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Research interests
Some Recent Publications
Books
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
N. Limnios, G. Oprisan
Semi-Markov
Processes and Reliability
Birkhauser, 2001, Boston.
M. Iosifescu, N. Limnios, G.
Oprisan
Modèles
Stochastiques
Hermes, 2007, Paris.
V. Girardin, N. Limnios
Probabilités en
vue des
applications
Vol. 1: Variables
vecteurs et suites aléatoires
Vol. 2: Introduction
aux processus et à la statistique
Vuibert, 2008, Paris.
Corrections
Editing Books
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.
N. Limnios, M. Nikulin (Eds),
Recent
Advances in Reliability Theory: Methodology,
Practice and Inference
Birkhauser, 2000, Boston.
J. Janssen, N. Limnios (Eds),
Semi-Markov
Models and Applications
Kluwer, 1999, Dordrecht.
D.C. Ionescu, N. Limnios (Eds),
Statistical
and Probabilistic Models in
Reliability
Birkhauser, 1999, Boston.
F. Vonta, M. Nikulin, N. Limnios, C.
Huber-Carol (Eds),
Statistical
Models and Methods for Biomedical and Technical Systems
Birkhauser, 2008, Boston.
C. Huber-Carol, N. Limnios, M. Mesbah, M. Nikulin
(Eds),
Mathematical Methods for Survival
Analysis, Reliability and Quality of Life
ISTE, J. Wiley, London, 2008.
M. Nikulin, N. Limnios, N. Balakrishnan, W. Kahle,
C. Huber-Carol (Eds).
Advances
on Degradation Models with Applications to Reliability, Survival
Analysis, and Finance,
Birkh\"auser, Boston, 2010.
Papers in journals
(2006 ->)
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(2), 2009, 201-209.
S. Trevezas, N.
Limnios, ''Variance Estimation in the Central Limit
Theorem for Markov Chains'', J.
Statist. Plann. Inf., 139(7), 2009, 2242-225
V. S. Koroliuk, N. Limnios,
''Poisson approximation of processes with locally independent
increments with Markov switching'',
Theory of Stochastic Processes, 15(31), no
1, 2009, 40--48.
V. S. Koroliuk, N. Limnios, I. Samoilenko,
''Lévy approximation of impulsive recurrent process with Markov
switching'',
Theory of Probability and Mathematical Statistics,
80, 2009, 85--92.
V. S. Koroliuk, N. Limnios, I. Samoilenko, ''L\'evy approximation
of processes with locally independent increments with semi-Markov
switching'',
Ukrainian Mathematical Bulletin, 6(3), 2009,
343--356.
J. Chiquet, N. Limnios, M. Eid, ''Piecewise
deterministic Markov processes applied to fatigue crack growth
modelling'',
Journal of Statistical Planning and Inference,
139(2009), 1657--1667.
S. Trevezas, N. Limnios, ''Variance Estimation in the Central Limit Theorem
for Markov Chains'',
Journal of Statistical Planning and Inference, 139 (2009) 2242 -- 2253.
S. Trevezas, N. Limnios, ''Maximum likelihood estimation for general hidden
semi-Markov processes with backward recurrence time dependence'',
J. Math. Sciences, POMI, 2009, Vol. 363, 105--125, Volume special en l'honneur de I. Ibragimov,
and In J. of Mathematical Sciences,
163(3), (2009), 262--274.
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,
39(2), 2010, 240--261.
V. S. Koroliuk,O. Kutoviy, N. Limnios, ''Occupation
Measure Functionals in Merging Phase Space'',
Stochastics: An International Journal of Probability
and Stochastic Processes, 2010, 82(2), 149--163.
Barbu V., Limnios N. (2010). Some algebraic methods in semi-Markov chains,
Contemporary Mathematics, AMS, vol. 516, pp 19--35.
N. Limnios ''Reliability measures of semi-Markov systems
with general state space'',
Meth. Comp.
Appl. Probab.(to appear).
N. Limnios, ''Discrete-time semi-Markov random evolutions --Difference equations
and additive functionals'',
Comm. Statist. - Theory and Methods, Special issue
in Honor of A. Skorokhod, V.S. Koroliuk and I. Kovalenko, 40, pp 3396-3406,
2011
S. Trevezas, N. Limnios, ''Exact MLE and asymptotic properties for nonparametric
semi-Markov models'',
J. Nonparametric Statistics, Vol 23,
no 3, 2011, pp. 719-739.
V. S. Koroliuk, N. Limnios, I. Samoilenko,
''Poisson approximation of impulsive recurrent process with semi-Markov
switching'',
J. Stochastic Analysis and Applications, 29(5), pp 769-778, 2011.
I. Votsi, N. Limnios, G. Tsaklidis, E. Papadimitriou
''Estimation of the expected number of earthquake occurrences based
on semi-Markov models'', Meth. Comput. Appl. Probab., (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, 2010.