Searching for authors named "Olivier Perrin" – sorted by Relevance.
11 documents found, showing 1 through 10.
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Reducing Non-Stationary Stochastic Processes to Stationarity By a Time Deformation
- …Reducing non-stationary stochastic processes to stationarity by a time deformation Olivier Perrin…
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Functional convergence in distribution of quadratic variations for a large class of Gaussian processes: application to a time deformation model
- … processes: application to a time deformation model Olivier Perrin I.N.R.A., Avignon, France December 4…
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Reducing Non-Stationary Random Fields to Stationarity Or Isotropy Using a Space Deformation
- … Perrin y , Rachid Senoussi I.N.R.A., Avignon, France May 16, 1999 Abstract Recently, a model…
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Estimating a Non-Stationary Spatial Structure Using Simulated Annealing
- … and Olivier PERRIN y May 16, 1999 Abstract During the past decade, a useful model for non-stationary random…
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Estimation of extreme wind speeds in Sweden
- …Wind speeds in extra tropical latitudes are known to be approximately Weibull distributed. Hence a Weibull distribution fitted to all available data is often used to predict sizes of future extreme winds. The most extreme values then, however, have little influence on the estimated parent Weibul…
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Towards formal verification of web service composition
- …Towards Formal Verification of Web Service Composition Mohsen Rouached, Olivier Perrin, and Claude…
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Ensuring Required Failure Atomicity of Composite Web Services
- …2005, May 10–15, 2005, Chiba, Japan. ACM 1-59593-046-9/05/0005. Olivier Perrin LORIA-INRIA BP 239, F…
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Identifiability For Non-Stationary Spatial Structure
- … OLIVIER PERRIN, I.N.R.A, Avignon, France WENDY MEIRING, University of California, Santa Barbara, USA…
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A model to support collaborative work in virtual enterprises
- …A Model to Support Collaborative Work in Virtual Enterprise Franck Wynen, Olivier Perrin…
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Identication of Space Deformation Using Linear and Supercial Quadratic Variations
- … , Olivier Perrin y SAMOS, Universit# Paris I, France March 22, 1999 Abstract We use linear and supercial…
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