Comptes Rendus
Extreme values of particular non-linear processes
[Valeurs extrêmes pour des processus non linéaires particuliers]
Comptes Rendus. Mathématique, Volume 335 (2002) no. 1, pp. 73-78.

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.

Reçu le :
Révisé le :
Publié le :
DOI : 10.1016/S1631-073X(02)02431-7

Dominique Guégan 1 ; Sophie Ladoucette 1, 2

1 École normale supérieure de Cachan, GRID, UMR CNRS 8534, 61, avenue du Président Wilson, 94235 Cachan cedex, France
2 Banque de France, 41-1391 DGERI-DEER-Centre de Recherche, 31, rue Croix des Petits Champs, 75049 Paris cedex 1, France
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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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