Sophie Mercier , Ghislain Verdier MMR 2015: Ninth International Conference on Mathematical Methods in Reliability, 2015, Tokyo, Japan Communication dans un congrès hal-01355148v1
	A multivariate degradation model with dependence due to shocks Sophie Mercier , Anne Barros , Antoine Grall MMR 2015: Ninth International Conference on Mathematical Methods in Reliability, 2015, Tokyo, Japan Communication dans un congrès hal-01355141v1
	Méthodes de Quasi Monte-Carlo pour l’évaluation de stratégies d’investissements Jeanne Demgne , Sophie Mercier , William Lair , Jérôme Lonchampt , Michaël Baudin Congrès Lambda Mu 19 de Maîtrise des Risques et Sûreté de Fonctionnement, IMdR, Institut pour la Maîtrise des risques, Oct 2014, Dijon, France. ⟨10.4267/2042/56097⟩ Communication dans un congrès hal-01355095v1
	A stochastic process for partial degradation data. Emmanuel Remy , Sophie Mercier , Laurent Bordes , Emilie Dautrême ERCIM 2014 (7th International Conference of the ERCIM WG on Computational and Methodological Statistics), Dec 2014, Pise, Italy Communication dans un congrès hal-01770463v1
	A bivariate random shock model with mixed effect and dependence Sophie Mercier , Ha Pham IWAP 2014 (Seventh International Workshop on Applied Probability), Jun 2014, Antalya, Turkey Communication dans un congrès hal-01770468v1
	A random shock model with competing and dependent failure modes of different kinds Sophie Mercier , Ha Pham Thirteenth International Conference Zaragoza-Pau on Mathematics and its Applications, Sep 2014, Jaca, Spain Communication dans un congrès hal-01770465v1
	Extended Geometric Processes for Application to Reliability Laurent Bordes , Sophie Mercier Flint International Statistical Conference, Flint, USA, 2014, Flint, United States Communication dans un congrès hal-02159179v1
	Quasi Monte Carlo methods for the numerical assessment of investments plans Jeanne Demgne , Sophie Mercier , William Lair , Jérôme Lonchampt , Michaël Baudin ALT 2014 (5th International Conference on Accelerated Life Testing and Degradation Models), Jun 2014, Pau, France. 10 p Communication dans un congrès hal-01059779v1
	Multivariate Degradation Model with dependence due to Shocks Sophie Mercier , Anne Barros , Antoine Grall ALT 2014 (5th International Conference on Accelerated Life Testing and Degradation Models), Jun 2014, Pau, France. 12 p Communication dans un congrès hal-01059780v1
	Computation of some transient performance measures for deteriorating systems under continuous monitoring and imperfect repairs. Sophie Mercier , I. T. Castro MIMAR (8th IMA International Conference on Modelling in Industrial Maintenance and Reliability), Jul 2014, Oxford, United Kingdom Communication dans un congrès hal-01770461v1
	A virtual age model for imperfect repair of a continuously monitored system with accumulating deterioration Sophie Mercier , Inmaculada T. Castro ASMDA 2013 (15th Conference of the Applied Stochastic Models and Data Analysis International Society), 2013, Mataró, Spain Communication dans un congrès hal-00913471v1
	Two models of imperfect delayed repair for a continuously monitored system subject to an accumulative deterioration Inmaculada T. Castro , Sophie Mercier Annual European Safety and Reliability Conference, 2013, Amsterdam, Netherlands Communication dans un congrès hal-00984803v1
	A stochastic model for competing degradations Sophie Mercier , Laurent Bordes , E. Remy , E. Dautrême Annual European Safety and Reliability Conference, 2013, Amsterdam, Netherlands Communication dans un congrès hal-00984802v1
	An imperfect replacement policy for a periodically tested system with two dependent wear indicators Ha Pham , Sophie Mercier Annual European Safety and Reliability Conference, 2013, Amsterdam, Netherlands Communication dans un congrès hal-00984798v1
	Une politique de maintenance préventive associée à une dégradation accumulative bivariée observée continument Ha Pham , Sophie Mercier Congrès Lambda-Mu 18, 2012, Tours, France Communication dans un congrès hal-00868376v1
	Extended geometric processes for application to reliability Laurent Bordes , Sophie Mercier CFE-ERCIM 2012, Oviedo, Spain, December 2012, 2012, Oviedo, Spain Communication dans un congrès hal-00868365v1
	A preventive maintenance policy for a bivariate wear indicator with continuous monitoring Ha Pham , Sophie Mercier PSAM 11 - ESREL 2012, Helsinki, Finland, 2012, Unknown Communication dans un congrès hal-00868375v1
	Processus géométrique étendu et applications en fiabilité Laurent Bordes , Sophie Mercier 44ème Journées de Statistique, Bruxelles, Belgique, mai 2012, 2012, Unknown Communication dans un congrès hal-00868366v1
	Extended geometric processes for application to reliability Sophie Mercier , Laurent Bordes PSAM-ESREL, 2012, Helsinki, Finland Communication dans un congrès hal-00868370v1
	Maintenance effect modelling and optimization of a two-component system William Lair , Sophie Mercier , M. Roussignol , R. Ziani ESREL 2011, Troyes, France, 2011, Unknown Communication dans un congrès hal-00868117v1
	Stochastic models for reliability Sophie Mercier 7th COPROMAPH International School, Cotonou, Bénin, 2011, Unknown Communication dans un congrès hal-00868167v1
	Maintenance optimization of a train air conditioning system William Lair , Sophie Mercier , M. Roussignol , R. Ziani World Congress on Railway Research (WCRR), 2011, Lille, France Communication dans un congrès hal-00868145v1
	Bivariate subordinators as wear processes in reliability, with application to preventive maintenance Sophie Mercier GDRR 2011 - Second Symposium on Games and Decisions in Reliability and Risks, 2011, Belgirate, Italy Communication dans un congrès hal-00868166v1
	A block replacement policy for a bivariate wear subordinator Sophie Mercier , M. Roussignol European Safety and Reliability Conference: Advances in Safety, Reliability and Risk Management, ESREL, 2011, Troyes, France. pp.1007-1014 Communication dans un congrès hal-00868118v1
	Modeling and quantification of aging systems for maintenance optimization William Lair , R. Ziani , Sophie Mercier , M. Roussignol The International Symposium on Product Quality and Integrity, RAMS 2010, 2010, Unknown, pp.1-6, ⟨10.1109/RAMS.2010.5448074⟩ Communication dans un congrès hal-00864800v1
	Processus markoviens déterministes par morceaux et quantification déterministe avec un schéma de volumes finis : un cas d'étude William Lair , Sophie Mercier , R. Ziani , M. Roussignol Congrès Lambda-Mu 17, La Rochelle, France, 2010, Unknown Communication dans un congrès hal-00868124v1
	Modélisation de la géométrie d'une voie ferrée par un processus Gamma bivarié et application à la maintenance Sophie Mercier , C. Meier-Hirmer , M. Roussignol Congrès Lambda-Mu 17, La Rochelle, France, 2010, Unknown Communication dans un congrès hal-00868125v1
	On the use of Piecewise Deterministic Markov Processes in classical reliability Sophie Mercier Eleventh International Conference Zaragoza-Pau on Applied Mathematics and Statistics, Jaca, Espagne, 2010, Unknown Communication dans un congrès hal-00868150v1
	Modélisation et quantification de systèmes vieillissants pour l'optimisation de la maintenance William Lair , Sophie Mercier , R. Ziani , M. Roussignol Congrès Qualita, 2009, Besançon, France Communication dans un congrès hal-00866304v1

