On appelle diffusion en milieu aléatoire la solution de l’équation différentielle stochastique suivante : dX(t) = dB(t) − 1/2 W’(X(t))dt où B est un mouvement brownien standard et W, le milieu, est un processus càd-làg qui n’est pas nécessairement dérivable (l’EDS précédente n’a alors qu’un sens formel). Schumacher [69] et Brox [17] ont montré que dans le cas où W est un mouvement brownien, la diffusion X a un comportement sous-diffusif et se localise au voisinage de certains points du milieu. Cette thèse est principalement consacrée à l’étude du comportement asymptotique du processus des temps locaux de X. Ce processus LX(t, x) représente le temps passé par X au point x avant le temps t. C’est donc un outil bien adapté pour étudier la localisation de la diffusion. On décrit ici la loi limite du temps local lorsque le milieu est un mouvement brownien standard ou plus généralement un processus de Lévy stable. On s’intéresse également au temps passé par la diffusion au voisinage des points les plus visités et au comportement asymptotique presque sûr du maximum du temps local. Dans la dernière partie de la thèse, on utilise le temps local d’une version discrète du modèle, pour obtenir des informations sur le milieu. Le but étant d’appliquer ce modèle au séquençage de l’ADN. / A diffusion in random environment is the solution of the following stochastic differential equation: dX(t) = dB(t) − 1/2 W’(X(t))dt where B is a standard Brownian motion and W a càd-làg process which is not necessarily differentiable (the previous SDE has then only a formal sense). Schumacher [69] and Brox [17] have shown that the diffusion X has a sub-diffusive behavior when W is also a standard Brownian motion. Moreover they point out a localization phenomena for X. This thesis is principally devoted to the description of the asymptotic behavior of the local time process of X. The local time LX(t, x) represents the time spent by X before t at point x. This is thereby a useful tool to study the localization of the diffusion. Here is described the limit law of the local time when the environment is a Brownian motion or more generally a stable Lévy process. We are also interested in the time spent by X in the neighborhood of the most visited points and in the almost sure asymptotic behavior of the maximum of the local time. In the last chapter of the thesis the notion of local time is used in a discrete version of the model to obtain informations on the environment. The goal is to apply this model to DNA sequencing.

This thesis investigates the dynamic scheduling of computer communication networks that can be periodically overloaded. Such networks are modelled as mutliclass queueing networks in a slowly changing environment. A hierarchy framework is established to search for a suitable scheduling policy for such networks through its connection with stochastic fluid models. In this work, the dynamic scheduling of a specific multiclass stochastic fluid model is studied first. Then, a bridge between the scheduling of stochastic fluid models and that of the queueing networks in a changing environment is established. In the multiclass stochastic fluid model, the focus is on a system with two fluid classes and a single server whose capacity can be shared arbitrarily among these two classes. The server may be overloaded transiently and it is under a quality of service contract which is indicated by a threshold value of each class. Whenever the fluid level of a certain class is above the designated threshold value, the penalty cost is incurred to the server. The optimal and asymptotically optimal resource allocation policies are specified for such a stochastic fluid model. Afterwards, a connection between the optimization of the queueing networks and that of the stochastic fluid models is established. This connection involves two steps. The first step is to approximate such networks by their corresponding stochastic fluid models with a proper scaling method. The second step is to construct a suitable policy for the queueing network through a successful interpretation of the stochastic fluid model solution, where the interpretation method is provided in this study. The results developed in this thesis facilitate the process of searching for a nearly optimal scheduling policy for queueing networks in a slowly changing environment.

We introduce Riemannian First-Passage Percolation (Riemannian FPP) as a new model of random differential geometry, by considering a random, smooth Riemannian metric on R^d . We are motivated in our study by the random geometry of first-passage percolation (FPP), a lattice model which was developed to model fluid flow through porous media. By adapting techniques from standard FPP, we prove a shape theorem for our model, which says that large balls under this metric converge to a deterministic shape under rescaling. As a consequence, we show that smooth random Riemannian metrics are geodesically complete with probability one.In differential geometry, geodesics are curves which locally minimize length. They need not do so globally: consider great circles on a sphere. For lattice models of FPP, there are many open questions related to minimizing geodesics; similarly, it is interesting from a geometric perspective when geodesics are globally minimizing. In the present study, we show that for any fixed starting direction v, the geodesic starting from the origin in the direction v is not minimizing with probability one. This is a new result which uses the infinitesimal structure of the continuum, and for which there is no equivalent in discrete lattice models of FPP.

