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Comptes Rendus Mathématique
Volume 335, n° 1
pages 73-78 (2002)
Doi : S1631-073X(02)02431-7
Received : 19 November 2001 ; 
Extreme values of particular non-linear processes
Valeurs extrêmes pour des processus non linéaires particuliers
 

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

Note presented by Paul Deheuvels

Abstract

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. To cite this article: D. Guégan, S. Ladoucette, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 73-78.

The full text of this article is available in PDF format.
Résumé

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. Pour citer cet article : D. Guégan, S. Ladoucette, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 73-78.

The full text of this article is available in PDF format.


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