Nikolaos Limnios
Statut : Professeur des Universités
Bureau : GI 119
TEAM S2 - "Systèmes Stochastiques"
Research interests :
- Statistical Inference for Stochastic processes
- Stochastic processes : Diffusion and Poisson Approximation
- Semi-Markov Processes, Random Evolutions, Branching processes
- Reliability, Biostatistics, Seismology, Insurance and Finance
Associated Editor of the Journals :
- Communications in Statistics : Theory and Methods
- Communications in Statistics : Simulation and Computation
- Methodology and Computing in Applied Probability
- Journal of Statistical Theory and Practice
- Reliability : Theory and Applications (Electronic journal)
Editor of books series "Mathematics and Statistics", ISTE, London, J. Wiley, Elsevier.
Travaux récents
Livres
- Limnios, Nikolaos ; Swishchuk, Anatoliy Discrete-time semi-Markov random evolutions and their applications. Probability and its Applications. Birkhäuser/Springer, Cham, [2023]. xvi+198 pp.
- Girardin, Valérie, Limnios, Nikolaos. Applied Probability - From Random Sequences to Stochastic Processes. 2018, ISBN 978-3-319-97412-5. Sringer https://www.springer.com/la/book/9783319974118
- Votsi, N. Limnios, E. Papadimitriou and G. Tsaklidis. Earthquake Statistical Analysis through Multi-state ModelingI. iSTE and J. Wiley, 2019, ISBN : 9781786301505
http://www.iste.co.uk/book.php?id=1432 - Gámiz, M. Luz ; Kulasekera, K. B. ; Limnios, Nikolaos ; Lindqvist, Bo Henry Applied nonparametric statistics in reliability. Springer Series in Reliability Engineering. Springer, London, 2011. xiv+230 pp.
- Iosifescu, Marius ; Limnios, Nikolaos ; Oprişan, Gheorghe Introduction to stochastic models. Translated from the 2007 French original by Vlad Barbu. Applied Stochastic Methods Series. ISTE, London ; John Wiley & Sons, Inc., Hoboken, NJ, 2010. xii+371 pp.
- Barbu, Vlad Stefan ; Limnios, Nikolaos Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis. Lecture Notes in Statistics, 191. Springer, New York, 2008. xiv+224 pp.
- Koroliuk, Vladimir S. ; Limnios, Nikolaos Stochastic systems in merging phase space. World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ, 2005. xvi+331 pp.
- Limnios, N. ; Oprişan, G. Semi-Markov processes and reliability. Statistics for Industry and Technology. Birkhäuser Boston, Inc., Boston, MA, 2001. xii+222 pp.
- Girardin, V. ; Limnios, N. Probabilités en vue des applications
Vol. 1 : Probabilités - Et introduction à la statistique
Vol. 2 : Probabilités - Processus stochastiques et applications Editions : 2001, 2008, 2014, Vuibert, Paris. - Limnios, Nikolaos ; Swishchuk, Anatoliy. Discrete-Time Semi-Markov Random Evolutions and Their Applications. Probab. Appl.
Birkhäuser/Springer, Cham, 2023, xvi+198 pp.
Publications
- A. Pereira das Neves-Yedig, N. Limnios and D. Montoro-Cazorla (2023). Bladder cancer estimation by state-space model with semi-Markov processes and censored data : A case study. Austin J Infect Dis. 2023. 10(4) : 1094.
- Zhang, Jingqi and Fouladirad, Mitra and Limnios, Nikolaos. A semi-Markov model with geometric renewal processes. Methodol. Comput. Appl. Probab. 25 (2023), no. 4, Paper No. 85, 20 pp.
- Chetouani, H., Limnios, N., Gibbs Distribution and the Repairman Problem. In :
Mathematics 11.19 (2023). - Gámiz, María Luz ; Limnios, Nikolaos ; Segovia-García, Mari Carmen. The continuous-time hidden Markov model based on discretization. Properties of estimators and applications. Stat. Inference Stoch. Process. 26 (2023), no. 3, 525–550.