Nosso trabalho considera o processo de exclusão simples do vizinho mais próximo evoluindo com taxas de salto aleatórias . Demonstramos o limite hidrodinâmico deste processo. Este resultado è obtido através do limite hidrodinâmico do processo de exclusão onde as taxas de salto iniciais são substituidas pelas taxas cx,N que tem a mesma distribuição para cada N maior ou igal a 1. Fazemos algumas suposições no meio c_N e consideramos que as partículas estão inicialmente distribuidas de acordo à medida produto de Bernoulli associada a um perfil inicial. / Consider a Poisson process with rate equal to 1 in IR. Consider the nearest neighbor simple exclusion process with random jump rates § where §x =\\lambda, \\lambda > 0 if there is a Poisson mark between (x, x + 1) and §x = 1 otherwise. We prove the hydrodynamic limit of this process. This result follows from the hydrodynamic limit in the case that the jump rates {§x : x inteiro} are replaced by an array {cx,N : x inteiro} having the same distribution for each N >=1.

Nosso trabalho considera o processo de exclusão simples do vizinho mais próximo evoluindo com taxas de salto aleatórias . Demonstramos o limite hidrodinâmico deste processo. Este resultado è obtido através do limite hidrodinâmico do processo de exclusão onde as taxas de salto iniciais são substituidas pelas taxas cx,N que tem a mesma distribuição para cada N maior ou igal a 1. Fazemos algumas suposições no meio c_N e consideramos que as partículas estão inicialmente distribuidas de acordo à medida produto de Bernoulli associada a um perfil inicial. / Consider a Poisson process with rate equal to 1 in IR. Consider the nearest neighbor simple exclusion process with random jump rates § where §x =\\lambda, \\lambda > 0 if there is a Poisson mark between (x, x + 1) and §x = 1 otherwise. We prove the hydrodynamic limit of this process. This result follows from the hydrodynamic limit in the case that the jump rates {§x : x inteiro} are replaced by an array {cx,N : x inteiro} having the same distribution for each N >=1.

Se donnant un mécanisme de branchement critique ou sous-critique, on définit une procédure d’élagage de l’arbre aléatoire continu de Lévy associé. Cette procédure d’élagage est définie en plaçant des marques sur l’arbre grâce `a des techniques de serpent de Lévy. On démontre alors que le sous-arbre obtenu après élagage est encore un arbre aléatoire continu de Lévy. Ce résultat est démontré en utilisant une propriété de Markov spéciale et un problème de martingale pour les processus d’exploration. On construit ensuite, par couplage, une autre procédure d’élagage qui définit un processus de fragmentation sur l’arbre. On calcule la famille de mesures de dislocation associée à cette fragmentation. Dans un deuxième travail, on considère une diffusion aléatoire dans un milieu Lévy stable. On montre que le processus des temps locaux renormalisé et recentré au minimum de la vallée standard de hauteur log t, converge en loi vers une fonctionnelle de deux processus de Lévy conditionnés `a rester positifs indépendants. Pour démontrer ce résultat, on montre que la loi de la vallée standard est proche de celle de deux processus de Lévy conditionnés à rester positifs concaténés en 0. On obtient également la loi limite du supremum du temps local renormalisé. / Given a general critical or sub-critical branching mechanism, we define a pruning procedure of the associated Lévy continuum random tree. This pruning procedure is defined by adding some marks on the tree, using Lévy snake techniques. We then prove that the resulting sub-tree after pruning is still a Lévy continuum random tree. This last result is proved using the exploration process that codes the CRT, a special Markov property and martingale problems for exploration processes. We then construct, by coupling, an another pruning procedure which define a fragmentation process on the tree. We compute the family of dislocation measures associated with this fragmentation. In a second work, we consider a one-dimensional diffusion in a stable Lévy environment. We show that the normalized local time process refocused at the bottom of the standard valley with height log t converges in law to a functional of two independent Lévy processes conditioned to stay positive. To prove this result, we show that the law of the standard valley is close to a two-sided Lévy process conditioned to stay positive. We also obtain the limit law of the supremum of the normalized local time.

