no. 1
Extreme values of particular non-linear processes
[Valeurs extrêmes pour des processus non linéaires particuliers]
Guégan, Dominique1 ; Ladoucette, Sophie1, 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
Comptes Rendus. Mathématique, Tome 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.

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Révisé le :
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DOI : 10.1016/S1631-073X(02)02431-7
Guégan, Dominique 1 ; Ladoucette, Sophie 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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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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