	Degradation Processes in Reliability Waltraud Kahle , Sophie Mercier , Christian Paroissin John Wiley & Sons, Inc. 2016, Mathematics and Statistics Series, Mathematical models and methods in reliability set, Vol. 3., ⟨10.1002/9781119307488⟩ Ouvrages hal-01355065v1

	Availability in Stochastic Models Sophie Mercier Wiley Encyclopedia of Operations Research and Management Science, John Wiley & Sons, Inc., 2011, ⟨10.1002/9780470400531.eorms0073⟩ Chapitre d'ouvrage hal-00868495v1
	Modelling track geometry by a bivariate Gamma wear process, with application to maintenance Sophie Mercier , C. Meier-Hirmer , M. Roussignol xx. Risk and Decision Analysis in Maintenance Optimization and Flood Management, IOS Press, Delft, pp.123--136, 2009 Chapitre d'ouvrage hal-00868498v1

	About failure rates estimating procedures in OREDA in case of heterogeneous data and proposition of a new estimator Laurent Bordes , Simplice Dossou-Gbété , Sophie Mercier 2012 Autre publication scientifique hal-00868561v1

	Stochastic models and numerical methods for reliability Sophie Mercier Mathematics [math]. Université Paris-Est, 2008 HDR tel-00368100v1

Sophie Mercier

Publications

A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process

A model for stochastic dependence implied by failures among deteriorating components

On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function

Two Reliability Acceptance Sampling Plans for Items Subject to Wiener Process of Degradation

STOCHASTIC COMPARISONS AND AGING PROPERTIES OF AN EXTENDED GAMMA PROCESS

Poisson Generalized Gamma Process and Its Properties

Semiparametric estimate of the efficiency of imperfect maintenance actions for a gamma deteriorating system

Trend-transformed independent vectors: construction and stochastic comparison results