L’objet de cette thèse est d’étudier la probabilité de survie d’un processus de branchement en environnement aléatoire markovien et d’étendre dans ce cadre les résultats connus en milieu aléatoire i.i.d.. le cœur de l’étude repose sur l’utilisation des théorèmes limites locaux pour une marche aléatoire centrée (Sn)n≥0 sur R à pas markoviens et pour (rnn)n≥0, où mn = min (0, S1,... , Sn). Pour traiter le cas d’un environnement aléatoire markovien, nous développons dans un premier temps une étude des théorèmes locaux pour une chaîne semi-markovienne à valeurs réelles en améliorant certains résultats déjà connus et développés initialement par E. L. Presman (voir aussi [21]). Nous utilisons ensuite ces résultats pour l’étude du comportement asymptotique de la probabilité de survie d’un processus de branchement critique en environnement aléatoire markovien. Les résultats principaux de cette thèse (théorème limite local et son application au processus de branchement critique eu milieu aléatoire) ont été acceptés et publiés dans le Comptes Rendus de l‘Académie des Sciences ([20]). Le texte principal de cette mémoire de thèse consisite les détails des preuves. / The purpose of this thesis is to study the survival probability of a branching process in markovian random environment and expand in this framework some known results which have been developed for a branching processus in i.i.d. random environment, the core of the study is based on the use of the local limit theorem for a centered random walk (Sn)n≥o on R with markovian increasements and for (mn)n≥0. where mn = min (O. S1,……. , Sn). In order to treat the case of a markovian random environment, we establish firstly a local limit theorem for a semi-markovian chain on R. which improves certain results developed initially by E. P. Presman (see also [21]). And then we use these results to study the asymptotic behavior of a critical branching process in markovian environment. The main results et this thesis (local limit theorem and its application to the critical branching process in random environment) are accepted and published in Comptes Rendus de l’Académie des Sciences ([20]). The principal text et this thesis contains the details of the proofs.