- Gàmiz M.L., Limnios N., Segovia-Garcia M. C. (2022) Hidden Markov models in reliability and maintenance. European Journal of Operational Research. To appear.
- A. Ibrahimbegovic, R. A. Mejia-Nava, E. Hajdo, N. Limnios.
Instability of (Heterogeneous) Euler Beam : Deterministic vs. Stochastic Reduced Model Approach. (2022). Coupled Systems Mechanics, An International Journal. To appear. - J. H. Cha, N. Limnios. Discrete time minimal repair processes. Stochastic Models, (2021) (to appear).
- Garcia-Maya, B.I., Karaliopoulou, M., Limnios, N. Asymptotic properties of words in Markov and semi-Markov sequences. Intern. J. Biomathematics, (2021). To appear.
- N. Limnios, B. Wu. Estimation of Stationary probability of semi-Markov chains. Statist. Infer. Stochastic Processes. (2021). To appear.
- I.Votsi, G. Gayraud, V. Barbu, N. Limnios. Hypotheses testing and posterior concentration rates for semi-Markov processes. Statist. Infer. Stochastic Processes. (2021) (to appear).
- Anatoliy Swishchuk and Nikolaos Limnios. Controlled Discrete-Time Semi-Markov Random Evolutions and Their Applications. Mathematics 2021, 9(2), 158 ; https://doi.org/10.3390/math9020158
- Garcia-Maya, B.I., Limnios, N., Lindqvist, B. Competing Risks Modeling by Extended Phase-type Semi-Markov Distributions. Methodol Comput Appl Probab. (2020) To appear.
- S. Bouzebda et N. Limnios. The uniform CLT for semi-Markov process indexed by functions under uniformly integrable entropy with applications to the kernel type estimators. (2022). J. Nonparametr. Stat. To appear.
- N. Limnios, E. Yarovaya. Diffusion approximation of Branching processes in semi-Markov environment. Methodol Comput Appl Probab, (2020). To appear.
- Wu, B., Garcia-Maya, B.I., Limnios, N. Using semi-Markov chains to solve semi-Markov processes. Methodol Comput Appl Probab. (2020). To appear.
- Chr. Papamichail, S. Bouzebda et N. Limnios. Regression analysis of stochastic fatigue crack growth model in a martingale difference framework. Journal of Statistical Theory and Practice. 14(2020). no. 3. Paper No. 44. 43 pages.
- N. Limnios et A. Swishchuk. Discrete-Time Semi-Markov Random Evolutions in Reduced Random Media with Applications. Mathematics, 8, 923, 2020, doi:10.3390/math8060963.
- S. Bouzebda et N. Limnios. Bootstraps of martingale difference arrays under the uniformly integrable entropy. (2020). Statistical Topics and Stochastic Models for Dependant Data with Applications. (ISTE, Wiley). pp. 29—46.
- S. Bouzebda et N. Limnios. Exchangeably weighted bootstraps of martingale difference arrays under the uniformly integrable entropy. (2020), Journal of Stochastic Analysis. Vol. 1 : No. 3 , Article 6. 13 pages.
- Brenda Ivette Garcia-Maya ; Nikolaos Limnios. Identification of Words in Biological Sequences Under the Semi-Markov Hypothesis. J. Comput. Biol. 27 (2020), no. 5, 683–697. https://doi.org/10.1089/cmb.2019.0253.
- Nikolaos Limnios, and Elena Yarovaya. Diffusion Approximation of Near Critical Branching Processes in Fixed and Random Environment. Stoch. Models 35 (2019), no. 2, 209–220. doi.org./10.1080/15326349.2019.1578240.
- Bouzebda, Salim ; Papamichail, Chrysanthi ; Limnios, Nikolaos On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications. J. Nonparametr. Stat. 30 (2018), no. 1, 49–86.
- Hou, Yunhui ; Limnios, Nikolaos ; Schön, Walter On the existence and uniqueness of solution of MRE and applications. Methodol. Comput. Appl. Probab. 19 (2017), no. 4, 1241–1250.
- Bouzebda, S. ; Limnios, N. The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions. Teor. Ĭmovīr. Mat. Stat. No. 96 (2017), 21–32.
