[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.
Révisé le :
Publié le :
Dominique Guégan 1 ; Sophie Ladoucette 1, 2
@article{CRMATH_2002__335_1_73_0, author = {Dominique Gu\'egan and Sophie Ladoucette}, 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}, }
Dominique Guégan; Sophie Ladoucette. Extreme values of particular non-linear processes. Comptes Rendus. Mathématique, Volume 335 (2002) no. 1, pp. 73-78. doi : 10.1016/S1631-073X(02)02431-7. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(02)02431-7/
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