[Valeurs extrêmes pour des processus non linéaires particuliers]
Nous étudions le comportement asymptotique des maxima d'une classe générale de processus chaotiques déterministes – comprenant les applications tent et logistique –, de processus chaotiques bruités et des processus longue mémoire gaussiens de Gegenbauer à k facteurs.
We investigate the asymptotic behavior of the maxima of a general class of deterministic chaotic processes – including the tent map and the logistic map –, of noisy chaotic processes, and of the Gaussian long memory k-factor Gegenbauer processes.
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@article{CRMATH_2002__335_1_73_0,
author = {Gu\'egan, Dominique and Ladoucette, Sophie},
title = {Extreme values of particular non-linear processes},
journal = {Comptes Rendus. Math\'ematique},
pages = {73--78},
publisher = {Elsevier},
volume = {335},
number = {1},
year = {2002},
doi = {10.1016/S1631-073X(02)02431-7},
language = {en},
url = {http://www.numdam.org/articles/10.1016/S1631-073X(02)02431-7/}
}
TY - JOUR AU - Guégan, Dominique AU - Ladoucette, Sophie TI - Extreme values of particular non-linear processes JO - Comptes Rendus. Mathématique PY - 2002 SP - 73 EP - 78 VL - 335 IS - 1 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/S1631-073X(02)02431-7/ DO - 10.1016/S1631-073X(02)02431-7 LA - en ID - CRMATH_2002__335_1_73_0 ER -
%0 Journal Article %A Guégan, Dominique %A Ladoucette, Sophie %T Extreme values of particular non-linear processes %J Comptes Rendus. Mathématique %D 2002 %P 73-78 %V 335 %N 1 %I Elsevier %U http://www.numdam.org/articles/10.1016/S1631-073X(02)02431-7/ %R 10.1016/S1631-073X(02)02431-7 %G en %F CRMATH_2002__335_1_73_0
Guégan, Dominique; Ladoucette, Sophie. Extreme values of particular non-linear processes. Comptes Rendus. Mathématique, Tome 335 (2002) no. 1, pp. 73-78. doi : 10.1016/S1631-073X(02)02431-7. http://www.numdam.org/articles/10.1016/S1631-073X(02)02431-7/
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