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Publications

1. Sophie Mercier, I. T. Castro (to appear), Stochastic comparison of imperfect maintenance models for a gamma deteriorating system, European Journal of Operational Research, Preprint.
2. Zeina Al Masry, Sophie Mercier, Ghislain Verdier (2018), Generalized method of moments for an extended gamma process, Communications in Statistics - Theory and Methods, 47(15), pp.3687-3714, Preprint.
3. Jeanne Demgne, Sophie Mercier, William Lair, Jérôme Lonchampt (2017), Modelling and numerical assessment of a maintenance strategy with stock through Piecewise Deterministic Markov Processes and Quasi Monte Carlo methods, Journal of Risk and Reliability, 231(4), pp. 429-445, Preprint.
4. Zeina Al Masry, Sophie Mercier, Ghislain Verdier (2017), Approximate simulation techniques and distribution of an extended Gamma process, Methodology and Computing in Applied Probability, 19(1), pp. 213-235, published online dec. 2015, Preprint.
5. Sophie Mercier, Hai Ha Pham (2017), A bivariate failure time model with random shocks and mixed effects, Journal of Multivariate Analysis, 153, pp. 33-51, Preprint.
6. Laurent Bordes, Sophie Mercier, Emmanuel Remy, Emilie Dautrême (2016), Partially observed competing degradation processes: modeling and inference, Applied Stochastic Models in Business and Industry, 32(5), pp. 677-696, Preprint.
7. I. T. Castro, Sophie Mercier (2016), Performance measures for a deteriorating system subject to imperfect maintenance and delayed repairs, Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 230(4), pp. 364-377, Preprint.
8. Sophie Mercier, Hai Ha Pham (2016), A random shock model with mixed effect, including competing soft and sudden failures, and dependence, Methodology and Computing in Applied Probability, 18(2), pp. 377-400, Preprint.
9. Sophie Mercier, Hai Ha Pham (2014), A condition-based imperfect replacement policy for a periodically inspected system with two dependent wear indicators, Applied Stochastic Models in Business and Industry, 30(6), pp. 766-782, Preprint.
10. Sophie Mercier, I.T. Castro (2013), On the modelling of imperfect repairs for a continuously monitored gamma wear process through age reduction, Journal of Applied Probability, 50(4), pp. 1057-1076, Preprint.
11. Laurent Bordes, Sophie Mercier (2013), Extended geometric processes: semiparametric estimation and application to reliability (pdf), Journal of the Iranian Statistical Society, 12(1), pp. 1-34.
12. Sophie Mercier, Hai Ha Pham (2012), A preventive maintenance policy for a continuously monitored system with correlated wear indicators, European Journal of Operational Research, 222(2), pp. 263-272, Preprint.
13. Sophie Mercier, Carolina Meier-Hirmer, Michel Roussignol (2012), Bivariate Gamma wear processes for track geometry modelling, with application to intervention scheduling, Structure and Infrastructure Engineering, 8(4), pp. 357-366, Preprint.
14. William Lair, Sophie Mercier, Michel Roussignol, Rachid Ziani (2011), Piecewise Deterministic Markov Processes and maintenance modelling: application to maintenance of a train air conditioning system, Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 225(2), pp. 199-209, pdf file.
15. Robert Eymard, Sophie Mercier, Michel Roussignol (2011), Importance and sensitivity analysis in dynamic reliability, Methodology and Computing in Applied Probability, 13(1), pp. 75-104, Preprint.
16. Sophie Mercier (2008), Optimal replacement policy for obsolete components with general failure rates, Applied Stochastic Models in Business and Industry, 24(3), pp. 221-235, pdf file.
17. Robert Eymard, Sophie Mercier, Alain Prignet (2008) An implicit finite volume scheme for a scalar hyperbolic problem with measure data related to piecewise deterministic Markov processes, Journal of Computational and Applied Mathematics, 222(2), pp. 293-323.
18. Sophie Mercier (2008) Numerical bounds for semi-markovian quantities and application to reliability, Methodology and Computing in Applied Probability, 10(2), June 2008, pp. 179-198, Preprint.
19. Sophie Mercier (2008) Bounds and approximations for continuous-time markovian transition probabilities and large systems, European Journal of Operational Research, 185(1), pp. 216-234, pdf file.
20. Robert Eymard, Sophie Mercier (2008), Comparison of numerical methods for the assessment of production availability of a hybrid system, Reliability Engineering & System Safety, 93(1), Jan. 2008, pp. 169-178.
21. Sophie Mercier (2007), Discrete random bounds for general random variables and applications to reliability, European Journal of Operational Research, 177(1), pp. 378-405.
22. C. Cocozza-Thivent, R. Eymard, S. Mercier (2006), A finite volume scheme for dynamic reliability models (pdf), IMA Journal of Numerical Analysis, 26(3), pp. 446-471, doi:10.1093/imanum/drl001.
23. Christiane Cocozza-Thivent, Robert Eymard, Sophie Mercier, Michel Roussignol (2006) Characterization of the marginal distributions of Markov processes used in dynamic reliability, Journal of Applied Mathematics and Stochastic Analysis, Volume 2006, Article ID 92156, pp. 1-18.
24. Sophie Mercier, Pierre-Etienne Labeau (2004), Optimal replacement policy for a series system with obsolescence, Applied Stochastic Models in Business and Industry, 20(1), pp. 73-91.
25. Sophie Mercier, Michel Roussignol (2003), Asymptotic failure rate of a Markov deteriorating system with preventive maintenance, Journal of Applied Probability, 40(1), pp. 1-19.
26. Sophie Bloch-Mercier (2002), A preventive maintenance policy with sequential checking procedure for a Markov deteriorating system, European Journal of Operational Research, 142(3), pp. 548-576.
27. Sophie Bloch-Mercier (2001), Optimal restarting distribution after repair for a Markov deteriorating system, Reliability Engineering & System Safety, 74(2), pp. 181-191.
28. Sophie Bloch-Mercier (2001), Monotone Markov processes with respect to the reversed hazard rate ordering: an application to reliability, Journal of Applied Probability, 38(1), pp. 195-208.
29. Sophie Bloch-Mercier (2000), Stationary availability of a semi-Markov system with random maintenance, Applied Stochastic Models in Business and Industry, 16(3), pp. 219-234.
30. S. Bloch-Mercier, C. Cocozza-Thivent, M. Roussignol (2000), Divers modèles stochastiques pour l'optimisation de la maintenance, Journal de la Société Française de Statistique 141(3), pp. 9-22.
31. Sophie Bloch-Mercier (2000), Optimisation de la maintenance corrective d'un système réparable, Journal de la Société Française de Statistique 141(3), pp 23-36.