Extensions of the Generalized Pólya Process

Transformed Lévy processes as state-dependent wear models

Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system

Generalized method of moments for an extended gamma process

A bivariate failure time model with random shocks and mixed effects

Modelling and numerical assessment of a maintenance strategy with stock through Piecewise Deterministic Markov Processes and Quasi Monte Carlo methods

Approximate simulation techniques and distribution of an extended Gamma process

Performance measures for a deteriorating system subject to imperfect maintenance and delayed repairs

A random shock model with mixed effect, including competing soft and sudden failures, and dependence

Partially observed competing degradation processes: modeling and inference

A condition-based imperfect replacement policy for a periodically inspected system with two dependent wear indicators

On the modelling of imperfect repairs for a continuously monitored gamma wear process through age reduction

Extended geometric processes: Semiparametric estimation and application to reliability

Bivariate Gamma wear processes for track geometry modelling, with application to intervention scheduling

A preventive maintenance policy for a continuously monitored system with correlated wear indicators

Importance and Sensitivity Analysis in Dynamic Reliability

Piecewise Deterministic Markov Processes and maintenance modelling: application to maintenance of a train air conditioning system

Bounds and approximations for continuous-time Markovian transition probabilities and large systems

Comparison of numerical methods for the assessment of production availability of a hybrid system

Numerical bounds for semi-Markovian quantities and application to reliability

An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes

Optimal replacement policy for obsolete components with general failure rates

Discrete random bounds for general random variables and applications to reliability

Characterization of the marginal distributions of Markov processes used in dynamic reliability

A finite-volume scheme for dynamic reliability models

Optimal replacement policy for a series system with obsolescence

Asymptotic failure rate of a Markov deteriorating system with preventive maintenance

Monotone Markov processes with respect to the reversed hazard rate ordering: An application to reliability

Optimal restarting distribution after repair for a Markov deteriorating system

Return Periods of Extreme Events in the Changing Climate: LEYP Model

On non negative multivariate additive processes in reliability

A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process

A model for stochastic dependence implied by failures among deteriorating components

On the modelling of dependence between univariate Lévy wear processes and impact on the reliability function

Semiparametric Estimate of the Efficiency of Imperfect Maintenance Actions for a Gamma Deteriorating System

Two imperfect repair models for a gamma deteriorating system: A comparison

Probabilistic construction and properties of gamma processes, and extensions

OR03: A NEW BAYESIAN ESTIMATOR OF FAILURE RATES TO DEAL WITH HETEROGENEOUS DATA FROM THE OREDA DATABASE

Parametric inference for two imperfect repair models for gamma deteriorating systems

PROBABILISTIC CONSTRUCTION AND PROPERTIES OF GAMMA PROCESSES AND EXTENSIONS

A bivariate failure time model with random shocks and mixed effects

A CONDITION-BASED DYNAMIC MAINTENANCE POLICY FOR AN EXTENDED GAMMA PROCESS

Generalized method of moments for an extended gamma process

On the stochastic comparison of two models of imperfect repairs for a gamma deteriorating system

Probabilistic construction and properties of gamma processes

A BIVARIATE FAILURE TIME MODEL, WITH DEPENDENCE DUE TO SHOCKS AND MIXED EFFECT

An application of quasi Monte Carlo methods for the numerical assessment of maintenance strategies

Technical tools for the use of extended gamma processes in reliability

SIMULATION TECHNIQUES AND APPROXIMATED DISTRIBUTION OF AN EXTENDED GAMMA PROCESS

A multivariate degradation model with dependence due to shocks

Méthodes de Quasi Monte-Carlo pour l’évaluation de stratégies d’investissements

A stochastic process for partial degradation data.

A bivariate random shock model with mixed effect and dependence

A random shock model with competing and dependent failure modes of different kinds

Extended Geometric Processes for Application to Reliability

Quasi Monte Carlo methods for the numerical assessment of investments plans

Multivariate Degradation Model with dependence due to Shocks

Computation of some transient performance measures for deteriorating systems under continuous monitoring and imperfect repairs.

A virtual age model for imperfect repair of a continuously monitored system with accumulating deterioration

Two models of imperfect delayed repair for a continuously monitored system subject to an accumulative deterioration

A stochastic model for competing degradations

An imperfect replacement policy for a periodically tested system with two dependent wear indicators

Une politique de maintenance préventive associée à une dégradation accumulative bivariée observée continument

Extended geometric processes for application to reliability

A preventive maintenance policy for a bivariate wear indicator with continuous monitoring

Processus géométrique étendu et applications en fiabilité

Extended geometric processes for application to reliability

Maintenance effect modelling and optimization of a two-component system

Stochastic models for reliability

Maintenance optimization of a train air conditioning system