- Pertsinidou, C. E. ; Tsaklidis, G. ; Papadimitriou, E. ; Limnios, N. Application of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, Greece. J. Appl. Stat. 44 (2017), no. 6, 1064–1085.
- Koroliuk, Volodymyr S. ; Limnios, Nikolaos ; Samoilenko, Igor V. Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach. C. R. Math. Acad. Sci. Paris 354 (2016),no. 7, 723–728.
- Swishchuk, A., Svishchuk, M., Limnios, N. Stochastic stability of vector SDE with applications to a stochastic epidemic model. International Journal of Pure and Applied Mathematics. (2016) 106(3), pp. 801-839
- Dumitrescu, M. ; Gámiz, M. L. ; Limnios, N. Minimum divergence estimators for the Radon-Nikodym derivatives of the semi-Markov kernel. Statistics 50 (2016), no. 3, 486–504.
- Georgiadis, Stylianos ; Limnios, Nikolaos. Nonparametric estimation of interval reliability for discrete-time semi-Markov systems. J. Stat. Theory Pract. 10 (2016), no. 1, 20–39.
- Pertsinidou, Christina-Elisavet ; Limnios, Nikolaos. Viterbi algorithms for hidden semi-Markov models with application to DNA analysis. RAIRO Oper. Res. 49 (2015), no. 3, 511—526.
- Votsi, I. ; Limnios, N. Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains. J. Nonparametr. Stat. 27 (2015), no. 2, 149—166
- Georgiadis, Stylianos ; Limnios, Nikolaos. Nonparametric estimation of the stationary distribution of a discrete-time semi-Markov process. Comm. Statist. Theory Methods 44 (2015), no. 7, 1319—1337.
- Georgiadis, Stylianos ; Limnios, Nikolaos. Interval reliability for semi-Markov systems in discrete time. J. SFdS 155 (2014), no. 3, 152–166.
- Votsi, I. ; Limnios, N. ; Tsaklidis, G. ; Papadimitriou, E. Hidden semi-Markov modeling for the estimation of earthquake occurrence rates. Comm. Statist. Theory Methods 43 (2014), no. 7, 1484—1502.
- Limnios, N. ; Samoilenko, I. V. Poisson approximation of processes with locally independent increments with Markov switching. Teor. Ĭmovīr. Mat. Stat. No. 89 (2013), 104—114 ; translation in Theory Probab. Math. Statist. No. 89 (2014), 115–126
- Elliott, Robert ; Limnios, Nikolaos ; Swishchuk, Anatoliy. Filtering hidden semi-Markov chains. Statist. Probab. Lett. 83 (2013), no. 9, 2007—2014.
- Limnios, Nikolaos ; Swishchuk, Anatoliy. Discrete-time semi-Markov random evolutions and their applications. Adv. in Appl. Probab. 45 (2013), no. 1, 214—240.
- Votsi, I. ; Limnios, N. ; Tsaklidis, G. ; Papadimitriou, E. Hidden Markov models revealing the stress field underlying the earthquake generation. Phys. A 392 (2013), no. 13, 2868—2885.
- Bouzebda, Salim ; Limnios, Nikolaos. On general bootstrap of empirical estimator of a semi-Markov kernel with applications. J. Multivariate Anal. 116 (2013), 52—62.
- Limnios, Nikolaos. Reliability measures of semi-Markov systems with general state space. Methodol. Comput. Appl. Probab. 14 (2012), no. 4, 895—917.
- Georgiadis, S. ; Limnios, N. A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel. J. Nonparametr. Stat. 24 (2012), no. 4, 1007—1017.
- Votsi, Irene ; Limnios, Nikolaos ; Tsaklidis, George ; Papadimitriou, Eleftheria. Estimation of the expected number of earthquake occurrences based on semi-Markov models. Methodol. Comput. Appl. Probab. 14 (2012), no. 3, 685—703.
- Limnios, Nikolaos. Discrete-time semi-Markov random evolutions—average and diffusion approximation of difference equations and additive functionals. Comm. Statist. Theory Methods 40 (2011), no. 19-20, 3396—3406.