Cette étude s'inscrit dans le cadre du développement d'outils de simulation de latélémétrie qui est une technique possible pour la surveillance et le contrôle périodique desréacteurs nucléaires à neutrons rapides refroidis par du sodium liquide (RNR-Na).De manière générale, la télémétrie consiste à positionner au sein du réacteur untransducteur qui génère un faisceau ultrasonore. Ce faisceau se propage à travers un milieuinhomogène et aléatoire car le sodium liquide est le siège de fluctuations de température quiimpliquent une variation de la célérité des ondes ultrasonores, ce qui modifie la propagationdu faisceau. Ce dernier interagit ensuite avec une structure immergée dans le réacteur. Lamesure du temps de vol de l’écho reçu par le même transducteur permet de déterminer laposition précise de la structure. La simulation complète de la télémétrie nécessite donc lamodélisation à la fois de la propagation d’une onde acoustique en milieu inhomogènealéatoire et de l’interaction de cette onde avec des cibles de formes variées ; c'est l'objectif dece travail.Un modèle stochastique basé sur un algorithme de type Monte-Carlo est tout d'aborddéveloppé afin de simuler les perturbations aléatoires du champ de propagation. Le champacoustique en milieu inhomogène est finalement modélisé à partir du champ calculé dans unmilieu homogène moyen en modifiant les temps de parcours des rayons homogènes parincorporation d’une correction fournie par le modèle stochastique. Le modèle stochastiquede propagation ainsi développé a été validé par comparaison avec un modèle déterministe ets’avère nettement plus simple à mettre en oeuvre au sein de la plateforme logicielle desimulation en contrôle non destructif CIVA et moins couteux en temps de calcul que lemodèle déterministe.En vue de modéliser l’interaction onde acoustique/cible, des modèles classiques dediffraction ont été évalués dans le cadre de structures rigides, parmi lesquels la théoriegéométrique de la diffraction (GTD) et l’approximation de Kirchhoff (KA), ces deuxapproches apparaissant comme complémentaires. En les combinant de sorte à ne conserverque leurs avantages, nous avons développé un modèle hybride (KA raffiné) en utilisant uneprocédure similaire à la théorie physique de la diffraction (PTD). Le modèle KA raffinéfournit une amélioration de la prédiction en champ proche d’une cible rigide. Le modèle dediffraction KA initial (non raffiné) a été ensuite étendu pour traiter une cible réalisted’impédance finie. Le modèle KA « général » ainsi obtenu se révèle être une solutionsatisfaisante pour l’application à la télémétrie. Finalement, le couplage du modèlestochastique de propagation et du modèle de diffraction KA général nous a permis deconstruire un outil de simulation complète de la télémétrie en milieu inhomogène. / This study takes place in the framework of tools development for thetelemetry simulation. Telemetry is a possible technology applied to monitoring the sodiumcooledfast reactors (SFR) and consists in positioning in the reactor core a transducer togenerate an ultrasonic beam. This beam propagates through an inhomogeneous randommedium since temperature fluctuations occur in the liquid sodium and consequently thesound velocity fluctuates as well, which modifies the bream propagation. Then the beaminteracts with a reactor structure immersed in sodium. By measuring the time of flight of thebackscattered echo received by the same transducer, one can determine the preciselocation of the structure. The telemetry simulation therefore requires modeling of both theacoustic wave propagation in an inhomogeneous random medium and the interaction of thiswave with structures of various shapes; this is the objective of this work.A stochastic model based on a Monte Carlo algorithm is developed in order to take intoaccount the random fluctuations of the acoustic field. The acoustic field through aninhomogeneous random medium is finally modeled from the field calculated in a meanhomogeneous medium by modifying the travel times of rays in the homogeneous medium,using a correction provided by the stochastic model. This stochastic propagation model hasbeen validated by comparison with a deterministic model and is much simpler to integrate inthe CIVA software platform for non destructive evaluation simulation and less timeconsuming than the deterministic model.In order to model the interaction between the acoustic wave and the immersedstructures, classical diffraction models have been evaluated for rigid structures, including thegeometrical theory of diffraction (GTD) and the Kirchhoff approximation (KA). These twoapproaches appear to be complementary. Combining them so as to retain only theiradvantages, we have developed a hybrid model (the so-called refined KA) using a proceduresimilar to the physical theory of diffraction (PTD). The refined KA provides an improvementof the prediction in the near field of a rigid scatterer. The initial (non refined) KA model isthen extended to deal with the scattering from a finite impedance target. The obtainedmodel, the so-called “general” KA model, is a satisfactory solution for the application totelemetry. Finally, the coupling of the stochastic propagation model and the general KAdiffraction model has allowed us to build a complete simulation tool for the telemetry in aninhomogeneous medium.

京都大学 / 0048 / 新制・課程博士 / 博士(理学) / 甲第20887号 / 理博第4339号 / 新制||理||1623(附属図書館) / 京都大学大学院理学研究科数学・数理解析専攻 / (主査)准教授 福島 竜輝, 教授 中島 啓, 教授 牧野 和久 / 学位規則第4条第1項該当 / Doctor of Science / Kyoto University / DFAM

No / Recent work by Billinton et al. has highlighted the importance of employing more than one adverse weather state when modelling transmission line failures by Markov processes. In the present work the structure of the modelling Markov process is identified, allowing the rate matrix to be written in a closed form using Kronecker matrix operations. This approach allows larger models to be handled safely and with ease. The MAXIMA implementation of two asymptotic reliability indices for such systems is addressed, exemplifying the combination of symbolic and numerical steps, perhaps not seen in this context before. It is also indicated how the three-state weather model can be extended to a multi-state model, while retaining the scope of the proposed closed-form expression for the rate matrix. Some possible future work is discussed.