Book

Waltraud Kahle, Sophie Mercier, Christian Paroissin (2016), Degradation processes in reliability, 238 pages, Wiley-ISTE.

Book chapters

1. Sophie Mercier (2011), Availability in Stochastic Models, Wiley Encyclopedia of Operations Research and Management Science, Published Online: 14 Jan. 2011, pdf.
2. Sophie Mercier, Carolina Meier-Hirmer, Michel Roussignol (2009), Modelling track geometry by a bivariate Gamma wear process, with application to maintenance, in Risk and Decision Analysis in Maintenance Optimization and Flood Management, pp. 123-136, Edts M.J. Kallen and S.P. Kuniewski, IOS Press, Delft.
3. Robert Eymard, Sophie Mercier, Alain Prignet, Michel Roussignol (2008), A finite volume scheme for sensitivity analysis in dynamic reliability, in Finite Volumes for Complex Applications V, pp. 383-390, ISTE, London.
4. Sophie Mercier, Michel Roussignol (2008) Sensitivity Estimates in Dynamic Reliability, in Advances in Mathematical Modeling for Reliability, Edts : T. Bedford, J. Quigley, L. Walls, B. Alkali, A. Daneshkhah and G. Hardman, IOS Press, Amsterdam, pp. 208-216.
5. C. Cocozza-Thivent, R. Eymard, S. Mercier (2005), A finite Volume scheme for dynamic reliability studies, in Finite Volumes for Complex Applications IV, pp. 215-223, ISTE, London.

Other publications

1. Sophie Mercier, William Lair, Rachid Ziani, Michel Roussignol (2011), Preventive Maintenance optimization of trains air conditioning systems, in European Success Stories in Industrial Mathematics, Lery, T.; Primicerio, M.; Esteban, M.J.; Fontes, M.; Maday, Y.; Mehrmann, V.; Quadros, G.; Schilders, W.; Schuppert, A.; Tewkesbury, H. (Eds.), Springer, Published Online: Oct. 2011.